Related papers: Feynman-Kac theorems for generalized diffusions
We introduce perturbative Feynman integrals in the context of q-calculus generalizing the Gaussian q-integrals introduced by Diaz and Teruel. We provide analytic as well as combinatorial interpretations for the Feynman-Jackson integrals.
The universal method of expansion of integrals is suggested. It allows in particular to derive the threshold expansion of Feynman integrals.
We formalize the notion of matrix coefficients for distributional vectors in a representation of a real reductive group, which consist of generalized functions on the group. As an application, we state and prove a Gelfand-Kazhdan criterion…
By constructing an infinite dimensional KAM theorem of the normal frequencies being dense at finite-point, we show that some shallow water equations such as Benjamin-Bona-Mahony equation and the generalized $d$-Dim. Pochhammer-Chree…
In this paper we deal with Mellin convolution of generalized Gamma densities which leads to integrals of modified Bessel functions of the second kind. Such convolutions allow us to explicitly write the solutions of the time-fractional…
A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…
Diffraction of coherent x-ray beams is treated through the Fractionnal Fourier transform. The transformation allow us to deal with coherent diffraction experiments from the Fresnel to the Fraunhofer regime. The analogy with the…
This is an introductory note concerning the distribution vectors in a unitary representation of a Lie group. We discuss the definition of matrix coefficients associated with a pair of distributions and how one can compute them. Most of the…
The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…
Using the Feynman-Kac formula, a work fluctuation theorem for a Brownian particle in a nonconfining potential, e.g., a potential well with finite depth, is derived. The theorem yields aninequality that puts a lower bound on the average work…
We propose a nonlinear forward Feynman-Kac type equation, which represents the solution of a non-conservative semilinear parabolic Partial Differential Equations (PDE). We show in particular existence and uniqueness. The solution of that…
The Markovian diffusion theory is generalized within the framework of the special theory of relativity using a modification of the mathematical calculus of diffusion on Riemannian manifolds (with definite metric) to describe diffusion on…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
We establish a general Liouville type theorem for conformally invariant fully nonlinear equations.
In a reasonably self-contained and explicit presentation we illustrate the efficiency of the Feynman-Kac formula for the rigorous derivation of three inequalities of interest in non-relativistic quantum mechanics.
In view of the role of reaction equations in physical problems, the authors derive the explicit solution of a fractional reaction equation of general character, that unifies and extends earlier results. Further, an alternative shorter…
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feynman-Kac particle approximation models. We design an original approach based on new Berry-Esseen type estimates for abstract martingale…
We consider a system of two reaction-diffusion-advection equations describing the one dimensional directed motion of particles with superimposed diffusion and mutual alignment. For this system we show the existence of traveling wave…
A symmetry group classification for fourth-order reaction-diffusion equations, allowing for both second-order and fourth-order diffusion terms, is carried out. The fourth order equations are treated, firstly, as systems of second-order…
By virtue of the generalized Hermann-Feynmam theorem and the method of characteristics we rederive energy average formula of photon gas, this is another useful application of the theorem.