Related papers: Purely pathwise probability-free Ito integral
We discuss W-symmetries of Ito stochastic differential equations, introduced in a recent paper by Gaeta and Spadaro [J. Math. Phys. 2017]. In particular, we discuss the general form of acceptable generators for continuous (Lie-point)…
We study the path integral formulation of Friedmann universe filled with a massless scalar field in loop quantum cosmology. All the isotropic models of $k=0,+1,-1$ are considered. To construct the path integrals in the timeless framework, a…
We formulate path integrals on any Riemannian manifold which admits the action of a compact Lie group by isometric transformations. We consider a path integral on a Riemannian manifold M on which a Lie group G acts isometrically. Then we…
We present a novel class of topological insulators, termed the Takagi topological insulators (TTIs), which is protected by the sublattice symmetry and spacetime inversion ($\mathcal P\mathcal T$) symmetry. The required symmetries for the…
Shafer and Vovk introduce in their book \cite{ShaferVovk:2018} the notion of \emph{instant enforcement} and \emph{instantly blockable} properties. However, they do not associate these notions with any outer measure, unlike what Vovk did in…
Two path integral representations for the $T$-matrix in nonrelativistic potential scattering are derived and proved to produce the complete Born series when expanded to all orders. They are obtained with the help of "phantom" degrees of…
We study stochastic volatility models in which the volatility process is a positive continuous function of a continuous Volterra stochastic process. We state some pathwise large deviation principles for the scaled log-price.
In this paper, we consider a Borel measurable map of a compact metric space which admits an inducing scheme. Under the finite weighted complexity condition, we establish a thermodynamic formalism for a parameter family of potentials…
We review and extend the formalism introduced by Peliti, that maps a Markov process to a path-integral representation. After developing the mapping, we apply it to some illustrative examples: the simple decay process, the birth-and-death…
Generalised Ito formulae are proved for time dependent functions of continuous real valued semi-martingales. The conditions involve left space and time first derivatives, with the left space derivative required to have locally bounded…
Let $G_\omega$ be an edge-weighted simple graph. In this paper, we give a complete characterization of the graph $G_\omega$ whose edge ideal $I(G_\omega)$ is integrally closed. We also show that if $G_\omega$ is an edge-weighted star graph,…
This work focuses on the indifference pricing of American call option underlying a non-traded stock, which may be partially hedgeable by another traded stock. Under the exponential forward measure, the indifference price is formulated as a…
In this small note we explicit the relation between Ito and Stratonovich integrals when conditional measure flow components are present in the integrands. The `correction' term involves Lions-type measure derivatives and clarifies which…
We derive a stochastic path integral representation of counting statistics in semi-classical systems. The formalism is introduced on the simple case of a single chaotic cavity with two quantum point contacts, and then further generalized to…
We provide a model-free pricing-hedging duality in continuous time. For a frictionless market consisting of $d$ risky assets with continuous price trajectories, we show that the purely analytic problem of finding the minimal superhedging…
We consider a multidimensional Ito semimartingale regularly sampled on [0,t] at high frequency $1/\Delta_n$, with $\Delta_n$ going to zero. The goal of this paper is to provide an estimator for the integral over [0,t] of a given function of…
This work presents an efficient method to solve a class of continuous-time, continuous-space stochastic optimal control problems of robot motion in a cluttered environment. The method builds upon a path integral representation of the…
Off-shell supersymmetry, which restricts sparticles to appear only off-shell, solves the gauge hierarchy problem and unifies the gauge couplings in the usual way. Without introducing any new interactions or exacerbating the naturalness,…
Doi-Peliti methods are developed for stochastic models with finite maximum occupation numbers per site. We provide a generalized framework for the different Fock spaces reported in the literature. Paragrassmannian techniques are then…
We investigate 't Hooft's technique of changing the gauge parameter of the linear covariant gauge from the point of view of the path integral with respect to the gauge freedom. Extension of the degrees of freedom allows us to formulate a…