Related papers: Purely pathwise probability-free Ito integral
The classification of scalar Ito equations with a single noise source which admit a so called standard symmetry and hence are -- by the Kozlov construction -- integrable is by now complete. In this paper we study the situation, occurring in…
We consider Euclidean path integrals with higher derivative actions, including those that depend quadratically on acceleration, velocity and position. Such path integrals arise naturally in the study of stiff polymers, membranes with…
An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…
It is very well known that periodic orbits of autonomous Hamiltonian systems are generically organized into smooth one-parameter families (the parameter being just the energy value). We present a simple example of an integrable Hamiltonian…
Path integration is a respected form of quantization that all theoretical quantum physicists should welcome. This elaboration begins with simple examples of three different versions of path integration. After an important clarification of…
A new approach to stochastic integration is described, which is based on an a.s. pathwise approximation of the integrator by simple, symmetric random walks. Hopefully, this method is didactically more advantageous, more transparent, and…
We propose a natural, parameter-free, discrete-variable formulation of Feynman path integrals. We show that for discrete-variable quantum systems, Feynman path integrals take the form of walks on the graph whose weighted adjacency matrix is…
To define oscillatory movements of securities market, we put in the non-local extension of Ito- equation for wavelet-images of random processes. It is proposed an algorithm of creation of evolutionary equation and a model of prediction of…
We define a deterministic integral with respect to irregular paths as a limit of standard line integrals and completely describe a class of all paths for which this integral exists for functions with H\"older exponent in the range of (0,1].…
The simplest (3+1)D Regge calculus model (with three-dimensional discrete space and continuous time) is considered which describes evolution of the simplest closed two-tetrahedron piecewise flat manifold in the continuous time. The measure…
We consider a stochastic Volterra integral equation with regular path-dependent coefficients and a Brownian motion as integrator in a multidimensional setting. Under an imposed absolute continuity condition, the unique solution is a…
To obtain a well defined path integral one often employs discretizations. In the case of gravity and reparametrization invariant systems, the latter of which we consider here as a toy example, discretizations generically break…
Rough path analysis can be developed using the concept of controlled paths, and with respect to a topology in which L\'evy's area plays a role. For vectors of irregular paths we investigate the relationship between the property of being…
Let $(\xi,\eta)$ be a bivariate L\'evy process such that the integral $\int\_0^\infty e^{-\xi\_{t-}} d\eta\_t$ converges almost surely. We characterise, in terms of their \LL measures, those L\'evy processes for which (the distribution of)…
An analytical formula for the occurence probability of Markovian stochastic paths with repeatedly visited and/or equal departure rates is derived. This formula is essential for an efficient investigation of the trajectories belonging to…
We describe the pricing and hedging of financial options without the use of probability using rough paths. By encoding the volatility of assets in an enhancement of the price trajectory, we give a pathwise presentation of the replication of…
We say a graph $G$ has a Hamiltonian path if it has a path containing all vertices of $G$. For a graph $G$, let $\sigma_2(G)$ denote the minimum degree sum of two nonadjacent vertices of $G$; restrictions on $\sigma_2(G)$ are known as…
This note examines the safety verification of the solution of Ito stochastic differential equations using the notion of stochastic zeroing barrier function. The main tools in the proposed method include Ito calculus and the concept of…
We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss…
In this work we develop the path integral optimization in a class of inhomogeneous 2d CFTs constructed by putting an ordinary CFT on a space with a position dependent metric. After setting up and solving the general optimization problem, we…