Related papers: Purely pathwise probability-free Ito integral
We consider a Markov process $X$ associated to a nonnecessarily symmetric Dirichlet form $\mathcal{E}$. We define a stochastic integral with respect to a class of additive functionals of zero quadratic variation and then we obtain an…
We propose a modification of the Faddeev-Popov procedure to construct a path integral representation for the transition amplitude and the partition function for gauge theories whose orbit space has a non-Euclidean geometry. Our approach is…
A notion of a particular integrability is introduced when two operators commute on a subspace of the space where they act. Particular integrals for one-dimensional (quasi)-exactly-solvable Schroedinger operators and Calogero-Sutherland…
For stochastic systems driven by continuous semimartingales an explicit formula for the logarithm of the Ito flow map is given. A similar formula is also obtained for solutions of linear matrix-valued SDEs driven by arbitrary…
Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…
We to define a Path Integral in Lorentzian time by restricting the relevant domain of integration on $C([0,1],M)$ over a Riemannian configuration manifold $(M,g)$ and considering the dynamics of a particle evolving between to fixed…
A method for nonperturbative path integral calculation is proposed. Quantum mechanics as a simplest example of a quantum field theory is considered. All modes are decomposed into hard (with frequencies $\omega^2 >\omega^2_0$) and soft (with…
This paper explores the relationship between non-Markovian fully coupled forward-backward stochastic systems and path-dependent PDEs. The definition of classical solution for the path-dependent PDE is given within the framework of…
Based on an extension of the martingale comparison method some comparison results for path-dependent functions of semimartingales are established. The proof makes essential use of the functional It\^o calculus. A main tool is an extension…
Path integral formulation of quantum mechanics (and also other equivalent formulations) depends on a Lagrangian and/or Hamiltonian function that is chosen to describe the underlying classical system. The arbitrariness presented in this…
The concept of the $p^{\text{th}}$ variation of a continuous function $f$ along a refining sequence of partitions is the key to a pathwise It\^o integration theory with integrator $f$. Here, we analyze the $p^{\text{th}}$ variation of a…
We present a new approach for the pricing of interest rate derivatives which allows a direct computation of option premiums without deriving a (Black-Scholes type) partial differential equation and without explicitly solving the stochastic…
A time-reversal invariant topological insulator can be generally defined by the effective topological field theory with a quantized \theta coefficient, which can only take values of 0 or \pi. This theory is generally valid for an…
It is known that knowledge of a symmetry of a scalar Ito stochastic differential equations leads, thanks to the Kozlov substitution, to its integration. In the present paper we provide a classification of scalar autonomous Ito stochastic…
A fundamental dichotomous classification for all physical systems is according to whether they are spinless or spinful. This is especially crucial for the study of symmetry-protected topological phases, as the two classes have distinct…
The main purpose of this paper is to introduce a new class of Hamiltonian scattering systems of the cone potential type that can be integrated via the asymptotic velocity. For a large subclass, the asymptotic data of the trajectories define…
A discrete formulation of the real-time path integral as the expectation value of a functional of paths with respect to a complex probability on a sample space of discrete valued paths is explored. The formulation in terms of complex…
Let $\pi$ be a non-degenerate permutation on at least $4$ symbols. We show that the set of uniquely ergodic interval exchange transformations with permutation $\pi$ is path-connected.
We define bi-infinite versions of four well-studied discrete integrable models, namely the ultra-discrete KdV equation, the discrete KdV equation, the ultra-discrete Toda equation, and the discrete Toda equation. For each equation, we show…
The aim of the presented research is to give a rigorous mathematical approach to Feynman path integrals based on strong (pathwise) approximations based on simple random walks.