Related papers: Purely pathwise probability-free Ito integral
The quantum Ito formula has so far been proved for regular (bounded) quantum semimartingales We give three different extensions to classes of essentially self-adjoint (unbounded) quantum semimartingales. The first extension is to quantum…
We introduce a new class of integrators for stiff ODEs as well as SDEs. These integrators are (i) {\it Multiscale}: they are based on flow averaging and so do not fully resolve the fast variables and have a computational cost determined by…
We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…
The path integral formulation of constrained systems leads to obtain the equations of motion as total differential equations in many variables. If these equations are integrable then one can constuct a valid and a canonical phase space…
We show that a pathwise stochastic integral with respect to fractional Brownian motion with an adapted integrand $g$ can have any prescribed distribution, moreover, we give both necessary and sufficient conditions when random variables can…
The purpose of this note is to prove the It{\^o}-F\"ollmer formula for the c\`adl\`ag paths possessing quadratic variation in a possibly ``weakest'' sense along some sequence of partitions. By this we mean, for example, that we do not…
Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…
We construct integrable models on flag manifold by using the symplectic structure explicitly given in the Bruhat coordinatization of flag manifold. They are non-commutative integrable and some of the conserved quantities are given by the…
Nakao's stochastic integrals for continuous additive functionals of zero energy are extended from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting. Ito's formula in terms of the extended stochastic…
In this work we introduce a theory of stochastic integration with respect to general cylindrical semimartingales defined on a locally convex space $\Phi$. Our construction of the stochastic integral is based on the theory of tensor products…
We give here a covariant definition of the path integral formalism for the Lagrangian, which leaves a freedom to choose anyone of many possible quantum systems that correspond to the same classical limit without adding new potential terms…
Extension of Feynman's path integral to quantum mechanics of noncommuting spatial coordinates is considered. The corresponding formalism for noncommutative classical dynamics related to quadratic Lagrangians (Hamiltonians) is formulated.…
We provide a theory of manifold-valued rough paths of bounded 3 > p-variation, which we do not assume to be geometric. Rough paths are defined in charts, and coordinate-free (but connection-dependent) definitions of the rough integral of…
We have studied the path integral solution of a system of particle moving in certain class of non-central potential without using Kustannheimo-Stiefel transformation. The Hamiltonian of the system has been converted to a separable…
The Black-Scholes formula for pricing options on stocks and other securities has been generalized by Merton and Garman to the case when stock volatility is stochastic. The derivation of the price of a security derivative with stochastic…
This paper describes a path integral formulation of the free energy principle. The ensuing account expresses the paths or trajectories that a particle takes as it evolves over time. The main results are a method or principle of least action…
A general path integral analysis of the separable Hamiltonian of Liouville-type is reviewed. The basic dynamical principle used is the Jacobi's principle of least action for given energy which is reparametrization invariant, and thus the…
Given two graphs $H_1$ and $H_2$, a graph is $(H_1,\,H_2)$-free if it contains no induced subgraph isomorphic to $H_1$ or $H_2$. For a positive integer $t$, $P_t$ is the chordless path on $t$ vertices. A paraglider is the graph that…
We generalize a semi-classical path integral approach originally introduced by Giachetti and Tognetti [Phys. Rev. Lett. 55, 912 (1985)] and Feynman and Kleinert [Phys. Rev. A 34, 5080 (1986)] to time-dependent Hamiltonians, thus extending…
We propose a path integral formulation for scale invariant quantum field theories. We do it by modifying the functional integration measure in such a way that the partition function is always exactly scale invariant, at the cost of having…