Related papers: Stochastic Levy Differential Operators and Yang-Mi…

Analogue to the well-known Langevin Monte Carlo method, in this article we provide a method to sample from a target distribution \(\pi\) by simulating a solution of a stochastic differential equation. Hereby, the stochastic differential…

A natural generalization of a Lie algebra connection, or Yang-Mills field, to the case of a Lie-Kac superalgebra, for example SU(m/n), just in terms of ordinary complex functions and differentials, is proposed. Using the chirality $\chi$…

Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We…

Derivations of a noncommutative algebra can be used to construct differential calculi, the so-called derivation-based differential calculi. We apply this framework to a version of the Moyal algebra ${\cal{M}}$. We show that the differential…

We consider an Einstein-Yang-Mills Lagrangian in a five dimensional space-time including a cosmological constant. Assuming all fields to be independent of the extra coordinate, a dimensional reduction leads to an effective (3+1)-dimensional…

In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…

We explain the concepts of computational statistical physics which have proven very helpful in the study of Yang-Mills integrals, an ubiquitous new class of matrix models. Issues treated are: Absolute convergence versus Monte Carlo…

The Parisi-Sourlas mechanism is exhibited in pure Yang-Mills theory. Using the new scalar degrees of freedom derived from the non-linear gauge condition, we show that the non-perturbative sector of Yang-Mills theory is equivalent to a 4D…

Consideration of some perturbatively calculated gauge-invariant expectation values of local noncomposite operators in pure Yang-Mills theory indicates that those expectation values which are not dimension specific, and which are well…

Several versions of It\^{o}'s formula have been obtained in the context of the functional stochastic calculus. Here, we revisit this topic in two ways. First, by defining a notion of derivative along a functional, we extend the setting of…

We prove new comparison principles for viscosity solutions of non-linear integro-differential equations. The operators to which the method applies include but are not limited to those of L\'evy-It\^o type. The main idea is to use an optimal…

A consistent truncation of IIB on S^5 has been obtained in the sector of the metric and the 4-form potential. The ansatz contains 20 scalars and all 15 gauge fields of ${\cal N}=8$ gauged supergravity in five dimensions. With this fully…

One method to compute the price of an arithmetic Asian option in a Levy driven model is based on the exponential functional of the underlying Levy process: If we know the distribution of the exponential functional, we can calculate the…

In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…

In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…

Working in a Hamiltonian formulation with $A_0 = 0$ gauge and also in a path integral formulation, we show that the vacuum wave functional of four-dimensional pure Yang-Mills theory has the form of the exponential of a {\it…

This partially expository paper provides a view of Yang-Mills equations from the perspective of complex variables, operator theory, and $C^{*}$-algebras. Through operator-valued pluriharmonic and skew-Hermitian differential forms, it…

Working over a pseudo-Riemannian manifold, for each vector bundle with connection we construct a sequence of three differential operators which is a complex (termed a Yang-Mills detour complex) if and only if the connection satisfies the…

Functionals of a stochastic process Y(t) model many physical time-extensive observables, e.g. particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are…

In this paper, we consider the nonparametric estimation problem of the drift function of stochastic differential equations driven by $\alpha$-stable L\'{e}vy motion. First, the Kullback-Leibler divergence between the path probabilities of…