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In this paper we analytically study the problem of pricing an arithmetically averaged Asian option in the path integral formalism. By a trick about the Dirac delta function, the measure of the path integral is defined by an effective action…

Pricing of Securities · Quantitative Finance 2013-11-28 Peng Zhang

We present the details of our embedding proof of the Atiyah-Patodi-Singer index theorem for Dirac operators on manifolds with boundary.

Differential Geometry · Mathematics 2007-05-23 Xianzhe Dai , Weiping Zhang

One of the key elements of Feynman's formulation of non-relativistic quantum mechanics is a so-called Feynman path integral. It plays an important role in the theory, but it appears as a postulate based on intuition rather than a…

Mathematical Physics · Physics 2015-01-27 E. S. Nathanson , P. E. T. Jørgensen

In this paper, we survey recent progress on the constructive theory of the Feynman operator calculus. (The theory is constructive in that, operators acting at different times, actually commute.) We first develop an operator version of the…

Mathematical Physics · Physics 2011-01-27 Tepper L Gill , Woodford W Zachary

Given any (Feynman) propagator which is Lorentz and translation invariant, it is possible to construct an action functional for a scalar field such that the quantum field theory, obtained by path integral quantization, leads to this…

High Energy Physics - Theory · Physics 2020-11-10 T. Padmanabhan

The Feynman integral for the Schroedinger propagator is constructed as a generalized function of white noise, for a linear space of potentials spanned by measures and Laplace transforms of measures, i.e., locally singular as well as rapidly…

Mathematical Physics · Physics 2009-11-10 Margarida de Faria , Maria Joao Oliveira , Ludwig Streit

A Dirac operator on a complete manifold is Fredholm if it is invertible outside a compact set. Assuming a compact group to act on all relevant structure, and the manifold to have a warped product structure outside such a compact set, we…

Differential Geometry · Mathematics 2023-03-20 Peter Hochs , Hang Wang

We introduce a mathematician-friendly formulation of the physicist-friendly derivation of the Atiyah-Patodi-Singer index of our previous paper. Our viewpoint sheds some new light on the interplay among the Atiyah-Patodi-Singer boundary…

Differential Geometry · Mathematics 2020-08-26 Hidenori Fukaya , Mikio Furuta , Shinichiroh Matsuo , Tetsuya Onogi , Satoshi Yamaguchi , Mayuko Yamashita

In these survey lectures, we investigate the geometric and analytic properties of transverse Dirac operators. In particular, we define a transverse Dirac operator associated to a distribution that is essentially self-adjoint (Prokhorenkov-R…

Differential Geometry · Mathematics 2021-01-28 Ken Richardson

We describe the "Feynman diagram" approach to nonrelativistic quantum mechanics on R^n, with magnetic and potential terms. In particular, for each classical path \gamma connecting points q_0 and q_1 in time t, we define a formal power…

Mathematical Physics · Physics 2010-10-28 Theo Johnson-Freyd

The path integral approach to quantum mechanics provides a method of quantization of dynamical systems directly from the Lagrange formalism. In field theory the method presents some advantages over Hamiltonian quantization. The Lagrange…

Quantum Physics · Physics 2007-05-23 M. Asorey , A. Ibort , G. Marmo

In this paper we address the relation between the star exponentials emerging within the Deformation Quantization formalism and Feynman's path integrals associated with propagators in quantum dynamics. In order to obtain such a relation, we…

Mathematical Physics · Physics 2024-04-22 Jasel Berra-Montiel , Hugo Garcia-Compean , Alberto Molgado

The hypothesis of path integral duality provides a prescription to evaluate the propagator of a free, quantum scalar field in a given classical background, taking into account the existence of a fundamental length, say, the Planck length,…

High Energy Physics - Theory · Physics 2009-09-02 Dawood Kothawala , L. Sriramkumar , S. Shankaranarayanan , T. Padmanabhan

A Duistermaat-Guillemin-Gutzwiller trace formula for Dirac-type operators on a globally hyperbolic spatially compact stationary spacetime is achieved by generalising the recent construction by Strohmaier and Zelditch [Adv. Math.…

Analysis of PDEs · Mathematics 2023-01-27 Onirban Islam

Index theorems for the Dirac operator allow one to study spinors on manifolds with boundary and torsion. We analyse the modifications of the boundary Chern-Simons correction and APS eta invariant in the presence of torsion. The bulk…

High Energy Physics - Theory · Physics 2009-10-31 Kasper Peeters , Andrew Waldron

Starting from the earlier notions of stationary action principles, we show how Schwinger's Quantum Action Principle descended from Dirac's formulation, which independently led Feynman to his path-integral formulation of quantum mechanics.…

History and Philosophy of Physics · Physics 2014-02-18 K. A. Milton

We study the heat statistics of a quantum Brownian motion described by the Caldeira-Leggett model. By using the path integral approach, we introduce a novel concept of the quantum heat functional along every pair of Feynman paths. This…

Statistical Mechanics · Physics 2018-07-18 Ken Funo , H. T. Quan

In our paper, we considered how to apply the traditional Feynman path integral to string field. By constructing the complete set in Fock space of non-relativistic and relativistic open bosonic string fields, we extended Feynman path…

General Physics · Physics 2016-05-19 Am-Gil Ri , Tae-Song Kim , Chol-Man Ri , Song-Jin Im

We derive the fixed-$\Lambda$ and unimodular propagators using the path integral formalism as applied to the Einstein-Cartan action. The simplicity of the action (which is linear in the lapse function) allows for an exact integration…

High Energy Physics - Theory · Physics 2023-02-08 Raymond Isichei , João Magueijo

In the first part of the paper we provide a survey of recent results concerning the problem of pointwise convergence of integral kernels in Feynman path integral, obtained by means of time-frequency analysis techniques. We then focus on…

Mathematical Physics · Physics 2020-04-14 Hans G. Feichtinger , Fabio Nicola , S. Ivan Trapasso
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