Related papers: First Order Feynman-Kac Formula
We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a complete Riemannian manifold. We derive local estimates and give bounds on the logarithmic derivatives of the integral kernel. Stationary…
We study the Hessian of the fundamental solution to the parabolic problem for weighted Schr\"odinger operators of the form $\frac 12 \Delta+\nabla h-V$ proving a second order Feynman-Kac formula and obtaining Hessian estimates. For…
This talk reviews recent developments in the field of analytical Feynman integral calculations. The central theme is the geometry associated to a given Feynman integral. In the simplest case this is a complex curve of genus zero (aka the…
We present an algorithm for the numerical solution of nonlinear parabolic partial differential equations. This algorithm extends the classical Feynman-Kac formula to fully nonlinear partial differential equations, by using random trees that…
To any graph with external half-edges and internal masses, we associate canonical integrals which depend non-trivially on particle masses and momenta, and are always finite. They are generalised Feynman integrals which satisfy graphical…
In this paper, we continue to study some applications with respect to a Reilly type integral formula associated with the $\phi$-Laplacian. Some inequalities of Brascamp-Lieb type and Colesanti type are provided.
In this proceeding we consider a translation invariant Nelson type model in two spatial dimensions modeling a scalar relativistic particle in interaction with a massive radiation field. As is well-known, the corresponding Hamiltonian can be…
We prove a Feynman-Kac formula for differential forms satisfying absolute boundary conditions on Riemannian manifolds with boundary and of bounded geometry. We use this to construct $L^2$ harmonic forms out of bounded ones on the universal…
This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat…
Ten sharp lower estimates of the first non-trivial eigenvalue of Laplacian on compact Riemannian manifolds are reviewed and compared. An improved variational formula, a general common estimate, and a new sharp one are added. The best lower…
We present some new ideas to derive {\em a priori} second order estiamtes for a wide class of fully nonlinear parabolic equations. Our methods, which produce new existence results for the initial-boundary value problems in $\bfR^n$, are…
Let $(M,g)$ be a complete non-compact Riemannian manifold together with a function $e^h$, which weights the Hausdorff measures associated to the Riemannian metric. In this work we assume lower or upper radial bounds on some weighted or…
In this article, we deduce a series of integral formulas for a foliated sub-Riemannian manifold, which is a new geometric concept denoting a Riemannian manifold equipped with a distribution ${\mathcal D}$ and a foliation ${\mathcal F}$,…
We consider a compact Riemannian manifold M endowed with a potential 1-form A and study the magnetic Laplacian associated with those data (with Neumann magnetic boundary condition if the bpoundary of M is not empty). We first establish a…
By using Bochner technique and gradient estimate, we give the lower bound estimates of the first eigenvalue of Finsler-Laplacian on Finsler manifolds. These results generalize the corresponding famous theorems in the Riemannian geometry.
This article presents a purely functional-analytic construction of the concept of stochastic parallel transport in Hermitian bundles over Riemannian manifolds. As a byproduct, we also obtain a form of the Feynman-Kac formula in vector…
The $\varepsilon$-form of a system of differential equations for Feynman integrals has led to tremendeous progress in our abilities to compute Feynman integrals, as long as they fall into the class of multiple polylogarithms. It is…
Probabilistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for the…
We prove a formula for the Bergman kernel of polarized complex hyperbolic manifolds. The formula expresses the Bergman kernel as a sum over the geodesic loops in the manifold. As an application, we prove a result about the maximum and…
The paper is devoted to the construction of a probabilistic particle algorithm. This is related to nonlin-ear forward Feynman-Kac type equation, which represents the solution of a nonconservative semilinear parabolic Partial Differential…