Related papers: First Order Feynman-Kac Formula
A Feynman formula is a representation of a solution of an initial (or initial-boundary) value problem for an evolution equation (or, equivalently, a representation of the semigroup resolving the problem) by a limit of $n$-fold iterated…
In this paper, we derive a priori estimates for the gradient and second order derivatives of solutions to a class of Hessian type fully nonlinear parabolic equations with the first initial-boundary value problem on Riemannian manifolds.…
We study the behavior of the wave kernel of the Laplacian on asymptotically complex hyperbolic manifolds for finite times. We show that the wave kernel on such manifolds belongs to an appropriate class of Fourier integral operators and…
We investigate the relationship between the universal topological polynomials for graphs in mathematics and the parametric representation of Feynman amplitudes in quantum field theory. In this first paper we consider translation invariant…
We consider the continuous parabolic Anderson model with the Gaussian fields under the measure-valued initial conditions, the covariances of which are nonhomogeneous in time and fractional rough in space. We mainly study the spatial…
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…
As a first step towards a theory of differential equations involving para-Grassmann variables the linear equations with constant coefficients are discussed and solutions for equations of low order are given explicitly. A connection to…
It has recently been demonstrated that Feynman integrals relevant to a wide range of perturbative quantum field theories involve periods of Calabi-Yaus of arbitrarily large dimension. While the number of Calabi-Yau manifolds of dimension…
In this paper, we establish the second order estimates of solutions to the first initial-boundary value problem for general Hessian type fully nonlinear parabolic equations on Riemannian manifolds. The techniques used in this article can…
We show well-posedness for the parabolic Anderson model on $2$-dimensional closed Riemannian manifolds. To this end we extend the notion of regularity structures to curved space, and explicitly construct the minimal structure required for…
This article is devoted to the study of several estimations for a positive solution to a nonlinear weighted parabolic equation on a weighted Riemannian manifold. We therefore derive new Li-Yau type and Hamilton type gradient estimates…
We prove an integration by parts formula for the probability measure induced by the semi-classical Riemmanian Brownian bridge over a manifold with a pole.
We study gauge theories based on abelian $p-$ forms on real compact hyperbolic manifolds. The tensor kernel trace formula and the spectral functions associated with free generalized gauge fields are analyzed.
We carry out calculations of Orlicz cohomology for some basic Riemannian manifolds (the real line, the hyperbolic plane, the ball). Relationship between Orlicz cohomology and Poincar\'e--Sobolev--Orlicz-type inequalities is discussed.
This article provides a new theory for the analysis of forward and backward particle approximations of Feynman-Kac models. Such formulae are found in a wide variety of applications and their numerical (particle) approximation are required…
In this paper, we are concerned with the first initial boundary value problem for a class of fully nonlinear parabolic equations on Riemannian manifolds. As usual, the establishment of the a priori C^2 estimates is our main part. Based on…
We establish a link between the study of completely integrable systems of partial differential equations and the study of generic submanifolds in C^n. Using the recent developments of Cauchy-Riemann geometry we provide the set of symmetries…
We discuss a progress in calculations of Feynman integrals based on the Gegenbauer Polynomial Technique and the Differential Equation Method. We demonstrate the results for a class of two-point two-loop diagrams and the evaluation of most…
We obtain pointwise estimates for solutions of semilinear parabolic equations with a potential on connected domains both of $\mathbb R^n$ and of general Riemannian manifolds.
Let $Q$ be a differential operator of order $\leq 1$ on a complex metric vector bundle $\mathscr{E}\to \mathscr{M}$ with metric connection $\nabla$ over a possibly noncompact Riemannian manifold $\mathscr{M}$. Under very mild regularity…