Related papers: Derivatives of Feynman-Kac Semigroups

This paper establishes semiorthogonal decompositions for derived Grassmannians of perfect complexes with Tor-amplitude in $[0,1]$. This result verifies the author's Quot formula conjecture [J21a] and generalizes and strengthens Toda's…

This note is devoted to representation of some evolution semigroups. The semigroups are generated by pseudo-differential operators, which are obtained by different (parametrized by a number $\tau$) procedures of quantization from a certain…

We use a basic martingale method to show a differentiation formula for the derivatives $$d(P_tf)(x_0)(v_0)={1\over t} E f(x_t) \int_0^t \langle Y(x_s)(v_s),dB_t\rangle_{R^m}.$$ These are proved first on $R^n$, then on manifolds. Afterwards…

In the present paper we prove that every 2-local derivation on a semi-finite von Neumann algebra is a derivation.

Explicit expressions are proven for derivatives of the ratio of a determinant or Pfaffian determinant and a Vandermonde determinant. Such ratios appear for example in general group integrals of Harish-Chandra--Itzykson--Zuber type and in…

In this paper, we first provide a short summary of the main properties of the so-called general fractional derivatives with the Sonin kernels introduced so far. These are integro-differential operators defined as compositions of the first…

We prove that every derivation acting on a von Neumann algebra $\mathcal{M}$ with values in a quasi-normed bimodule of locally measurable operators affiliated with $\mathcal{M}$ is necessarily inner.

Basic aspects of differential geometry can be extended to various non-classical settings: Lipschitz manifolds, rectifiable sets, sub-Riemannian manifolds, Banach manifolds, Weiner space, etc. Although the constructions differ, in each of…

The classical Feynman-Kac identity represents solutions of linear partial differential equations in terms of stochastic differential euqations. This representation has been generalized to nonlinear partial differential equations on the one…

We establish a new formula for the fractional derivative with Mittag-Leffler kernel, in the form of a series of Riemann-Liouville fractional integrals, which brings out more clearly the non-locality of fractional derivatives and is easier…

We obtain a priori local pointwise second derivative estimates for solutions $u$ to a class of augmented Hessian equations on Riemannian manifolds, in terms of the $C^1$ norm and certain $W^{2,p}$ norms of $u$. We consider the case that no…

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…

We propose an alternative method for Feynman path integrals on compact Riemannian manifolds. Our method employs action integrals along the shortest paths. In the case of rank 1 locally symmetric Riemannian manifolds, we prove the strong…

We generalize the computation of Feynman integrals of log divergent graphs in terms of the Kirchhoff polynomial to the case of graphs with both fermionic and bosonic edges, to which we assign a set of ordinary and Grassmann variables. This…

We compute the Weierstrass semigroup at one totally ramified place for Kummer extensions defined by $y^m=f(x)^{\lambda}$ where $f(x)$ is a separable polynomial over $\mathbb{F}_q$. In addition, we compute the Weierstrass semigroup at two…

Bounds on the logarithmic derivatives of the heat kernel on a compact Riemannian manifolds have been long known, and were recently extended, for the log-gradient and log-Hessian, to general complete Riemannian manifolds. Here, we further…

A rigid framework for the Cartan calculus of Lie derivatives, inner derivations, functions, and forms is proposed. The construction employs a semi-direct product of two graded Hopf algebras, the respective super-extensions of the deformed…

In this paper, we consider a class of fully nonlinear equations on closed smooth Riemannian manifolds, which can be viewed as an extension of $\sigma_k$ Yamabe equation. Moreover, we prove local gradient and second derivative estimates for…

We introduce partial secondary invariants associated to complete Riemannian metrics which have uniformly positive scalar curvature outside a prescribed subset on a spin manifold. These can be used to distinguish such Riemannian metrics up…

We study the Hessian of the solutions of time-independent Schr\"odinger equations, aiming to obtain as large a class as possible of complete Riemannian manifolds for which the estimate $C(\frac 1 t +\frac {d^2}{t^2})$ holds. For this…