Related papers: Derivatives of Feynman-Kac Semigroups

We give a unified interpretation of confluences, contiguity relations and Katz's middle convolutions for linear ordinary differential equations with polynomial coefficients and their generalization to partial differential equations. The…

Many possible definitions have been proposed for fractional derivatives and integrals, starting from the classical Riemann-Liouville formula and its generalisations and modifying it by replacing the power function kernel with other kernel…

By carefully analyzing the relations between operator methods and the discretized and continuum path integral formulations of quantum-mechanical systems, we have found the correct Feynman rules for one-dimensional path integrals in curved…

We prove that every local derivation on a complex semisimple finite-dimensional Leibniz algebra is a derivation.

In this paper we follow the general approach, proposed earlier by the first author, which is derived from the invariant theory field and provides a way of obtaining of the polynomial identities for any arbitrary polynomial family. We…

A method of calculation for the variational derivatives for gravitational actions in the pseudo-Riemannian case is proposed as a practical variant of the first order formalism with constraints. The method is then used to derive the metric…

We derive gradient and second order {\em a priori} estimates for solutions of the Neumann problem for a general class of fully nonlinear elliptic equations on compact Riemannian manifolds with boundary. These estimates yield regularity and…

We calculate the derivations and the first Hochschild cohomology group of the quantum grassmannian over a field of characteristic zero in the generic case when the deformation parameter is not a root of unity. Using graded techniques and…

The Feynman-Kac formulae (FKF) express local solutions of partial differential equations (PDEs) as expectations with respect to some complementary stochastic differential equation (SDE). Repeatedly sampling paths from the complementary SDE…

We describe connections between the Fourier coefficients of derivatives of Eisenstein series and invariants from the arithmetic geometry of the Shimura varieties $M$ associated to rational quadratic forms $(V,Q)$ of signature $(n,2)$. In…

As a generalization to the heat semigroup on the Heisenberg group, the diffusion semigroup generated by the subelliptic operator $L:=\ff 1 2 \sum_{i=1}^m X_i^2$ on $\R^{m+d}:= \R^m\times\R^d$ is investigated, where $$X_i(x,y)= \sum_{k=1}^m…

We present a proof that differential equations for Feynman loop integrals can always be derived in Baikov representation without involving dimension-shift identities. We moreover show that in a large class of two- and three-loop diagrams it…

Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…

In this paper we investigate BSDEs where the driver contains a distributional term (in the sense of generalised functions) and derive general Feynman-Kac formulae related to these BSDEs. We introduce an integral operator to give sense to…

We discuss a progress in calculation of Feynman integrals which has been done with help of the differential equation method and demonstrate the results for a class of two-point two-loop diagrams.

We consider higher-derivative perturbations of quantum gravity and quantum field theories in curved space and investigate tools to calculate counterterms and short-distance expansions of Feynman diagrams. In the case of single…

In this paper, we first deal with the general fractional derivatives of arbitrary order defined in the Riemann-Liouville sense. In particular, we deduce an explicit form of their null space and prove the second fundamental theorem of…

We prove that the fractional derivatives of solutions to a class of nonlocal fully nonlinear elliptic equations are epsilon-integrable. We follow Fanghua Lin's original approach to the analogous problem for second order equations, by first…

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 prove Noether-type theorems for fractional isoperimetric variational problems with Riemann-Liouville derivatives. Both Lagrangian and Hamiltonian formulations are obtained. Illustrative examples, in the fractional context of the calculus…