Related papers: Remarks on F\"ollmer's pathwise It\^o calculus

This paper investigates existence results for path-dependent differential equations driven by a H{\"o}lder function where the integrals are understood in the Young sense. The two main results are proved via an application of Schauder…

We introduce an original approach to geometric calculus in which we define derivatives and integrals on functions which depend on extended bodies in space--that is, paths, surfaces, and volumes etc. Though this theory remains to be fully…

This article shows an It\^o-Wentzell type formula adapted to rough paths with $\alpha$-H\"older regularity $\alpha \in (\frac{1}{3},\frac{1}{2}]$. We improve previous results of R. Castrequini and P. Catuogno for the Young integral and C.…

A new calculus on fractal curves, such as the von Koch curve, is formulated. We define a Riemann-like integral along a fractal curve F, called F-alpha-integral, where alpha is the dimension of F. A derivative along the fractal curve called…

We review recent progress in the fractional Calder\'on problem, where one tries to determine an unknown coefficient in a fractional Schr\"odinger equation from exterior measurements of solutions. This equation enjoys remarkable uniqueness…

Given strong uniqueness for an It\^o's stochastic equation, we prove that its solution can beconstructed on "any" probability space by using, for example, Euler's polygonal approximations. Stochastic equations in $\mathbb{R}^{d}$ and in…

These lectures are intended for graduate students who want to acquire a working knowledge of path integral methods in a wide variety of fields in physics. In general the presentation is elementary and path integrals are developed in the…

We study automorphisms and invariants for the algebra $\mathbb{O}$ of octonions and octonionic slice regular functions $f:\mathbb{O} \to \mathbb{O}$.

The essence of the path integral method in quantum physics can be expressed in terms of two relations between unitary propagators, describing perturbations of the underlying system. They inherit the causal structure of the theory and its…

Invited talk given at the ``International Workshop on `Symmetry Methods in Physics' in memory of Ya.\ A.\ Smorodinsky, 5--10 July 1993, Dubna, Russia; to appear in the proceedings. In this contribution I present further results on steps…

When the theory of Leavitt path algebras was already quite advanced, it was discovered that some of the more difficult questions were susceptible to a new approach using topological groupoids. The main result that makes this possible is…

p-Adic generalization of the Feynman path integrals in quantum mechanics is considered. The probability amplitude for a particle in a constant field is calculated. Path integrals over p-adic space have the same form as those over R.

We present a path integral formulation of 't Hooft's derivation of quantum from classical physics. Our approach is based on two concepts: Faddeev-Jackiw's treatment of constrained systems and Gozzi's path integral formulation of classical…

In [22], it was proved that as long as the integrand has certain properties, the corresponding It\^o integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be…

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…

We propose to study a new type of Backward stochastic differential equations driven by a family of It\^o's processes. We prove existence and uniqueness of the solution, and investigate stability and comparison theorem.

Scalar field systems containing higher derivatives are studied and quantized by Hamiltonian path integral formalism. A new point to previous quantization methods is that field functions and their derivatives with time are considered as…

We present a few techniques for proving $L^p$ estimates for martingales. Basic applications to It\^o integration and rough paths are included.

The weak Stratonovich integral is defined as the limit, in law, of Stratonovich-type symmetric Riemann sums. We derive an explicit expression for the weak Stratonovich integral of $f(B)$ with respect to $g(B)$, where $B$ is a fractional…

Both Bohmian mechanics, a version of quantum mechanics with trajectories, and Feynman's path integral formalism have something to do with particle paths in space and time. The question thus arises how the two ideas relate to each other. In…