Related papers: Remarks on F\"ollmer's pathwise It\^o calculus
We present an alternative construction of the infinite dimensional It\^{o} integral with respect to a Hilbert space valued L\'{e}vy process. This approach is based on the well-known theory of real-valued stochastic integration, and the…
In addition to extending some facts from field coefficients to commutative ring coefficients for Leavitt path algebras with new shorter proofs, we also prove some results that are new even for field coefficients. In particular, we show that…
An interpretation of Krawtchouk matrices in terms of discrete version of the Feynman path integral is given. Also, an algebraic characterization in terms of the algebra of split quaternions is provided. The resulting properties include an…
Feynman's path integral in adelic quantum mechanics is considered. The propagator K(x'',t'';x',t') for one-dimensional adelic systems with quadratic Lagrangians is analytically evaluated. Obtained exact general formula has the form which is…
Path integrals for particles in curved spaces can be used to compute trace anomalies in quantum field theories, and more generally to study properties of quantum fields coupled to gravity in first quantization. While their construction in…
In this paper, a class of non-Markovian forward-backward doubly stochastic systems is studied. By using the technique of functional It\^o (or path-dependent) calculus, the relationship between the systems and related path-dependent…
The Feynman path integrals for the magnetic Schroedinger equations are defined mathematically, in particular, with polynomially growing potentials in the spatial direction. For example, we can handle electromagnetic potentials…
For a system of ordinary differential equations (ODEs) or, more generally, an involutive distribution of vector fields, the problem of its integration is considered. Among the many approaches to this problem, solvable structures provide a…
The fractional quantization of singular systems with second order Lagrangian is examined. The fractional singular Lagrangian is presented. The equations of motion are written as total differential equations within fractional calculus. Also,…
In this talk we discuss a class of Feynman integrals, which can be expressed to all orders in the dimensional regularisation parameter as iterated integrals of modular forms. We review the mathematical prerequisites related to elliptic…
The essentials of fractional calculus according to different approaches that can be useful for our applications in the theory of probability and stochastic processes are established. In addition to this, from this fractional integral one…
The paper studies the harmonic maps on a direction between a Riemannian space and a generalized Lagrange space. Also, it is proved there that the solutions of C^2 class of certain ODEs or PDEs are harmonic maps, in the sense of this paper.
In this paper, we study the consequences of the fundamental theorem of calculus from an algebraic point of view. For functions with singularities, this leads to a generalized notion of evaluation. We investigate properties of such…
Line integration of generalized functions is studied. Second order partial differential equations with piecewise continuous and generalized variable coefficients over Cayley-Dickson algebras are investigated. Formulas for integrations of…
We consider the integral and derivative operators of tempered fractional calculus, and examine their analytic properties. We discover connections with the classical Riemann-Liouville fractional calculus and demonstrate how the operators may…
We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…
We study the fundamental problem of the calculus of variations with variable order fractional operators. Fractional integrals are considered in the sense of Riemann-Liouville while derivatives are of Caputo type.
We formulate path integrals on any Riemannian manifold which admits the action of a compact Lie group by isometric transformations. We consider a path integral on a Riemannian manifold M on which a Lie group G acts isometrically. Then we…
This paper first summarizes the foundations of stochastic calculus via regularization and constructs through this procedure It\^o and Stratonovich integrals. In the second part, a survey and new results are presented in relation with finite…
We point out the relevance of the Differential Galois Theory of linear differential equations for the exact semiclassical computations in path integrals in quantum mechanics. The main tool will be a necessary condition for complete…