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

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…

Calculus via regularizations and rough paths are two methods to approach stochastic integration and calculus close to pathwise calculus. The origin of rough paths theory is purely deterministic, calculus via regularization is based on…

In this paper, we study Schr\"{o}dinger equations on elliptic curves called generalized Lam\'{e} equations. We suggest a method of finding integrable potentials for Schr\"{o}dinger type equations. We apply this method to the Lam\'{e}…

We provide a representation of the $C^*$-algebra generated by multidimensional integral operators with piecewise constant kernels and discrete ergodic operators. This representation allows us to find the spectrum and to construct the…

We derive formulae for the calculation of Taylor coefficients of solutions to systems of Volterra integral equations, both linear and nonlinear, either without singularities or with singularities of Abel type and logarithmic type. We also…

We consider additive functionals of stationary Markov processes and show that under Kipnis-Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian motion, with a correction to the Levy area that can be…

Leavitt path algebras are shown to be algebras of right quotients of their corresponding path algebras. Using this fact we obtain maximal algebras of right quotients from those (Leavitt) path algebras whose associated graph satisfies that…

Some q-analysis variants of Hardy type inequalities of the form \int_0^b (x^{\alpha-1} \int_0^x t^{-\alpha} f(t) d_qt)^p d_qx \leq C \int_0^b f^p(t) d_qt with sharp constant C are proved and discussed. A similar result with the…

The Riccati equations reducible to first-order linear equations by an appropriate change the dependent variable are singled out. All these equations are integrable by quadrature. A wide class of linear ordinary differential equations…

We introduce a new method to evaluate algebraic integrals over the simplex numerically. This new approach employs techniques from tropical geometry and exceeds the capabilities of existing numerical methods by an order of magnitude. The…

The core of this article is a general theorem with a large number of specializations. Given a manifold $N$ and a finite number of one-parameter groups of point transformations on $N$ with generators $Y, X_{(1)}, \cdots, X_{(d)} $, we…

We consider mapping properties of the iterated Stieltjes transform, establishing its new relations with the iterated Hilbert transform (a singular integral) on the half-axis and proving the corresponding convolution and Titchmarsh's type…

We consider the distribution of quadratic Gauss paths, polygonal paths joining partial sums of quadratic Gauss sums to square-free fundamental discriminant moduli in a dyadic range [Q,2Q]. We prove that this striking ensemble converges in…

We study a class of observables in four-dimensional superconformal Yang--Mills theories which, in the planar limit at finite 't Hooft coupling, can be expressed as determinants of semi-infinite matrices built from Bessel functions. This…

A Leavitt labelled path algebra over a commutative unital ring is associated with a labelled space, generalizing Leavitt path algebras associated with graphs and ultragraphs as well as torsion-free commutative algebras generated by…

By recursively solving the underlying Schr\" odinger equation, we set up an efficient systematic approach for deriving analytic expressions for discretized effective actions. With this we obtain discrete short-time propagators for both one…

We extend the notion of variational integrator for classical Euler-Lagrange equations to the fractional ones. As in the classical case, we prove that the variational integrator allows to preserve Noether-type results at the discrete level.

The worldline method is a powerful numerical path-integral framework for computing Casimir and Casimir-Polder energies. An important challenge arises when one desires derivatives of path-integral quantities--standard finite-difference…

We present a methodology for numerically integrating ordinary differential equations containing rapidly oscillatory terms. This challenge is distinct from that for differential equations which have rapidly oscillatory solutions: here the…

We analyze the property of locality with respect to the framework for quantum mechanics based on the path integral formalism. As is well known, this framework makes the same experimental predictions as does the one based on a separable…