Related papers: Feynman-Kac formula for the stochastic Bessel oper…
We suggest a generalization of the Feynman path integral to an integral over random surfaces. The proposed action is proportional to the linear size of the random surfaces and is called gonihedric. The convergence and the properties of the…
Within the framework of the previous paper [8]. we develop a generalized stochastic calculus for processes associated to higher order diffusion operators. Applications to the study of a Cauchy problem, a Feynman-Kac formula and a…
In this article we study the long time behavior of linear functionals of branching diffusion processesas well as the time reversal of the spinal process by means of spectral properties of the Feynman-Kacsemigroup. We generalize for this non…
Despite being a key bottleneck in many machine learning tasks, the cost of solving large linear systems has proven challenging to quantify due to problem-dependent quantities such as condition numbers. To tackle this, we consider a…
Semigroups, generated by Feller processes killed upon leaving a given domain, are considered. These semigroups correspond to Cauchy-Dirichlet type initial-exterior value problems in this domain for a class of evolution equations with…
We study a class of backward doubly stochastic differential equations (BDSDEs) involving martingales with spatial parameters, and show that they provide probabilistic interpretations (Feynman-Kac formulae) for certain semilinear stochastic…
We present and study a new class of Fock states underlying to discrete electromagnetic Schr\"odinger operators from a multivector calculus perspective. This naturally lead to hypercomplex versions of Poisson-Charlier polynomials, Meixner…
We study a generalization of the Fuchsian triangle groups to the hyperbolic 3-space, namely, the groups generated by half-turns in three hyperbolic lines. The role of the hyperbolic triangles is now played by the right-angled hexagons. This…
We study skew-product dynamics for a large class of finitely-generated semi--hyperbolic semigroups of rational maps acting on the Riemann sphere, which generalizes both the theory of iteration of a single rational map of a single complex…
We study the spectra and pseudospectra of finite and infinite tridiagonal random matrices, in the case where each of the diagonals varies over a separate compact set, say $U,V,W\subset\mathbb{C}$. Such matrices are sometimes termed…
We aim to provide a Feynman-Kac type representation for Hamilton-Jacobi-Bellman equation, in terms of forward backward stochastic differential equation (FBSDE) with a simulatable forward process. For this purpose, we introduce a class of…
The Feynman-Hellmann method, as implemented by Bouchard et al. [1612.06963], was recently employed successfully to determine the nucleon axial charge. A limitation of the method was the restriction to a single operator and a single momentum…
In Random Matrix Theory the local correlations of the Laguerre and Jacobi Unitary Ensemble in the hard edge scaling limit can be described in terms of the Bessel kernel (containing a parameter $\alpha$). In particular, the so-called hard…
We extend the polynomial method of Chen--Garza-Vargas--Tropp--van Handel and Magee--Puder--van Handel for operator-norm bounds in random permutation models to the setting where torsion is present. The main new feature is that asymptotic…
In this work we study the numerical approximation of a class of ergodic Backward Stochastic Differential Equations. These equations are formulated in an infinite horizon framework and provide a probabilistic representation for elliptic…
We consider random Hermitian matrices made of complex or real $M\times N$ rectangular blocks, where the blocks are drawn from various ensembles. These matrices have $N$ pairs of opposite real nonvanishing eigenvalues, as well as $M-N$ zero…
This article is concerned with the design and analysis of discrete time Feynman-Kac particle integration models with geometric interacting jump processes. We analyze two general types of model, corresponding to whether the reference process…
Probabilistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for the…
Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a…
The price of a financial derivative can be expressed as an iterated conditional expectation, where the inner term conditions on the future of an auxiliary process. We show that this inner conditional expectation solves an SPDE (a…