Related papers: Pathwise integration and change of variable formul…
In this paper we establish the pathwise Taylor expansions for random fields that are "regular" in the spirit of Dupire's path-derivatives \cite{Dupire}. Our result is motivated by but extends the recent result of Buckdahn-Bulla-Ma…
Optimization algorithms have a rich and fundamental relationship with ordinary differential equations given by its continuous-time limit. When the cost function varies with time -- typically in response to a dynamically changing environment…
Inspired by the usefulness of local scaling of time in the path integral formalism, we introduce a new kind of hamiltonian path integral in this paper. A special case of this new type of path integral has been earlier found useful in…
Earlier work presented a spacetime path formalism for relativistic quantum mechanics arising naturally from the fundamental principles of the Born probability rule, superposition, and spacetime translation invariance. The resulting…
We introduce the method of path-sums which is a tool for exactly evaluating a function of a discrete matrix with possibly non-commuting entries, based on the closed-form resummation of infinite families of terms in the corresponding Taylor…
The aim of the presented research is to give a rigorous mathematical approach to Feynman path integrals based on strong (pathwise) approximations based on simple random walks.
We develop theoretical foundations and practical algorithms for vehicle routing with time-dependent travel times. We also provide new benchmark instances and experimental results. First, we study basic operations on piecewise linear arrival…
These lectures are intended as an introduction to the technique of path integrals and their applications in physics. The audience is mainly first-year graduate students, and it is assumed that the reader has a good foundation in quantum…
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…
The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…
Paper contains description of the fields nonlinear modes successive quantization scheme. It is shown that the path integrals for absorption part of amplitudes are defined on the Dirac ($\d$-like) functional measure. This permits arbitrary…
We prove existence of weak and strong solutions and uniqueness for a viscous dyadic model driven by additive white noise in time using a path-wise approach. Existence of invariant measures also established and a simple balance relation…
Using a recent path integral representation for the T-matrix in nonrelativistic potential scattering we investigate new variational approximations in this framework. By means of the Feynman-Jensen variational principle and the most general…
On a static graph, the p-modulus of a family of paths reflects both the lengths of these paths as well as their diversity; a family of many short, disjoint paths has larger modulus than a family of a few long overlapping paths. In this…
We present a unified framework for path-parametric planning and control. This formulation is universal as it standardizes the entire spectrum of path-parametric techniques -- from traditional path following to more recent contouring or…
Integration by parts formulae are given for a class of measures on the space of paths of a smooth manifold $M$ determined by the laws of degenerate diffusions. The mother of such formulae, on the path space of diffeomorphism group of $M$ is…
We develop a path integral representation for the dynamics of quantum systems with a finite-dimensional Hilbert space, formulated entirely within a discrete phase space. Starting from the discrete Wigner function defined on $\mathbb{Z}_d…
In this paper, we introduce a type of path-dependent quasilinear (parabolic) partial differential equations in which the (continuous) paths on an interval [0,t] becomes the basic variables in the place of classical variables (t,x). This new…
This article gives an account on various aspects of stochastic calculus in the plane. Specifically, our aim is 3-fold: (i) Derive a pathwise change of variable formula for a path indexed by a square, satisfying some H\"older regularity…
Feynman's path integral is herein generalized to the nonextensive canonical density matrix based on Tsallis entropy. This generalization is done in two ways by using unnormalized and normalized constraints. Firstly, we consider the path…