Related papers: Pathwise integration and change of variable formul…
In this paper, we construct a $p$-adic path integral via $p$-adic multiple integrals. This integral describes the evolution of a wave function $\Psi(x)$, which is defined as a map from a domain in $\mathbb{C}_{p}$ to $\mathbb{C}_{p}$. We…
We demonstrate how path integrals often used in problems of theoretical physics can be adapted to provide a machinery for performing Bayesian inference in function spaces. Such inference comes about naturally in the study of inverse…
We consider the thermally activated escape of an overdamped Brownian particle over a potential barrier in the presence of periodic driving. A time-dependent path-integral formalism is developed which allows us to derive asymptotically exact…
We prove an extension to the classical continuity theorem in rough paths. We show that two $p$-rough paths are close in all levels of iterated integrals provided the first $\lfl p \rfl$ terms are close in a uniform sense. Applications…
In this paper we consider an alternative formulation of a class of stochastic wave and master equations with scalar noise that are used in quantum optics for modelling open systems and continuously monitored systems. The reformulation is…
We propose a stochastic interpretation of spacetime non-commutativity starting from the path integral formulation of quantum mechanical commutation relations. We discuss how the (non-)commutativity of spacetime is inherently related to the…
Using some basic notions from the theory of Hopf algebras and quasi-shuffle algebras, we introduce rigorously a new family of rough paths: the quasi-geometric rough paths. We discuss their main properties. In particular, we will relate them…
We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…
The trace formula for the evolution operator associated with nonlinear stochastic flows with weak additive noise is cast in the path integral formalism. We integrate over the neighborhood of a given saddlepoint exactly by means of a smooth…
A discrete formulation of the real-time path integral as the expectation value of a functional of paths with respect to a complex probability on a sample space of discrete valued paths is explored. The formulation in terms of complex…
Path integrals constitute powerful representations for both quantum and stochastic dynamics. Yet despite many decades of intensive studies, there is no consensus on how to formulate them for dynamics in curved space, or how to make them…
For any real-valued stochastic process $X$ with c\'rdl\'rg paths we define non-empty family of processes which have locally finite total variation, have jumps of the same order as the process $X$ and uniformly approximate its paths on…
We study the path integral formulation of Friedmann universe filled with a massless scalar field in loop quantum cosmology. All the isotropic models of $k=0,+1,-1$ are considered. To construct the path integrals in the timeless framework, a…
We build a connection between rough path theory and noncommutative algebra, and interpret the integration of geometric rough paths as an example of a non-abelian Young integration. We identify a class of slowly-varying one-forms, and prove…
We study finite-dimensional integrals in a way that elucidates the mathematical meaning behind the formal manipulations of path integrals occurring in quantum field theory. This involves a proper understanding of how Wick's theorem allows…
In this article we study existence of pathwise stochastic integrals with respect to a general class of $n$-dimensional Gaussian processes and a wide class of adapted integrands. More precisely, we study integrands which are functions that…
In this paper, the Feynman path integral formulation of the continuous-continuous filtering problem, a fundamental problem of applied science, is investigated for the case when the noise in the signal and measurement model is additive. It…
Quantum transition amplitudes are formulated for a model system with local internal time, using path integrals. The amplitudes are shown to be more regular near a turning point of internal time than could be expected based on existing…
The concept of scaled quadratic variation was originally introduced by E. Gladyshev in 1961 in the context of Gaussian processes, where it was defined as the limit of the covariance of the underlying Gaussian process. In this paper, we…
We prove the Ito-Tanaka formula and the existence of pathwise stochastic integrals for a wide class of Gaussian processes. Motivated by financial applications, we define the stochastic integrals as forward-type pathwise integrals introduced…