Related papers: Pathwise integration and change of variable formul…
In this paper the Feynman path integral technique is applied to two-dimensional spaces of non-constant curvature: these spaces are called Darboux spaces $\DI$--$\DIV$. We start each consideration in terms of the metric and then analyze the…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration that provides a differential structure allowing to describe infinitesimal evolution of Wiener functionals at very small scales. The…
A formulation of variational principles in terms of functional integrals is proposed for any type of local plastic potentials. The minimization problem is reduced to the computation of a path integral. This integral can be used as a…
We show that a pathwise stochastic integral with respect to fractional Brownian motion with an adapted integrand $g$ can have any prescribed distribution, moreover, we give both necessary and sufficient conditions when random variables can…
We give here a covariant definition of the path integral formalism for the Lagrangian, which leaves a freedom to choose anyone of many possible quantum systems that correspond to the same classical limit without adding new potential terms…
Optimal sample path properties of stochastic processes often involve generalized H\"{o}lder- or variation norms. Following a classical result of Taylor, the exact variation of Brownian motion is measured in terms of $\psi (x) \equiv $…
The incorporation of two- and three-dimensional $\delta$-function perturbations into the path-integral formalism is discussed. In contrast to the one-dimensional case, a regularization procedure is needed due to the divergence of the…
Recently, Hoshina, Fujii, and Kikukawa pointed out that the naive lattice gauge theory action in Minkowski signature does not result in a unitary theory in the continuum limit, and Kanwar and Wagman proposed alternative lattice actions to…
We propose a new framework for modeling high-dimensional matrix-variate time series by a two-way transformation, where the transformed data consist of a matrix-variate factor process, which is dynamically dependent, and three other blocks…
Motivated by questions arising in financial mathematics, Dupire introduced a notion of smoothness for functionals of paths (different from the usual Fr\'echet--Gat\'eaux derivatives) and arrived at a generalization of It\=o's formula…
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…
The method of the factorization of the path integral measure, based on a nonlinear filtering equation, is extended to the case of a nonfree isometric action of the compact semisimple unimodular Lie group on a smooth compact Riemannian…
We study an evolutionary $p$-Laplace problem whose potential is subject to a translation in time. Provided the trajectory along which the potential is translated admits a sufficiently regular local time, we establish existence of solutions…
Recently, the theory concerning piecewise smooth vector fields (PSVFs for short) have been undergoing important improvements. In fact, many results obtained do not have an analogous for smooth vector fields. For example, the chaoticity of…
Path dependence is omnipresent in many disciplines such as engineering, system theory and finance. It reflects the influence of the past on the future, often expressed through functionals. However, non-Markovian problems are often…
This paper demonstrates that the space of piecewise smooth functions can be well approximated by the space of functions defined by a set of simple (non-linear) operations on smooth uniform splines. The examples include bivariate functions…
We derive an exact path integral formulation for the partition function for the Ising model using a mapping between spins and poles of a Laurent expansion for a field on the complex plane. The advantage in using this formulation for the…
We introduce path-sampled integrated gradients (PS-IG), a framework that generalizes feature attribution by computing the expected value over baselines sampled along the linear interpolation path. We prove that PS-IG is mathematically…
Efforts to give an improved mathematical meaning to Feynman's path integral formulation of quantum mechanics started soon after its introduction and continue to this day. In the present paper, one common thread of development is followed…
In this paper, we propose a variationally consistent technique for decreasing the maximum eigenfrequencies of structural dynamics related finite element formulations. Our approach is based on adding a symmetric positive-definite term to the…