Related papers: A space of generalized Brownian motion path-valued…
The purpose of this paper is to provide a more general Cameron-Storvick theorem for the generalized analytic Feynman integral associated with Gaussian process $\mathcal Z_k$ on a very general Wiener space $C_{a,b}[0,T]$. The general Wiener…
The Wiener's path integral plays a central role in the studies of Brownian motion. Here we derive exact path-integral representations for the more general \emph{fractional} Brownian motion (fBm) and for its time derivative process -- the…
In this paper an analytic operator-valued generalized Feynman integral was studied on a very general Wiener space $C_{a,b}[0,T]$. The general Wiener space $C_{a,b}[0,T]$ is a function space which is induced by the generalized Brownian…
The purpose of this paper is to establish a very general Cameron-Storvick theorem involving the generalized analytic Feynman integral of functionals on the product function space $C_{a,b}^2[0,T]$. The function space $C_{a,b}[0,T]$ can be…
The Feynman Path Integral is extended in order to capture all solutions of a quantum field theory. This is done via a choice of appropriate integration cycles, parametrized by M in SL(2,C), i.e., the space of allowed integration cycles is…
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are not necessarily stationary. It appears in applications as the scaling limit of a shot noise process with a power law shape function and…
Fractional Brownian motion (fBm) is an experimentally-relevant, non-Markovian Gaussian stochastic process with long-ranged correlations between the increments, parametrised by the so-called Hurst exponent $H$; depending on its value the…
A new approach to the generalised Brownian motion introduced by M. Bozejko and R. Speicher is described, based on symmetry rather than deformation. The symmetrisation principle is provided by Joyal's notions of tensorial and combinatorial…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
The geometry of the multifractional Brownian motion (mBm) is known to present a complex and surprising form when the Hurst function is greatly irregular. Nevertheless, most of the literature devoted to the subject considers sufficiently…
Path integrals developed by Richard Feynman have been an important tool in Physics in studying quantum field theory. In mathematics, it has also been widely used in providing formal proofs in the study of Index theorem and asymptotic…
For distinguishable particles it is well known that Brownian motion and a Feynman-Kac functional can be used to calculate the path integral (for imaginary times) for a general class of scalar potentials. In order to treat identical…
We propose a natural, parameter-free, discrete-variable formulation of Feynman path integrals. We show that for discrete-variable quantum systems, Feynman path integrals take the form of walks on the graph whose weighted adjacency matrix is…
In J. Phys. A: Math. Gen. 28, 4305 (1995), K. L. Sebastian gave a path integral computation of the propagator of subdiffusive fractional Brownian motion (fBm), i.e. fBm with a Hurst or self-similarity exponent $H\in(0,1/2)$. The extension…
Stochastic integration w.r.t. fractional Brownian motion (fBm) has raised strong interest in recent years, motivated in particular by applications in finance and Internet traffic modelling. Since fBm is not a semi-martingale, stochastic…
Both Bohmian mechanics, a version of quantum mechanics with trajectories, and Feynman's path integral formalism have something to do with particle paths in space and time. The question thus arises how the two ideas relate to each other. In…
In the current work, we provide theoretical results for testing (in)dependence between pairs of paths of most commonly studied non-stationary Gaussian processes - standard Brownian motion and fractional Brownian motion (fBm). Please see the…
In this paper, using a very general Cameron--Storvick theorem on the Wiener space $C_0[0,T]$, we establish various integration by parts formulas involving generalized analytic Feynman integrals, generalized analytic Fourier--Feynman…
Several methods are currently available to simulate paths of the Brownian motion. In particular, paths of the BM can be simulated using the properties of the increments of the process like in the Euler scheme, or as the limit of a random…
In this article, we will first introduce a class of Gaussian processes, and prove the quasi-invariant theorem with respect to the Gaussian Wiener measure, which is the law of the associated Gaussian process. In particular, it includes the…