Related papers: A space of generalized Brownian motion path-valued…
In our paper, we introduce a path integral of general functional field in order to build the path integral formalism in string field theory from the fact that a string field is a functional field, and describe a method for calculating it in…
Some well-known examples of constrained quantum systems commonly quantized via Feynman path integrals are re-examined using the notion of conditional integrators introduced in [1]. The examples yield some new perspectives on old results. As…
We establish global universal approximation theorems on spaces of piecewise linear paths, stating that linear functionals of the corresponding signatures are dense with respect to $L^p$- and weighted norms, under an integrability condition…
Let $X:=\{X(t)\}_{t\ge0}$ be a generalized fractional Brownian motion (GFBM) introduced by Pang and Taqqu (2019): $$ \big\{X(t)\big\}_{t\ge0}\overset{d}{=}\left\{ \int_{\mathbb R} \left((t-u)_+^{\alpha}-(-u)_+^{\alpha} \right) |u|^{-\gamma}…
We find a representation of the integral of a Gauss-Markov process in the interval [0, t], in terms of Brownian motion. Moreover, some connections with first-passagetime problems are discussed, and some examples are reported.
This is a brief review on Brownian functionals in one dimension and their various applications, a contribution to the special issue ``The Legacy of Albert Einstein" of Current Science. After a brief description of Einstein's original…
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…
We apply path integrals to study nonequilibrium work theorems in the context of Brownian dynamics, deriving in particular the equations of motion governing the most typical and most dominant trajectories. For the analytically soluble cases…
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 study a parametric class of stochastic processes to model both fast and slow anomalous diffusion. This class, called generalized grey Brownian motion (ggBm), is made up off self-similar with stationary increments processes…
The algebraic approach to quantum mechanics has been vital to the development of quantum theory since its inception, and it has evolved into a mathematically rigorous $C^\ast$-algebraic formulation of the theory's axioms. Conversely, the…
We describe generalized Brownian motion related to parabolic equation systems from a logical point of view, i.e., as a generalization of Anderson's random walk. The connection to classical spaces is based on the Loeb measure. It seems that…
We review equivariant localization techniques for the evaluation of Feynman path integrals. We develop systematic geometric methods for studying the semi-classical properties of phase space path integrals for dynamical systems, emphasizing…
In this paper we obtain various results involving the generalized analytic Fourier-Feynman transform and the first variation of functionals in a Fresnel type class defined on the product function space $C_{a,b}^2[0,T]$.
Spacetime foam is analyzed within the simplistic model of a set of scalar fields on a flat background. We suggest the formula for the path integral which allows to account for the all possible topologies of spacetime. We show that the…
In this paper, we introduce new spaces of holomorphic functions on the unit ball $\mathbb{B}_{n}$ of $\mathbb{C}^{n}$ generalizing the classical Bergman spaces. The main results include the properties of some operators and integrals…
Let $B=\{ B_{t}\} _{t\ge 0}$ be a one-dimensional standard Brownian motion. As an application of a recent result of ours on exponential functionals of Brownian motion, we show in this paper that, for every fixed $t>0$, the process given by…
We introduce the notion of generalized function taking values in a smooth manifold into the setting of full Colombeau algebras. After deriving a number of characterization results we also introduce a corresponding concept of generalized…
The book deals with a stochastic formulation of path integration in real time, by rotating the_space_ variables over exp(i pi/4). Preliminary chapters deal with quantum and classical mechanics, probability theory and stochastic calculus,…
The stochastization of the Jacobi second equality of classical mechanics, by Gaussian white noises for the Lagrangian of a particle in an arbitrary field is considered. The quantum mechanical Hamilton operator similar to that in Euclidian…