Related papers: A space of generalized Brownian motion path-valued…
The leading and next to leading terms of the average arithmetic area $< S(m)>$ enclosed by $m\to\infty$ independent closed Brownian planar paths, with a given length $t$ and starting from and ending at the same point, is calculated. The…
This paper provides a pedagogical introduction to the quantum mechanical path integral and its use in proving index theorems in geometry, specifically the Gauss-Bonnet-Chern theorem and Lefschetz fixed point theorem. It also touches on some…
The Feynman path integrals for the magnetic Schroedinger equations are defined mathematically, in particular, with polynomially growing potentials in the spatial direction. For example, we can handle electromagnetic potentials…
We formalize Feynman's construction of the quantum mechanical path integral. To do this, we shift the emphasis in differential geometry from the tangent bundle onto the pair groupoid. This allows us to use the van Est map and the piecewise…
We present the foundations of the theory of functions of bounded variation and sets of finite perimeter in abstract Wiener spaces.
One usually refers the concept of Feynman path integral to the work of Norbert Wiener on Brownian motion in the early 1920s. This view is not false and we show in this article that Wiener used the first path integral of the history of…
This paper aims to evaluate the Piterbarg-Berman function given by $$\mathcal{P\!B}_\alpha^h(x, E) = \int_\mathbb{R}e^z\mathbb{P} \left\{{\int_E \mathbb{I}\left(\sqrt2B_\alpha(t) - |t|^\alpha - h(t) - z>0 \right) {\text{d}} t > x} \right\}…
In this paper we introduce a definition of a multi-dimensional fractional Brownian motion of Hurst index $H \in (0, 1)$ under volatility uncertainty (in short G-fBm). We study the properties of such a process and provide first results about…
The paper is devoted to the existence of integral functionals $\int_0^\infty f(X(t))\,{\mathrm{d}t}$ for several classes of processes in $\mathbb{R}$ with $d\ge 3$. Some examples such as Brownian motion, fractional Brownian motion, compound…
We argue that there should exist a "noncommutative Fourier transform" which should identify functions of noncommutative variables (say, of matrices of indeterminate size) and ordinary functions or measures on the space of paths. Some…
In this paper we revisit the integral functional of geometric Brownian motion $I_t= \int_0^t e^{-(\mu s +\sigma W_s)}ds$, where $\mu\in\mathbb{R}$, $\sigma > 0$, and $(W_s )_s>0$ is a standard Brownian motion. Specifically, we calculate the…
Based on Colombeau's theory of algebras of generalized functions we introduce the concepts of generalized functions taking values in differentiable manifolds as well as of generalized vector bundle homomorphisms. We study their basic…
A new version of hidden variables theory founded on the generalisation of world's geometry is proposed. The quantum-mechanical motion as the motion in some "inner space", which has a structure of the integrable Weyl space is examined.…
The aim of this work is to extend to a general $S_m\times S_n$-module context the Grossman-Bizley paradigm that allows the enumeration of Dyck paths in a $m\times n$-rectangle. We obtain an explicit formula for the the "bi-Frobenius"…
We study the Langevin equation with both a white noise and a colored noise. We construct the Lagrangian as well as the Hamiltonian for the generalized Langevin equation which leads naturally to a path integral description from first…
The concepts of phase space Feynman integrals in White Noise Analysis are established. As an example the harmonic oscillator is treated. The approach perfectly reproduces the right physics. I.e., solutions to the Schr\"odinger equation are…
Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…
Feynman's path integral is generalized to quantum mechanics on p-adic space and time. Such p-adic path integral is analytically evaluated for quadratic Lagrangians. Obtained result has the same form as that one in ordinary quantum…
Feynman path integrals are now a standard tool in quantum physics and their use in differential geometry leads to new mathematical insights. A logical treatment of quantum phenomena seems to require a sustained mathematical analysis of path…
The generalized grey Brownian motion is a time continuous self-similar with stationary increments stochastic process whose one dimensional distributions are the fundamental solutions of a stretched time fractional differential equation.…