Related papers: A space of generalized Brownian motion path-valued…
We consider Feynman's path integral approach to quantum mechanics with a noncommutativity in position and momentum sectors of the phase space. We show that a quantum-mechanical system with this kind of noncommutativity is equivalent to the…
We compute some arithmetic path integrals for BF-theory over the ring of integers of a totally imaginary field, which evaluate to natural arithmetic invariants associated to $\mathbb{G}_m$ and abelian varieties.
Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM). However, a growing body of studies suggest that a simple GBM trajectory is not an adequate representation for asset…
Brownian motions, martingales, and Wiener processes are introduced and studied for set valued functions taking values in the subfamily of compact convex subsets of arbitrary Banach space $X$. The present paper is an application of one the…
The core of this article is a general theorem with a large number of specializations. Given a manifold $N$ and a finite number of one-parameter groups of point transformations on $N$ with generators $Y, X_{(1)}, \cdots, X_{(d)} $, we…
For the case of reduction onto the non-zero momentum level, in the problem of the path integral quantization of a scalar particle motion on a smooth compact Riemannian manifold with the given free isometric action of the compact semisimle…
Inspired by a recent work that proposes using coherent states to evaluate the Feynman kernel in noncommutative space, we provide an independent formulation of the path-integral approach for quantum mechanics on the Moyal plane, with the…
We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the refractive index properties, but they are not differentiable. We…
We construct path integral representations for the evolution operator of q-oscillators with root of unity values of q-parameter using Bargmann-Fock representations with commuting and non-commuting variables, the differential calculi being…
p-Adic generalization of the Feynman path integrals in quantum mechanics is considered. The probability amplitude for a particle in a constant field is calculated. Path integrals over p-adic space have the same form as those over R.
This paper begins by giving an historical context to fractional Brownian Motion and its development. Section 2 then introduces the fractional calculus, from the Riemann-Liouville perspective. In Section 3, we introduce Brownian motion and…
We pursue the analysis made in [1] on the arithmetic area enclosed by m closed Brownian paths. We pay a particular attention to the random variable S{n1,n2, ...,n} (m) which is the arithmetic area of the set of points, also called winding…
We present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of…
We prove change of variables formulas [It\^o formulas] for functions of both arithmetic and geometric averages of geometric fractional Brownian motion. They are valid for all convex functions, not only for smooth ones. These change of…
This paper reviews and extends some recent results on the multivariate fractional Brownian motion (mfBm) and its increment process. A characterization of the mfBm through its covariance function is obtained. Similarly, the correlation and…
We prove an integration by parts formula on the law of the reflecting Brownian motion $X:=|B|$ in the positive half line, where $B$ is a standard Brownian motion. In other terms, we consider a perturbation of $X$ of the form $X^\epsilon =…
We demonstrate that the conventional path integral formulations generate inconsistent results exemplified by the geometric Brownian motion under the general stochastic interpretation. We thus develop a novel path integral formulation for…
We consider the $U(1)$ Chern-Simons gauge theory defined in a general closed oriented 3-manifold $M$; the functional integration is used to compute the normalized partition function and the expectation values of the link holonomies. The…
We introduce configuration space path integrals for quantum fields interacting with classical fields. We show that this can be done consistently by proving that the dynamics are completely positive directly, without resorting to master…
In this paper we develop a quantization method for flat compact manifolds based on path integrals. In this method the Hilbert space of holomorphic functions in the complexification of the manifold is used. This space is a reproducing kernel…