Related papers: A space of generalized Brownian motion path-valued…
Application of the functional integration methods in equilibrium statistical mechanics of quantum Bose-systems is considered. We show that Gibbs equilibrium averages of Bose-operators can be represented as path integrals over a special…
In this paper we introduce the long-range dependent completely correlated mixed fractional Brownian motion (ccmfBm). This is a process that is driven by a mixture of Brownian motion (Bm) and a long-range dependent completely correlated…
We ask if it is possible to find some particular continuous paths of unit length in linear Brownian motion. Beginning with a discrete version of the problem, we derive the asymptotics of the expected waiting time for several interesting…
We show how to construct path integrals for quantum mechanical systems where the space of configurations is a general non-compact symmetric space. Associated with this path integral is a perturbation theory which respects the global…
In this paper, we will present a strong (or pathwise) approximation of standard Brownian motion by a class of orthogonal polynomials. The coefficients that are obtained from the expansion of Brownian motion in this polynomial basis are…
This model is one of the possible geometrical interpretations of Quantum Mechanics where found to every image Path correspondence the geodesic trajectory of classical test particles in the random geometry of the stochastic fields…
Geometric Brownian motion (GBM) is a key model for representing self-reproducing entities. Self-reproduction may be considered the definition of life [5], and the dynamics it induces are of interest to those concerned with living systems…
We establish $L^p$-type universal approximation theorems for general and non-anticipative functionals on suitable rough path spaces, showing that linear functionals acting on signatures of time-extended rough paths are dense with respect to…
It is shown that the phase space of a dynamical system subject to second class constraints can be extended by ghost variables in such a way that some formal analogies of the $\Omega$-charge and the unitarizing Hamiltonian can be…
We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts…
The paths of Brownian motion have been widely studied in the recent years relatively in Besov spaces $B_{p, \infty}^\a$. The results are the same as to the Brownian bridge. In fact these regularities properties are established in some…
The modular spaces are a family of polarizations of the Hilbert space that are based on Aharonov's modular variables and carry a rich geometric structure. We construct here, step by step, a Feynman path integral for the quantum harmonic…
In this paper, we equip a C*-algebra-valued b-metric spaces with a graph G = (V,E) and establish some common fixed point theorems. Also, some examples in support of our main results are provided. Finally, as applications, existence and…
We study the transformed path measure arising from the self-interaction of a three-dimensional Brownian motion via an exponential tilt with the Coulomb energy of the occupation measures of the motion by time $t$. The logarithmic asymptotics…
A theory of integration for anticommuting paths is described. This is combined with standard It\^o calculus to give a geometric theory of Brownian paths on curved supermanifolds. (Invited lecture given at meeting on `Espaces de Lacets',…
We give a recursive definition of generalized parking function that allows us to view them as a species. From there we compute a non-commutative characteristic of the generalized parking function module, and deduce some enumeration formulas…
In this paper we investigate the Quantum Brownian motion of a point particle induced by quantum vacuum fluctuations of a massless scalar field in (3 + 1)-dimensional Minkowski spacetime with distinct conditions (Dirichlet, Neumann, mixed…
Feynman's path integral is herein generalized to the nonextensive canonical density matrix based on Tsallis entropy. This generalization is done in two ways by using unnormalized and normalized constraints. Firstly, we consider the path…
Let H be a Hilbert space and E a Banach space. We set up a theory of stochastic integration of L(H,E)-valued functions with respect to H-cylindrical Liouville fractional Brownian motions (fBm) with arbitrary Hurst parameter in the interval…
This paper reviews and generalizes Feynman's path integration methods which use time slicing with straight line segments and Fourier sine series. The generalizations are done from variational calculus considerations and in one dimension for…