Related papers: On the Feynman-Kac Formula
This paper provides a theoretical framework of deriving the forward and backward Feynman-Kac equations for the distribution of functionals of the path of a particle undergoing both diffusion and chemical reaction. Very general forms of the…
In this paper, we provide an integral equation characterization of the solution to a Cauchy problem associated to the Feynman-Kac formula for a regime-switching diffusion. We give a sufficient condition to guarantee the uniqueness of…
In this paper we study the quantum evolution in a flat Riemannian manifold. The holomorphic functions are defined on the cotangent bundle of this manifold. We construct Hilbert spaces of holomorphic functions in which the scalar product is…
We introduce the Feynman-Kac formula within the deformation quantization program. Constructing on previous work it is shown that, upon a Wick rotation, the ground state energy of any prescribed physical system can be obtained from the…
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…
We present a method for solving the reaction-diffusion equation with general potential in free space. It is based on the approximation of the Feynman-Kac formula by a sequence of convolutions on sequentially diminishing grids. For…
In this proceeding we consider a translation invariant Nelson type model in two spatial dimensions modeling a scalar relativistic particle in interaction with a massive radiation field. As is well-known, the corresponding Hamiltonian can be…
This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fractional Gaussian noises in bounded domain where L_t is a…
We construct a path distribution representing the kinetic part of the Feynman path integral at discrete times similar to that defined by Thomas [1], but on a Hilbert space of paths rather than a nuclear sequence space. We also consider…
Functionals of a stochastic process Y(t) model many physical time-extensive observables, e.g. particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are…
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…
We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…
In this work, we propose a method for solving Kolmogorov hypoelliptic equations based on Fourier transform and Feynman-Kac formula. We first explain how the Feynman-Kac formula can be used to compute the fundamental solution to parabolic…
This note presents a method based on Feynman-Kac semigroups for logarithmic Sobolev inequalities. It follows the recent work of Bonnefont and Joulin on intertwining relations for diffusion operators, formerly used for spectral gap…
In this paper, we use the theory of symmetric Dirichlet forms to derive Feynman-Kac formulae for the forward problem of electrical impedance tomography with possibly anisotropic, merely measurable conductivities corresponding to different…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
We consider the quantum mechanics of a charged particle in the presence of Dirac's magnetic monopole. Wave functions are sections of a complex line bundle and the magnetic potential is a connection on the bundle. We use a continuum…
This paper describes an algorithm of interest. This is a preliminary version and we intend on writing a better descripition of it and getting bounds for its complexity.
We find Feynman-Kac type representation theorems for generalized diffusions. To do this we need to establish existence, uniqueness and regularity results for equations with measure-valued coefficients.
Continuous time Feynman-Kac measures on path spaces are central in applied probability, partial differential equation theory, as well as in quantum physics. This article presents a new duality formula between normalized Feynman-Kac…