Related papers: On the Feynman-Kac Formula
We outline a new approach to calculating the quantum mechanical propagator in the presence of geometrically non-trivial Dirichlet boundary conditions based upon a generalisation of an integral transform of the propagator studied in previous…
A variation of the Zamolodchikov-Faddeev algebra over a finite dimensional Hilbert space $\mathcal{H}$ and an involutive unitary $R$-Matrix $S$ is studied. This algebra carries a natural vacuum state, and the corresponding Fock…
The ability of the Rigged Hilbert Space formalism to deal with continuous spectrum is demonstrated within the example of the square barrier potential. The non-square integrable solutions of the time-independent Schrodinger equation are used…
We present a Feynman-Kac formula for the $1$-dimensional stochastic heat equation (SHE) driven by a time-homogeneous Gaussian white noise potential, where the noise is interpreted in the Wick-It\^o-Skorokhod sense. Our approach consists in…
A $2n\times 2n$ real matrix $A$ is said to be a Hamiltonian matrix if $A^{T}J+JA=0$, where $J=\left( \begin{array}{cc} 0 & I_{n} \\ -I_{n} & 0\\ \end{array} \right)$. Hamiltonian matrices appear in many areas of applications, such as linear…
It is well known that for solutions of semi-linear parabolic PDEs, there are equivalent probabilistic interpretations, which yields the so called nonlinear Feymman-Kac formula. By adopting such formula, we consider in this work a novel…
A summary of the relationship between the Langevin equation, Fokker-Planck-Kolmogorov forward equation (FPKfe) and the Feynman path integral descriptions of stochastic processes relevant for the solution of the continuous-discrete filtering…
Within the framework of the previous paper [8]. we develop a generalized stochastic calculus for processes associated to higher order diffusion operators. Applications to the study of a Cauchy problem, a Feynman-Kac formula and a…
A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…
We compare the invariants of flat vector bundles defined by Atiyah et al. and Jones et al. and prove that, up to weak homotopy, they induce the same map, denoted by $e$, from the $0$-connective algebraic $K$-theory space of the complex…
We provide two applications of an elementary (yet seemingly unknown) probabilistic representation of matrix ordered exponentials, which generalizes the Feynman-Kac formula in finite dimensions and the change of measure formula between two…
Richard Feynman's method of path integrals is based on the fundamental assumption that a system starting at a point A and arriving at a point B takes all possible paths from A to B, with each path contributing its own (complex) probability…
Feynman's circuit-to-Hamiltonian construction connects quantum computation and ground states of many-body quantum systems. Kitaev applied this construction to demonstrate QMA-completeness of the local Hamiltonian problem, and Aharanov et…
The challenge to fruitfully merge state-of-the-art techniques from mathematical finance and numerical analysis has inspired researchers to develop fast deterministic option pricing methods. As a result, highly efficient algorithms to…
We consider a continuous path of bounded symmetric Fredholm bilinear forms with arbitrary endpoints on a real Hilbert space, and we prove a formula that gives the spectral flow of the path in terms of the spectral flow of the restriction to…
We present the Fokker-Planck equation (FPE) for an inhomogeneous medium with a position-dependent mass particle by making use of the Langevin equation, in the context of a generalized deformed derivative for an arbitrary deformation space…
We employ the recently discovered Hopf algebra structure underlying perturbative Quantum Field Theory to derive iterated integral representations for Feynman diagrams. We give two applications: to massless Yukawa theory and quantum…
On the grounds of a Feynman-Kac--type formula for Hamiltonian lattice systems we derive analytical expressions for the matrix elements of the evolution operator. These expressions are valid at long times when a central limit theorem…
We study the Hilbert bundle description of stochastic quantum mechanics in curved spacetime developed by Prugove\v{c}ki, which gives a powerful new framework for exploring the quantum mechanical propagation of states in curved spacetime. We…
The inverse spectral transform for the Zakharov-Shabat equation on the semi-line is reconsidered as a Hilbert problem. The boundary data induce an essential singularity at large k to one of the basic solutions. Then solving the inverse…