Related papers: On the Feynman-Kac Formula
Within the framework of generally covariant (pre-metric) electrodynamics, we specify a local vacuum spacetime relation between the excitation $H=({\cal D},{\cal H})$ and the field strength $F=(E,B)$. We study the propagation of…
We consider homoclinic solutions for Hamiltonian systems in symplectic Hilbert spaces and generalise spectral flow formulas that were proved by Pejsachowicz and the author in finite dimensions some years ago. Roughly speaking, our main…
A time-changed discretization for the Dirac equation is proposed. More precisely, we consider a Dirac equation with discrete space and continuous time perturbed by a time-dependent diffusion term $\sigma^2Ht^{2H-1}$ that seamlessly…
Given a von Neumann algebra $M$ and a $W^{\ast}$-correspondence $E$ over $M$, we construct an algebra $H^{\infty}(E)$ that we call the Hardy algebra of $E$. When $M=\mathbb{C}=E$, then $H^{\infty}(E)$ is the classical Hardy space…
The problem of infinities (divergent integrals) appearing in quantum field theory or elementary particle physics are treated by renormalization in the current theories. By this perturbative tool the desired finite quantities are produced by…
The Feynman path integral is defined over the space $\mathbb{R}^T$ of all possible paths; it has been a powerful tool to develop Quantum Mechanics. The absolute value of Feynman's integrand is not integrable, then Lebesgue integration…
This paper is a continuation of the author's preceding one. In the preceding paper the author has rigorously constructed the Feynman path integral for the Dirac equation in the form of the sum-over-histories, satisfying the superposition…
Stochastic delay differential equations (SDDE's) have been used for financial modeling. In this article, we study a SDDE obtained by the equation of a CIR process, with an additional fixed delay term in drift; in particular, we prove that…
In this paper we show the existence and form uniqueness of a solution for multidimensional backward stochastic differential equations driven by a multidimensional L\'{e}vy process with moments of all orders. The results are important from a…
We derive Feynman-Kac formulas for Dirichlet realizations of Pauli-Fierz operators generating the dynamics of nonrelativistic quantum mechanical matter particles, which are minimally coupled to both classical and quantized radiation fields…
Inspired by recent results in the context of AdS/CFT integrability, we reconsider the Thermodynamic Bethe Ansatz equations describing the 1D fermionic Hubbard model at finite temperature. We prove that the infinite set of TBA equations are…
In inhomogeneous environments, the correct expression of the diffusive flux is often not given by the Fick's law $\Gamma = - D \nabla n $. The most general hydrodynamic equation modelling diffusion is indeed the Fokker-Planck Equation…
In this paper we analyze the Feynman wave equation on Lorentzian scattering spaces. We prove that the Feynman propagator exists as a map between certain Banach spaces defined by decay and microlocal Sobolev regularity properties. We go on…
We prove a version of the Feynman-Kac formula for Levy processes and integro-differential operators, with application to the momentum representation of suitable quantum (Euclidean) systems whose Hamiltonians involve L\'{e}vy-type…
The complex exponential weighting of Feynman formalism is seen to happen at the classical level. (Finiteness of) Feynman path integral formula is suspected then to appear as a consistency condition for the existence of certain Dirac…
We study constant mean curvature graphs in the Riemannian 3-dimensional Heisenberg spaces ${\cal H}={\cal H}(\tau)$. Each such ${\cal H}$ is the total space of a Riemannian submersion onto the Euclidean plane $\mathbb{R}^2$ with geodesic…
By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…
A relation between Fick-Jacobs and Schr\"{o}dinger equation is shown. When the diffusion coefficient is constant, exact solutions for Fick-Jacobs equation are obtained. Using a change of variable the general case is studied.
We study the Hilbert space obtained by completing the space of all smooth and compactly supported functions on the real line with respect to the hermitian form arising from the Weil distribution under the Riemann hypothesis. It turns out…
L\'{e}vy flights can be described using a Fokker-Planck equation which involves a fractional derivative operator in the position co-ordinate. Such an operator has its natural expression in the Fourier domain. Starting with this, we show…