Related papers: On the Feynman-Kac Formula

This paper discusses several methods for describing the dynamics of open quantum systems, where the environment of the open system is infinite-dimensional. These are purifications, phase space forms, master equation and liouville equation…

A unique perspective approach based on an analogy method is presented to solve the ray equation in a model of a continuous inhomogeneous medium, which has a spherically symmetric distribution. Basically, in the standard undergraduate…

We study Hamiltonian flows in a real separable Hilbert space endowed with a symplectic structure. Measures on the Hilbert space that are invariant with respect to the flows of completely integrable Hamiltonian systems are investigated.…

Feynman integrands are constructed as Hida distributions. For our approach we first have to construct solutions to a corresponding Schroedinger equation with time-dependent potential. This is done by a generalization of the Doss approach to…

The purpose of this note is to study the Maulik-Okounkov $K-$theoretic stable basis for the Hilbert scheme of points on the plane, which depends on a "slope" $m \in \mathbb{R}$. When $m = \frac ab$ is rational, we study the change of stable…

In this lecture a short introduction is given into the theory of the Feynman path integral in quantum mechanics. The general formulation in Riemann spaces will be given based on the Weyl- ordering prescription, respectively product ordering…

We study stability theory in Hilbert spaces quantitatively. We prove that the inner product on the unit ball is $(k,\epsilon)$-stable for all $k\ge \exp(\pi/\epsilon)$, and it is not $(k,\epsilon)$-stable for $k\le \exp(\log 2/\epsilon)$,…

This work develops Feynman-Kac formulas for a class of regime-switching jump diffusion processes, in which the jump part is driven by a Poisson random measure associated to a general L\'evy process and the switching part depends on the jump…

We give a new proof of Fejes T\'oth's zone conjecture: for any sequence $v_1,v_2,...,v_n$ of unit vectors in a real Hilbert space $\mathcal{H}$, there exists a unit vector $v$ in $\mathcal{H}$ such that \begin{equation*} |\langle v_k,v…

This paper considers a numeric algorithm to solve the equation \begin{align*} y(t)=f(t)+\int^t_0 g(t-\tau)y(\tau)\,d\tau \end{align*} with a kernel $g$ and input $f$ for $y$. In some applications we have a smooth integrable kernel but the…

We address the well-posedness of subelliptic Fokker-Planck equations arising from stochastic control problems, as well as the properties of the associated diffusion processes. Here, the main difficulty arises from the possible polynomial…

An hidden variable (hv) theory is a theory that allows globally dispersion free ensembles. We demonstrate that the Phase Space formulation of Quantum Mechanics (QM) is an hv theory with the position q, and momentum p as the hv. Comparing…

We study the decomposition of the Feynman kernel for a particle in a box with $1/\sin^{2}\theta$ potential to find that the wellknown phase factor $-1$, which is correct for the case of the free particle, for reflection at boundaries should…

For the heat equation in a bounded domain we give a stability result for a smooth diffusion coefficient. The key ingredients are a global Carleman-type estimate, a Poincar\'e-type estimate and an energy estimate with a single observation…

For a quantum system with Hilbert space ${\cal H}$ of dimension $N$ and a set $S$ of $n$ Hermitian operators ${\cal O}_i$, a basic question is to understand the set $E_S \subset \mathbb{R}^n$ of points $\vec{e}$ where $e_i = {\rm tr}(\rho…

We present a stability and convergence analysis of the space-time continuous finite element method for the Hamiltonian formulation of the wave equation. More precisely, we prove a continuous dependence of the discrete solution on the data…

We prove the existence of classical solutions to parabolic linear stochastic integro-differential equations with adapted coefficients using Feynman-Kac transformations, conditioning, and the interlacing of space-inverses of stochastic flows…

In this article, we have introduced a $\mathcal{PT}$ symmetric non-Hermitian Hamiltonian model which is given as $\hat{\mathcal{H}}=\omega (\hat{b}^{\dag}\hat{b}+1/2)+ \alpha (\hat{b}^{2}-(\hat{b}^{\dag})^{2})$ where $\omega$ and $\alpha$…

We discuss path integrals for quantum mechanics with a potential which is a perturbation of the upside-down oscillator. We express the path integral (in the real time) by the Wiener measure. We obtain the Feynman integral for perturbations…

In the following article we consider the time-stability associated to the sequential Monte Carlo (SMC) estimate of the backward interpretation of Feynman-Kac Formulae. This is particularly of interest in the context of performing smoothing…