Related papers: Path integrals for higher derivative actions
Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order…
In the framework of Black-Scholes-Merton model of financial derivatives, a path integral approach to option pricing is presented. A general formula to price European path dependent options on multidimensional assets is obtained and…
Lattice paths effectively model phenomena in chemistry, physics and probability theory. Asymptotic enumeration of lattice paths is linked with entropy in the physical systems being modeled. Lattice paths restricted to different regions of…
This article is a contribution to the study of superintegrable Hamiltonian systems with magnetic fields on the three-dimensional Euclidean space $\mathbb{E}_3$ in quantum mechanics. In contrast to the growing interest in complex…
The path integral by which quantum field theories are defined is a particular solution of a set of functional differential equations arising from the Schwinger action principle. In fact these equations have a multitude of additional…
We study the concept of quadratic variation of a continuous path along a sequence of partitions and its dependence with respect to the choice of the partition sequence. We define the concept of quadratic roughness of a path along a…
We review the subject of QCD inequalities, using both a Hamiltonian variational approach, and a rigorous Euclidean path integral approach.
We develop simple rules for performing integrals over products of distributions in coordinate space. Such products occur in perturbation expansions of path integrals in curvilinear coordinates, where the interactions contain terms of the…
We propose a natural, parameter-free, discrete-variable formulation of Feynman path integrals. We show that for discrete-variable quantum systems, Feynman path integrals take the form of walks on the graph whose weighted adjacency matrix is…
The propagator of a spinning particle in external Abelian field and in arbitrary dimensions is presented by means of a path integral. The problem has different solutions in even and odd dimensions. In even dimensions the representation is…
Using a gauge covariant operator technique we deduce the path integral for a charged particle in a stationary magnetic field, verifying the "midpoint rule" for the discrete form of the interaction term with the vector potential.
We discuss measures on spaces of unparametrized paths related to the Wiener measure. These measures arise naturally in the study of one-dimensional gravity coupled to scalar fields. Two kinds of discrete approximations are defined, the…
We develop in this paper a new framework for discrete calculus of variations when the actions have densities involving an arbitrary discretization operator. We deduce the discrete Euler-Lagrange equations for piecewise continuous critical…
This paper investigates existence results for path-dependent differential equations driven by a H{\"o}lder function where the integrals are understood in the Young sense. The two main results are proved via an application of Schauder…
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…
Feynman's path integral approach is studied in the framework of the Wigner-Dunkl deformation of quantum mechanics. We start with reviewing some basics from Dunkl theory and investigate the time evolution of a Gaussian wave packet, which…
In this master thesis, a new approximation scheme to non-relativistic potential scattering is developed and discussed. The starting points are two exact path integral representations of the T-matrix, which permit the application of the…
We give a mathematical definition of some path integrals, emphasizing those relevant to the quantization of symplectic manifolds (and more generally, Poisson manifolds) $\unicode{x2013}$ in particular, the coherent state path integral. We…
A specific class of explicitly time-dependent potentials is studied by means of path integrals. For this purpose a general formalism to treat explicitly time-dependent space-time transformations in path integrals is sketched. An explicit…
We discuss some special classes of canonical transformations of the extended phase space, which relate integrable systems with a common Lagrangian submanifold. Various parametric forms of trajectories are associated with different integrals…