Related papers: Integration by parts formulae for degenerate diffu…
An integration by parts formula is the foundation for stochastic analysis on path spaces over a (finite dimensional) Riemannian manifold or over $R^n$, from which we may deduce the operator $d$ is closable and define the Laplacian operator…
An integration by parts formula is derived for the first order differential operator corresponding to the action of translations on the space of locally finite simple configurations of infinitely many points on R^d. As reference measures,…
The transformation of the path integral measure under the reduction procedure in the dynamical systems with a symmetry is considered. The investigation is carried out in the case of the Wiener--type path integrals that are used for…
Multidimensional integration by parts formulas apply under the standard assumption that one of the functions is continuous and the other has bounded Hardy-Krause variation. Motivated by recently developed results in the probabilistic…
In line with the methodology introduced in our recent article for formulating probabilistic representations of integration by parts involving killed diffusion, we establish an integration by parts formula for the first exit time of…
A new coupling argument is introduced to establish Driver's integration by parts formula and shift Harnack inequality. Unlike known coupling methods where two marginal processes with different starting points are constructed to move…
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…
We establish an integration by parts formula based on jumps times in an abstract framework in order to study the regularity of the law for processes solution of stochastic differential equations with jumps.
A path integral formalism for non-equilibrium systems is proposed based on a manifold of quasi-equilibrium densities. A generalized Boltzmann principle is used to weight manifold paths with the exponential of minus the information…
The method of the factorization of the path integral measure, based on a nonlinear filtering equation, is extended to the case of a nonfree isometric action of the compact semisimple unimodular Lie group on a smooth compact Riemannian…
In this paper, we establish a probabilistic representation for two integration by parts formulas, one being of Bismut-Elworthy-Li's type, for the marginal law of a one-dimensional diffusion process killed at a given level. These formulas…
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…
A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…
We consider random variables of the form $F=f(V_1,...,V_n)$, where $f$ is a smooth function and $V_i,i\in\mathbb{N}$, are random variables with absolutely continuous law $p_i(y) dy$. We assume that $p_i$, $i=1,...,n$, are piecewise…
The notion of a measure on the space of connections modulo gauge transformations that is invariant under diffeomorphisms of the base manifold is important in a variety of contexts in mathematical physics and topology. At the formal level,…
A path integral formulation is developed to study the spectrum of radiation from a perfectly reflecting (conducting) surface. It allows us to study arbitrary deformations in space and time. The spectrum is calculated to second order in the…
We have formulated higher-order integration by parts formulae on the path space restricted between two curves, with respect to pinned/ordinary Wiener measures. The higher-order integration by parts formulae introduce nontrivial boundary…
We construct a new random probability measure on the sphere and on the unit interval which in both cases has a Gibbs structure with the relative entropy functional as Hamiltonian. It satisfies a quasi-invariance formula with respect to the…
Integration By Parts (IBP) is an important method for computing Feynman integrals. This work describes a formulation of the theory involving a set of differential equations in parameter space, and especially the definition and study of an…
Much like the action, diffeomorphism invariance can be used to fix the form of the path integral measure in quantum gravity. Moreover, since there is a redundancy between what constitutes "the action" and what constitutes "the measure" one…