Related papers: Causal functional calculus
We develop the integral calculus for quasi-standard smooth functions defined on the ring of Fermat reals. The approach is by proving the existence and uniqueness of primitives. Besides the classical integral formulas, we show the…
A consistent functional calculus approach to the spectral theorem for strongly commuting normal operators on Hilbert spaces is presented. In contrast to the common approaches using projection-valued measures or multiplication operators,…
We propose a path integral formulation for scale invariant quantum field theories. We do it by modifying the functional integration measure in such a way that the partition function is always exactly scale invariant, at the cost of having…
Fractional integral operators connected with real-valued scalar functions of matrix argument are applied in problems of mathematics, statistics and natural sciences. In this article we start considering the case of a Gauss hypergeometric…
We derive a functional It\^o-formula for non-anticipative maps of rough paths, based on the approximation properties of the signature of c\`adl\`ag rough paths. This result is a functional extension of the It\^o-formula for c\`adl\`ag rough…
We use pathwise It\^o calculus to prove two strictly pathwise versions of the master formula in Fernholz' stochastic portfolio theory. Our first version is set within the framework of F\"ollmer's pathwise It\^o calculus and works for…
We present a new approach to noncommutative stochastic calculus that is, like the classical theory, based primarily on the martingale property. Using this approach, we introduce a general theory of stochastic integration and quadratic…
We present a non-probabilistic, pathwise approach to continuous-time finance based on causal functional calculus. We introduce a definition of self-financing, free from any integration concept and show that the value of a self-financing…
Functional It\^o calculus was introduced in order to expand a functional $F(t, X\_{\cdot+t}, X\_t)$ depending on time $t$, past and present values of the process $X$. Another possibility to expand $F(t, X\_{\cdot+t}, X\_t)$ consists in…
The classical theory of free analysis generalizes the noncommutative (nc) polynomials and rational functions, easily providing such results as an nc analogue of the Jacobian conjecture. However, the classical theory misses out on important…
The path integral formulation of quantum mechanics constructs the propagator by evaluating the action S for all classical paths in coordinate space. A corresponding momentum path integral may also be defined through Fourier transforms in…
We formulate quantum mechanics on SO(3) using a non-commutative dual space representation for the quantum states, inspired by recent work in quantum gravity. The new non-commutative variables have a clear connection to the corresponding…
We study a pathwise integral with respect to paths of finite quadratic variation, defined as the limit of non-anticipative Riemann sums for gradient-type integrands. We show that the integral satisfies a pathwise isometry property,…
In this paper, a new axiomatization for unbounded functional calculi is proposed and the associated theory is elaborated comprising, among others, uniqueness and compatibility results and extension theorems of algebraic and topological…
Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…
We develop a Fourier approach to rough path integration, based on the series decomposition of continuous functions in terms of Schauder functions. Our approach is rather elementary, the main ingredient being a simple commutator estimate,…
Introducing a perturbative definition, phase space path integrals can be calculated without slicing. This leads to a short-time expansion of the quantum-mechanical path amplitude, or a high-temperature expansion of the unnormalized density…
This thesis develops a mathematical framework for the analysis of continuous-time trading strategies which, in contrast to the classical setting of continuous-time finance, does not rely on stochastic integrals or other probabilistic…
A certain class of matrix-valued Borel matrix functions is introduced and it is shown that all functions of that class naturally operate on any operator T in a finite type I von Neumann algebra M in a way such that uniformly bounded…
In our last work, we formulate a Fourier transformation on the infinite-dimensional space of functionals. Here we first calculate the Fourier transformation of infinite-dimensional Gaussian distribution $\exp(-\pi…