Related papers: Cameron-Storvick theorem associated with Gaussian …
To any graph with external half-edges and internal masses, we associate canonical integrals which depend non-trivially on particle masses and momenta, and are always finite. They are generalised Feynman integrals which satisfy graphical…
We combine Malliavin calculus with Stein's method, in order to derive explicit bounds in the Gaussian and Gamma approximations of random variables in a fixed Wiener chaos of a general Gaussian process. We also prove results concerning…
This paper aims to provide a consistent, finite-valued, and mathematically well-defined reformulation of the Feynman path-integral measure for quantum fields obtained by studying the Wiener stochastic process in the infinite-dimensional…
We demonstrate the relevance of complex Gaussian stochastic processes to the stochastic state vector description of non-Markovian open quantum systems. These processes express the general Feynman-Vernon path integral propagator for open…
The chaos expansion of a general non-linear function of a Gaussian stationary increment process conditioned on its past realizations is derived. This work combines Wiener chaos expansion approach to study the dynamics of a stochastic system…
We derive a generalization of the Wiener-Khinchin theorem for nonstationary processes by introducing a time-dependent spectral density that is related to the time-averaged power. We use the nonstationary theorem to investigate aging…
We present an analysis of the Feynman path centroid density that provides new insight into the correspondence between the path integral and the Schr\"odinger formulations of statistical mechanics. The path centroid density is a central…
We demonstrate that the conventional path integral formulations generate inconsistent results exemplified by the geometric Brownian motion under the general stochastic interpretation. We thus develop a novel path integral formulation for…
We study the Brownian motion on the non-compact Grassmann manifold $\frac{\mathbf{U}(n-k,k)} {\mathbf{U}(n-k)\mathbf{U}(k)}$ and some of its functionals. The key point is to realize this Brownian motion as a matrix diffusion process, use…
We analyze some basic issues associated with Generalized Poisson-Kac (GPK) stochastic processes, starting from the extended notion of the Markovian condition. The extended Markovian nature of GPK processes is established, and the…
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…
We consider certain questions pertaining to noncommutative generalized Brownian motions with multiple processes. We establish a framework for generalized Brownian motion with multiple processes similar to that defined by Guta and prove…
In this work a Feynman-Kac path integral method based on Levy measure has been proposed for solving the Cauchy problems associated with the space-time fractional Schroedinger equations arising in interacting systems in fractional quantum…
The original Donsker theorem says that a standard random walk converges in distribution to a Brownian motion in the space of continuous functions. It has recently been extended to enriched random walks and enriched Brownian motion. We use…
Inspired by a recent work that proposes using coherent states to evaluate the Feynman kernel in noncommutative space, we provide an independent formulation of the path-integral approach for quantum mechanics on the Moyal plane, with the…
We investigate the stochastic processes obtained as the fractional Riemann-Liouville integral of order $\alpha \in (0,1)$ of Gauss-Markov processes. The general expressions of the mean, variance and covariance functions are given. Due to…
We give two novel proofs that the path integral and stochastic quantizations of generic scalar Euclidean quantum field theories are equivalent. Our proofs rely on Taylor interpolations indexed by forests, in the fashion of constructive…
The derivation of path integrals is reconsidered. It is shown that the expression for the discretized action is not unique, and the path integration domain can be deformed so that at least Gaussian path integrals become probabillistic. This…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
This paper investigates the problem to determine whether a given stochastic process generates a sampled Brownian filtration. A fairly general sufficient condition is obtained by applying the Frank H. Clarke contraction criteria to a…