Related papers: Cameron-Storvick theorem associated with Gaussian …
We formalize Feynman's construction of the quantum mechanical path integral. To do this, we shift the emphasis in differential geometry from the tangent bundle onto the pair groupoid. This allows us to use the van Est map and the piecewise…
In the L\'evy construction of Brownian motion, a Haar-derived basis of functions is used to form a finite-dimensional process $W^{N}$ and to define the Wiener process as the almost sure path-wise limit of $W^{N}$ when $N$ tends to infinity.…
This survey is a preliminary version of a chapter of the forthcoming book "Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-It\^o Chaos Expansions and Stochastic Geometry" edited by Giovanni Peccati and Matthias…
We show that the Feynman path integral together with the Schr\"odinger representation gives rise to a rigorous and functorial quantization scheme for linear and affine field theories. Since our target framework is the general boundary…
General covariance is a crucial notion in the study of field theories in curved spacetime. A field theory defined with respect to a semi-Riemannian metric is generally covariant if two metrics which are related by a diffeomorphism produce…
The Fueter-Sce-Qian theorem provides a way of inducing axial monogenic functions in $\mathbb{R}^{m+1}$ from holomorphic intrinsic functions of one complex variable. This result was initially proved by Fueter and Sce for the cases where the…
We propose a construction of generalized cuts of Feynman integrals as an operation on the domain of the Feynman parametric integral. A set of on-shell conditions removes the corresponding boundary components of the integration domain, in…
We to define a Path Integral in Lorentzian time by restricting the relevant domain of integration on $C([0,1],M)$ over a Riemannian configuration manifold $(M,g)$ and considering the dynamics of a particle evolving between to fixed…
We propose the extension of the position space approach to Feynman integrals from the banana family to generic Feynman diagrams. Our approach is based on getting rid of integration in position space and then writing differential equations…
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 present a Cameron--Martin type quasi-invariance theorem for subordinate Brownian motion. As applications, we establish an integration by parts formula and construct a gradient operator on the path space of subordinate Brownian motion,…
For a general class of Gaussian processes $W$, indexed by a sigma-algebra $\mathscr F$ of a general measure space $(M,\mathscr F, \sigma)$, we give necessary and sufficient conditions for the validity of a quadratic variation representation…
The purpose of this article is to present the second type fundamental relationship between the generalized Fourier--Feynman transform and the generalized convolution product on Wiener space. The relationships in this article are also…
In the article, Besov-Orlicz regularity of sample paths of stochastic processes that are represented by multiple integrals of order $n\in\mathbb{N}$ is treated. We give sufficient conditions for the considered processes to have paths in the…
We argue, that for a general class of nontrivial bosonic theories the path integral can be related to an equivariant generalization of conventional characteristic classes.
We construct a coupling between the random walk composed of L\'evy area increments from a $d$-dimensional Brownian motion and a random walk composed of quadratic polynomials of Gaussian random variables. This coupling construction is used…
We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…
A summary of the relationship between the Langevin equation, Fokker-Planck-Kolmogorov forward equation (FPKfe) and the Feynman path integral descriptions of stochastic processes relevant for the solution of the continuous-discrete filtering…
The fluctuations of dynamical functionals such as the empirical density and current as well as heat, work and generalized currents in stochastic thermodynamics are usually studied within the Feynman-Kac tilting formalism, which in the…
Gaussian processes (GPs) are widely-used tools in spatial statistics and machine learning and the formulae for the mean function and covariance kernel of a GP $T u$ that is the image of another GP $u$ under a linear transformation $T$…