Related papers: Subordination principle and Feynman-Kac formulae f…

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

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…

The main results of this paper comprise proofs of the following two related facts: (i) the Feynman--Kac formula is a functor $F_*$, namely, between a stochastic differential equation and a dynamical system on a statistical manifold, and…

Open systems acquire time-dependent coupling constants through interaction with an external field or environment. We generalize the Lewis-Riesenfeld invariant theorem to open system of quantum fields after second quantization. The…

An exact evolution equation, the functional generalization of the Callan-Symanzik method, is given for the effective action of QED where the electron mass is used to turn the quantum fluctuations on gradually. The usual renormalization…

The fractional Poisson process is a renewal process with Mittag-Leffler waiting times. Its distributions solve a time-fractional analogue of the Kolmogorov forward equation for a Poisson process. This paper shows that a traditional Poisson…

It is a well known fact that subdiffusion equations in terms of fractional derivatives can be obtained from Continuous Time Random Walk (CTRW) models with long-tailed waiting time distributions. Over the last years various authors have…

We consider a class of space-time coupled evolution equations (CEEs), obtained by a subordination of the heat operator. Our CEEs reformulate and extend known governing equations of non-Markovian processes arising as scaling limits of…

We study solutions to the evolution equation $u_t=\Delta u-u +\sum_{k\geqslant 1}q_ku^k$, $t>0$, in $\mathbf{R}^d$. Here the coefficients $q_k\geqslant 0$ verify $ \sum_{k\geqslant 1}q_k=1< \sum_{k\geqslant 1}kq_k<\infty$. First, we deal…

This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a…

We consider the natural time-dependent fractional $p$-Laplacian equation posed in the whole Euclidean space, with parameters $p>2$ and $s\in (0,1)$ (fractional exponent). We show that the Cauchy Problem for data in the Lebesgue $L^q$ spaces…

For fractional derivatives and time-fractional differential equations, we construct a framework on the basis of the operator theory in fractional Sobolev spaces. Our framework provides a feasible extension of the classical Caputo and the…

We study a class of dynamical semigroups $(\mathbb{L}^n)_{n\in\mathbb{N}}$ that emerge, by a Feynman--Kac type formalism, from a random quantum dynamical system…

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy…

We study operators that are generalizations of the classical Riemann-Liouville fractional integral, and of the Riemann-Liouville and Caputo fractional derivatives. A useful formula relating the generalized fractional derivatives is proved,…

Functional evolution equations are used in the modeling of numerous physical processes. In this work, our main tool is perturbation theory of strongly continuous semigroups. The advantage of this technique is that one can provide functional…

In this paper, we survey recent progress on the constructive theory of the Feynman operator calculus. (The theory is constructive in that, operators acting at different times, actually commute.) We first develop an operator version of the…

We develop fully noncommutative Feynman-Kac formulae by employing quantum stochastic processes. To this end we establish some theory for perturbing quantum stochastic flows on von Neumann algebras by multiplier cocycles. Multiplier cocycles…

We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial…

In this paper, we propose and analyze a second-order time-stepping numerical scheme for the inhomogeneous backward fractional Feynman-Kac equation with nonsmooth initial data. The complex parameters and time-space coupled Riemann-Liouville…