Related papers: Path integrals and stochastic calculus
We propose a method to construct the stochastic integral simultaneously under a non-dominated family of probability measures. Path-by-path, and without referring to a probability measure, we construct a sequence of Lebesgue-Stieltjes…
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…
On the basis of the canonical quantization procedure of a system defined on a cubic lattice, we propose a new method, in which resolutions of unity expressed in terms of eigenvectors are naturally provided, to find eigenvectors of field…
Functional integrals are central to modern theories ranging from quantum mechanics and statistical thermodynamics to biology, chemistry, and finance. In this work we present a new method for calculating functional integrals based on a…
The mathematical similarities between non-relativistic wavefunction propagation in quantum mechanics and image propagation in scalar diffraction theory are used to develop a novel understanding of time and paths through spacetime as a…
The Euclidean path integral quite often involves an action that is not completely real {\it i.e.} a complex action. This occurs when the Minkowski action contains $t$-odd CP-violating terms. Analytic continuation to Euclidean time yields an…
The goal of these notes is to provide an introduction to rough partial differential equations. For this purpose, we will present the theory of rough paths to the extend as it is required. Applications to stochastic partial differential…
We construct a path distribution representing the kinetic part of the Feynman path integral at discrete times similar to that defined by Thomas [1], but on a Hilbert space of paths rather than a nuclear sequence space. We also consider…
Score-based diffusion models have proven effective in image generation and have gained widespread usage; however, the underlying factors contributing to the performance disparity between stochastic and deterministic (i.e., the probability…
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…
Collisional effects are included in the path-integral formulation that was proposed in one of our previous paper for the collisionless Boltzmann gas. In calculating the number of molecules entering a six-dimensional phase volume element due…
A theorem that constructs a path integral solution for general second order partial differential equations is specialized to obtain path integrals that are solutions of elliptic, parabolic, and hyperbolic linear second order partial…
In this paper path integration in two- and three-dimensional spaces of constant curvature is discussed: i.e.\ the flat spaces $\bbbr^2$ and $\bbbr^3$, the two- and three-dimensional sphere and the two- and three dimensional pseudosphere.…
The path integral approach offers not only an exact expression for the non- equilibrium dynamics of dissipative quantum systems, but is also a convenient starting point for perturbative treatments. An alternative way to explore the…
A method for nonperturbative path integral calculation is proposed. Quantum mechanics as a simplest example of a quantum field theory is considered. All modes are decomposed into hard (with frequencies $\omega^2 >\omega^2_0$) and soft (with…
Simulations that couple different classical molecular models in an adaptive way by changing the number of degrees of freedom on the fly, are available within reasonably consistent theoretical frameworks. The same does not occur when it…
This article presents a construction of the concept of stochastic integration in Riemannian manifolds from a purely functional-analytic point of view. We show that there are infinitely many such integrals, and that any two of them are…
Calculus via regularizations and rough paths are two methods to approach stochastic integration and calculus close to pathwise calculus. The origin of rough paths theory is purely deterministic, calculus via regularization is based on…
We review and extend the formalism introduced by Peliti, that maps a Markov process to a path-integral representation. After developing the mapping, we apply it to some illustrative examples: the simple decay process, the birth-and-death…
The functional integral has many triumphs in elucidating quantum theory. But incorporating charge fractionalization into that formalism remains a challenge.