Related papers: Quasi-invariant theorem on the Gaussian path space

Gauge invariance is a fundamental principle that must be preserved in quantum transport. However, when a complex potential is incorporated into the Hamiltonian, we find that the current described by the well-established…

We unify Brownian motion and quantum mechanics in a single mathematical framework. In particular, we show that non-relativistic quantum mechanics of a single spinless particle on a flat space can be described by a Wiener process that is…

We consider a model of 2D gravity with the action quadratic in curvature and represent path integrals as integrals over the SL(2, R) invariant Gaussian functional measure. We reduce these path integrals to the products of Wiener path…

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 $T$…

We define a covariance-type operator on Wiener space: for F and G two random variables in the Gross-Sobolev space $D^{1,2}$ of random variables with a square-integrable Malliavin derivative, we let $Gamma_{F,G}=$ where $D$ is the Malliavin…

We study the existence of a unique solution to semilinear fractional backward doubly stochastic differential equation driven by a Brownian motion and a fractional Brownian motion with Hurst parameter less than 1/2. Here the stochastic…

We study path integration on a quantum computer that performs quantum summation. We assume that the measure of path integration is Gaussian, with the eigenvalues of its covariance operator of order j^{-k} with k>1. For the Wiener measure…

We consider the 1d quintic nonlinear Schr\"odinger equation (NLS) on the torus with initial data distributed according to the Gaussian measures with covariance operator $(1-\Delta)^{-s}$, and denoted $\mu_s$. For the full range…

We show how to detect optimal Berry--Esseen bounds in the normal approximation of functionals of Gaussian fields. Our techniques are based on a combination of Malliavin calculus, Stein's method and the method of moments and cumulants, and…

In this article, we investigate the theory of weighted functions of bounded variation (BV), as introduced by Baldi [Ba01]. Depending on the theorem, we impose lower semicontinuity and/or a pointwise A1 condition on the weight. Our…

This paper introduces an elliptic quasi-variational inequality (QVI) problem class with fractional diffusion of order $s \in (0,1)$, studies existence and uniqueness of solutions and develops a solution algorithm. As the fractional…

We consider vector valued, unit variance Gaussian processes defined over stratified manifolds and the geometry of their excursion sets. In particular, we develop an explicit formula for the expectation of all the Lipschitz--Killing…

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…

Sub-fractional Brownian motion is a process analogous to fractional Brownian motion but without stationary increments. In \cite{GGL1} we proved a strong uniform approximation with a rate of convergence for fractional Brownian motion by…

{}From Feynman's path integral, we derive quasi-classical quantization rules in supersymmetric quantum mechanics (SUSY-QM). First, we derive a SUSY counterpart of Gutzwiller's formula, from which we obtain the quantization rule of Comtet,…

Viewing gravitational energy-momentum as equal by observation, but different in essence from inertial energy-momentum naturally leads to the gauge theory of volume-preserving diffeormorphisms of an inner Minkowski space which can describe…

We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration that provides a differential structure allowing to describe infinitesimal evolution of Wiener functionals at very small scales. The…

We propose and prove a mirror theorem for the elliptic quasimap invariants for smooth Calabi-Yau complete intersections in projective spaces. The theorem combined with the wall-crossing formula appeared in paper (arXiv:1308.6377) implies…

We obtain necessary and sufficient conditions for equivalence of law for linear stochastic evolution equations driven by a general Gaussian noise by identifying the suitable space of controls for the corresponding deterministic control…

In this paper we estimate the rest of the approximation of a stationary process by a martingale in terms of the projections of partial sums. Then, based on this estimate, we obtain almost sure approximation of partial sums by a martingale…