Related papers: Higher order integration by parts formulae for Wie…
In Euclidean space, the integration by parts formula for a set of finite perimeter is expressed by the integration with respect to a type of surface measure. According to geometric measure theory, this surface measure is realized by the…
Path integrals developed by Richard Feynman have been an important tool in Physics in studying quantum field theory. In mathematics, it has also been widely used in providing formal proofs in the study of Index theorem and asymptotic…
An integration by parts formula is derived for the first order differential operator corresponding to the action of translations on the space of locally finite simple configurations of infinitely many points on R^d. As reference measures,…
We prove an integration by parts formula on the law of the reflecting Brownian motion $X:=|B|$ in the positive half line, where $B$ is a standard Brownian motion. In other terms, we consider a perturbation of $X$ of the form $X^\epsilon =…
We consider a reduction procedure in Wiener-type path integral for a finite-dimensional mechanical system with a symmetry representing the motion of two interacting scalar particles on a manifold that is the product of the total space of…
We introduce the notion of {\em covariance measure structure} for square integrable stochastic processes. We define Wiener integral, we develop a suitable formalism for stochastic calculus of variations and we make Gaussian assumptions only…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
Solutions to many important partial differential equations satisfy bounds constraints, but approximations computed by finite element or finite difference methods typically fail to respect the same conditions. Chang and Nakshatrala enforce…
Some parts of stochastic analysis on curved spaces are revisted. A concise proof of the quasi-invariance of the Wiener measure on the path spaces over a Riemannian manifold is presented. The shifts are allowed to be in the Cameron-Martin…
We study boundary inference at $H=3/4$ for mixed fractional Brownian motion and mixed fractional Ornstein--Uhlenbeck models under high-frequency observation. This boundary is economically important because it separates the critical and…
We present a geometric interpretation of the integration-by-parts formula on an arbitrary vector bundle. As an application we give a new geometric formulation of higher-order variational calculus.
With the use of tensor product of Hilbert space, and a diagonalization procedure from operator theory, we derive an approximation formula for a general class of stochastic integrals. Further we establish a generalized Fourier expansion for…
We propose a new formulation for integrating over smooth curves and surfaces that are described by their closest point mappings. Our method is designed for curves and surfaces that are not defined by any explicit parameterization and is…
Particle methods are widely used because they can provide accurate descriptions of evolving measures. Recently it has become clear that by stepping outside the Monte Carlo paradigm these methods can be of higher order with effective and…
In prior work \cite{AD} of Lars Andersson and Bruce K. Driver, the path space with finite interval over a compact Riemannian manifold is approximated by finite dimensional manifolds $H_{x,\P} (M)$ consisting of piecewise geodesic paths…
An upper bound for the Wasserstein distance is provided in the general framework of the Wiener-Poisson space. Is obtained from this bound a second order Poincar\'e-type inequality which is useful in terms of computations. For completeness…
Integration by parts formulae are given for a class of measures on the space of paths of a smooth manifold $M$ determined by the laws of degenerate diffusions. The mother of such formulae, on the path space of diffeomorphism group of $M$ is…
Wiener integral for the coordinate process is defined under the $ \sigma $-finite measure unifying Brownian penalisations, which has been introduced by Najnudel, Roynette and Yor. Its decomposition before and after last exit time from 0 is…
The precise description of quantum nuclear fluctuations in atomistic modelling is possible by employing path integral techniques, which involve a considerable computational overhead due to the need of simulating multiple replicas of the…
This paper gives a rigorous interpretation of a Feynman path integral on a Riemannian manifold M with non-positive sectional curvature. A $L^2$ Riemannian metric $G_P$ is given on the space of piecewise geodesic paths $H_P(M)$ adapted to…