Related papers: A Path Integral Approach for Time-Dependent Hamilt…
A Euclidean path integral is used to find an optimal strategy for a firm under a Walrasian system, Pareto optimality and a non-cooperative feedback Nash Equilibrium. We define dynamic optimal strategies and develop a Feynman type path…
Background: Path integrals are a powerful tool for solving problems in quantum theory that are not amenable to a treatment by perturbation theory. Most path integral computations require an analytic continuation to imaginary time. While…
I propose a path integral description of the Su-Schrieffer-Heeger Hamiltonian, both in one and two dimensions, after mapping the real space model onto the time scale. While the lattice degrees of freedom are classical functions of time and…
The path integral for space-time noncommutative theory is formulated by means of Schwinger's action principle which is based on the equations of motion and a suitable ansatz of asymptotic conditions. The resulting path integral has…
Starting from well-known expressions for the $T$-matrix and its derivative in standard nonrelativistic potential scattering I rederive recent path-integral formulations due to Efimov and Barbashov et al. Some new relations follow…
We introduce and discuss a general criterion for the derivative pricing in the general situation of incomplete markets, we refer to it as the No Almost Sure Arbitrage Principle. This approach is based on the theory of optimal strategy in…
The path integral approach to quantum mechanics requires a substantial generalisation to describe the dynamics of systems confined to bounded domains. Non-local boundary conditions can be introduced in Feynman's approach by means of…
In this paper, a complete covariant quantization of generalized electrodynamics is shown through the path integral approach. To this goal, we first studied the hamiltonian structure of system following Dirac's methodology and, then, we…
This thesis develops a mathematical framework for the analysis of continuous-time trading strategies which, in contrast to the classical setting of continuous-time finance, does not rely on stochastic integrals or other probabilistic…
In this paper, we have constructed the Feynman path integral method for non-paraxial optics. This is done by using the mathematical analogy between a non-paraxial optical system and the generalized Schr\"odinger equation deformed by the…
I offer some historical comments about the origins of Feynman's path integral approach, as an alternative approach to standard quantum mechanics. Looking at the interaction between Einstein and Feynman, which was mediated by Feynman's…
Path integral method in quantum mechanics provides a new thinking for barrier option pricing. For proportional double-barrier step (PDBS) options, the option price changing process is analogous to a particle moving in a finite symmetric…
The cavity method is a well established technique for solving classical spin models on sparse random graphs (mean-field models with finite connectivity). Laumann et al. [arXiv:0706.4391] proposed recently an extension of this method to…
In this paper, the possibility to construct a path integral formalism by using the Hubbard operators as field dynamical variables is investigated. By means of arguments coming from the Faddeev-Jackiw symplectic Lagrangian formalism as well…
't Hooft's derivation of quantum from classical physics is analyzed by means of the classical path integral of Gozzi et al.. It is shown how the key element of this procedure - the loss of information constraint - can be implemented by…
The stochastization of the Jacobi second equality of classical mechanics, by Gaussian white noises for the Lagrangian of a particle in an arbitrary field is considered. The quantum mechanical Hamilton operator similar to that in Euclidian…
Given an arbitrary Lagrangian function on \RR^d and a choice of classical path, one can try to define Feynman's path integral supported near the classical path as a formal power series parameterized by "Feynman diagrams," although these…
Many introductory courses in quantum mechanics include Feynman's time-slicing definition of the path integral, with a complete derivation of the propagator in the simplest of cases. However, attempts to generalize this, for instance to…
This paper provides a pedagogical introduction to the quantum mechanical path integral and its use in proving index theorems in geometry, specifically the Gauss-Bonnet-Chern theorem and Lefschetz fixed point theorem. It also touches on some…
Within path sampling framework, we show that probability distribution divergences, such as the Chernoff information, can be estimated via thermodynamic integration. The Boltzmann-Gibbs distribution pertaining to different Hamiltonians is…