Related papers: A rough path approach to pathwise stochastic integ…
We review equivariant localization techniques for the evaluation of Feynman path integrals. We develop systematic geometric methods for studying the semi-classical properties of phase space path integrals for dynamical systems, emphasizing…
We consider Feynman's path integral approach to quantum mechanics with a noncommutativity in position and momentum sectors of the phase space. We show that a quantum-mechanical system with this kind of noncommutativity is equivalent to the…
In this work, we derive sufficient and necessary conditions for the existence of a weak and mild solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical Levy process. Our approach requires to establish a…
Let $\mu$ be a general stochastic measure, where we assume for $\mu$ only $\sigma$-additivity in probability and continuity of paths. We prove that the symmetric integral $\int_{[0,T]}f(\mu_t, t)\circ\,{\rm d}\mu_t$ is well defined. For…
The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic differential equations with jumps the picture is still incomplete,…
We introduce the class of "smooth rough paths" and study their main properties. Working in a smooth setting allows us to discard sewing arguments and focus on algebraic and geometric aspects. Specifically, a Maurer-Cartan perspective is the…
Stochastic mechanics---the study of classical stochastic systems governed by things like master equations and Fokker-Planck equations---exhibits striking mathematical parallels to quantum mechanics. In this article, we make those parallels…
The book deals with a stochastic formulation of path integration in real time, by rotating the_space_ variables over exp(i pi/4). Preliminary chapters deal with quantum and classical mechanics, probability theory and stochastic calculus,…
Phase space path integral is worked out in a riemannian geometry, by employing a prescription for the infinitesimal propagator that takes riemannian normal coordinates and momenta on an equal footing. The operator ordering induced by this…
We study path integrals in the Trotter-type form for the Schr\"odinger equation, where the Hamiltonian is the Weyl quantization of a real-valued quadratic form perturbed by a potential $V$ in a class encompassing that - considered by…
For any real-valued stochastic process X with c\`adl\`ag paths we define non-empty family of processes, which have finite total variation, have jumps of the same order as the process X and uniformly approximate its paths: This allows to…
A cylindrical Levy process does not enjoy a cylindrical version of the semi-martingale decomposition which results in the need to develop a completely novel approach to stochastic integration. In this work, we introduce a stochastic…
The core of this article is a general theorem with a large number of specializations. Given a manifold $N$ and a finite number of one-parameter groups of point transformations on $N$ with generators $Y, X_{(1)}, \cdots, X_{(d)} $, we…
A systematic classification of Feynman path integrals in quantum mechanics is presented and a table of solvable path integrals is given which reflects the progress made during the last ten years or so, including, of course, the main…
Large classes of multi-dimensional Gaussian processes can be enhanced with stochastic Levy area(s). In a previous paper, we gave sufficient and essentially necessary conditions, only involving variational properties of the covariance.…
We revisit H. Foellmer's concept of quadratic variation of a cadlag function along a sequence of time partitions and discuss its relation with the Skorokhod topology. We show that in order to obtain a robust notion of pathwise quadratic…
The purpose of this note is to prove the It{\^o}-F\"ollmer formula for the c\`adl\`ag paths possessing quadratic variation in a possibly ``weakest'' sense along some sequence of partitions. By this we mean, for example, that we do not…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
We derive explicit distance bounds for Stratonovich iterated integrals along two Gaussian processes (also known as signatures of Gaussian rough paths) based on the regularity assumption of their covariance functions. Similar estimates have…
We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…