Related papers: Path-Integral Description of Stochastic Mechanics
This paper is concerned with the maximum principle and dynamic programming principle for mean-variance portfolio selection of jump diffusions and their relationship. First, the optimal portfolio and efficient frontier of the problem are…
We apply the Wigner function formalism to derive drift-diffusion transport equations for spin-polarized electrons in a III-V semiconductor single quantum well. Electron spin dynamics is controlled by the linear in momentum spin-orbit…
Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…
We describe stochastic calculus in the context of processes that are driven by an adapted point process of locally finite intensity and are differentiable between jumps. This includes Markov chains as well as non-Markov processes. By…
Experiments violating Bell's inequality appear to indicate deterministic models do not correspond to a realistic theory of quantum mechanics. The theory of pilot waves seemingly overcomes this hurdle via nonlocality and statistical…
Basing on main principles of statistical mechanics only, an exact virial expansion for path probability distribution of molecular Brownian particle in a fluid is derived which connects response of the distribution to perturbations of the…
Diffusion is a key element of a large set of phenomena occurring on natural and social systems modeled in terms of complex weighted networks. Here, we introduce a general formalism that allows to easily write down mean-field equations for…
In this work, the primary goal is to establish rigorous connection between the Fokker-Planck equation of neural networks with its microscopic model: the diffusion-jump stochastic process that captures the mean field behavior of collections…
The Feynman Path Integral is extended in order to capture all solutions of a quantum field theory. This is done via a choice of appropriate integration cycles, parametrized by M in SL(2,C), i.e., the space of allowed integration cycles is…
Using the Feynman-Kac and Cameron-Martin-Girsanov formulas, we obtain a generalized integral fluctuation theorem (GIFT) for discrete jump processes by constructing a time-invariable inner product. The existing discrete IFTs can be derived…
The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward…
The worldline path integral approach to the Bern-Kosower formalism is reviewed, which offers an alternative to Feynman diagram calculations in quantum field theory. Recent progress in constructing a multiloop generalization of this…
We develop the contour integral method for numerically solving the Feynman-Kac equation with two internal states [P. B. Xu and W. H. Deng, Math. Model. Nat. Phenom., 13 (2018), 10], describing the functional distribution of particle's…
The Feynman path integral plays a crucial role in quantum mechanics, offering significant insights into the interaction between classical action and propagators, and linking quantum electrodynamics (QED) with Feynman diagrams. However, the…
We discuss path integrals for quantum mechanics with a potential which is a perturbation of the upside-down oscillator. We express the path integral (in the real time) by the Wiener measure. We obtain the Feynman integral for perturbations…
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…
In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we…
We give a probabilistic numerical method for solving a partial differential equation with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation uses a system of particles driven by L\'evy alpha-stable…
The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a…
In this work the dynamics of a freely jointed random chain which fluctuates at constant temperature in some viscous medium is studied. The chain is regarded as a system of small particles which perform a brownian motion and are subjected to…