Related papers: Path Integrals and Perturbation Theory for Stochas…
I review the generating function for quantum-statistical mechanics, known as the Feynman-Vernon influence functional, the decoherence functional, or the Schwinger-Keldysh path integral. I describe a probability-conserving $i\varepsilon$…
By generating the specifics of a network structure only when needed (on-the-fly), we derive a simple stochastic process that exactly models the time evolution of susceptible-infectious dynamics on finite-size networks. The small number of…
Many biochemical systems appearing in applications have a multiscale structure so that they converge to piecewise deterministic Markov processes in a thermodynamic limit. The statistics of the piecewise deterministic process can be obtained…
In this work we present an analytical model, based on the path-integral formalism of Statistical Mechanics, for pricing options using first-passage time problems involving both fixed and deterministically moving absorbing barriers under…
In this paper we develop a general formalism of a path approach for non-equilibrium statistical mechanics. Firstly, we consider the classical Gibbs approach for states and find that this formalism is ineffective for non-equilibrium…
Rough paths techniques give the ability to define solutions of stochastic differential equations driven by signals $X$ which are not semimartingales and whose $p$-variation is finite only for large values of $p$. In this context, rough…
We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…
In this paper new analytical and numerical approaches to valuating path-dependent options of European type have been developed. The model of stochastic volatility as a basic model has been chosen. For European options we could improve the…
We examine the relation between a stochastic version of the rough path integral with the symmetric-Stratonovich integral in the sense of regularization. Under mild regularity conditions in the sense of Malliavin calculus, we establish…
Two long-standing problems in the construction of coherent state path integrals, the unwarranted assumption of path continuity and the ambiguous definition of the Hamiltonian symbol, are rigorously solved. To this end the fully controlled…
The path integral for Darcy's law with a stochastic conductivity, which characterizes flow through random porous media, is used as a basis for Wilson renormalization-group (RG) calculations in momentum space. A coarse graining procedure is…
Path integrals have, over the years, proven to be an extremely versatile tool for simulating the dynamics of open quantum systems. The initial limitations of applicability of these methods in terms of the size of the system has steadily…
Several path integral representations for the $T$-matrix in nonrelativistic potential scattering are given which produce the complete Born series when expanded to all orders and the eikonal approximation if the quantum fluctuations are…
Complex systems may often be characterized by their hierarchical dynamics. In this paper do we present a method and an operational algorithm that automatically infer this property in a broad range of systems; discrete stochastic processes.…
Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…
Thermodynamics is independent of a description at a microscopic level consequently statistical thermodynamics must produce results independent of the coordinate system used to describe the particles and their interactions. In the path…
We discuss the time-continuous path integration in the coherent states basis in a way that is free from inconsistencies. Employing this notion we reproduce known and exact results working directly in the continuum. Such a formalism can set…
We derive the first order canonical formulation of cosmological perturbation theory in a Universe filled by a few scalar fields. This theory is quantized via well-defined Hamiltonian path integral. The propagator which describes the…
System dynamics is a popular approach in many fields of science and technology, but it has not been investigated for cell signaling pathways yet. It is a well formulated methodology used to analyze the components of a system considering the…
The Black-Scholes formula for pricing options on stocks and other securities has been generalized by Merton and Garman to the case when stock volatility is stochastic. The derivation of the price of a security derivative with stochastic…