Related papers: Stochastic Calculus and Anticommuting Variables
We show that a pathwise stochastic integral with respect to fractional Brownian motion with an adapted integrand $g$ can have any prescribed distribution, moreover, we give both necessary and sufficient conditions when random variables can…
Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…
We show that any commutative rationally ruled surface with a choice of anticanonical curve admits a 1-parameter family of noncommutative deformations parametrized by the Jacobian of the anticanonical curve, and show that many standard facts…
The history of anticommuting coordinates is decribed.
Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…
We present two different approaches to stochastic integration in frictionless model free financial mathematics. The first one is in the spirit of It\^o's integral and based on a certain topology which is induced by the outer measure…
In this paper we review the recently proposed path-integral counterpart of the Koopman-von Neumann operatorial approach to classical Hamiltonian mechanics. We identify in particular the geometrical variables entering this formulation and…
We use the stochastic quantization method to construct a supersymmetric version of the quantum spherical model. This is based on the equivalence between the Brownian motion described by a Langevin equation and the supersymmetric quantum…
These are lecture notes of a C.I.M.E. course I gave at Cetraro, June 6-11 2005. The theory described is the version of Chen-Ruan's Gromov-Witten theory of orbifolds developed by Graber, Vistoli and me in the algebraic setting, but with…
In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of…
We review here a path-integral approach to classical mechanics and explore the geometrical meaning of this construction. In particular we bring to light a universal hidden BRS invariance and its geometrical relevance for the Cartan calculus…
This brief `New & Notable' (perspectives-type) article contains a mini-review on stochastic modelling of cell migration before elaborating on the article by Klimek et al., arXiv:2311.16753 [Biophys. J. 123, 1173-1183 (2024)].
We define and study noncommutative generalizations of submanifolds and quotient manifolds, for the derivation-based differential calculus introduced by M.~Dubois-Violette and P.~Michor. We give examples to illustrate these definitions.
The notion of the integral over the anticommuting Grassmann variables (nonquantum fermionic fields) seems to be the most powerful tool in order to extract the exact analytic solutions for the 2D Ising models on simple and more complicated…
We study pathwise approximation of scalar stochastic differential equations at a single point. We provide the exact rate of convergence of the minimal errors that can be achieved by arbitrary numerical methods that are based (in a…
Properties of transport of molecular motors are investigated. A simplified model based on the concept of Brownian ratchets is applied. We analyze a stochastic equation of motion by means of numerical methods. The transport is systematically…
Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid…
A path integral formalism for non-equilibrium systems is proposed based on a manifold of quasi-equilibrium densities. A generalized Boltzmann principle is used to weight manifold paths with the exponential of minus the information…
We consider a model of Non-Brownian self-propelled particles with anti-alignment interactions where particles try to avoid each other by attempting to turn into opposite directions. The particles undergo apparent Brownian motion, even…
We study the relationship between mixed stochastic differential equations and the corresponding rough path equations driven by standard Brownian motion and fractional Brownian motion with Hurst parameter $H>1/2$. We establish a correction…