Related papers: Stochastic Calculus and Anticommuting Variables
We are concerned with multidimensional nonlinear stochastic transport equation driven by Brownian motions. For irregular fluxes, by using stochastic BGK approximations and commutator estimates, we gain the existence and uniqueness of…
In this paper, we investigate some geometric properties of non-smooth random curves within a stochastic flow. We consider a polygonal line $\Gamma(\vec{u}_{1},\cdots,\vec{u}_{n})$, which connects the points…
We consider two bivariate models with two-way interactions in context of risk and queueing theory. The two entities interact with each other by providing assistance but otherwise evolve independently. We focus on certain random quantities…
We provide a suitable framework for the concept of finite quadratic variation for processes with values in a separable Banach space $B$ using the language of stochastic calculus via regularizations, introduced in the case $B= \R$ by the…
For any real-valued stochastic process $X$ with c\'rdl\'rg paths we define non-empty family of processes which have locally finite total variation, have jumps of the same order as the process $X$ and uniformly approximate its paths on…
Hybrid stochastic differential equations are a useful tool to model continuously varying stochastic systems which are modulated by a random environment that may depend on the system state itself. In this paper, we establish the pathwise…
Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…
In this paper, we will present a strong (or pathwise) approximation of standard Brownian motion by a class of orthogonal polynomials. The coefficients that are obtained from the expansion of Brownian motion in this polynomial basis are…
This article is an elaboration of a talk given at an international conference on Operator Theory, Quantum Probability, and Noncommutative Geometry held during December~20--23, 2004, at the Indian Statistical Institute, Kolkata. The lecture…
An integration by parts formula is the foundation for stochastic analysis on path spaces over a (finite dimensional) Riemannian manifold or over $R^n$, from which we may deduce the operator $d$ is closable and define the Laplacian operator…
The anticommuting analysis with Grassmann variables is applied to the two-dimensional Ising model in statistical mechanics. The discussion includes the transformation of the partition function into a Gaussian fermionic integral, the…
We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on quantized noncommutative Riemannian manifolds and show how a…
This is an expanded version of the notes to a course taught by the first author at the 1995 Les Houches Summer School. Constraints on a tentative reconciliation of quantum theory and general relativity are reviewed. It is explained what…
This study aims to construct a stochastic process called "Brownian house-moving," which is a Brownian bridge conditioned to stay between two curves. To construct this process, statements are prepared on the weak convergence of conditioned…
We discuss the formulation of spin observables associated to a non-relativistic spinning particles in terms of grassmanian differential operators. We use as configuration space variables for the pseudo-classical description of this system…
The BRST-antiBRST invariant path integral formulation of classical mechanics of Gozzi et al is generalized to pseudomechanics. It is shown that projections to physical propagators may be obtained by BRST-antiBRST invariant boundary…
We develop a geometric version of the inverse problem of the calculus of variations for discrete mechanics and constrained discrete mechanics. The geometric approach consists of using suitable Lagrangian and isotropic submanifolds. We also…
We consider the variational complex on infinite jet space and the complex of variational derivatives for Lagrangians of multidimensional paths and study relations between them. The discussion of the variational (bi)complex is set up in…
We consider 5d $\mathcal{N}=1$ SU(2) super Yang-Mills theory on $X\times S^1$, with $X$ a closed smooth four-manifold. A partial topological twisting along $X$ renders the theory formally independent of the metric on $X$. The theory depends…
In this contribution I discuss a path integral approach for the quantum motion on two-dimensional spaces according to Koenigs, for short ``Koenigs-Spaces''. Their construction is simple: One takes a Hamiltonian from two-dimensional flat…