Related papers: On a relation between stochastic integration and g…
In this paper, we present a statistical model of spacetime trajectories based on a finite collection of paths organized into a branched manifold. For each configuration of the branched manifold, we define a Shannon entropy. Given the…
We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…
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…
We perform the stochastic quantization of scalar QED based on a generalization of the stochastic gauge fixing scheme and its geometric interpretation. It is shown that the stochastic quantization scheme exactly agrees with the usual path…
It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale. As a direct…
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 consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…
A diagram approach to classical nonlinear stochastic field theory is introduced. This approach is intended to serve as a link between quantum and classical field theories, resulting in an independent constructive characterisation of the…
In this work we introduce a theory of stochastic integration with respect to general cylindrical semimartingales defined on a locally convex space $\Phi$. Our construction of the stochastic integral is based on the theory of tensor products…
The theta process is a stochastic process of number theoretical origin arising as a scaling limit of quadratic Weyl sums. It can be described in terms of the geodesic flow and an automorphic function on a homogeneous space. This process has…
Congruences for stochastic automata are defined, the correspondin factor automata are constructed and investigated for automata ove analytic spaces. We study the behavior under finite and infinite streams. Congruences consist of multiple…
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…
Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…
The paper studies stochastic integration with respect to Gaussian processes and fields. It is more convenient to work with a field than a process: by definition, a field is a collection of stochastic integrals for a class of deterministic…
We consider tree-level off-shell currents of two massive particles and $n$ massless bosons in the classical limit, which can be fused into the classical limit of $n+2$ scattering amplitudes. We show that dressing up the current with…
The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…
After collecting data from observations or experiments, the next step is to build an appropriate mathematical or stochastic model to describe the data so that further studies can be done with the help of the models. In this article, the…
Stochastic integrals are defined with respect to a collection $P = (P_i; \, i \in I)$ of continuous semimartingales, imposing no assumptions on the index set $I$ and the subspace of $\mathbb{R}^I$ where $P$ takes values. The integrals are…
We consider countable system of harmonic oscillators on the real line with quadratic interaction potential with finite support and local external force (stationary stochastic process) acting only on one fixed particle. In the case of…
We use path-integrals to derive a general expression for the semiclassical approximation to the partition function of a one-dimensional quantum-mechanical system. Our expression depends solely on ordinary integrals which involve the…