Related papers: The Feynman graph representation of convolution se…
A representation of the perturbation series of a general functional measure is given in terms of generalized Feynman graphs and -rules. The graphical calculus is applied to certain functional measures of L\'evy type. A graphical notion of…
We present a general method of solving the Cauchy problem for multidimensional parabolic (diffusion type) equation with variable coefficients which depend on spatial variable but do not change over time. We assume the existence of the…
A Feynman formula is a representation of a solution of an initial (or initial-boundary) value problem for an evolution equation (or, equivalently, a representation of the semigroup resolving the problem) by a limit of $n$-fold iterated…
This note is devoted to representation of some evolution semigroups. The semigroups are generated by pseudo-differential operators, which are obtained by different (parametrized by a number $\tau$) procedures of quantization from a certain…
We consider solutions of the Cauchy problem for semilinear equations with (possibly) different L\'evy operators. We provide various results on their convergence under the assumption that symbols of the involved operators converge to the…
It is well known that certain fractional diffusion equations can be solved by the densities of stable L\'evy motions. In this paper we use the classical semigroup approach for L\'evy processes to define semi-fractional derivatives, which…
This paper is an introduction to the language of Feynman Diagrams. We use Reshetikhin-Turaev graphical calculus to define Feynman diagrams and prove that asymptotic expansions of Gaussian integrals can be written as a sum over a suitable…
The L\'evy-stable distribution is the attractor of distributions which hold power laws with infinite variance. This distribution has been used in a variety of research areas, for example in economics it is used to model financial market…
This note presents a method based on Feynman-Kac semigroups for logarithmic Sobolev inequalities. It follows the recent work of Bonnefont and Joulin on intertwining relations for diffusion operators, formerly used for spectral gap…
A parabolic partial differential equation $u'_t(t,x)=Lu(t,x)$ is considered, where $L$ is a linear second-order differential operator with time-independent coefficients, which may depend on $x$. We assume that the spatial coordinate $x$…
Nonlinear conservation laws driven by L\'evy processes have solutions which, in the case of supercritical nonlinearities, have an asymptotic behavior dictated by the solutions of the linearized equations. Thus the explicit representation of…
An analog of Kreimer's coproduct from renormalization of Feynman integrals in quantum field theory, endows an analog of Kontsevich's graph complex with a dg-coalgebra structure. The graph complex is generated by orientation classes of…
We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…
We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as…
In quantum electrodynamics, optical processes are theoretically described by double-sided Feynman diagrams. This formalism is powerful in the case of molecules but proves inappropriate to account for light-matter interactions within complex…
A unified treatment of Schwinger parametrised Feynman amplitudes is suggested which addresses vertices of arbitrary order on the same footing as propagators. Contributions from distinct diagrams are organised collectively. The scheme is…
In this paper, we provide a representation theory for the Feynman operator calculus. This allows us to solve the general initial-value problem and construct the Dyson series. We show that the series is asymptotic, thus proving Dyson's…
We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…
A functional representation of free L\'evy processes is established via an ensemble of unitarily invariant Hermitian matrix-valued L\'evy processes. This is accomplished by proving functional asymptotics of their empirical spectral…
The Feynman rules assign to every graph an integral which can be written as a function of a scaling parameter L. Assuming L for the process under consideration is very small, so that contributions to the renormalizaton group are small, we…