Related papers: The Feynman graph representation of convolution se…
Using dispersive techniques, it is possible to avoid ultraviolet divergences in the calculation of Feynman diagrams, making subsequent regularization of divergent diagrams unnecessary. We give a simple introduction to the most important…
In this paper, we investigate a class of McKean-Vlasov stochastic differential equations under L\'evy-type perturbations. We first establish the existence and uniqueness theorem for solutions of the McKean-Vlasov stochastic differential…
We study the Cauchy problem involving non-local Ornstein-Uhlenbeck operators in finite and infinite dimensions. We prove classical solvability without requiring that the L\'evy measure corresponding to the large jumps part has a first…
We investigate a class of random graph ensembles based on the Feynman graphs of multidimensional integrals, representing statistical-mechanical partition functions. We show that the resulting ensembles of random graphs strongly resemble…
We consider a model for chaotic diffusion with amplification on graphs associated with piecewise-linear maps of the interval [S. Lepri, Chaos Solitons & Fractals, 139,110003 (2020)]. We determine the conditions for having fat-tailed…
Partition- and moment functions for a general (not necessarily Gaussian) functional measure that is perturbed by a Gibbs factor are calculated using generalized Feynman graphs. From the graphical calculus, a new notion of Wick ordering…
We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…
The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…
It is well understood that, when numerically simulating SDEs with general noise, achieving a strong convergence rate better than $O(\sqrt{h})$ (where h is the step size) requires the use of certain iterated integrals of Brownian motion,…
It is by now well established that, by means of the integration by part identities, all the integrals occurring in the evaluation of a Feynman graph of given topology can be expressed in terms of a few independent master integrals. It is…
We show that, for a class of systems described by a Lagrangian L(x,\dot{x},t) = 1/2\dot{x}^{2} - V(x,t) the propagator can be reduced via Noether's Theorem to a standard path integral multiplied by a phase factor. Using Henstock's…
In this article functorial Feynman rules are introduced as large generalizations of physicists Feynman rules, in the sense that they can be applied to arbitrary classes of hypergraphs, possibly endowed with any kind of structure on their…
The classical Feynman-Kac identity represents solutions of linear partial differential equations in terms of stochastic differential euqations. This representation has been generalized to nonlinear partial differential equations on the one…
To any graph with external half-edges and internal masses, we associate canonical integrals which depend non-trivially on particle masses and momenta, and are always finite. They are generalised Feynman integrals which satisfy graphical…
It is shown that Tsallis' generalized statistics provides a natural frame for the statistical-thermodynamical description of anomalous diffusion. Within this generalized theory, a maximum-entropy formalism makes it possible to derive a…
Solutions for a class of wave equations with effective potentials are obtained by a method of a Laplace-transform. Quasinormal modes appear naturally in the solutions only in a spatially truncated form; their coefficients are uniquely…
We study the probability distribution function (pdf) of the position of a L\'evy flight of index 0<\alpha<2 in presence of an absorbing wall at the origin. The solution of the associated fractional Fokker-Planck equation can be constructed…
We use standard perturbation techniques originally formulated in quantum (statistical) mechanics in the analysis of a toy model of a stock market which is given in terms of bosonic operators. In particular we discuss the probability of…
In this paper, we derive comparison results for terminal values of $d$-dimensional special semimartingales and also for finite-dimensional distributions of multivariate L\'{e}vy processes. The comparison is with respect to nondecreasing,…
We present a class of L\'evy processes for modelling financial market fluctuations: Bilateral Gamma processes. Our starting point is to explore the properties of bilateral Gamma distributions, and then we turn to their associated L\'evy…