Related papers: The Feynman graph representation of convolution se…
In this paper we show the existence and form uniqueness of a solution for multidimensional backward stochastic differential equations driven by a multidimensional L\'{e}vy process with moments of all orders. The results are important from a…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
The challenge to fruitfully merge state-of-the-art techniques from mathematical finance and numerical analysis has inspired researchers to develop fast deterministic option pricing methods. As a result, highly efficient algorithms to…
A recently fertile strand of research in Group Theory is developing non-abelian analogues of classical combinatorial results for arithmetic Cayley graphs, describing properties such as growth, expansion, mixing, diameter, etc. We consider…
We study translation-invariant integrodifferential operators that generate L\'{e}vy processes. First, we investigate different notions of what a solution to a nonlocal Dirichlet problem is and we provide the classical representation formula…
Although symmetry methods and analysis are a necessary ingredient in every physicist's toolkit, rather less use has been made of combinatorial methods. One exception is in the realm of Statistical Physics, where the calculation of the…
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…
In continuation of a previous paper a close connection between Feynman propagators and a particular L\'evy stochastic process is established. The approach can be easily applied to the Standard Model SU_C(3)xSU_L(2)xU(1) providing…
Conditional independence and graphical models are crucial concepts for sparsity and statistical modeling in higher dimensions. For L\'evy processes, a widely applied class of stochastic processes, these notions have not been studied. By the…
We consider a stochastic differential equations which is driven by a Levy process. It turns out that the solution process is a Feller process if the coefficient of the SDE is bounded. Using a probabilistic formula we calculate the symbol,…
Given $n$ equidistant realisations of a L\'evy process $(L_t,\,t\ge 0)$, a natural estimator $\hat N_n$ for the distribution function $N$ of the L\'evy measure is constructed. Under a polynomial decay restriction on the characteristic…
We study differential forms on an algebraic compactification of a moduli space of metric graphs. Canonical examples of such forms are obtained by pulling back invariant differentials along a tropical Torelli map. The invariant differential…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
The Coulomb gauge in nonabelian gauge theories is attractive in principle, but beset with technical difficulties in perturbation theory. In addition to ordinary Feynman integrals, there are, at 2-loop order, Christ-Lee (CL) terms, derived…
We present a method using Feynman-like diagrams to calculate the statistical properties of random many-body potentials. This method provides a promising alternative to existing techniques typically applied to this class of problems, such as…
Solutions of the classical $\phi^4$-theory in Minkowski space-time are analyzed in a perturbation expansion in the nonlinearity. Using the language of Feynman diagrams, the solution of the Cauchy problem is expressed in terms of tree…
In a recent paper \cite{ft} a new powerful method to calculate Feynman diagrams was proposed. It consists in setting up a Taylor series expansion in the external momenta squared. The Taylor coefficients are obtained from the original…
We provide a direct combinatorial proof of a Feynman graph identity which implies a wide generalization of a formality theorem by Kontsevich. For a Feynman graph $\Gamma$, we associate to each vertex a position $x_v \in \mathbb R$ and to…
We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…
The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for…