Related papers: Optimal series representations for numerical path …
We study different possibilities to apply the principles of rough paths theory in a non-commutative probability setting. First, we extend previous results obtained by Capitaine, Donati-Martin and Victoir in Lyons' original formulation of…
We discuss path integrals for quantum mechanics with a potential which is a perturbation of the upside-down oscillator. We express the path integral (in the real time) by the Wiener measure. We obtain the Feynman integral for perturbations…
We study a pathwise integral with respect to paths of finite quadratic variation, defined as the limit of non-anticipative Riemann sums for gradient-type integrands. We show that the integral satisfies a pathwise isometry property,…
We establish a direct connection between the Feynman-Vernon path integral formalism for open quantum systems and the Wiener path integral used in classical stochastic dynamics. By considering a generalized influence functional in the strong…
An efficient conditioning technique, the so-called Brownian Bridge simulation, has previously been applied to eliminate pricing bias that arises in applications of the standard discrete-time Monte Carlo method to evaluate options written on…
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,…
The path integral formulation of quantum mechanics, i.e., the idea that the evolution of a quantum system is determined as a sum over all the possible trajectories that would take the system from the initial to its final state of its…
As an alternative but unified and more fundamental description for quantum physics, Feynman path integrals generalize the classical action principle to a probabilistic perspective, under which the physical observables' estimation translates…
We present Path Integral Sampler~(PIS), a novel algorithm to draw samples from unnormalized probability density functions. The PIS is built on the Schr\"odinger bridge problem which aims to recover the most likely evolution of a diffusion…
We propose simple methods for multivariate diffusion bridge simulation, which plays a fundamental role in simulation-based likelihood and Bayesian inference for stochastic differential equations. By a novel application of classical coupling…
An elementary construction of the Wiener process is discussed, based on a proper sequence of simple symmetric random walks that uniformly converge on bounded intervals, with probability 1. This method is a simplification of F.B. Knight's…
In this paper, we consider an arbitrary irreducible unitary representation $(\pi_{\lambda},V_{\lambda})$ of a compact connected, simply connected semisimple Lie group $G$ with highest weight $\lambda$, and apply the idea of…
Many iterative and non-iterative methods have been developed for inverse problems associated with Ising models. Aiming to derive an accurate non-iterative method for the inverse problems, we employ the tree-reweighted approximation. Using…
We investigate the sign problem in field theories by using the path optimization method with use of the neural network. For theories with the sign problem, integral in the complexified variable space is a promising approach to obtain a…
The aim of the presented research is to give a rigorous mathematical approach to Feynman path integrals based on strong (pathwise) approximations based on simple random walks.
The worldline path integral approach to the Bern-Kosower formalism is reviewed, which offers an alternative to Feynman diagram calculations in quantum field theory. Recent progress in constructing a multiloop generalization of this…
The overcompleteness of the coherent states basis leads to a multiplicity of representations of Feynman's path integral. These different representations, although equivalent quantum mechanically, lead to different semiclassical limits. Two…
A path integral formalism for non-equilibrium systems is proposed based on a manifold of quasi-equilibrium densities. A generalized Boltzmann principle is used to weight manifold paths with the exponential of minus the information…
We obtain direct, finite, descriptions of a renormalized quantum mechanical system with no reference to ultraviolet cutoffs and running coupling constants, in both the Hamiltonian and path integral pictures. The path integral description…
We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving…