Related papers: Interacting Stochastic Process and Renormalization…
We argue that the renormalizability of interacting quantum field theory on the curved-space background with an additional external antisymmetric tensor (two-form) field requires nonminimal interaction of the antisymmetric field with quantum…
A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…
We study the exponential Ornstein-Uhlenbeck stochastic volatility model and observe that the model shows a multiscale behavior in the volatility autocorrelation. It also exhibits a leverage correlation and a probability profile for the…
The correlated stochastic volatility models constitute a natural extension of the Black and Scholes-Merton framework: here the volatility is not a constant, but a stochastic process correlated with the price log-return one. At present,…
In this work, we study the class of stochastic process that generalizes the Ornstein-Uhlenbeck processes, hereafter called by \emph{Generalized Ornstein-Uhlenbeck Type Process} and denoted by GOU type process. We consider them driven by the…
We employ Statistical Field Theory techniques for coarse-graining the steady-state properties of Active Ornstein-Uhlenbeck particles. The computation is carried on in the framework of the Unified Colored Noise approximation that allows an…
We derive several results concerning non-perturbative renormalization in the spherical field formalism. Using a small set of local counterterms, we are able to remove all ultraviolet divergences in a manner such that the renormalized theory…
Differential regularization is applied to a field theory of a non-relativistic charged boson field $\phi$ with $\lambda (\phi {}^{*} \phi)^2$ self-interaction and coupling to a statistics-changing $U(1)$ Chern-Simons gauge field.…
In this article we study the time evolution of an interacting field theoretical system, i.e. \phi^4-field theory in 2+1 space-time dimensions, on the basis of the Kadanoff-Baym equations for a spatially homogeneous system including the…
We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…
The non-perturbative autonomous renormalization of the scalar $\Phi^4$-model is applied in the framework of stochastic quantization. I show that this requires a selective, momentum-dependent renormalization of the Onsager coefficient…
We discuss the renormalizability of Phi-derivable approximations in scalar phi^4 theory in four dimensions. The formalism leads to self-consistent equations for the 2-point and the 4-point functions which are plagued by ultraviolet…
Complex Ornstein-Uhlenbeck (OU) processes have various applications in statistical modelling. They play role e.g. in the description of the motion of a charged test particle in a constant magnetic field or in the study of rotating waves in…
Using quantum field theory and bosonization, we determine the quantum phase diagram of the one-dimensional Hubbard model with bond-charge interaction $X$ in addition to the usual Coulomb repulsion $U$ at half-filling, for small values of…
We present a stochastic volatility market model where volatility is correlated with return and is represented by an Ornstein-Uhlenbeck process. With this model we exactly measure the leverage effect and other stylized facts, such as mean…
We show how to renormalize Phi-derivable approximations in a theory with a fermionic field coupled to a self-interacting scalar field through a Yukawa interaction. The nonperturbative renormalization concerns the self-interaction coupling…
We introduce and numerically study a long-range-interaction generalization of the one-dimensional Fermi-Pasta-Ulam (FPU) $\beta-$ model. The standard quartic interaction is generalized through a coupling constant that decays as $1/r^\alpha$…
For a class of stochastic models with Gaussian and rough mean-reverting volatility that embeds the genuine rough Stein-Stein model, we study the weak approximation rate when using a Euler type scheme with integrated kernels. Our first…
We demonstrate the renormalisability of quantum field theories in four dimensions with elementary self-interacting Dirac fermions and to leading order in the limit of many fermion flavours $N_{\rm f}$. Starting from the underlying…
The Ornstein-Uhlenbeck process can be seen as a paradigm of a finite-variance and statistically stationary rough random walk. Furthermore, it is defined as the unique solution of a Markovian stochastic dynamics and shares the same local…