Related papers: A Feynman-Kac Formula for Anticommuting Brownian M…
We express the unitary time evolution in non-relativistic regularized quantum electrodynamics at zero and positive temperature by a Feynman integral defined in terms of a complex Brownian motion. An average over the quantum electromagnetic…
In this paper, with the help of a result by Matsumoto--Yor (2000), we prove a Girsanov-type formula for a class of anticipative transforms of Brownian motion which possesses exponential functionals as anticipating factors. Our result…
We offer an alternative viewpoint on Dyson's original paper regarding the application of Brownian motion to random matrix theory (RMT). In particular we show how one may use the same approach in order to study the stochastic motion in the…
We begin with a review and analytical construction of quantum Gaussian process (and quantum Brownian motions) in the sense of [25],[10] and others, and then formulate and study in details (with a number of interesting examples) a definition…
This note is answering an old questioning about the F\'{e}nyes-Nelson stochastic mechanics. The Brownian nature of the quantum fluctuations, which are associated to this mechanics, is deduced from Feynman's interpretation of the Heisenberg…
The Klein-Kramers equation, governing the Brownian motion of a classical particle in quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large…
This is a brief review on Brownian functionals in one dimension and their various applications, a contribution to the special issue ``The Legacy of Albert Einstein" of Current Science. After a brief description of Einstein's original…
We use the Whittaker vectors and the Drinfeld Casimir element to show that eigenfunctions of the difference Toda Hamiltonian can be expressed via fermionic formulas. Motivated by the combinatorics of the fermionic formulas we use the…
The quantum analog of the joint probability distributions describing a classical stochastic process is introduced. A prescription is given for constructing the quantum distribution associated with a sequence of measurements. For the case of…
Motivated by the work of Baras-Goldstein (1984), we discuss when expectations of the Feynman-Kac type with singular potentials are divergent. Underlying processes are Brownian motion and $\alpha$-stable process. In connection with the work…
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by…
In order to evaluate the Feynman path integral in noncommutative quantum mechanics, we consider properties of a Lagrangian related to a quadratic Hamiltonian with noncommutative spatial coordinates. A quantum-mechanical system with…
A study of the non-dissipative Brownian motion in vacuum is presented. The noise source associated to the stochastic process assumed in this work is vacuum fluctuations of some quantum field capable of interact with a massive particle. For…
We consider the continuous parabolic Anderson model with the Gaussian fields under the measure-valued initial conditions, the covariances of which are nonhomogeneous in time and fractional rough in space. We mainly study the spatial…
In quantum information theory, there is an explicit mapping between general unitary dynamics and Hermitian ground state eigenvalue problems known as the Feynman-Kitaev Clock. A prominent family of methods for the study of quantum ground…
This paper is the second in a series devoted to constructing stochastic motions for the two-dimensional $N$-body delta-Bose gas for all integers $N\geq 3$ and establishing the associated Feynman-Kac-type formulas. The main results here…
In this proceeding we consider a translation invariant Nelson type model in two spatial dimensions modeling a scalar relativistic particle in interaction with a massive radiation field. As is well-known, the corresponding Hamiltonian can be…
We construct the integrals of motion for several models of the quantum damped oscillators in nonrelativistic quantum mechanics in a framework of a general approach to the time-dependent Schroedinger equation with variable quadratic…
We propose a new solvable class of multidimensional quantum harmonic oscillators for a linear diffusive particle and a quadratic energy absorbing well associated with a semi-definite positive matrix force. Under natural and easily checked…
We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…