Related papers: A Feynman-Kac Formula for Anticommuting Brownian M…
We introduce the Feynman-Kac formula within the deformation quantization program. Constructing on previous work it is shown that, upon a Wick rotation, the ground state energy of any prescribed physical system can be obtained from the…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
Using the Feynman path integral representation of quantum mechanics it is possible to derive a model of an electron in a random system containing dense and weakly-coupled scatterers, see [Proc. Phys. Soc. 83, 495-496 (1964)]. The main goal…
We propose a natural, parameter-free, discrete-variable formulation of Feynman path integrals. We show that for discrete-variable quantum systems, Feynman path integrals take the form of walks on the graph whose weighted adjacency matrix is…
Applying the resolution-scale relativity principle to develop a mechanics of non-differentiable dynamical paths, we find that, in one dimension, stationary motion corresponds to an Ito process driven by the solutions of a Riccati equation.…
The generalized Weyl transform of index $\alpha$ is used to implement the time-slice definition of the phase space path integral yielding the Feynman kernel in the case of noncommutative quantum mechanics. As expected, this representation…
Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…
Let $Q$ be a Riemannian $G$-manifold. This paper is concerned with the symmetry reduction of Brownian motion in $Q$ and ramifications thereof in a Hamiltonian context. Specializing to the case of polar actions we discuss various versions of…
The classical dynamics of particles with (non-)abelian charges and spin moving on curved manifolds is established in the Poisson-Hamilton framework. Equations of motion are derived for the minimal quadratic Hamiltonian and some extensions…
We discuss chains of interacting Brownian motions. Their time reversal invariance is broken because of asymmetry in the interaction strength between left and right neighbor. In the limit of a very steep and short range potential one arrives…
We study quantum mechanics in the stochastic formulation, using the functional integral approach. The noise term enters the classical action as a local contribution of anticommuting fields. The partition function is not invariant under…
We study the continuity property of multiple Q-adapted quantum stochastic integrals with respect to noncommuting integrands given by the non-adapted multiple integral kernels in Fock scale. The noncommutative algebra of relatively…
In 1905, Einstein's theory of Brownian motion supported the molecular basis of the diffusion equation and introduced two complementary viewpoints: a deterministic field description and a probabilistic formulation based on stochastic…
We establish an integration by parts formula for the semi-group in time $T > 0$ of the kinetic Brownian motion in the Euclidean plane together with its speed in the circle. The stochastic differential equation of our kinetic Brownian motion…
We formalize Feynman's construction of the quantum mechanical path integral. To do this, we shift the emphasis in differential geometry from the tangent bundle onto the pair groupoid. This allows us to use the van Est map and the piecewise…
In this study, we construct an analog of the Brownian motion on free unitary quantum groups and compute its cutoff profile.
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…
We first state a special type of It\^o formula involving stochastic integrals of both standard and fractional Brownian motions. Then we use Doss-Sussman transformation to establish the link between backward doubly stochastic differential…
A new formulation of quantum mechanics based on differential commutator brackets is developed. We have found a wave equation representing the fermionic particle. In this formalism, the continuity equation mixes the Klein-Gordon and…
We derive the quantum thermodynamics of quantum Brownian motion from the exact solution of its reduced density matrix. We start from the total equilibrium thermal state between the Brownian particle and its reservoir, and solve analytically…