Related papers: A Feynman-Kac Formula for Anticommuting Brownian M…
We review the main features of the Weyl-Wigner formulation of noncommutative quantum mechanics. In particular, we present a $\star$-product and a Moyal bracket suitable for this theory as well as the concept of noncommutative Wigner…
Although the Hamiltonian in quantum physics has to be a linear operator, it is possible to make quantum systems behave as if their Hamiltonians contained antilinear (i.e., semilinear or conjugate-linear) terms. For any given quantum system,…
We stress the relevance of the two features of translational invariance and atomic nature of the gas in the quantum description of the motion of a massive test particle in a gas, corresponding to the original picture of Einstein used in the…
We prove a version of the Feynman-Kac formula for Levy processes and integro-differential operators, with application to the momentum representation of suitable quantum (Euclidean) systems whose Hamiltonians involve L\'{e}vy-type…
In this paper, we study comparison theorem, nonlinear Feynman-Kac formula and Girsanov transformation of the BSDE driven by a G-Brownian motion.
The so-called equation of motion method is useful to obtain the explicit form of the eigenvectors and eigenvalues of certain non self-adjoint bosonic Hamiltonians with real eigenvalues. These operators can be diagonalized when they are…
In this paper, we use the theory of symmetric Dirichlet forms to derive Feynman-Kac formulae for the forward problem of electrical impedance tomography with possibly anisotropic, merely measurable conductivities corresponding to different…
We study the low temperature behaviour of path integrals for a simple one-dimensional model. Starting from the Feynman-Kac formula, we derive a new functional representation of the density matrix at finite temperature, in terms of the…
The first part of this paper is devoted to the Brown measure of the product of the free unitary Brownian motion by an arbitrary free non negative operator. Our approach follows the one recently initiated by Driver-Hall-Kemp though there are…
The recent analysis on noncommutative geometry, showing quantization of the volume for the Riemannian manifold entering the geometry, can support a view of quantum mechanics as arising by a stochastic process on it. A class of stochastic…
Quantum computing can efficiently simulate Hamiltonian dynamics of many-body quantum physics, a task that is generally intractable with classical computers. The hardness lies at the ubiquitous anti-commutative relations of quantum…
We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…
We consider a diffusion in $\mathbb{R}^n$ whose coordinates each behave as one-dimensional Brownian motions, that behave independently when apart, but have a sticky interaction when they meet. The diffusion in $\mathbb{R}^n$ can be viewed…
Coherent state functional integral for the minisuperspace model of loop quantum cosmology is studied. By the well-established canonical theory, the transition amplitude in the path integral representation of loop quantum cosmology with…
This paper presents a useful compact formula for deriving an effective Hamiltonian describing the time-averaged dynamics of detuned quantum systems. The formalism also works for ensemble-averaged dynamics of stochastic systems. To…
High frequency based estimation methods for a semiparametric pure-jump subordinated Brownian motion exposed to a small additive microstructure noise are developed building on the two-scales realized variations approach originally developed…
We aim to provide a Feynman-Kac type representation for Hamilton-Jacobi-Bellman equation, in terms of forward backward stochastic differential equation (FBSDE) with a simulatable forward process. For this purpose, we introduce a class of…
We briefly review the problem of Brownian motion and describe some intriguing facets. The problem is first treated in its original form as enunciated by Einstein, Langevin, and others. Then, utilizing the problem of Brownian motion as a…
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…
A particle subjected to a fluctuating force originated from its interaction with an external quantum system undergoes quantum Brownian motion. This phenomenon is investigated in detail for the case of a particle confined by a harmonic…