相关论文: Probabilistic Representations of Ordered Exponenti…

We access the edge of Gaussian beta ensembles with one spike by analyzing high powers of the associated tridiagonal matrix models. In the classical cases beta=1, 2, 4, this corresponds to studying the fluctuations of the largest eigenvalues…

Probabilistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for the…

We introduce a stochastic process and functional that should describe the semigroup generated by the stochastic Bessel operator. Recently Gorin and Shkolnikov showed that the largest eigenvalues for certain random matrix ensembles with soft…

In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…

Let $ H:=-\tfrac12\Delta+V$ be a one-dimensional continuum Schr\"odinger operator. Consider ${\hat H}:= H+\xi$, where $\xi$ is a translation invariant Gaussian noise. Under some assumptions on $\xi$, we prove that if $V$ is locally…

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…

We discuss the so-called Schr{\"o}dinger problem of deducing the microscopic (basically stochastic) evolution that is consistent with given positive boundary probability densities for a process covering a finite fixed time interval. The…

We study the semigroups of random Schr\"odinger operators of the form $\widehat{H}f=-\frac12f''+(V+\xi)f$, where $f:I\to\mathbb F^r$ ($\mathbb F=\mathbb R,\mathbb C,\mathbb H$) are vector-valued functions on a possibly infinite interval…

A Feynman-Kac type formula of relativistic Schr\"odinger operators with unbounded vector potential and spin 1/2 is given in terms of a three-component process consisting of Brownian motion, a Poisson process and a subordinator. This formula…

In this paper, we present a novel Feynman-Kac formula and investigate learning-based methods for approximating general nonlinear time-dependent Schr\"odinger equations which may be high-dimensional. Our formulation integrates both the…

This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fractional Gaussian noises in bounded domain where L_t is a…

By suitably extending a Feynman-Kac formula of Simon [Canadian Math. Soc. Conf. Proc, 28 (2000), 317-321], we study one-parameter semigroups generated by (the negative of) rather general Schroedinger operators, which may be unbounded from…

The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…

With appropriate notions of Hermitian vector bundles and connections over weighted graphs which we allow to be locally infinite, we prove Feynman-Kac-type representations for the corresponding semigroups and derive several applications…

In this paper we examine the numerical approximation of the limiting invariant measure associated with Feynman-Kac formulae. These are expressed in a discrete time formulation and are associated with a Markov chain and a potential function.…

We establish a probabilistic representation for a wide class of linear deterministic p.d.e.s with potential term, including the wave equation in spatial dimensions 1 to 3. Our representation applies to the heat equation, where it is related…

We study localization properties for a class of one-dimensional, matrix-valued, continuous, random Schr\"odinger operators, acting on $L^2(\R)\otimes \C^N$, for arbitrary $N\geq 1$. We prove that, under suitable assumptions on the…

This article provides a new theory for the analysis of forward and backward particle approximations of Feynman-Kac models. Such formulae are found in a wide variety of applications and their numerical (particle) approximation are required…

We provide and analyze the high order algorithms for the model describing the functional distributions of particles performing anomalous motion with power-law jump length and tempered power-law waiting time. The model is derived in [Wu,…

We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…