相关论文: Path Integrals and Perturbation Theory for Stochas…
We present a functional formalism to derive a generating functional for correlation functions of a multiplicative stochastic process represented by a Langevin equation. We deduce a path integral over a set of fermionic and bosonic variables…
The path integral approach offers not only an exact expression for the non- equilibrium dynamics of dissipative quantum systems, but is also a convenient starting point for perturbative treatments. An alternative way to explore the…
The Euclidean path integral quite often involves an action that is not completely real {\it i.e.} a complex action. This occurs when the Minkowski action contains $t$-odd CP-violating terms. Analytic continuation to Euclidean time yields an…
We formulate Bayesian updates in Markov processes by means of path integral techniques and derive the imaginary-time Schr\"{o}dinger equation with likelihood to direct the inference incorporated as a potential for the posterior probability…
We consider a real-valued path; it is possible to associate a tree to this path, and we explore the relations between the tree, the properties of $p$-variation of the path, and integration with respect to the path. In particular, the…
In this invited contribution, we revisit the stochastic shortest path problem, and show how recent results allow one to improve over the classical solutions: we present algorithms to synthesize strategies with multiple guarantees on the…
Partial identification approaches are a flexible and robust alternative to standard point-identification approaches in general instrumental variable models. However, this flexibility comes at the cost of a ``curse of cardinality'': the…
We study the long-time behavior of stochastic models with an absorbing state, conditioned on survival. For a large class of processes, in which saturation prevents unlimited growth, statistical properties of the surviving sample attain…
The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…
We demonstrate that parastatistics can be quantized using path integrals by calculating the generating functionals for time-ordered products of both free and interacting parabose and parafermi fields in terms of path integrals. We also give…
By using path integrals, the stochastic process associated to the time evolution of the quantum probability density is formally rewritten in terms of a stochastic differential equation, given by Newton's equation of motion with an…
This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, It\^o diffusive process is generalized by incorporating a multiplicative noise term…
We discuss general concept of Markov statistical dynamics in the continuum. For a class of spatial birth-and-death models, we develop a perturbative technique for the construction of statistical dynamics. Particular examples of such systems…
The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a…
Path integrals represent a powerful route to quantization: they calculate probabilities by summing over classical configurations of variables such as fields, assigning each configuration a phase equal to the action of that configuration.…
We present the systematic formalism to derive the path-integral formulation for the hard-core particle systems far from equilibrium. Writing the master equation for a stochastic process of the system in terms of the annihilation and…
The master equation and, more generally, Markov processes are routinely used as models for stochastic processes. They are often justified on the basis of randomization and coarse-graining assumptions. Here instead, we derive n-th order…
We introduce a counting process to model the random occurrence in time of car traffic accidents, taking into account some aspects of the self-excitation typical of this phenomenon. By combining methods from probability and differential…
The incorporation of two- and three-dimensional $\delta$-function perturbations into the path-integral formalism is discussed. In contrast to the one-dimensional case, a regularization procedure is needed due to the divergence of the…
This paper develops a systematic treatment of monotonicity-based pathwise dualities for Markov processes taking values in partially ordered sets. We show that every Markov process that takes values in a finite partially ordered set and…