相关论文: Symmetric path integrals for stochastic equations …

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…

The Langevin equation with a multiplicative L\'evy white noise is solved. The noise amplitude and the drift coefficient have a power-law form. A validity of ordinary rules of the calculus for the Stratonovich interpretation is discussed.…

We study a pathwise integral with respect to paths of finite quadratic variation, defined as the limit of non-anticipative Riemann sums for gradient-type integrands. We show that the integral satisfies a pathwise isometry property,…

We revisit the construction of the fermionic path-integral representation of overdamped scalar Langevin processes with multiplicative white noise, focusing on the covariance of the generating functional under non-linear changes of…

We present a way for calculating the Lagrangian path integral measure directly from the Hamiltonian Schwinger--Dyson equations. The method agrees with the usual way of deriving the measure, however it may be applied to all theories, even…

These lectures are intended as an introduction to the technique of path integrals and their applications in physics. The audience is mainly first-year graduate students, and it is assumed that the reader has a good foundation in quantum…

The standard way to construct a path integral is to use a Legendre transformation to find the hamiltonian, to repeatedly insert complete sets of states into the time-evolution operator, and then to integrate over the momenta. This procedure…

Path integrals play a crucial role in describing the dynamics of physical systems subject to classical or quantum noise. In fact, when correctly normalized, they express the probability of transition between two states of the system. In…

An noise-induced mechanism has been revealed by some authors recently for the homochirality in a chiral system. Motivated by such stochastic process, we study the noise-induced transition in the system. The chiral transition, say the…

Time derivatives of scalar fields occur quadratically in textbook actions. A simple Legendre transformation turns the lagrangian into a hamiltonian that is quadratic in the momenta. The path integral over the momenta is gaussian. Mean…

Path integrals are a ubiquitous tool in theoretical physics. However, their use is sometimes hindered by the lack of control on various manipulations -- such as performing a change of the integration path -- one would like to carry out in…

We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…

This paper studies path stabilities of the solution to stochastic differential equations (SDE) driven by time-changed L\'evy noise. The conditions for the solution of time-changed SDE to be path stable and exponentially path stable are…

Quantum transition amplitudes are formulated for a model system with local internal time, using path integrals. The amplitudes are shown to be more regular near a turning point of internal time than could be expected based on existing…

Starting from the canonical formalism of relativistic (timeless) quantum mechanics, the formulation of timeless path integral is rigorously derived. The transition amplitude is reformulated as the sum, or functional integral, over all…

This paper analyzes a full discretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. The discretization combines the Euler scheme for temporal approximation and the finite element method for spatial…

A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…

We to define a Path Integral in Lorentzian time by restricting the relevant domain of integration on $C([0,1],M)$ over a Riemannian configuration manifold $(M,g)$ and considering the dynamics of a particle evolving between to fixed…

We address the calculation of transition probabilities in multiplicative noise stochastic differential equations using a path integral approach. We show the equivalence between the conditional probability and the propagator of a quantum…

The stochastization of the Jacobi second equality of classical mechanics, by Gaussian white noises for the Lagrangian of a particle in an arbitrary field is considered. The quantum mechanical Hamilton operator similar to that in Euclidian…