相关论文: Supersymmetry in Stochastic Quantization Method an…

In this paper, we examine the problem of sampling from log-concave distributions with (possibly) superlinear gradient growth under kinetic (underdamped) Langevin algorithms. Using a carefully tailored taming scheme, we propose two novel…

Fedosov has described a geometro-algebraic method to construct in a canonical way a deformation of the Poisson algebra associated with a finite-dimensional symplectic manifold ("phase space"). His algorithm gives a non-commutative, but…

The article is devoted to the dynamics of systems with an anomalous scaling near a critical point. The fractional stochastic equation of a Lanvevin type with the $\varphi^3$ nonlinearity is considered. By analogy with the model A the field…

We study the adapted solution, numerical methods, and related convergence analysis for a unified backward stochastic partial differential equation (B-SPDE). The equation is vector-valued, whose drift and diffusion coefficients may involve…

We develop a stochastic analysis for a Gaussian process $X$ with singular covariance by an intrinsic procedure focusing on several examples such as covariance measure structure processes, bifractional Brownian motion, processes with…

We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…

We consider a general solution of the Langevin equation describing massive fermions to an appropriate boundary problem. Assuming existence of such solution we show that its correlators coincide with the Schwinger functions of corresponding…

This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…

A stochastic field theory approach is applied to a coarse-grained polymer model that will enable studies of polymer behavior under non-equilibrium conditions. This article is focused on the validation of the new model in comparison to…

Stationary distributions of complex Langevin equations are shown to be the complexified path integral solutions of the Schwinger-Dyson equations of the associated quantum field theory. Specific examples in zero dimensions and on a lattice…

In stochastic quantisation, quantum mechanical expectation values are computed as averages over the time history of a stochastic process described by a Langevin equation. Complex stochastic quantisation, though theoretically not rigorously…

We propose a method to efficiently construct data-dependent kernels which can make use of large quantities of (unlabeled) data. Our construction makes an approximation in the standard construction of semi-supervised kernels in Sindhwani et…

The generating functional is suggested for multiparticle generation processes. In mean field approximation of high density QCD two equations for new generating functional are derived: linear functional equation for an arbitrary initial…

Conformal higher-spin gravity is the log-divergent part of the effective action of the scalar field coupled to background fields via higher-spin currents, as was defined by Segal and Tseytlin, which can be worked out over the flat space…

In this paper, we propose and study the stochastic path-dependent Hamilton-Jacobi-Bellman (SPHJB) equation that arises naturally from the optimal stochastic control problem of stochastic differential equations with path-dependence and…

We develop Markov categories as a framework for synthetic probability and statistics, following work of Golubtsov as well as Cho and Jacobs. This means that we treat the following concepts in purely abstract categorical terms: conditioning…

The solution to a multivariate linear Stochastic Differential Equation (SDE) with constant initial state is well known to be a Gaussian Markov process, but its covariance kernel involves the solution to an integral equation in the general…

We consider field theories that exhibit a supersymmetric Lifshitz scaling with two real supercharges. The theories can be formulated in the language of stochastic quantization. We construct the free field supersymmetry algebra with rotation…

Working with a toy model whose partition function consists of a discrete summation, we introduce the statistical field-theory methodology by transforming a partition function via a formal Gaussian integral relation (the Hubbard-Stratonovich…

We analyze quantum Yang-Mills theory on $\mathbb{R}^2$ using a novel discretization method based on an algebraic analogue of stochastic calculus. Such an analogue involves working with "Gaussian" free fields whose covariance matrix is…