相关论文: On a relation between stochastic integration and g…

Using the geometric definition of the topological charge we decompose the path integral of 2-dimensional U(1) lattice gauge theory into topological sectors. In a Monte Carlo simulation we compute the average value of the action as well as…

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 important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes which is, for continuous semimartingales, related to symmetry properties of both their ordinary as well as…

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…

The time evolution of many physical, chemical, and biological systems can be modelled by stochastic transitions between the minima of the potential energy surface describing the system of interest. We show that in cases where there are two…

We define the time-continuous spin coherent-state path integral in a way that is free from inconsistencies. The proposed definition is used to reproduce known exact results. Such a formalism opens new possibilities for applying…

Rough path theory is focused on capturing and making precise the interactions between highly oscillatory and non-linear systems. It draws on the analysis of LC Young and the geometric algebra of KT Chen. The concepts and the uniform…

The Feynman path integral for the generalized harmonic oscillator is reviewed, and it is shown that the path integral can be used to find a complete set of wave functions for the oscillator. Harmonic oscillators with different…

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…

A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison…

We present the formalism of sequential and asynchronous processes defined in terms of random or quantum grammars and argue that these processes have relevance in genomics. To make the article accessible to the non-mathematicians, we keep…

The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…

We generalize and extend the stochastic path integral formalism and action principle for continuous quantum measurement introduced in [A. Chantasri, J. Dressel and A. N. Jordan, Phys. Rev. A {\bf 88}, 042110 (2013)], where the optimal…

In this work, we introduce a theory of stochastic integration with respect to symmetric $\alpha$-stable cylindrical L\'evy processes. Since $\alpha$-stable cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…

The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…

We establish a direct connection between the Feynman-Vernon path integral formalism for open quantum systems and the Wiener path integral used in classical stochastic dynamics. By considering a generalized influence functional in the strong…

We present a new method for the consistent construction of time-continuous coherent-state path integrals using the theory of half-form quantization. Through the inversion of the quantization procedure we construct a de-quantization map…

In sequential circuits, the current output may depend on both past and current inputs. However, certain kinds of sequential circuits do not refer to all of the past inputs to generate the current output; they only refer to a subset of past…

Multistage stochastic optimization problems are oftentimes formulated informally in a pathwise way. These are correct in a discrete setting and suitable when addressing computational challenges, for example. But the pathwise problem…