Results 61 to 70 of about 32,582 (169)

Discrete-Time Path Distributions on Hilbert Space [PDF]

, 2012
We construct a path distribution representing the kinetic part of the Feynman path integral at discrete times similar to that defined by Thomas [1], but on a Hilbert space of paths rather than a nuclear sequence space. We also consider different boundary
Beau, Mathieu, Dorlas, T. C.
core   +4 more sources

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

A Conditional Fourier-Feynman Transform and Conditional Convolution Product with Change of Scales on a Function Space II

Journal of Probability and Statistics, 2017
Using a simple formula for conditional expectations over continuous paths, we will evaluate conditional expectations which are types of analytic conditional Fourier-Feynman transforms and conditional convolution products of generalized cylinder functions
Dong Hyun Cho
doaj   +1 more source

Analyticity and crossing symmetry of superstring loop amplitudes

Journal of High Energy Physics, 2019
Bros, Epstein and Glaser proved crossing symmetry of the S-matrix of a theory without massless fields by using certain analyticity properties of the off-shell momentum space Green’s function in the complex momentum plane.
Corinne de Lacroix, Harold Erbin, Ashoke Sen   +2 more
doaj   +1 more source

Generalized Fourier-Feynman Transforms, Convolution Products, and First Variations on Function Space

Rocky Mountain Journal of Mathematics, 2010
Let \(Y\) be a generalized Brownian motion process, i.e.\ a Gaussian process with an absolutely continuous mean function \(a(t)\), \(t\in [0,T]\), with \(a(0)=0\), \(a'\in L^2[0,T]\), and covariance function \(r(s,t)=\min\{b(s),b(t)\}\), \(s,t\in [0,T]\) where \(b\) is a strictly increasing \(C^1\)-function with \(b(0)=0\).
Chang, Seung Jun, Choi, Jae Gil, Skough, David   +2 more
openaire   +3 more sources

Group field theory and simplicial gravity path integrals: A model for Holst-Plebanski gravity

, 2011
In a recent work, a dual formulation of group field theories as non-commutative quantum field theories has been proposed, providing an exact duality between spin foam models and non-commutative simplicial path integrals for constrained BF theories.
Aristide Baratin, C. Rovelli, D. Oriti, Daniele Oriti, J. C. Baez, L. Freidel, S. Majid, V. Rivasseau   +7 more
core   +2 more sources

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

Analytic Fourier-Feynman Transform and Convolution of Functionals on Abstract Wiener Space

Rocky Mountain Journal of Mathematics, 2000
An \(L_p\)-analytic Fourier-Feynman transform for functionals of the Wiener space was developed by Brue, Cameron and Storvick, and Johnson and Skoug. Huffman, Park and Skoug defined a convolution product for functionals on the Wiener space and obtained various results for the Fourier-Feynman transform and the convolution product.
Chang, Kun Soo, Kim, Byoung Soo, Yoo, Il
openaire   +2 more sources

Quantum simplicial geometry in the group field theory formalism: reconsidering the Barrett-Crane model

, 2011
A dual formulation of group field theories, obtained by a Fourier transform mapping functions on a group to functions on its Lie algebra, has been proposed recently.
Aristide Baratin, Baez J C, Baratin A Dittrich B Oriti D Tambornino J, Baratin A Oriti D, Barrett J W, Barrett J W, Barrett J W, Barrett J W, Ben-Geloun J Gurau R Rivasseau V, Bianchi E, Bonzom V, Bonzom V, Bonzom V Gurau R Riello A Rivasseau V, Bonzom V Livine E, Buffenoir E, Daniele Oriti, De Pietri R, De Pietri R, Dittrich B Ryan J, Dittrich B Ryan J, Duflo M, Engle J, Engle J, Freidel L, Freidel L, Freidel L, Gielen S, Gielen S Oriti D, Ginsparg P, Gurau R Rivasseau V, Han M Thiemann T, Joung E Mourad J Noui K, Livine E, Livine E, Livine E, Livine E R, Livine E R, Noui K Perez A Pranzetti D, Oriti D, Oriti D, Oriti D, Oriti D, Oriti D, Oriti D, Oriti D, Peldan P, Perez A, Perez A, Reisenberger M, Reisenberger M, Reisenberger M, Rovelli C, Sahlmann H Thiemann T   +52 more
core   +2 more sources

The Relativistic Particle: Dirac observables and Feynman propagator [PDF]

, 2007
We analyze the algebra of Dirac observables of the relativistic particle in four space-time dimensions. We show that the position observables become non-commutative and the commutation relations lead to a structure very similar to the non-commutative ...
Etera R. Livine, Florian Girelli, H. Snyder, J. Kowalski-Glikman, Laurent Freidel   +4 more
core   +3 more sources