Smooth functional derivatives in Feynman path integrals by time slicing approximation

We give a fairly general class of functionals on a path space so that Feynman path integral has a mathematically rigorous meaning. More precisely, for any functional belonging to our class, the time slicing approximation of Feynman path integral converges uniformly on compact subsets of the configuration space. Our class of functionals is closed under addition, multiplication, functional differentiation, translation and real linear transformation. The integration by parts and Taylor's expansion formula with respect to functional differentiation holds in Feynman path integral. Feynman path integral is invariant under translation and orthogonal transformation. The interchange of the order with Riemann-Stieltjes integrals, the interchange of the order with a limit, the semiclassical approximation and the fundamental theorem of calculus in Feynman path integral stay valid as well as N. Kumano-go [Bull. Sci. Math. 128 (3) (2004) 197-251].     

Phase space Feynman path integrals via piecewise bicharacteristic paths and their semiclassical approximations

We give a fairly general class of functionals for which the phase space Feynman path integrals have a mathematically rigorous meaning. More precisely, for any functional belonging to our class, the time slicing approximation of the phase space path integral converges uniformly on compact subsets of the phase space. Our class of functionals is rich because it is closed under addition and multiplication. The interchange of the order with the Riemann integrals, the interchange of the order with a limit and the perturbation expansion formula hold in the phase space path integrals. The use of piecewise bicharacteristic paths naturally leads us to the semiclassical approximation on the phase space.     

Path integrals as analysis on path space by time slicing approximation

This is a survey of our papers [3, 4]. We give a fairly general class of functionals on a path space so that Feynman path integral has a mathematically rigorous meaning. More precisely, for any functional belonging to our class, the time slicing approximation of Feynman path integral converges uniformly on compact subsets of the configuration space. Our class of functionals is closed under addition, multiplication, translation, real linear transformation and functional differentiation. The invariance under translation and orthogonal transformation, the interchange of the order with Riemann-Stieltjes integrals and some limits, the semiclassical approximation, the integration by parts and the Taylor expansion formula with respect to functional differentiation, and the fundamental theorem of calculus hold in Feynman path integral. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Feynman path integrals as analysis on path space by time slicing approximation

Using the time slicing approximation, we give a mathematically rigorous definition of Feynman path integrals for a general class of functionals on the path space. As an application, we prove the interchange with Riemann-Stieltjes integrals, the interchange with a limit, the perturbation expansion formula, the semiclassical approximation, and the fundamental theorem of calculus in Feynman path integral.     

Applying reproducing kernels to the evaluation and approximation of the simple and time-dependent imaginary time harmonic oscillator path integrals

Reproduction of kernel Hilbert spaces offers an attractive setting for imaginary time path integrals, since they allow to naturally define a probability on the space of paths, which is equal to the probability associated with the paths in Feynman's path integral formulation. This study shows that if the propagator is Gaussian, its variance equals the squared norm of a linear functional on the space of paths. This can be used to rederive the harmonic oscillator propagator, as well as to offer a finite-dimensional perturbative approximation scheme for the time-dependent oscillator wave function and its ground state energy, and its bound error. The error is related to the rate of decay of the Fourier coefficients of the time-dependent part of the potential. When the rate of decay increases beyond a certain threshold, the error in the approximation over a subspace of dimension n is of order (1/n ³).     

Feynman path integrals as infinite-dimensional oscillatory integrals: Some new developments

We discuss a basic mathematical approach to Feynman path integrals as infinite-dimensional oscillatory integrals. We present new results on asymptotics of such integrals which exploit recently developed approximation techniques via finite dimensional oscillatory integrals. Applications are also given, namely to the study of the trace of the time evolution operator in quantum mechanics and to the interpretation of Gutzwiller's trace formula as a leading term in an asymptotic expansion around classical periodic orbits.The second named author is an Alexander von Humboldt Stiftung fellow.     

Generalized Fresnel integrals

A general class of (finite dimensional) oscillatory integrals with polynomially growing phase functions is studied. A representation formula of the Parseval type is proven as well as a formula giving the integrals in terms of analytically continued absolutely convergent integrals. Their asymptotic expansion for “strong oscillations” is given. The expansion is in powers of ?1/2M, where ? is a small parameters and 2M is the order of growth of the phase function. Additional assumptions on the integrands are found which are sufficient to yield convergent, resp. Borel summable, expansions.     

Worst case risk measurement: Back to the future?

This paper studies the problem of finding best-possible upper bounds on a rich class of risk measures, expressible as integrals with respect to measures, under incomplete probabilistic information. Both univariate and multivariate risk measurement problems are considered. The extremal probability distributions, generating the worst case scenarios, are also identified.The problem of worst case risk measurement has been studied extensively by Etienne De Vijlder and his co-authors, within the framework of finite-dimensional convex analysis. This paper revisits and extends some of their results.     

Nonstationary generalized Duru-Kleinert transformation of path integrals for systems of differential equations in one-dimensional space

We obtain new formulas for the transformations of Wiener path integrals corresponding to the parabolic systems of two differential equations with time-dependent coefficients in one-dimensional space. These formulas determine the transformation of the path integrals under a rheonomous-homogeneous-pointwise transformation of integration variables and the path reparameterization transformation. These formulas allow us to obtain an integral relation between the Green's functions of related systems of differential equations. We show how to obtain the generalized Shepp formula from this relation for the path integral under consideration. We derive these new formulas using the properties of random processes under phase transitions and a random change in time.Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 109, No. 1, pp. 17–27, October, 1996.     

Homogeneous point transformation and reparametrization of paths in path integrals for fourth-order differential equations

It is shown that one can generalize the procedure of a stochastic change of time to random processes associated with fourth-order differential equations. Using this procedure, and also the obtained analog of the Girsanov-Cameron-Martin formula, we derive a formula for transforming a path integral (as an integral with respect to a quasimeasure) under path reparametrization. By means of the reparametrization formula and the formula for transforming the path integral under a homogeneous point transformation of the phase space we obtain an integral relation, expressed in terms of symbols of path integrals, between the Green's functions of two quantum-mechanical problems associated with fourth-order differential equations.Institute of High Energy Physics, Serpukhov. Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 93, No. 1, pp. 17–31, October, 1992.     

Some Properties of Functional Integrals with Respect to the Bogoliubov Measure

We consider problems related to integration with respect to the Bogoliubov measure in the space of continuous functions and calculate some functional integrals with respect to this measure. Approximate formulas that are exact for functional polynomials of a given degree and also some formulas that are exact for integrable functionals belonging to a broader class are constructed. An inequality for traces is proved, and an upper estimate is derived for the Gibbs equilibrium mean square of the coordinate operator in the case of a one-dimensional nonlinear oscillator with a positive symmetric interaction.     

Change of variable formulas for non-anticipative functionals on path space

We derive a change of variable formula for non-anticipative functionals defined on the space of Rd-valued right-continuous paths with left limits. The functionals are only required to possess certain directional derivatives, which may be computed pathwise. Our results lead to functional extensions of the Itô formula for a large class of stochastic processes, including semimartingales and Dirichlet processes. In particular, we show the stability of the class of semimartingales under certain functional transformations.     

A Hecke correspondence theorem for automorphic integrals with symmetric rational period functions on the Hecke groups

Marvin Knopp showed that entire automorphic integrals with rational period functions satisfy a Hecke correspondence theorem, provided the rational period functions have poles only at 0 or ∞. For other automorphic integrals the corresponding Dirichlet series has a functional equation with a remainder term that arises from the nonzero poles of the rational period function. In this paper we prove a Hecke correspondence theorem for a class of automorphic integrals with rational period functions on the Hecke groups. We restrict our attention to automorphic integrals of weight that is twice an odd integer and to rational period functions that satisfy a symmetry property we call “Hecke-symmetry.” Each remainder term satisfies two relations (the second of which is new in this paper) corresponding to the two relations for the rational period function.     

Variational properties of the Gauss–Bonnet curvatures

The Gauss–Bonnet curvature of order 2k is a generalization to higher dimensions of the Gauss–Bonnet integrand in dimension 2k, as the scalar curvature generalizes the two dimensional Gauss–Bonnet integrand. In this paper, we evaluate the first variation of the integrals of these curvatures seen as functionals on the space of all Riemannian metrics on the manifold under consideration. An important property of this derivative is that it depends only on the curvature tensor and not on its covariant derivatives. We show that the critical points of this functional once restricted to metrics with unit volume are generalized Einstein metrics and once restricted to a pointwise conformal class of metrics are metrics with constant Gauss–Bonnet curvature.     

A rough path over multidimensional fractional Brownian motion with arbitrary Hurst index by Fourier normal ordering

Fourier normal ordering (Unterberger, 2009) [34] is a new algorithm to construct explicit rough paths over arbitrary Hölder-continuous multidimensional paths. We apply in this article the Fourier normal ordering algorithm to the construction of an explicit rough path over multi-dimensional fractional Brownian motion B$B$ with arbitrary Hurst index α$\alpha$ (in particular, for α≤1/4$\alpha \le 1/4$, which was till now an open problem) by regularizing the iterated integrals of the analytic approximation of B$B$ defined in Unterberger (2009) [32]. The regularization procedure is applied to ‘Fourier normal ordered’ iterated integrals obtained by permuting the order of integration so that innermost integrals have highest Fourier modes. The algebraic properties of this rough path are best understood using two Hopf algebras: the Hopf algebra of decorated rooted trees (Connes and Kreimer, 1998) [6] for the multiplicative or Chen property, and the shuffle algebra for the geometric or shuffle property. The rough path lives in Gaussian chaos of integer orders and is shown to have finite moments.     

Ramification of rough paths

The stack of iterated integrals of a path is embedded in a larger algebraic structure where iterated integrals are indexed by decorated rooted trees and where an extended Chen's multiplicative property involves the Dürr-Connes-Kreimer coproduct on rooted trees. This turns out to be the natural setting for a non-geometric theory of rough paths.     

Stochastic calculus with respect to free Brownian motion and analysis on Wigner space

We define stochastic integrals with respect to free Brownian motion, and show that they satisfy Burkholder-Gundy type inequalities in operator norm. We prove also a version of It?'s predictable representation theorem, as well as product form and functional form of It?'s formula. Finally we develop stochastic analysis on the free Fock space, in analogy with stochastic analysis on the Wiener space. Received: 6 February 1998     

Asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths

In this paper, we establish asymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough paths under the condition that the phase function has finitely many non-degenerate minima. Our main tool is the Banach space-valued rough path theory of T. Lyons. We use a large deviation principle and the stochastic Taylor expansion with respect to the topology of the space of geometric rough paths. This is a continuation of a series of papers by Inahama [Y. Inahama, Laplace's method for the laws of heat processes on loop spaces, J. Funct. Anal. 232 (2006) 148-194] and by Inahama and Kawabi [Y. Inahama, H. Kawabi, Large deviations for heat kernel measures on loop spaces via rough paths, J. London Math. Soc. 73 (3) (2006) 797-816], [Y. Inahama, H. Kawabi, On asymptotics of certain Banach space-valued Itô functionals of Brownian rough paths, in: Proceedings of the Abel Symposium 2005, Stochastic Analysis and Applications, A Symposium in Honor of Kiyosi Itô, Springer, Berlin, in press. Available at: http://www.abelprisen.no/no/abelprisen/deltagere_2005.html].     

New expressions of the modified generalized integral transform via the translation theorem with applications

In this paper, we obtain very natural basic formulas for the modified generalized integral transform (MGIT) on function space. In order to do this, we first introduce an MGIT of functionals on function space. We next establish some basic formulas with respect to the MGIT and the first variation. Finally, we obtain a new version of the Cameron–Storvick theorem via the translation theorem. Some applications are demonstrated as examples which are used in classification of nanoparticles.     

Fully symmetric functionals on a Marcinkiewicz space are Dixmier traces

As a consequence of the exposition of Dixmier type traces in the book of A. Connes (1994) [2], we were led to ask how general is this class of functionals within the space of all unitarily invariant functionals on the corresponding Marcinkiewicz ideal Mψ. In this paper we prove the surprising result that the set of all Dixmier traces on Mψ coincides with the set of all fully symmetric functionals on this space.