Stochastic quantization for the fractional Edwards measure
From MaRDI portal
Publication:2412749
DOI10.1007/s10440-017-0103-8zbMath1383.60056arXiv1601.06406OpenAlexW2267071785MaRDI QIDQ2412749
Wolfgang Bock, Torben Fattler, Ludwig Streit
Publication date: 27 October 2017
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.06406
Fractional processes, including fractional Brownian motion (60G22) Continuous-time Markov processes on general state spaces (60J25) White noise theory (60H40) Local time and additive functionals (60J55)
Related Items (4)
Stochastic quantization for the fractional Edwards measure ⋮ Analysis of stochastic quantization for the fractional Edwards measure ⋮ Energy forms and quantum dynamics ⋮ Self-intersection local times for multifractional Brownian motion in higher dimensions: A white noise approach
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Regularity of renormalized self-intersection local time for fractional Brownian motion
- Integral representation of renormalized self-intersection local times
- On Edwards' model for long polymer chains
- The local time of self-intersections of Brownian motions as generalized Brownian functionals
- Introduction to the theory of (non-symmetric) Dirichlet forms
- Wiener path intersections and local time
- Intersection local times and Tanaka formulas
- White noise calculus and Fock space
- Dirichlet forms and symmetric Markov processes
- Exponential integrability and application to stochastic quantization
- Self-intersection local time of fractional Brownian motions -- via chaos expansion
- Renormalized self-intersection local time for fractional Brownian motion
- Stochastic quantization of the two-dimensional polymer measure
- Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization
- Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
- Stochastic quantization for the fractional Edwards measure
- FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
- The Malliavin Calculus and Related Topics
- THE RENORMALIZATION OF SELF-INTERSECTION LOCAL TIMES I: THE CHAOS EXPANSION
- Local times of self-intersection for multidimensional Brownian motion
- Stationary Stochastic Processes. (MN-8)
- On differential operators in white noise analysis
This page was built for publication: Stochastic quantization for the fractional Edwards measure