Change search
ReferencesLink to record
Permanent link

Direct link
Feynman-Kac formula for Levy processesand semiclassical (Euclidean) momentum representation
Nanyang Technological University. (School of Physical and Mathematical Sciences)
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, The Institute of Technology.
Universidade de Lisboa. (Grupo de Fisica Matematica)
2014 (English)In: Markov Processes and Related Fields, ISSN 1024-2953, Vol. 20, no 3, 577-600 p.Article in journal (Refereed) Published
Abstract [en]

We prove a version of the Feynman-Kac formula for Levy processes andintegro-differential operators, with application to the momentum representationof suitable quantum (Euclidean) systems whose Hamiltonians involve L´evytypepotentials. Large deviation techniques are used to obtain the limitingbehavior of the systems as the Planck constant approaches zero. It turns outthat the limiting behavior coincides with fresh aspects of the semiclassical limitof (Euclidean) quantum mechanics. Non-trivial examples of Levy processes areconsidered as illustrations and precise asymptotics are given for the terms inboth configuration and momentum representations.

Place, publisher, year, edition, pages
2014. Vol. 20, no 3, 577-600 p.
Keyword [en]
Levy process, Feynman-Kac type formula, momentum representation, large deviations
National Category
Probability Theory and Statistics
URN: urn:nbn:se:liu:diva-112752ISI: 000345889000012OAI: diva2:771410
Available from: 2014-12-13 Created: 2014-12-13 Last updated: 2015-01-19Bibliographically approved

Open Access in DiVA

fulltext(314 kB)45 downloads
File information
File name FULLTEXT01.pdfFile size 314 kBChecksum SHA-512
Type fulltextMimetype application/pdf

Other links


Search in DiVA

By author/editor
Yang, Xiangfeng
By organisation
Mathematical Statistics The Institute of Technology
In the same journal
Markov Processes and Related Fields
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar
Total: 45 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 172 hits
ReferencesLink to record
Permanent link

Direct link