We perform the stochastic quantization of scalar QED based on a generalization of the stochastic gauge fixing scheme and its geometric interpretation. It is shown that the stochastic quantization scheme exactly agrees with the usual path integral formulation. *) Email: [email protected]

Noting that every L-space satisfies a randomized version of the UMD property, we show how a general stochastic Fubini theorem for the stochastic integral of operatorvalued processes with respect to cylindrical Brownian motions can be obtained as an application of the theory of stochastic integration developed recently by Lutz Weis and the authors.

We study the relative impact of small-scale random inhomogeneities and singular perturbations in nonlinear elasticity. More precisely, we analyse the asymptotic behaviour of the energy functionals Fε(ω)(u) = ∫ A ( f ( ω, x ε ,Du ) + ε|∆u| ) dx, where ω is a random parameter and ε > 0 denotes a typical length-scale associated with the variations in the elastic properties of the body. For f stati...

— Almost sure epiconvergenee of a séquence of random intégral functionals is studied without convexity assumption. We give aproofby using an Ergodic theorem and recover and make précise the result of S. Muller in the periodic case. Finally, we study the asymptotic behaviour of corresponding random primai and dual problems in the convex case. Resumé. — Le problème étudié dans cet article concern...

Cauchy problems and stochastic integral equations Bachelor thesis, June 21, 2011 Thesis supervisor: dr. O. van Gaans Mathematisch Instituut, Universiteit Leiden

We give a necessary and sufficient condition for the second quantification operator Γ(h) of a bounded operator h on L2 (R+), or for its differential second quantification operator λ(h), to have a representation as a quantum stochastic integral. This condition is exactly that h writes as the sum of a Hilbert-Schmidt operator and a multiplication operator. We then explore several extensions of th...

Stochastic differential equations (SDEs) have multiple applications in mathematical neuroscience and are notoriously difficult. Here, we give a self-contained pedagogical review of perturbative field theoretic and path integral methods to calculate moments of the probability density function of SDEs. The methods can be extended to high dimensional systems such as networks of coupled neurons and...

Phenology models are becoming increasingly important tools to accurately predict how climate change will impact the life histories of organisms. We propose a class of integral projection phenology models derived from stochastic individual-based models of insect development and demography. Our derivation, which is based on the rate summation concept, produces integral projection models that capt...

The titular question is investigated for fairly general semimartingale investment and asset price processes. A discrete-time consideration suggests a stochastic differential equation and an integral expression for the time value in the continuous-time framework. It is shown that the two are equivalent if the jump part of the price process converges. The integral expression, which is the answer ...