• Thumbnail for Richard Feynman
    the FeynmanKac formula, the use of which extends beyond physics to many applications of stochastic processes. To Schwinger, however, the Feynman diagram...
    126 KB (14,485 words) - 21:27, 21 May 2024
  • Thumbnail for Path integral formulation
    virtual-particle exchange Feynman checkerboard Berezin integral Propagators Wheeler–Feynman absorber theory FeynmanKac formula Path integrals in polymer...
    85 KB (14,144 words) - 16:13, 14 April 2024
  • In quantum mechanics, the Hellmann–Feynman theorem relates the derivative of the total energy with respect to a parameter to the expectation value of...
    16 KB (2,775 words) - 09:52, 18 May 2024
  • S2CID 6899555. Pitman, Jim; Fitzsimmons, Patrick, J. (1999). "Kac's moment formula and the FeynmanKac formula for additive functionals of a Markov process". Stochastic...
    60 KB (8,571 words) - 15:46, 10 January 2024
  • Feynman-Kac type path particle integration methods are also used in Quantum Monte Carlo, and more specifically Diffusion Monte Carlo methods. Feynman-Kac...
    95 KB (16,920 words) - 09:27, 9 April 2024
  • American biographical film about the romantic life of physicist Richard Feynman. Feynman was played by Matthew Broderick, who also directed and co-produced...
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  • continuously in space, via connections with the volume rendering equation. FeynmanKac formula Stochastic processes and boundary value problems Euler–Maruyama method...
    15 KB (2,122 words) - 02:37, 27 August 2023
  • Thumbnail for Monte Carlo method
    particle systems approximations of FeynmanKac formulae with applications to non-linear filtering". Séminaire de Probabilités XXXIV. Lecture Notes in...
    86 KB (9,826 words) - 12:29, 21 May 2024
  • calculus Trotter formula, or Lie product formula. The Kac idea of Wick rotations. Using x-dot-dot-squared or i S[x] + x-dot-squared. The Cartier DeWitt–Morette...
    10 KB (1,801 words) - 23:18, 24 April 2023
  • Itô's lemma (redirect from Itô formula)
    Neerven-Veraar-Weis). Wiener process Itô calculus FeynmanKac formula Euler–Maruyama method Itô, Kiyoshi (1951). "On a formula concerning stochastic differentials"...
    25 KB (5,299 words) - 19:49, 17 February 2024
  • Sticky bead argument (category Richard Feynman)
    but it was originally proposed by Richard Feynman. The thought experiment was first described by Feynman in 1957 at a conference at Chapel Hill, North...
    17 KB (2,095 words) - 08:11, 8 November 2023
  • QED (play) (category Richard Feynman)
    life of Nobel Prize-winning physicist Richard Feynman. It presents scenes from a fictional day in Feynman's life, less than two years before his death,...
    9 KB (1,105 words) - 05:30, 22 January 2024
  • Liping; Ying, Jiangang (2015). "Bivariate Revuz Measures and the Feynman-Kac Formula on Semi-Dirichlet Forms". Potential Analysis. 42: 775–808. arXiv:1504...
    6 KB (498 words) - 07:13, 6 May 2024
  • Thumbnail for Logarithm
    Los Alamos National Laboratory working on the Manhattan Project, Richard Feynman developed a bit-processing algorithm to compute the logarithm that is similar...
    98 KB (11,523 words) - 05:59, 25 May 2024
  • Thumbnail for R. L. Hudson
    Parthasarathy (1982). "Time-orthogonal unitary dilations and non-commutative Feynman-Kac formulae". Communications in Mathematical Physics. 83 (2): 261–280. Bibcode:1982CMaPh...
    9 KB (781 words) - 13:00, 17 September 2023
  • the classical theory of Feynman diagrams and semiclassical corrections such as one-loop diagrams behave normally. However, Feynman diagrams with at least...
    19 KB (2,042 words) - 17:06, 30 April 2024
  • finance), and the FeynmanKac formula of statistical mechanics.: 44  When mathematician Mark Kac attended a lecture by Richard Feynman he realized their...
    31 KB (3,455 words) - 07:37, 20 May 2024
  • Thumbnail for Anomaly (physics)
    global anomaly cannot be captured by one loop or any loop perturbative Feynman diagram calculations—examples include the Witten anomaly and Wang–Wen–Witten...
    21 KB (2,814 words) - 06:48, 22 August 2023
  • including Gaussian Differential equations Expected value Ergodic theory FeynmanKac formula Finance § Quantitative finance Fourier transform Girsanov theorem...
    23 KB (2,426 words) - 22:10, 26 April 2024
  • Ramsey–Cass–Koopmans model Dynamic stochastic general equilibrium FeynmanKac formula Black–Scholes equation Affine term structure modeling Fokker–Planck...
    13 KB (1,105 words) - 18:40, 13 December 2023
  • Richard Feynman and others in the first half of the twentieth century, perturbative quantum field theory uses special diagrams called Feynman diagrams...
    123 KB (15,352 words) - 18:50, 24 April 2024
  • Heaps' law Linguistics Harold Stanley Heaps Hellmann–Feynman theorem Physics Hans Hellmann, Richard Feynman Henry's law Thermodynamics William Henry Hertz observations...
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  • {\displaystyle \varphi _{k}} are the coefficients in the autoregression. The formula is valid only if all the roots have multiplicity 1.[citation needed] The...
    34 KB (5,393 words) - 02:31, 23 May 2024
  • 1002/prop.19720201202. Osterwalder, Konrad; Schrader, R. (1972). "Feynman-Kac Formula for Euclidean Fermi and Bose Fields". Physical Review Letters. 29...
    15 KB (1,580 words) - 11:46, 13 April 2024
  • (metric geometry) Hellinger–Toeplitz theorem (functional analysis) Hellmann–Feynman theorem (physics) Helly–Bray theorem (probability theory) Helly's selection...
    73 KB (5,996 words) - 17:15, 5 May 2024
  • Bose Fields, Jour. Funct. Anal. 13, 1-12 (1973), with J.-P. Eckmann Feynman-Kac Formula for Euclidean Fermi and Bose Fields, Phys. Rev. Lett. 29, 1423-1425...
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  • Thumbnail for Hilbert space
    of certain formal integrals over infinite dimensional spaces like the Feynman path integral from quantum field theory. The problem with integral like...
    128 KB (17,476 words) - 16:39, 21 April 2024
  • Thumbnail for Fokker–Planck equation
    Fokker–Planck equation (category CS1 German-language sources (de))
    if the problem is to know the distribution at previous times, the FeynmanKac formula can be used, which is a consequence of the Kolmogorov backward equation...
    35 KB (6,474 words) - 16:37, 5 March 2024
  • CIR process / Mar Doléans-Dade exponential Dynkin's formula Euler–Maruyama method FeynmanKac formula Filtering problem Fokker–Planck equation / Mar anl...
    35 KB (3,026 words) - 12:15, 30 October 2023
  • Thumbnail for Galves–Löcherbach model
    X_{j}[t']{\biggr )}\alpha _{i}{\bigl [}t'-\tau _{i}[t],t-1-t'{\bigr ]}} In this formula, w j → i {\displaystyle w_{j\rightarrow i}} is a numeric weight, that corresponds...
    17 KB (3,029 words) - 01:19, 5 April 2024