A Stochastic Approach to the Definition of the Path Integral Measure
Timur Obolenskiy

TL;DR
This paper introduces a rigorous stochastic framework for defining Lorentzian path integrals by restricting the domain, reducing to flux spaces, and relating the formulation to Euclidean path integrals via the Feynman-Kac theorem.
Contribution
It presents a novel stochastic approach to define Lorentzian path integrals using Gaussian measures and fibration techniques, establishing a rigorous connection to Euclidean path integrals.
Findings
Defined Lorentzian path integral as an expectation over Gaussian measure.
Reduced infinite-dimensional space to L^2 flux spaces via fibration.
Proved correspondence between stochastic and Euclidean path integrals using Feynman-Kac theorem.
Abstract
We to define a Path Integral in Lorentzian time by restricting the relevant domain of integration on over a Riemannian configuration manifold and considering the dynamics of a particle evolving between to fixed endpoints with a referential non-degenerate classical trajectory, formulating a framework around a quadratic Lagrangian. Through fibration, we reduce the infinite-dimensional space under consideration to an -isometric flux spaces in which we consider a stochastic process associated to a Gaussian measure. The Path Integral is subsequently defined as an expectation value with respect to the Gaussian measure, allowing us to rigorously formulate the former as a functional integral. We prove mathematical correspondence between the Stochastic Path Integral and the Euclidean Path Integral theory formulated rigorously under the Feynman-Kac theorem.
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Taxonomy
Topicsadvanced mathematical theories · Geometric Analysis and Curvature Flows · Stochastic processes and financial applications
