Abstract: We prove that the theory of rough paths, which is used to define path-wise integrals and path-wise differential equations, can be used with continuous semi-martingales. We provide then an almost sure theorem of type Wong-Zakai. Moreover, we show that the conditions UT and UCV, used to prove that one can interchange limits and Itô or Stratonovich integrals, provide the same result when...

Using covariance identities based on the Clark-Ocone representation formula we derive Gaussian density bounds and tail estimates for the probability law of the solutions of several types of stochastic differential equations, including Stratonovich equations with boundary condition and irregular drifts, and equations driven by fractional Brownian motion. Our arguments are generally simpler than ...

The partition function of a system of galaxies in gravitational interaction can be cast in an Ising Model form, and this reformulated via a Hubbard– Stratonovich transformation into a three dimensional stochastic and classical scalar field theory, whose critical exponents are calculable and known. This allows one to compute the galaxy to galaxy correlation function, whose non– integer exponent ...

We provide sharp exponential moment bounds for (Stratonovich) iterated stochastic integrals under conditioning by certain small balls, including balls in certain HH older-like norms of exponent greater than 1=3. The proof uses a control of the variation of the L evy area, under conditioning. The results are applied to the computation of the Onsager-Machlup functional of diiusion processes with ...

A Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach are considered. From this Fokker-Planck equation a class of exact solutions with the same spatial drift and diffusion coefficients is obtained. Furthermore, some details of this system are analyzed by using the spatial diffusion...

We propose an energetic interpretation of stochastic processes described by Langevin equations with non-uniform temperature. In order to avoid Itô-Stratonovich dilemma, we start with a Kramers equation, and derive a Fokker-Plank equation by the renormalization group method. We give a proper definition of heat for the system. Based on our formulations, we analyze two examples, the Thomson effect...

In the framework of the formalism of Cornwall et all. for composite operators I study the ghost-antighost condensation in SU(2) Yang-Mills theories quantized in the Maximal Abelian Gauge and I derive analytically a condensating effective potential at two ghost loops. I find that in this approximation the one loop pairing ghost-antighost is not destroyed but no mass is generated if the ansatz fo...

We propose a prescription based on the Fokker-Planck equation in the Stratonovich approach, with the diffusion coefficient dependent on temporal and spatial coordinates, for describing heat conduction by phonons in small structures. This equation can be analytically solved for a broad class of diffusion coefficients. It can also describe non-Gaussian processes. Further, it generalizes the model...

We discuss and prove validity of the Hubbard-Stratonovich (HS) identities over hyperbolic domains which are used frequently in the studies on disordered systems and random matrices. We also introduce a counterpart of the HS identity arising in disordered systems with ”chiral” symmetry. Apart from this we outline a way of deriving the nonlinear σ-model from the gauge-invariant Wegner k−orbital m...