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Monte Carlo Methods and Applications

A review on Feynman–Kac path integrals and their connection to various stochastic processes

Sumita Datta

Published Oct 23, 2026• 0 citations
Publisher

Abstract

Abstract Feynman developed the path integral approach to quantum mechanics as an alternative to wave or matrix mechanics that has found fruitful implementation in quantum mechanics, quantum electrodynamics, and statistical physics. Despite its many successes, the usual Feynman path integral formalism suffers from a lack of mathematical rigor. Questions of mathematical rigor still exist, but Mark Kac provided a rigorous path integral approach to quantum mechanics. The Kac formulation for quantum systems is given in terms of Wiener measure for a path integral and employs the Brownian motion distribution. In this paper, we review the Feynman–Kac approach and other stochastic processes related to Brownian motion. We also give an account of the successes and difficulties we faced during our journey through numerical path integral problems involved in physics.

DOI
10.1515/mcma-2026-3019

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Abstract Feynman developed the path integral approach to quantum mechanics as an alternative to wave or matrix mechanics that has found fruitful implementation in quantum mechanics, quantum electrodynamics, and statistical physics. Despite its many successes, the usual Feynman path integral formalism suffers from a lack of mathematical rigor. Questions of mathematical rigor still exist, but Mark Kac provided a rigorous path integral approach to quantum mechanics. The Kac formulation for quantum systems is given in terms of Wiener measure for a path integral and employs the Brownian motion distribution. In this paper, we review the Feynman–Kac approach and other stochastic processes related to Brownian motion. We also give an account of the successes and difficulties we faced during our journey through numerical path integral problems involved in physics.
One usually refers the concept of Feynman path integral to the work of Norbert Wiener on Brownian motion in the early 1920s. This view is not false and we show in this article that Wiener used the first path integral of the history of physics to describe the Brownian motion. That said, Wiener, as he pointed out, was inspired by the work of some French mathematicians, particularly Gateaux and Levy. Moreover, although Richard Feynman has independently found this notion, we show that in the course of the 1930s, while searching a kind of geometrization of quantum mechanics, another French mathematician, Adolphe Buhl, noticed by the philosopher Gaston Bachelard, had himself been close to forge such a notion. This reminder does not detract from the remarkable discovery of Feynman, which must undeniably be attributed to him. We also show, however, that the difficulties of this notion had to wait many years before being resolved, and it was only recently that the path integral could be rigorously established from a mathematical point of view.
The Feynman path integral formalism for non-relativistic quantum mechanics is revisited. A comparison is made with cases of light propagation (Huygens' principle) and Brownian motion. The difficulties for a physical model applying Feynman's formalism are pointed out. A reformulation is proposed, where the transition probability of a particle from one space-time point to another one is the sum of probabilities of the possible paths. As an application, Born approximation for scattering is derived within the formalism, which suggests an interpretation involving the stochastic motion of a particle rather than the square of a wavelike amplitude.
"Feynman path integrals are ubiquitous in quantum physics, even if a large part of the scientific community still considers them as a heuristic tool that lacks a sound mathematical definition. Our book aims to refute this prejudice, providing an extensive and self-contained description of the mathematical theory of Feynman path integration, from the earlier attempts to the latest developments, as well as its applications to quantum mechanics. This second edition presents a detailed discussion of the general theory of complex integration on infinite dimensional spaces, providing on one hand a unified view of the various existing approaches to the mathematical construction of Feynman path integrals and on the other hand a connection with the classical theory of stochastic processes. Moreover, new chapters containing recent applications to several dynamical systems have been added. This book bridges between the realms of stochastic analysis and the theory of Feynman path integration. It is accessible to both mathematicians and physicists"--
Abstract Feynman’s path integral approach is studied in the framework of the Wigner–Dunkl deformation of quantum mechanics. We start with reviewing some basics from Dunkl theory and investigate the time evolution of a Gaussian wave packet, which exhibits the same dispersion relation as observed in standard quantum mechanics. Feynman’s path integral approach is then extended to Wigner–Dunkl quantum mechanics. The harmonic oscillator problem is solved explicitly. We then look at the Euclidean time evolution and the related Dunkl process. This process, which exhibit jumps, can be represented by two continuous Bessel processes, one with reflection and one with absorption at the origin. The Feynman–Kac path integral for the harmonic oscillator problem is explicitly calculated.
The Feynman path integral is defined over the space RT\mathbb{R}^TRT of all possible paths; it has been a powerful tool to develop Quantum Mechanics. The absolute value of Feynman's integrand is not integrable, then Lebesgue integration theory could not be used by Feynman. However, it exists formally as a Henstock integral (which does not require the measure concept) and is a suitable alternative to the ordinary integrals that normally appear in path integrals. Feynman proved the equivalence of his theory with the traditional formulation of Quantum Mechanics, since his path integral satisfies Schrödinger's equation. On the other hand, Feynman's path integral is related to the diagrams of Feynman. For the application of this integral in Feynman's diagrams it is necessary to exchange the integral ∫RT\int_{\mathbb{R}^T}∫RT​ and the series. We discuss the impossibility to exchange the integral and the sum, considering integral of Henstock and the version of Dominated Convergence Theorem. Even it has not been proved through the several mathematical formalisms that have been used.
Path integration methods are of crucial importance to quantum mechanics and quantum field theory. There are multiple ways the path integral can be constructed, one method uses the link between the Fokker-Planck and the Langevin equations, as is covered in this thesis. This is related to the standard derivation of the path integral in physics, in which the time is discretised. We study the mathematical problems related to the Feynman path integral, in particular the impossibility of a Lebesgue-type measure on the space of paths. It is discussed how oscillatory integrals can be used to have a well-defined `integral' on an infinite dimensional space. This formalism is subsequently applied to both the harmonic and the anharmonic oscillator. We prove an infinite dimensional oscillatory integral exists and obtain a convergent expression for both these cases, under conditions. Examples of these conditions are the initial wavefunctions being Schwartz functions as well as conditions on the endtime, angular frequency and coupling constant. Finally, a possible approach to establish an oscillatory integral for the hydrogen atom is discussed. It is proven that the result is no longer independent of the sequence of projection operators, which is a key step towards a rigorous path integral for this system.