| Many path integrals can be conveniently calculated as a superposition of Gaussian path integrals. In our talk we demonstrate this for the Feynman propagator of a Klein-Gordon particle in the Feshbach-Villars representation and for the Feynman propagator of a Dirac particle in Foldy-Wouthuysen representation. We also outline that the same strategy can be conveniently applied to financial markets with non-Gaussian option pricing where it gives rise to doubly stochastic pricing models. |
|