Reduction of the Pauli–Fierz double stochastic integral to an ordinary integral

Develop an Itô-formula or related reduction of the path-dependent stochastic double integral arising in the full Pauli–Fierz model to an ordinary Riemann integral, in order to facilitate control of its exponential moments and the analysis of ground-state spatial decay.

Background

The Feynman–Kac representation of the full Pauli–Fierz model produces a path-dependent double stochastic integral whose integrand is not adapted in the sense required for ordinary Itô stochastic integration. The paper develops exponential-moment estimates by decomposing the expression into martingale and non-martingale components and applying exponential-martingale methods, Jensen’s inequality, and auxiliary bounds.

A direct reduction to an ordinary Riemann integral would provide a more transparent way to control this stochastic quantity. The authors state that such a reduction is unavailable for the full Pauli–Fierz model they study, identifying the development of such a technique as an unresolved methodological problem relevant to obtaining sharper Agmon-distance lower bounds.

References

Ideally, one would like to reduce the stochastic integral to an ordinary Riemann integral by applying Ito formula or related techniques. However, to the best of our knowledge, such a reduction is not available for the Pauli-Fierz model we study in this paper.

Lower bounds on the spatial decay of the ground state of the Pauli-Fierz model  (2608.25719 - Hiroshima et al., 26 Aug 2026) in Section 3.2, “Estimates of exponential moments of double stochastic integrals”