Dorje C. Brody

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Three candidate election strategy2023-05-01Paper
Lévy models for collapse of the wave function
Journal of Physics A: Mathematical and Theoretical
2023-03-07Paper
Higher-order uncertainty bounds for mixed states
Journal of Physics A: Mathematical and Theoretical
2023-02-16Paper
Quantum measurement of space-time events
Journal of Physics A: Mathematical and Theoretical
2023-02-07Paper
Operator-valued zeta functions and Fourier analysis
Journal of Physics A: Mathematical and Theoretical
2022-12-20Paper
L\'evy Models for Collapse of the Wave Function
(available as arXiv preprint)
2022-07-25Paper
Lévy information and the aggregation of risk aversion
Financial Informatics
2022-04-29Paper
Credit risk, market sentiment and randomly-timed default
Financial Informatics
2022-04-29Paper
Information-based asset pricing
Financial Informatics
2022-04-29Paper
Dam rain and cumulative gain
Financial Informatics
2022-04-29Paper
Modelling information flows in financial markets
Financial Informatics
2022-04-29Paper
On the Pricing of Storable Commodities
Financial Informatics
2022-04-29Paper
Beyond hazard rates: a new framework for credit-risk modelling
Financial Informatics
2022-04-29Paper
Informed traders
Financial Informatics
2022-04-29Paper
Signal processing with Lévy information
Financial Informatics
2022-04-29Paper
Information of interest
Financial Informatics
2022-04-29Paper
Mathematical models for fake news
Financial Informatics
2022-04-29Paper
Noise, fake news, and tenacious Bayesians2021-10-05Paper
PT symmetry and the evolution speed in open quantum systems2021-05-20Paper
Time-optimal navigation through quantum wind
New Journal of Physics
2021-01-13Paper
Theory of Cryptocurrency Interest Rates
SIAM Journal on Financial Mathematics
2020-05-29Paper
Modelling election dynamics and the impact of disinformation
Information Geometry
2019-12-17Paper
Evolution speed of open quantum dynamics2019-06-11Paper
Preposterior analysis for option pricing
Quantitative Finance
2019-01-15Paper
Entropy and information in the interest rate term structure
Quantitative Finance
2019-01-14Paper
Dynamical pricing of weather derivatives
Quantitative Finance
2019-01-14Paper
Geometric aspects of space-time reflection symmetry in quantum mechanics
Springer Proceedings in Physics
2018-11-20Paper
Biorthogonal systems on unit interval and zeta dilation operators
Journal of Physics A: Mathematical and Theoretical
2018-10-04Paper
Biorthogonal systems on unit interval and zeta dilation operators
Journal of Physics A: Mathematical and Theoretical
2018-10-04Paper
Pricing of defaultable bonds with random information flow
Applied Mathematical Finance
2018-09-18Paper
Lévy-Vasicek models and the long-bond return process
International Journal of Theoretical and Applied Finance
2018-06-07Paper
Asymptotic analysis on a pseudo-Hermitian Riemann-zeta Hamiltonian
Journal of Physics A: Mathematical and Theoretical
2018-05-30Paper
Social discounting and the long rate of interest
Mathematical Finance
2018-04-13Paper
Social discounting and the long rate of interest
Mathematical Finance
2018-04-13Paper
PT-symmetry, indefinite metric, and nonlinear quantum mechanics
Journal of Physics A: Mathematical and Theoretical
2018-01-18Paper
Signal processing with Lévy information
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
2017-09-29Paper
General theory of geometric Lévy models for dynamic asset pricing
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
2017-06-07Paper
Comment on 'Comment on "Hamiltonian for the zeros of the Riemann zeta function" '2017-05-18Paper
Thermodynamics of quantum heat bath
Journal of Physics A: Mathematical and Theoretical
2016-11-11Paper
Thermodynamics of quantum heat bath
Journal of Physics A: Mathematical and Theoretical
2016-11-11Paper
Quantum State Reduction2016-11-08Paper
Lévy information and the aggregation of risk aversion
Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
2016-11-02Paper
Hamiltonian for the zeros of the Riemann zeta function2016-08-12Paper
Consistency of PT-symmetric quantum mechanics
Journal of Physics A: Mathematical and Theoretical
2016-08-03Paper
A Riemannian approach to Randers geodesics
Journal of Geometry and Physics
2016-06-13Paper
Information geometry of complex Hamiltonians and exceptional points
Entropy
2016-05-10Paper
Fragile entanglement statistics
Journal of Physics A: Mathematical and Theoretical
2015-11-11Paper
Fragile entanglement statistics
Journal of Physics A: Mathematical and Theoretical
2015-11-11Paper
Coherent chaos interest-rate models
International Journal of Theoretical and Applied Finance
2015-06-29Paper
Universal Quantum Measurements2015-05-08Paper
Elementary solution to the time-independent quantum navigation problem
Journal of Physics A: Mathematical and Theoretical
2015-02-20Paper
Solution to the quantum Zermelo navigation problem2014-09-10Paper
Biorthogonal quantum mechanics
Journal of Physics A: Mathematical and Theoretical
2014-03-06Paper
Geometry of the complex extension of Wigner's theorem
Journal of Physics A: Mathematical and Theoretical
2013-12-13Paper
Complex extension of quantum mechanics
Physical Review Letters
2013-07-11Paper
Information and asset pricing
Progress in Analysis and Its Applications
2013-05-14Paper
Informational inefficiency in financial markets
Mathematics and Financial Economics
2013-02-26Paper
Rational term structure models with geometric Lévy martingales
Stochastics
2012-12-13Paper
Mixed-state evolution in the presence of gain and loss2012-08-27Paper
Effects of quantum entanglement in phase transitions
Physics Letters. A
2012-05-11Paper
Faster than Hermitian quantum mechanics
Physical Review Letters
2011-12-26Paper
Must a Hamiltonian be Hermitian?
American Journal of Physics
2011-08-19Paper
Modelling information flows in financial markets
Advanced Mathematical Methods for Finance
2011-08-08Paper
Credit risk, market sentiment and randomly-timed default
Stochastic Analysis 2010
2011-07-13Paper
Information geometry of density matrices and state estimation
Journal of Physics A: Mathematical and Theoretical
2011-07-12Paper
Coquaternionic quantum dynamics for two-level systems2011-05-20Paper
Six-dimensional space-time from quaternionic quantum mechanics2011-05-18Paper
On complexified mechanics and coquaternions
Journal of Physics A: Mathematical and Theoretical
2011-03-04Paper
Option price calibration from Rényi entropy
Physics Letters. A
2011-01-20Paper
PT-symmetric quantum state discrimination2010-11-08Paper
Coherent states and rational surfaces
Journal of Physics A: Mathematical and Theoretical
2010-07-07Paper
Informed traders
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
2010-05-19Paper
Informed traders
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
2010-05-19Paper
Nonlinearity and constrained quantum motion
Journal of Physics A: Mathematical and Theoretical
2010-03-22Paper
Dequantization of the Dirac monopole
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
2009-11-27Paper
Metric approach to quantum constraints
Journal of Physics A: Mathematical and Theoretical
2009-08-04Paper
Beyond hazard rates: a new framework for credit-risk modelling2009-01-28Paper
Information geometry in vapour–liquid equilibrium
Journal of Physics A: Mathematical and Theoretical
2009-01-22Paper
Hamiltonian statistical mechanics
Journal of Physics A: Mathematical and Theoretical
2009-01-15Paper
Dam rain and cumulative gain
Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
2009-01-06Paper
Symplectic approach to quantum constraints
Journal of Physics A: Mathematical and Theoretical
2008-12-16Paper
Quantum effects in classical systems having complex energy
Journal of Physics A: Mathematical and Theoretical
2008-09-16Paper
Information-based asset pricing
International Journal of Theoretical and Applied Finance
2008-08-26Paper
TERM STRUCTURE OF VANILLA OPTIONS
International Journal of Theoretical and Applied Finance
2008-05-20Paper
Entropic calibration revisited
Physics Letters. A
2008-03-25Paper
Quantum phase transitions without thermodynamic limits
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
2008-02-08Paper
Quantum phase transitions without thermodynamic limits
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
2008-02-08Paper
Theory of quantum space-time
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
2007-11-21Paper
Unusual quantum states: non–locality, entropy, Maxwell's demon and fractals
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
2007-10-30Paper
Lattice Boltzman simulations of the acoustic radiation from waveguides
Journal of Physics A: Mathematical and Theoretical
2007-09-13Paper
A note on exponential families of distributions
Journal of Physics A: Mathematical and Theoretical
2007-09-07Paper
Unitarity, ergodicity and quantum thermodynamics
Journal of Physics A: Mathematical and Theoretical
2007-07-11Paper
Finite-time stochastic reduction models
Journal of Mathematical Physics
2007-05-16Paper
-symmetric extension of the Korteweg-de Vries equation
Journal of Physics A: Mathematical and Theoretical
2007-03-07Paper
Exactly solvable quantum state reduction models with time-dependent coupling
Journal of Physics A: Mathematical and General
2006-09-28Paper
Twistor cosmology and quantum space-time
(available as arXiv preprint)
2006-08-01Paper
Equivalence of a Complex $\cP\cT$-Symmetric Quartic Hamiltonian and a Hermitian Quartic Hamiltonian with an Anomaly2006-05-05Paper
On optimum Hamiltonians for state transformations
Journal of Physics A: Mathematical and General
2006-04-06Paper
Quantum noise and stochastic reduction
Journal of Physics A: Mathematical and General
2006-03-13Paper
Solvable model of quantum microcanonical states
Journal of Physics A: Mathematical and General
2005-11-08Paper
Bernoulli-like polynomials associated with Stirling Numbers2005-09-05Paper
Entropy and temperature of a quantum Carnot engine
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences
2005-03-30Paper
On powers of Bessel functions
Journal of Mathematical Physics
2004-12-14Paper
Efficient simulation of quantum state reduction
Journal of Mathematical Physics
2004-12-14Paper
scientific article; zbMATH DE number 2095965 (Why is no real title available?)2004-08-31Paper
Relaxation of quantum states under energy perturbations
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences
2004-08-06Paper
Chaos and coherence: a new framework for interest–rate modelling
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences
2004-08-06Paper
Shapes of quantum states
Journal of Physics A: Mathematical and General
2004-06-15Paper
Elementary derivation for passage times
Journal of Physics A: Mathematical and General
2004-02-15Paper
Information geometry of finite Ising models
Journal of Geometry and Physics
2003-08-13Paper
Geometrization of statistical mechanics
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences
2003-03-16Paper
Interest rates and information geometry
Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
2003-02-06Paper
Stochastic reduction in nonlinear quantum mechanics
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences
2002-08-15Paper
Martingale models for quantum state reduction
Journal of Physics A: Mathematical and General
2002-06-11Paper
Information content for quantum states
Journal of Mathematical Physics
2001-08-30Paper
Geometric quantum mechanics
Journal of Geometry and Physics
2001-07-02Paper
scientific article; zbMATH DE number 1182465 (Why is no real title available?)2001-05-16Paper
Differential renormalisation flow in random lattice gauge theories.
Physics Letters B
2001-04-18Paper
Quantum mechanical Carnot engine
Journal of Physics A: Mathematical and General
2000-12-13Paper
Statistical geometry in quantum mechanics
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences
2000-10-18Paper
Geometry of Quantum Statistical Inference
Physical Review Letters
2000-07-16Paper
Minimum Decision Cost for Quantum Ensembles
Physical Review Letters
2000-07-16Paper
Discrete uncertainty relations
Journal of Physics A: Mathematical and General
2000-04-25Paper
Geometry of thermodynamic states
Physics Letters. A
2000-03-08Paper
Generalised Heisenberg relations for quantum statistical estimation
Physics Letters. A
2000-03-07Paper
An upper bound for entropy production
Physics Letters. A
2000-02-08Paper
Thermalization of quantum states
Journal of Mathematical Physics
1999-11-21Paper
The quantum canonical ensemble
Journal of Mathematical Physics
1999-11-21Paper
Quantum field theory of partitions
Journal of Mathematical Physics
1999-11-21Paper
Decoherence Implies Information Gain
(available as arXiv preprint)
N/APaper


Research outcomes over time


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