Quantized noncommutative Riemann manifolds and stochastic processes : the theoretical foundations of the square root of Brownian motion

DOI10.1016/J.PHYSA.2021.126037MaRDI QIDQ2069217zbMATH OpenOpenAlexWikidataFDO

Authors Marco Frasca, A. Farina, Moawia Alghalith

Publication date 20 January 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.13192

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Recommendations

• Noncommutative geometry and stochastic processes
• Analytic continuation of stochastic mechanics
• scientific article; zbMATH DE number 1076936
• scientific article; zbMATH DE number 1971730
• scientific article; zbMATH DE number 1302912

Cites work

• scientific article; zbMATH DE number 53607 (Why is no real title available?)
• scientific article; zbMATH DE number 53766 (Why is no real title available?)
• scientific article; zbMATH DE number 2018408 (Why is no real title available?)
• scientific article; zbMATH DE number 3265711 (Why is no real title available?)
• Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods
• Quantum Stochastic Processes and Noncommutative Geometry
• Stochastic differential equations. An introduction with applications.

Cited in

(1)

• Quantum Brownian motion on non-commutative manifolds: Construction, deformation and exit times

This page was built for publication: Quantized noncommutative Riemann manifolds and stochastic processes : the theoretical foundations of the square root of Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2069217)