About Markov, Gibbs, \dots gauge theory \dots finance

DOI10.1007/978-981-13-2715-5_28zbMath1409.91282MaRDI QIDQ670947

Juan-Miguel Gracia

Publication date: 20 March 2019

Full work available at URL: https://doi.org/10.1007/978-981-13-2715-5_28

Mathematics Subject Classification ID

91G70: Statistical methods; risk measures

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)