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

DOI10.1016/J.PHYSA.2021.126037OpenAlexW3163256834WikidataQ114142379 ScholiaQ114142379MaRDI QIDQ2069217

Moawia Alghalith, Marco Frasca, Alfonso Farina

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)

Cites Work

• 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.
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