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First, we consider the problem of hedging in complete binomial models. Using the discrete-time F\"ollmer-Schweizer decomposition, we demonstrate the equivalence of the backward induction and sequential regression approaches. Second, in…

Mathematical Finance · Quantitative Finance 2020-11-25 Sarah Boese , Tracy Cui , Samuel Johnston , Gianmarco Molino , Oleksii Mostovyi

Deterministic dynamical models are discussed which can be described in quantum mechanical terms. -- In particular, a local quantum field theory is presented which is a supersymmetric classical model. The Hilbert space approach of Koopman…

General Relativity and Quantum Cosmology · Physics 2015-06-25 Hans-Thomas Elze

This paper deals with an analysis and design of robust, state-feedback control law uniform-asymptotically stabilizing at origin the system consisting of coupled $n$th--order ordinary differential equations in the presence of a non-vanishing…

Optimization and Control · Mathematics 2020-12-18 Robert Vrabel

We review the asymptotic safety scenario for quantum gravity and the role and implications of an underlying ultraviolet fixed point. We discuss renormalisation group techniques employed in the fixed point search, analyse the main picture at…

High Energy Physics - Theory · Physics 2009-06-09 Daniel F. Litim

The Lewis and Riesenfeld method has been investigated, by Ramos et al in Ref.[1], for quantum systems governed by time-dependent PT symmetric Hamiltonians and particularly where the quantum system is a particle submitted to action of a…

Quantum Physics · Physics 2020-03-18 Walid Koussa , Mustapha Maamache

We consider the class of higher derivative field equations whose wave operator is a square of another self-adjoint operator of lower order. At the free level, the models of this class are shown to admit a two-parameter series of integrals…

High Energy Physics - Theory · Physics 2020-07-01 D. S. Kaparulin , S. L. Lyakhovich , O. D. Nosyrev

Generalized uncertainty principles are able to serve as useful descriptions of some of the phenomenology of quantum gravity effects, providing an intuitive grasp on non-trivial space-time structures such as a fundamental discreteness of…

High Energy Physics - Theory · Physics 2015-06-03 Martin Bojowald , Achim Kempf

In ${\cal PT}-$symmetric quantum mechanics one of the most characteristic mathematical features of the formalism is the explicit Hamiltonian-dependence of the physical Hilbert space of states ${\cal H}={\cal H}(H)$. Some of the most…

Quantum Physics · Physics 2018-03-20 Miloslav Znojil

We consider a discrete model of euclidean quantum gravity in four dimensions based on a summation over random simplicial manifolds. The action used is the Einstein-Hilbert action plus an $R^2$-term. The phase diagram as a function of the…

High Energy Physics - Theory · Physics 2009-10-22 J. Ambjorn , J. Jurkiewicz , C. F. Kristjansen

We study the quantum dynamics generated by a two-axis counter-twisting Hamiltonian from an initial spin coherent state in a spin-$1/2$ ensemble. A characteristic feature of the two-axis counter-twisting Hamiltonian is the existence of four…

Quantum Physics · Physics 2015-10-21 Dariusz Kajtoch , Emilia Witkowska

We introduce and analyze a broad class of continuous directed polymers in $\mathbb{R}^d$ driven by Gaussian environments that are white in time and spatially correlated, under Dalang's condition. Using an It\^o-renormalized…

Probability · Mathematics 2026-03-09 Le Chen , Cheng Ouyang , Samy Tindel , Panqiu Xia

It has been suggested that the homogeneous black hole interior spacetime, when quantized following the techniques of loop quantum cosmology, has a resolved singularity replaced by a black-to-white hole transition. This result has however…

General Relativity and Quantum Cosmology · Physics 2021-03-23 Francesco Sartini , Marc Geiller

The linearization of semiclassical theories of gravity is investigated in a toy model, consisting of a quantum scalar field in interaction with a second classical scalar field which plays the role of a classical background. This toy model…

Mathematical Physics · Physics 2022-11-18 Paolo Meda , Nicola Pinamonti

Certain difficulties of quantum gravity can be avoided if we embed the spacetime $V_4$ into a higher dimensional space $V_N$; then our spacetime is merely a 4-surface in $V_N$.What remains is conceptually not so difficult: just to quantise…

General Relativity and Quantum Cosmology · Physics 2014-03-26 Matej Pavšič

Quantum computing involving physical systems with continuous degrees of freedom, such as the quantum states of light, has recently attracted significant interest. However, a well-defined quantum complexity theory for these bosonic…

Quantum Physics · Physics 2026-05-20 Ulysse Chabaud , Michael Joseph , Saeed Mehraban , Arsalan Motamedi

We consider a non-minimally coupled Einstein-Maxwell gravity with no $U(1)$ symmetry property to study stability of an electrostatic star via canonical quantization approach and obtain that the stability is free of gauge field effects. By…

General Relativity and Quantum Cosmology · Physics 2023-06-21 Hossein Ghaffarnejad

The space discreteness hypothesis asserts that the nature of space at short distances is radically different from that at large distances. Based on the Bronstein inequality, here, we use a totally disconnected topological space…

Quantum Physics · Physics 2026-05-28 W. A. Zúñiga-Galindo

Extended quantum mechanics using non-Hermitian, pseudo-Hermitian Hamiltonians is briefly reviewed. Supersymmetric regularizations, solvable simulations and large-N expansion techniques are recollected as suitable means for the study of…

Quantum Physics · Physics 2009-11-10 Miloslav Znojil

The asymptotic behavior of the integrated density of states for a randomly perturbed lattice at the infimum of the spectrum is investigated. The leading term is determined when the decay of the single site potential is slow. The leading…

Probability · Mathematics 2010-12-14 Ryoki Fukushima , Naomasa Ueki

In a recent paper, we presented a nonperturbative higher order generalized uncertainty principle (GUP) that is consistent with various proposals of quantum gravity such as string theory, loop quantum gravity, doubly special relativity, and…

High Energy Physics - Theory · Physics 2012-11-26 Pouria Pedram
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