Related papers: Relativistic Quantum Finance
We show that a pathwise stochastic integral with respect to fractional Brownian motion with an adapted integrand $g$ can have any prescribed distribution, moreover, we give both necessary and sufficient conditions when random variables can…
The non-local Machian model is regarded as an alternative theory of gravitation which states that all particles in the Universe as a 'gravitationally entangled' statistical ensemble. It is shown that the Klein-Gordon equation can be derived…
We study the Cauchy problem for a system of cubic nonlinear Klein-Gordon equations in one space dimension. Under a suitable structural condition on the nonlinearity, we will show that the solution exists globally and decays of the order…
The Klein-Gordon equation for the wave function of a single massive scalar is written in spherical and parabolic coordinates in the presence of a Schwarzschild background, and some semi-classical techniques for deriving asymptotic results…
The one-dimensional Klein-Gordon equation is solved for the PT-symmetric generalized Hulthen potential in the scalar coupling scheme. The relativistic bound-state energy spectrum and the corresponding wave functions are obtained by using…
The nonlinear quantization of the domain wall (relativistic membrane of codimension 1) is considered. The membrane dust equation is considered as an analogue of the Hamilton-Jacobi equation, which allows us to construct its quantum…
The causal stochastic interpretation of relativistic quantum mechanics has the problems of superluminal velocities, motion backward in time and the incorrect non-relativistic limit. In this paper, according to the original ideas of de…
In this work we present a technique to obtain bounds on the generalized uncertainty principle deformation parameter by using an improved Schwarzschild solution represented by the Hayward metric in the context of scale--dependent gravity.…
The classical linear Black--Scholes model for pricing derivative securities is a popular model in financial industry. It relies on several restrictive assumptions such as completeness, and frictionless of the market as well as the…
Consider the Klein-Gordon equation (KGE) in $\R^n$, $n\ge 2$, with constant or variable coefficients. We study the distribution $\mu_t$ of the random solution at time $t\in\R$. We assume that the initial probability measure $\mu_0$ has zero…
We construct an equilibrium for the continuous time Kyle's model with stochastic liquidity, a general distribution of the fundamental price, and correlated stock and volatility dynamics. For distributions with positive support, our…
A `black hole sector' of non-perturbative canonical quantum gravity is introduced. The quantum black hole degrees of freedom are shown to be described by a Chern-Simons field theory on the horizon. It is shown that the entropy of a large…
Usually quantum theory is formulated in terms of the evolution of states through spacelike surfaces. However, a generalization of this formulation is needed for field theory in spacetimes not foliable by spacelike surfaces, or in quantum…
We give a formula of the Donaldson-Futaki invariants for certain type of semi test configurations, which essentially generalizes Ross-Thomas' slope theory. The positivity (resp. non-negativity) of those "a priori special" Donaldson-Futaki…
Options are financial instruments that depend on the underlying stock. We explain their non-Gaussian fluctuations using the nonextensive thermodynamics parameter $q$. A generalized form of the Black-Scholes (B-S) partial differential…
We show that a recently introduced generalized scheme of quantum mechanics has connections to Li\'{e}nard and Levinson-Smith classes of nonlinear systems. For the Li\'{e}nard type, which has coefficients of odd and odd symmetry, we…
Conventional relativistic quantum mechanics, based on the Klein-Gordon equation, does not possess a natural probabilistic interpretation in configuration space. The Bohmian interpretation, in which probabilities play a secondary role,…
Using the generalized tortoise coordinate transformations the quantum radiation properties of Klein-Gordon scalar particles, Maxwell's electromagnetic field equations and Dirac equations are investigated in general non-stationary black…
We consider the question of scattering for the boson star equation in three space dimensions. This is a semi-relativistic Klein-Gordon equation with a cubic nonlinearity of Hartree type. We combine weighted estimates, obtained by exploiting…
We obtain a gauge-invariant relativistic quantum geometry by using a Weylian-like manifold with a geometric scalar field which provides a gauge-invariant relativistic quantum theory in which the algebra of the Weylian-like field depends on…