Related papers: Generalized Feynman-Kac Formula under volatility u…
The thermodynamic uncertainty relation expresses a universal trade-off between precision and entropy production, which applies in its original formulation to current observables in steady-state systems. We generalize this relation to…
The non-relativistic quantum mechanics with a generalized uncertainty principle (GUP) is examined in $D$-dimensional free particle and harmonic oscillator systems. The Feynman propagators for these systems are exactly derived within the…
We study the stability of one-dimensional linear hyperbolic systems with non-symmetric relaxation. Introducing a new frequency-dependent Kalman stability condition, we prove an abstract decay result underpinning a form of inhomogeneous…
We generalize classical statistical mechanics to describe the kinematics and the dynamics of systems whose variables are constrained by a single quantum postulate (discreteness of the spectrum of values of at least one variable of the…
Quantum gravity has been baffling the theoretical physicist for decades now: both for its mathematical obscurity and phenomenological testing. Nevertheless, the new era of precision cosmology presents a promising avenue to test the effects…
In this paper, we present a covariant, relativistic noncommutative algebra which includes two small deformation parameters. Using this algebra, we obtain a generalized uncertainty principle which predicts a minimal observable length in…
In a stochastic volatility framework, we find a general pricing equation for the class of payoffs depending on the terminal value of a market asset and its final quadratic variation. This allows a pricing tool for European-style claims…
A principled framework to generalize variational perturbation approximations (VPA's) formulated within the ambit of the nonadditive statistics of Tsallis statistics, is introduced. This is accomplished by operating on the terms constituting…
We regard options on VIX and Realised Variance as solutions to path-dependent partial differential equations (PDEs) in a continuous stochastic volatility model. The modeling assumption specifies that the instantaneous variance is a $C^3$…
In this paper, we calculate the relativistic corrections to the Zeeman effect for hydrogen-like atoms based on the Generalized Uncertainty Principle (GUP). We propose a relativistic GUP algebra using the Stetsko and Tkachuk approximation…
Very recently Ali et al.(2009) proposed a new generalized uncertainty principle (or GUP) with a linear term in Plank length which is consistent with doubly special relativity and string theory. The classical and quantum effects of this…
We show that the tail distribution $U$ of the explosion time for a multidimensional diffusion (and more generally, a suitable function $\mathscr{U}$ of the Feynman-Kac type involving the explosion time) is a viscosity solution of an…
Heteroskedasticity is a common feature of financial time series and is commonly addressed in the model building process through the use of ARCH and GARCH processes. More recently multivariate variants of these processes have been in the…
In this article, we prove a Feynman-Kac type result for a broad class of second order ordinary differential equations. The classical Feynman-Kac theorem says that the solution to a broad class of second order parabolic equations is the mean…
The generalized uncertainty relation applicable to quantum and stochastic systems is derived within the stochastic variational method. This relation not only reproduces the well-known inequality in quantum mechanics but also is applicable…
In this paper, we present a probabilistic adaptation of an Assume/Guarantee contract formalism. For the sake of generality, we assume that the extended state machines used in the contracts and implementations define sets of runs on a given…
We study quantum corrections to the $\Lambda$CDM model model arising from a minimum measurable length in Heisenberg's uncertainty principle. We focus on a higher-order Generalized Uncertainty Principle, beyond the quadratic form. This…
This paper is the third in a series devoted to constructing stochastic motions for the two-dimensional $N$-body delta-Bose gas for all integers $N\geq 3$ and establishing the associated Feynman-Kac-type formulas. The main results here prove…
In this work we study the effects of the generalized uncertainty principle (GUP) in cosmology. We start with the Friedmann-Robertson-Walker (FRW) model endowed with a scalar field. After introducing the GUP modification to the model, we…
The Generalized Uncertainty Principle (GUP) has emerged in numerous attempts to a theory of quantum gravity and predicts the existence of a minimum length in Nature. In this work, we consider two cosmological models arising from Friedmann…