Related papers: Reply to Johansen's comment

This paper is a Comment on Phys. Rev. Lett. 85, 1516 (2000) by A.V. Uskov, A.-P. Jauho, B. Tromborg, J. Mork, and R. Lang.

This is a comment to an article by Laakso, Matthias and Jahn (arXiv:2008.11933).

Comment on "Backflow in relativistic wave equations" by I. Bialynicki-Birula, Z. Bialynicka-Birula, and S. Augustynowicz [Journal of Physics A: Mathematical and Theoretical, volume 55, page 255702 (2022)].

This is a commentary on the article: David Aldous and Persi Diaconis, Longest increasing subsequences: from patience sorting to the Baik-Deift-Johansson theorem, Bull. Amer. Math. Soc. 36 (1999), no. 4, 413-432.

Comment on the paper Schiavoni et al., Phys. Rev. Lett. 90, 094101 (2003).

This paper is a comment to M Wilkinson, EPL 106 (2014) 40001, arXiv:1401.4620 [physics.ao-ph,cond-mat.soft], which draws conclusion from our data that are at variance with our observations.

Crashes have fascinated and baffled many canny observers of financial markets. In the strict orthodoxy of the efficient market theory, crashes must be due to sudden changes of the fundamental valuation of assets. However, detailed empirical…

Episodes of market crashes have fascinated economists for centuries. Although many academics, practitioners and policy makers have studied questions related to collapsing asset price bubbles, there is little consensus yet about their causes…

A comment on the Letter by Le Doussal and Wiese, Phys. Rev. Lett. 96, 197202 (2006).

We reply to the comment by Ying Zhang and S. Das Sarma on our PRL 94, 226405 (2005).

Corrigendum : An inverse problem in corrosion detection:stability estimates, J. Inv. Ill-posed Problems 12 (4) (2004), 349-367.

Widom, Srivastava, and Sassaroli have published [Phys. Lett. A 203, 255 (1995)] a calculation which purports to show that "future events can affect present events". In this note an error in their calculation is identified.

In a recent article [Nature 421, 130 (2003)], Plerou, Gopikrishnan and Stanley report some evidence for an intriguing two-phase behavior of financial markets when studying the distribution of volume imbalance conditional to the local…

Originally published as a Supplemental Appendix to Adjoint Equations in Stability Analysis, Annu. Rev. Fluid Mech. 46:493-517 (2014)

This is a reply to the comment by Gilbert and Sanders [arXiv:1111.6271 (2011)]. We point out that their comment is a follow-up of a previous discussion which we briefly summarize before we refute their new criticism.

We propose a non linear Langevin equation as a model for stock market fluctuations and crashes. This equation is based on an identification of the different processes influencing the demand and supply, and their mathematical transcription.…

This note is a preface to various responses [math.HO/9404229,math.HO/9404236] to an opinion piece by Jaffe and Quinn [math.HO/9307227] on the relationship between mathematics and theoretical physics.

Review of: Brigitte Le Roux and Henry Rouanet, Geometric Data Analysis, From Correspondence Analysis to Structured Data Analysis, Kluwer, Dordrecht, 2004, xi+475 pp.

comment on J. Schmalian and P. Wolynes, Phys. Rev. Lett. {\bf 85}, 836 (2000).

We reply to the comments on our previous paper Physical Review Letters, Vol. 129, 087001 (2022), raised by Th\'eo S\'epulcre, Serge Florens, and Izak Snyman in arXiv:2210.00742.