相关论文: Quantum Brownian oscillator for the stock market

We apply the restricted-path-integral (RPI) theory of non-minimally disturbing continuous measurements for correct description of frictional Brownian motion. The resulting master equation is automatically of the Lindblad form, so that the…

Quantum-mechanical WKB-method is elaborated for the known quantum oscillator problem in curved 3-spaces models Euclid, Riemann, and Lobachevsky E_{3}, H_{3}, S_{3} in the framework of the complex variable function theory. Generalized…

We rigorously investigate the quantum dissipative dynamics of a ratchet system described by a periodic potential model based on the Caldeira-Leggett Hamiltonian with a biharmonic force. In this model, we use the reduced hierarchy equations…

In this paper we continue our descriptions of stock markets in terms of some non abelian operators which are used to describe the portfolio of the various traders and other {\em observable} quantities. After a first prototype model with…

We propose a simple model for the behaviour of longterm investors on a stock market, consisting of three particles, which represent the current price of the stock and the opinion of the buyers, respectively sellers, about the right trading…

The quantum dissipative dynamics of a tunneling process through double barrier structures is investigated on the basis of a rigorous treatment for the first time. We employ a Caldeira-Leggett Hamiltonian with an effective potential…

We study the dynamics of an optomechanical system consisting of a single-mode optical field coupled to a mechanical oscillator, where the nonlinear interaction includes both linear and quadratic terms in the oscillator's position. We…

We derive a quantum master equation in the context of a polymerized open quantum mechanical system for the scattering of a Brownian particle in an ideal gas environment. The model is formulated in a top-down approach by choosing a…

Speculative trading can drive pronounced market instabilities, yet existing regulatory and macroprudential tools intervene only after such dynamics emerge. Quantum technologies offer a fundamentally new means of shaping economic behavior by…

A simple model of quantum particle is proposed in which the particle in a {\it macroscopic} rest frame is represented by a {\it microscopic d}-dimensional oscillator, {\it s=(d-1)/2} being the spin of the particle. The state vectors are…

An extension of the stochastic quantization scheme is proposed by adding nonlinear terms to the field equations. Our modification is motivated by the recently established theory of active Brownian motion. We discuss a way of promoting this…

An extended variational principle providing the equations of motion for a system consisting of interacting classical, quasiclassical and quantum components is presented, and applied to the model of bilinear coupling. The relevant dynamical…

In many situations, one can approximate the behavior of a quantum system, i.e. a wave function subject to a partial differential equation, by effective classical equations which are ordinary differential equations. A general method and…

Inflation is often described through the dynamics of a scalar field, slow-rolling in a suitable potential. Ultimately, this inflaton must be identified as the expectation value of a quantum field, evolving in a quantum effective potential.…

We consider quantum nonlinear systems with dissipation described within the Caldeira-Leggett model, i.e., by a nonlocal action in the path integral for the density matrix. Approximate classical-like formulas are derived in order to evaluate…

The uncertainty principle lies at the heart of quantum mechanics, as it describes the fundamental trade-off between the precision of position and momentum measurements. In this work, we study the quantum particle in the Boltzmann states and…

Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…

The Schrodinger equation describes how quantum states evolve according to the Hamiltonian of the system. For physical systems, we have it that the Hamiltonian must be a Hermitian operator to ensure unitary dynamics. For anti-Hermitian…

Quantum decoherence is the effect that bridges quantum physics to well-understood classical physics. As such, it plays a crucial role in understanding the mysterious nature of quantum physics. Quantum decoherence is also a source of quantum…

We show how the effective equation of motion for a distinguished quantum particle in an ideal gas environment can be obtained by means of the monitoring approach introduced in [EPL 77, 50007 (2007)]. The resulting Lindblad master equation…