相关论文: Quantum Brownian oscillator for the stock market
In this paper, we propose a minimal model beyond geometric Brownian motion that aims to describe price actions with market inefficiency. From simple financial theory considerations, we arrive at a simple two-variable hidden Markovian time…
The problem of the initial conditions for the oscillator model of quantum dissipative systems is studied. It is argued that, even in the classical case, the hypothesis that the environment is in thermal equilibrium implies a statistical…
Formulating a rigorous system-bath partitioning approach remains an open issue. In this context the famous Caldeira-Leggett model that enables quantum and classical treatment of Brownian motion on equal footing has enjoyed popularity.…
We show how the quantum analog of the Fokker-Planck equation for describing Brownian motion can be obtained as the diffusive limit of the quantum linear Boltzmann equation. The latter describes the quantum dynamics of a tracer particle in a…
Einstein's Brownian motion of a quantum particle in a classical environment is studied via virial and equipartition theorems. The effect of continuous measurement in a strongly dissipative environment is accounted for and a quantum…
High-quality quantum oscillators are preferred for precision sensing of external physical parameter because if the noise level due to interactions with the environment is too high, metrological information can be lost due to quantum…
Quantum computers are not yet up to the task of providing computational advantages for practical stochastic diffusion models commonly used by financial analysts. In this paper we introduce a class of stochastic processes that are both…
The Caldeira-Leggett model of quantum Brownian motion is generalized using a generic velocity-dependent coupling. That leads to the description of a set of models able to capture Markovian and non-Markovian versions of Brownian and L\'evy…
Decoherence and dissipation in quantum systems has been studied extensively in the context of Quantum Brownian Motion. Effective decoherence in coarse grained quantum systems has been a central issue in recent efforts by Zurek and by Hartle…
The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…
Classical objectivity as a property of quantum states---a view proposed to explain the observer-independent character of our world from quantum theory, is an important step in bridging the quantum-classical gap. It was recently derived in…
We analyze the microscopic model of quantum Brownian motion, describing a Brownian particle interacting with a bosonic bath through a coupling which is linear in the creation and annihilation operators of the bath, but may be a nonlinear…
A Wigner-Klein-Kramers equation is proposed, which merges relativistic, quantum and thermo dynamics. The relativistic effect on quantum Brownian motion is studied via the Breit-Fermi Hamiltonian applied into a dissipative Madelung…
We study the behavior of a subsystem (harmonic oscillator) in contact with a thermal reservoir (finite set of uncoupled harmonic oscillators). We exactly solve the eigenvalue problem and obtain the temporal evolution of the dynamical…
In this paper, we study the dynamical properties of two coupled quantum harmonic oscillators coupled with bosonic non-Markovian environment both in position and momentum. We deduce the exact analytical master equation using Quantum State…
We study the Quantum Brownian motion of a charged particle moving in a harmonic potential in the presence of an uniform external magnetic field and linearly coupled to an Ohmic bath through momentum variables. We analyse the growth of the…
We study the steady state behaviour of a confined quantum Brownian particle subjected to a space-dependent, rapidly oscillating time-periodic force. To leading order in the period of driving, the result of the oscillating force is an…
We explore analytically the quantum dynamics of a point mass pendulum using the Heisenberg equation of motion. Choosing as variables the mean position of the pendulum, a suitably defined generalised variance and a generalised skewness, we…
Dynamic stability is vital for the operation and control of molecular nanodevices, particularly molecular cogwheels in an external harmonic field. We used the relative change in rotator entropy as a measure of dynamical stability. This…
This paper reviews the formulation of the Feynman-Vernon model of linear dissipative systems for a standard Brownian particle moving in an external potential $V(x,t)$ and introduces the formulation of a generalized oscillator model of a…