相关论文: Quantum Brownian oscillator for the stock market

We develop a Lindblad framework for quantum stochastic thermodynamics to study the nonequilibrium thermodynamics of open quantum systems. Our approach adopts the local quantum detailed balance condition, ensuring thermodynamic consistency…

This review provides a brief and quick introduction to the quantum Langevin equation for an oscillator, while focusing on the steady-state thermodynamic aspects. A derivation of the quantum Langevin equation is carefully outlined based on…

The effectiveness of the variational approach a la Feynman is proved in the spin-boson model, i.e. the simplest realization of the Caldeira-Leggett model able to reveal the quantum phase transition from delocalized to localized states and…

Quantum Brownian oscillator model (QBM), in the Fock-space representation, can be viewed as a multi-level spin-boson model. At sufficiently low temperature, the oscillator degrees of freedom are dynamically reduced to the lowest two levels…

Using the principles of the ETH - Approach to Quantum Mechanics we study fluorescence and the phenomenon of ``quantum jumps'' in idealized models of atoms coupled to the quantized electromagnetic field. In a limiting regime where the…

We study the fluctuation-induced dissipative dynamics of the quantized center of mass motion of a polarizable dielectric particle trapped near a surface. The particle's center of mass is treated as an open quantum system coupled to the…

We present a systematic procedure to derive a quantum master equation for thermal relaxation in real scalar field theory, expanding on the method proposed in [Koide and Nicacio, Phys. Lett. A494, 129277 (2024)]. We begin by introducing a…

We generalize the recently proposed quantum model for the stock market by Zhang and Huang to make it consistent with the discrete nature of the stock price. In this formalism, the price of the stock and its trend satisfy the generalized…

This paper is devoted to generalize some previous results presented in Gaioli et al., Int. J. Theor. Phys. 36, 2167 (1997). We evaluate the autocorrelation function of the stochastic acceleration and study the asymptotic evolution of the…

We solve explicitly the Almgren-Chriss optimal liquidation problem where the stock price process follows a geometric Brownian motion. Our technique is to work in terms of cash and to use functional analysis tools. We show that this…

We perform a quantum theoretical calculation of the noise power spectrum for a phase measurement of the light output from a coherently driven optical cavity with a freely moving rear mirror. We examine how the noise resulting from the…

A many particle Hamiltonian, where the interaction term conserves the number of particles, is considered. A master equation for the populations of the different levels is derived in an exact way. It results in a local equation with…

We generalise the description of the dynamics of the order book of financial markets in terms of a Brownian particle embedded in a fluid of incoming, exiting and annihilating particles by presenting a model of the velocity on each side (buy…

We study the effect of investor inertia on stock price fluctuations with a market microstructure model comprising many small investors who are inactive most of the time. It turns out that semi-Markov processes are tailor made for modelling…

The Klein-Kramers equation, governing the Brownian motion of a classical particle in quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large…

We investigate dynamical stability of a single propeller-like shaped molecular cogwheel modelled as the fixed-axis rigid rotator. In the realistic situations, rotation of the finite-size cogwheel is subject of the envi- ronmentally-induced…

We consider a single harmonic oscillator coupled to a bath at zero temperature. As is well known, the oscillator then has a higher average energy than that given by its ground state. Here we show analytically that for a damping model with…

We present the stochastic Schroedinger equation for the dynamics of a quantum particle coupled to a high temperature environment and apply it the dynamics of a driven, damped, nonlinear quantum oscillator. Apart from an initial slip on the…

It has long been recognized that the dynamics of linear quantum systems is classical in the Wigner representation. Yet many conceptually important linear problems are typically analyzed using such generally applicable techniques as…

We study the heat statistics of a quantum Brownian motion described by the Caldeira-Leggett model. By using the path integral approach, we introduce a novel concept of the quantum heat functional along every pair of Feynman paths. This…