相关论文: Quantum Field Theory of Forward Rates with Stochas…
The Heath-Jarrow-Morton (HJM) formulation of treasury bonds in terms of forward rates is recast as a problem in path integration. The HJM-model is generalized to the case where all the forward rates are allowed to fluctuate independently.…
We consider a quantization of relativistic wave equations which allows to treat quantum fields together with interacting particles at a finite time. We discuss also a dissipative interaction with the environment. We introduce a stochastic…
We treat a relativistically moving particle interacting with a quantum field from an open system viewpoint of quantum field theory by the method of influence functionals or closed-time-path coarse-grained effective actions. The particle…
We develop an approach to investigate the non-perturbative dynamics of quantum field theories, in which specific vacuum field fluctuations are treated as the low-energy dynamical degrees of freedom, while all other vacuum field…
Quantum theory is used to model secondary financial markets. Contrary to stochastic descriptions, the formalism emphasizes the importance of trading in determining the value of a security. All possible realizations of investors holding…
Quantum field theory (QFT) on non-stationary spacetimes is well understood from the side of the algebra of observables. The state space, however, is largely unexplored, due to the non-existence of distinguished states (vacuum, scattering…
We show that the noncritical string field theory developed from two-dimensional quantum gravity in the framework of causal dynamical triangulations can be viewed as arising through a stochastic quantization. This requires that the proper…
With many Hamiltonians one can naturally associate a |Psi|^2-distributed Markov process. For nonrelativistic quantum mechanics, this process is in fact deterministic, and is known as Bohmian mechanics. For the Hamiltonian of a quantum field…
For a quantum field living on a non - static spacetime no instantaneous Hamiltonian is definable, for this generically necessitates a choice of inequivalent representation of the canonical commutation relations at each instant of time. This…
It is proved that in non-relativistic quantum mechanics (without spin) the transition probability may be described in terms of particle paths, every path having a (positive) probability. This leads to a stochastic hidden variables theory…
Relativistic quantum field theory (QFT) is commonly formulated in terms of operators, asymptotic states, and covariant amplitudes, a perspective that tends to obscure the real-time origin of field dynamics and correlations. Here we…
A system of interacting atoms is represented as an union of two subsystems, one of which is the system of atoms, and the other is an auxiliary scalar covariant field, which is equivalent to a given static interatomic potential of general…
In this article we look at stochastic processes with uncertain parameters, and consider different ways in which information is obtained when carrying out observations. For example we focus on the case of a the random evolution of a traded…
The principle of stationary variance is advocated as a viable variational approach to quantum field theory. The method is based on the principle that the variance of energy should be at its minimum when the state of a quantum system reaches…
We develop an action formulation of stochastic dynamics in the Hilbert space. By generalizing the Wiener process into 1+3-dimensional spacetime, we define a Lorentz-invariant random field. By coupling the random to quantum fields, we obtain…
We propose a new quantum approach for describing a system of $n$ interacting particles with variable mass connected by an unknown field with variable form ($n$-VMVF systems). Instead of assuming any particular nature for variation of the…
A mechanism describing state reduction dynamics in relativistic quantum field theory is outlined. The mechanism involves nonlinear stochastic modifications to the standard description of unitary state evolution and the introduction of a…
Stochastic quantization provides a connection between quantum field theory and statistical mechanics, with applications especially in gauge field theories. Euclidean quantum field theory is viewed as the equilibrium limit of a statistical…
We explore whether quantum field theory can be understood as the statistical mechanics of a time-reversal-invariant stochastic generalization of Hamiltonian dynamics. The motivation for this project, started with this paper, is to assign…
Quantum fluctuations, through quantum corrections, have the potential to lead to irreversibility in quantum field theory. We consider the virtual ``charge" distribution generated by quantum corrections in the leading log, short range…