Results 131 to 140 of about 283,223 (248)
Non-Markovian quantum dynamics: What is it good for?
, 2020 Recent developments in practical quantum engineering and control techniques have allowed significant developments for experimental studies of open quantum systems and decoherence engineering.
C.-F. Li, G.-C. Guo, J. Piilo
core +1 more source
Mathematical Finance, EarlyView.ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici +3 more
wiley +1 more source
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
Mathematical Finance, EarlyView.ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri +2 more
wiley +1 more source
The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option [PDF]
We consider a single factor Heath-Jarrow-Morton model with a forward rate volatility function depending upon a function of time to maturity, the instantaneous spot rate of interest and a forward rate to a fixed maturity.
Ram Bhar +3 more
core
Non-Markovian rock-paper-scissors games
Physical Review ResearchEvidence is mounting that species interactions often involve long-term memory, with highly varying waiting times between successive events and long-range temporal correlations.
Ohad Vilk, Mauro Mobilia, Michael Assaf
doaj +1 more source
Impact of the central frequency of environment on non-Markovian dynamics in piezoelectric optomechanical devices. [PDF]
Sci Rep, 2021 Ding Q, Zhao P, Ma Y, Chen Y.
europepmc +1 more source
Relative Arbitrage Opportunities With Interactions Among N Investors
Mathematical Finance, EarlyView.ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source
Non‐Markovianity Benefits Quantum Dynamics Simulation
Advanced Quantum TechnologiesABSTRACT Quantum dynamics simulation on analog quantum simulators and digital quantum computers has emerged as a powerful and promising tool for understanding complex non‐equilibrium physics. However, the impact of quantum noise on quantum dynamics simulation, particularly non‐Markovian noise with memory effects, has remained elusive.
Yu‐Qin Chen +2 more
openaire +2 more sources
A Model of Strategic Sustainable Investment
Mathematical Finance, EarlyView.ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source
Non-Markovianity in collision models with initial intra-environment correlations
New Journal of PhysicsCollision models (CMs) describe an open system interacting in sequence with elements of an environment, termed ancillas. They have been established as a useful tool for analyzing non-Markovian open quantum dynamics based on the ability to control the ...
Graeme Pleasance +3 more
doaj +1 more source