Results 121 to 130 of about 657 (192)

Endogenous Distress Contagion in a Dynamic Interbank Model: How Possible Future Losses May Spell Doom Today

Mathematical Finance, Volume 36, Issue 3, Page 595-619, July 2026.
ABSTRACT We introduce a dynamic and stochastic interbank model with an endogenous notion of distress contagion, arising from rational worries about future defaults and ensuing losses. This entails a mark‐to‐market valuation adjustment for interbank claims, leading to a forward‐backward approach to the equilibrium dynamics whereby future default ...
Zachary Feinstein, Andreas Søjmark
wiley   +1 more source

Divisibility of Dynamical Maps: Schrödinger Versus Heisenberg Picture

PRX Quantum
Divisibility of dynamical maps is a central notion in the study of quantum non-Markovianity, providing a natural framework to characterize memory effects via time-local master equations.
Federico Settimo, Andrea Smirne, Kimmo Luoma, Bassano Vacchini, Jyrki Piilo, Dariusz Chruściński   +5 more
doaj   +1 more source

Non-Markovianity in collision models with initial intra-environment correlations

New Journal of Physics
Collision 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, Ángel E Neira, Marco Merkli, Francesco Petruccione   +3 more
doaj   +1 more source

Measurement induced transitions in non-Markovian free fermion ladders

SciPost Physics Core
Recently there has been an intense effort to understand measurement induced transitions, but we still lack a good understanding of non-Markovian effects on these phenomena.
Mikheil Tsitsishvili, Dario Poletti, Marcello Dalmonte, Giuliano Chiriacò
doaj   +1 more source

Extracting kinetic information from short-time trajectories: relaxation and disorder of lossy cavity polaritons

Nanophotonics
The emerging field of molecular cavity polaritons has stimulated a surge of experimental and theoretical activities and presents a unique opportunity to develop the many-body simulation methodology.
Wu Andrew, Cerrillo Javier, Cao Jianshu
doaj   +1 more source

Quantum speedup, non-Markovianity and formation of bound state. [PDF]

Sci Rep, 2019
Ahansaz B, Ektesabi A.
europepmc   +1 more source

Non-Markovianity of qubit evolution under the action of spin environment. [PDF]

Sci Rep, 2019
Chakraborty S, Mallick A, Mandal D, Goyal SK, Ghosh S.   +4 more
europepmc   +1 more source

Author Correction: Non-Markovianity of qubit evolution under the action of spin environment. [PDF]

Sci Rep, 2019
Chakraborty S, Mallick A, Mandal D, Goyal SK, Ghosh S.   +4 more
europepmc   +1 more source

Quantum non-Markovianity induced by Anderson localization. [PDF]

Sci Rep, 2017
Lorenzo S, Lombardo F, Ciccarello F, Palma GM.   +3 more
europepmc   +1 more source

High Resolution non-Markovianity in NMR. [PDF]

Sci Rep, 2016
Bernardes NK, Peterson JP, Sarthour RS, Souza AM, Monken CH, Roditi I, Oliveira IS, Santos MF.   +7 more
europepmc   +1 more source