The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the po...The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the possibility of sudden price variations （jumps） resulting of market crashes. A solution is to use stochastic processes with jumps, that will account for sudden variations of the asset prices. On the other hand, such jump models are generally based on the Poisson random measure. Many popular economic and financial models described by stochastic differential equations with Poisson jumps. This paper deals with the approximate controllability of a class of second-order neutral stochastic differential equations with infinite delay and Poisson jumps. By using the cosine family of operators, stochastic analysis techniques, a new set of sufficient conditions are derived for the approximate controllability of the above control system. An example is provided to illustrate the obtained theory.展开更多
We propose a reformulation of Newton’s second law of motion for charged particles and possible applications of the reformulation to quantum dynamics. We show that the negative energy states arising from the Dirac equ...We propose a reformulation of Newton’s second law of motion for charged particles and possible applications of the reformulation to quantum dynamics. We show that the negative energy states arising from the Dirac equation in relativistic quantum mechanics can be verified using the reformulating framework. We also discuss possible hidden dynamics underlying the concept of quantum jumps in quantum mechanics as outlined in Schr<span style="font-size:12px;white-space:nowrap;">ö</span>dinger’s article: ARE THERE QUANTUM JUMPS? In this case, we show that the hidden dynamics of quantum jumps are also determined by the Coulomb interaction between charged particles.展开更多
基金supported by the National Board for Higher Mathematics,Mumbai,India under Grant No.2/48(5)/2013/NBHM(R.P.)/RD-II/688 dt 16.01.2014
文摘The modelling of risky asset by stochastic processes with continuous paths, based on Brow- nian motions, suffers from several defects. First, the path continuity assumption does not seem reason- able in view of the possibility of sudden price variations （jumps） resulting of market crashes. A solution is to use stochastic processes with jumps, that will account for sudden variations of the asset prices. On the other hand, such jump models are generally based on the Poisson random measure. Many popular economic and financial models described by stochastic differential equations with Poisson jumps. This paper deals with the approximate controllability of a class of second-order neutral stochastic differential equations with infinite delay and Poisson jumps. By using the cosine family of operators, stochastic analysis techniques, a new set of sufficient conditions are derived for the approximate controllability of the above control system. An example is provided to illustrate the obtained theory.
文摘We propose a reformulation of Newton’s second law of motion for charged particles and possible applications of the reformulation to quantum dynamics. We show that the negative energy states arising from the Dirac equation in relativistic quantum mechanics can be verified using the reformulating framework. We also discuss possible hidden dynamics underlying the concept of quantum jumps in quantum mechanics as outlined in Schr<span style="font-size:12px;white-space:nowrap;">ö</span>dinger’s article: ARE THERE QUANTUM JUMPS? In this case, we show that the hidden dynamics of quantum jumps are also determined by the Coulomb interaction between charged particles.
