Path probability of stochastic motion: A functional approach

dc.contributor.author	Hattori M.
dc.contributor.author	Abe S.
dc.date.accessioned	2018-09-19T20:33:22Z
dc.date.available	2018-09-19T20:33:22Z
dc.date.issued	2016
dc.identifier.issn	0378-4371
dc.identifier.uri	https://dspace.kpfu.ru/xmlui/handle/net/143013
dc.description.abstract	© 2016 Elsevier B.V. All rights reserved. The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a tube/band, the center of which is stipulated by a given path, is analytically evaluated in a way analogous to continuous measurements in quantum mechanics. Then, the formalism developed here is applied to the stochastic dynamics of stock price in finance.
dc.relation.ispartofseries	Physica A: Statistical Mechanics and its Applications
dc.subject	Path probability distribution functionals
dc.subject	Stochastic processes
dc.subject	Stock price
dc.title	Path probability of stochastic motion: A functional approach
dc.type	Article
dc.relation.ispartofseries-volume	451
dc.collection	Публикации сотрудников КФУ
dc.relation.startpage	198
dc.source.id	SCOPUS03784371-2016-451-SID84958168696

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Публикации сотрудников КФУ Scopus [24551]
Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.