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Path probability of stochastic motion: A functional approach

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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.

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