Bernstein processes, Euclidean Quantum Mechanics and Interest Rate Models

Details Bernstein processes, Euclidean Quantum Mechanics and Interest Rate Models Bernstein processes, Euclidean Quantum Mechanics and Interest Rate Models

2009-11-11

arxiv.org/abs/0911.2229v2

Mathematics

Probability

Scientific paper

We give an exposition, following joint works with J.-C. Zambrini, of the link
between Euclidean Quantum Mechanics, Bernstein processes and isovectors for the
heat equation. A new application to Mathematical Finance is then discussed.

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