9 citations · 23 across the 6 of their papers we have counts for
7 papers
Anomalous waiting times in high-frequency financial data
Enrico Scalas, Rudolf Gorenflo, Hugh Luckock +3
In high-frequency financial data not only returns, but also waiting times between consecutive trades are random variables. Therefore, it is possible to apply continuous-time random…
Stochastic quantisation of locally supersymmetric models
Hossein Farajollahi, Hugh Luckock
Stochastic quantisation normally involves the introduction of a fictitious extra time parameter, which is taken to infinity so that the system evolves to an equilibrium state.In th…
Anomalous waiting times in high-frequency financial data
Enrico Scalas, Rudolf Gorenflo, Francesco Mainardi +2
In high-frequency financial data not only returns, but also waiting times between consecutive trades are random variables. Therefore, it is possible to apply continuous-time random…
The quantum theory of a quadratic gravity action for heterotic strings
Simon Davis, Hugh Luckock
The wave function for the quadratic gravity theory derived from the heterotic string effective action is deduced to first order in by solving a perturbed se…
Dirac observables and the phase space of general relativity
Hossein Farajollahi, Hugh Luckock
In the canonical approach to general relativity it is customary to parametrize the phase space by initial data on spacelike hypersurfaces. However, if one seeks a theory dealing wi…
The Effect of Higher-Order Curvature Terms on String Quantum Cosmology
Simon Davis, Hugh Luckock
Several new results regarding the quantum cosmology of the quadratic gravity theory derived from the heterotic string effective action are presented. After describing techniques fo…