16 citations · 28 across the 8 of their papers we have counts for
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cond-mat.stat-mech2018★ 1 cited
The sum of log-normal variates in geometric Brownian motion
Ole Peters, Alexander Adamou
Geometric Brownian motion (GBM) is a key model for representing self-reproducing entities. Self-reproduction may be considered the definition of life [5], and the dynamics it induc…
econ.GN2018★ 3 cited
The time interpretation of expected utility theory
Ole Peters, Alexander Adamou
Economic models often maximise expectation values of wealth or utility. In non-ergodic settings, these can differ from time-averages, so that maximising expected outcomes need not…