169 citations · 1.5k across the 41 of their papers we have counts for
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quant-ph2020★ 74 cited
Thermofield dynamics: Quantum Chaos versus Decoherence
Zhenyu Xu, Aurelia Chenu, Tomaž Prosen +1
Quantum chaos imposes universal spectral signatures that govern the thermofield dynamics of a many-body system in isolation. The fidelity between the initial and time-evolving ther…
q-fin.MF2020
Log-modulated rough stochastic volatility models
Christian Bayer, Fabian Andsem Harang, Paolo Pigato
We propose a new class of rough stochastic volatility models obtained by modulating the power-law kernel defining the fractional Brownian motion (fBm) by a logarithmic term, such t…