collaborators

1 paper

math-ph2026

Model Reduction of Multivariate Geometric Brownian Motions and Localization in a Two-State Quantum System

C. Chen, M. Colangeli, M. H. Duong +1

We develop a systematic framework for the model reduction of multivariate geometric Brownian motions (GBMs), a fundamental class of stochastic processes with broad applications in…