6 citations · 6 across the 2 of their papers we have counts for
2 papers
q-fin.MF2026
Aharanov-Bohm Type Arbitrage and Homological Obstructions in Financial Markets
Takanori Adachi, Keisuke Hara
We introduce a simplicial and categorical formulation of Aharonov--Bohm (AB) type arbitrage in filtered market systems. Given a filtration modeled as a contravariant functor $F : \…
math.PR2016★ 6 cited
Stochastic analysis in a tubular neighborhood or Onsager-Machlup functions revisited
Keisuke Hara, Yoichiro Takahashi
Yet another proof of Onsager-Machlup formula for diffusion processes on a Riemannian manifold after Takahashi-Watanabe, Fujita-Kotani. The proof is purely probabilistic and contain…