276 citations · 351 across the 11 of their papers we have counts for
5 papers · 1 filter
Stochastic Mechanics as a Gauge Theory
Claudio Albanese
We show that non-relativistic Quantum Mechanics can be faithfully represented in terms of a classical diffusion process endowed with a gauge symmetry of group Z_4. The representati…
Stochastic Integrals and Abelian Processes
Claudio Albanese
We study triangulation schemes for the joint kernel of a diffusion process with uniformly continuous coefficients and an adapted, non-resonant Abelian process. The prototypical exa…
Operator Methods, Abelian Processes and Dynamic Conditioning
Claudio Albanese
A mathematical framework for Continuous Time Finance based on operator algebraic methods offers a new direct and entirely constructive perspective on the field and leads to new num…
Laplace Transforms for Integrals of Markov Processes
Claudio Albanese, Stephan Lawi
Laplace transforms for integrals of stochastic processes have been known in analytically closed form for just a handful of Markov processes: namely, the Ornstein-Uhlenbeck, the Cox…
Transformations of Markov Processes and Classification Scheme for Solvable Driftless Diffusions
Claudio Albanese, Alexey Kuznetsov
We propose a new classification scheme for diffusion processes for which the backward Kolmogorov equation is solvable in analytically closed form by reduction to hypergeometric equ…