276 citations · 351 across the 11 of their papers we have counts for
7 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…
Kernel Convergence Estimates for Diffusions with Continuous Coefficients
Claudio Albanese
We are interested in the kernel of one-dimensional diffusion equations with continuous coefficients as evaluated by means of explicit discretization schemes of uniform step i…
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…
Moment Methods for Exotic Volatility Derivatives
Claudio Albanese, Adel Osseiran
The latest generation of volatility derivatives goes beyond variance and volatility swaps and probes our ability to price realized variance and sojourn times along bridges for the…
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…