Items Authored/Edited by Brody, D C

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Number of items: 53.

Article

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Brody, D C and Hughston, L P. 2023. Lévy Models for Collapse of the Wave Function. Journal of Physics A: Mathematical and Theoretical, 56, 125303. ISSN 1751-8113 [Article]

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Brody, D C and Hughston, L P. 2021. Quantum Measurement of Space-Time Events. Journal of Physics A: Mathematical and Theoretical, 54(23), 235304. ISSN 1751-8113 [Article]

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Brody, D C; Hughston, L P and Meister, B. 2020. Theory of Cryptocurrency Interest Rates. SIAM Journal for Financial Mathematics, 11(1), pp. 148-168. ISSN 1945-497X [Article]

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Brody, D C; Hughston, L P and Meier, D M. 2018. Lévy-Vasicek Models and the Long-Bond Return Process. International Journal of Theoretical and Applied Finance, 21(3), 1850026. ISSN 0219-0249 [Article]

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Brody, D C and Hughston, L P. 2018. Social Discounting and the Long Rate of Interest. Mathematical Finance, 28(1), pp. 306-334. ISSN 0960-1627 [Article]

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Brody, D C and Hughston, L P. 2016. Thermodynamics of Quantum Heat Bath. Journal of Physics A: Mathematical and Theoretical, 49(42), 425302. ISSN 1751-8113 [Article]

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Brody, D C; Hughston, L P and Meier, D M. 2015. Fragile Entanglement Statistics. Journal of Physics A: Mathematical and Theoretical, 48(42), 425301. ISSN 1751-8113 [Article]

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Brody, D C and Hughston, L P. 2015. Universal Quantum Measurements. Journal of Physics: Conference Series, 624, 012002. ISSN 1742-6588 [Article]

Brody, D C and Hughston, L P. 2013. Lévy Information and the Aggregation of Risk Aversion. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 469(2154), 20130024. ISSN 1364-5021 [Article]

Brody, D C; Hughston, L P and Yang, X. 2013. Signal Processing with Lévy Information. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 469(2149), 20120433. ISSN 1364-5021 [Article]

Brody, D C; Hughston, L P and Mackie, E. 2012. General Theory of Geometric Lévy Models for Dynamic Asset Pricing. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 468(2142), pp. 1778-1798. ISSN 1364-5021 [Article]

Brody, D C; Hughston, L P and Mackie, E. 2012. Rational Term Structure Models with Geometric Lévy Martingales. Stochastics, 84(5-6), pp. 719-740. ISSN 1744-2508 [Article]

Brody, D C; Hughston, L P and Parry, M F. 2010. Effects of Quantum Entanglement in Phase Transitions. Physics Letters A, 374(24), pp. 2424-2428. ISSN 0375-9601 [Article]

Brody, D C; Gustavsson, A C T and Hughston, L P. 2010. Nonlinearity and Constrained Quantum Motion. Journal of Physics A: Mathematical and Theoretical, 43(8), 082003. ISSN 1751-8113 [Article]

Brody, D C; Gustavsson, A C T and Hughston, L P. 2009. Metric Approach to Quantum Constraints. Journal of Physics A: Mathematical and Theoretical, 42(29), 295303. ISSN 1751-8113 [Article]

Brody, D C; Davis, M H A; Friedman, R L and Hughston, L P. 2009. Informed Traders. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 465(2104), pp. 1103-1122. ISSN 1364-5021 [Article]

Brody, D C; Gustavsson, A C T and Hughston, L P. 2008. Symplectic Approach to Quantum Constraints. Journal of Physics A: Mathematical and Theoretical, 41(47), 475301. ISSN 1751-8113 [Article]

Brody, D C; Hughston, L P and Macrina, A. 2008. Dam Rain and Cumulative Gain. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 464(2095), pp. 1801-1822. ISSN 1364-5021 [Article]

Brody, D C; Hughston, L P and Macrina, A. 2008. Information-Based Asset Pricing. International Journal of Theoretical and Applied Finance, 11(1), pp. 107-142. ISSN 0219-0249 [Article]

Brody, D C; Hook, D W and Hughston, L P. 2007. Quantum Phase Transitions Without Thermodynamic Limits. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 463(2084), pp. 2021-2030. ISSN 1364-5021 [Article]

Brody, D C; Hook, D W and Hughston, L P. 2007. Unitarity, Ergodicity and Quantum Thermodynamics. Journal of Physics A: Mathematical and Theoretical, 40(26), F503-F509. ISSN 1751-8113 [Article]

Brody, D C; Hook, D W and Hughston, L P. 2007. On Quantum Microcanonical Equilibrium. Journal of Physics: Conference Series, 67, 012025. ISSN 1742-6588 [Article]

Brody, D C; Gustavsson, A C T and Hughston, L P. 2007. Entanglement of Three-Qubit Geometry. Journal of Physics: Conference Series, 67, 012044. ISSN 1742-6596 [Article]

Brody, D C; Constantinou, I C; Dear, J D C and Hughston, L P. 2006. Exactly Solvable Quantum State Reduction Models with Time-Dependent Coupling. Journal of Physics A: Mathematical and General, 39(35), pp. 11029-11051. ISSN 0305-4470 [Article]

Brody, D C and Hughston, L P. 2006. Quantum Noise and Stochastic Reduction. Journal of Physics A: Mathematical and General, 39(4), 833 - 876. ISSN 0305-4470 [Article]

Brody, D C and Hughston, L P. 2005. Theory of Quantum Space-Time. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 461(2061), 2679 - 2699. ISSN 1364-5021 [Article]

Brody, D C and Hughston, L P. 2005. Finite-Time Stochastic Reduction Models. Journal of Mathematical Physics, 46(8), 082101. ISSN 0022-2488 [Article]

Brody, D C and Hughston, L P. 2004. Chaos and Coherence: a New Framework for Interest Rate Modelling. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 460(2041), pp. 85-110. ISSN 1364-5021 [Article]

Brody, D C; Hughston, L P and Syroka, J. 2003. Relaxation of Quantum States under Energy Perturbations. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 459(2037), 2297 - 2316. ISSN 1364-5021 [Article]

Brody, D C and Hughston, L P. 2002. Efficient Simulation of Quantum State Reduction. Journal of Mathematical Physics, 43(11), 5254 - 5261. ISSN 0022-2488 [Article]

Brody, D C and Hughston, L P. 2002. Stochastic Reduction in Nonlinear Quantum Mechanics. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 458(2021), 1117 - 1127. ISSN 1364-5021 [Article]

Brody, D C and Hughston, L P. 2002. Entropy and Information in the Interest Rate Term Structure. Quantitative Finance, 2(1), 70 - 80. ISSN 1469-7688 [Article]

Adler, S L; Brody, D C; Brun, T A and Hughston, L P. 2001. Martingale Models for Quantum State Reduction. Journal of Physics A: Mathematical and General, 34(42), 8795 - 8820. ISSN 0305-4470 [Article]

Brody, D C and Hughston, L P. 2001. Interest Rates and Information Geometry. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 457(2010), 1343 - 1363. ISSN 1364-5021 [Article]

Brody, D C and Hughston, L P. 2001. Geometric Quantum Mechanics. Journal of Geometry and Physics, 38(1), 19 - 53. ISSN 0393-0440 [Article]

Brody, D C and Hughston, L P. 2000. Information Content for Quantum States. Journal of Mathematical Physics, 41(5), 2586 - 2592. ISSN 0022-2488 [Article]

Brody, D C and Hughston, L P. 1999. Geometrization of Statistical Mechanics. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 455(1985), pp. 1683-1715. ISSN 1364-5021 [Article]

Brody, D C and Hughston, L P. 1999. Thermalization of Quantum States. Journal of Mathematical Physics, 40(1), pp. 12-18. ISSN 0022-2488 [Article]

Brody, D C and Hughston, L P. 1998. The quantum canonical ensemble. Journal of Mathematical Physics, 39(12), pp. 6502-6508. ISSN 0022-2488 [Article]

Brody, D C and Hughston, L P. 1998. Geometry of thermodynamic states. Physics Letters A, 245(1-2), pp. 73-78. ISSN 03759601 [Article]

Brody, D C and Hughston, L P. 1998. Statistical Geometry in Quantum Mechanics. Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences, 454(1977), pp. 2445-2475. ISSN 1364-5021 [Article]

Brody, D C and Hughston, L P. 1998. Generalised Heisenberg Relations for Quantum Statistical Estimation. Physics Letters A, 236(4), pp. 257-262. ISSN 03759601 [Article]

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Brody, D C and Hughston, L P. 1996. Geometry of Quantum Statistical Inference. Physical Review Letters, 77(14), pp. 2851-2854. ISSN 0031-9007 [Article]

Book Section

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Brody, D C; Hughston, L P and Yang, X. 2022. On the Pricing of Storable Commodities. In: Dorje C Brody; L P Hughston and A Macrina, eds. Financial Informatics: An Information-Based Approach to Asset Pricing. Singapore: World Scientific Publishing Company. ISBN 9789811246487 [Book Section]

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Brody, D C and Hughston, L P. 2018. Quantum State Reduction. In: S Gao, ed. Collapse of the Wave Function. Cambridge: Cambridge University Press, pp. 47-73. ISBN 9781316995457 [Book Section]

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Bender, C M; Brody, D C; Hughston, L P and Meister, B K. 2016. Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics. In: F Bagarello; R Passante and C Trapani, eds. Non-Hermitian Hamiltonians in Quantum Physics: Selected Contributions from the 15th International Conference on Non-Hermitian Hamiltonians in Quantum Physics, Palermo, Italy, 18-23 May 2015. Berlin: Springer Verlag, pp. 185-199. ISBN 9783319313542 [Book Section]

Brody, D C; Hughston, L P and Macrina, A. 2011. Modelling Information Flows in Financial Markets. In: G Di Nunno and B Øksendal, eds. Advanced Mathematical Methods for Finance. Berlin: Springer-Verlag, pp. 133-154. ISBN 9783642184116 [Book Section]

Brody, D C; Hughston, L P and Macrina, A. 2010. Credit Risk, Market Sentiment and Randomly-Timed Default. In: D Crisan, ed. Stochastic Analysis 2010. Berlin: Springer-Verlag, pp. 267-280. ISBN 9783642153570 [Book Section]

Brody, D C and Hughston, L P. 2006. Quantum States and Space-Time Causality. In: Shinto Eguchi; Paulo Gibilisco; Paul Marriot; Hiroshi Nagaoka and Giovanni Pistone, eds. Proceedings of the 2nd International Symposium on Information Geometry and its Applications. Tokyo: University of Tokyo, 181 - 189. [Book Section]

Brody, D C and Hughston, L P. 2005. Twistor Cosmology and Quantum Space-Time. In: J Lukierski and D Sorokin, eds. Fundamental interactions and twistor-like methods: XIX Max Born Symposium. 767 (1) Melville, NY: American Institute of Physics, pp. 57-95. ISBN 0735402523 [Book Section]

Brody, D C and Hughston, L P. 2001. Applications of Information Geometry to Interest Rate Theory. In: P Sollich; A Coolen; L P Hughston and R F Streater, eds. Disordered and Complex Systems. 535 (1) Melville, NY: American Institute of Physics, 281 - 287. ISBN 1563969831 [Book Section]

Brody, D C and Hughston, L P. 1998. Geometric Models for Quantum Statistical Inference. In: S A Huggett; L J Mason; K P Tod and S T Tsou, eds. The Geometric Universe: Science, Geometry, and the Work of Roger Penrose. Oxford: Oxford University Press, pp. 265-276. ISBN 0198500599 [Book Section]

Edited Book

Brody, D C; Hughston, L P and Macrina, A, eds. 2022. Financial Informatics: An Information-Based Approach to Asset Pricing. Singapore: World Scientific Publishing Company. ISBN 9811246483; 9789811246487 [Edited Book]

This list was generated on Mon Mar 4 04:44:38 2024 GMT.