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arXiv · 0911.2229

Bernstein processes, Euclidean Quantum Mechanics and Interest Rate Models

Paul Lescot
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Abstract

We give an exposition, following joint works with J.-C. Zambrini, of the link between Euclidean Quantum Mechanics, Bernstein processes and isovectors for the heat equation. A new application to Mathematical Finance is then discussed.

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Paul Lescot. 2009-11-11. Bernstein processes, Euclidean Quantum Mechanics and Interest Rate Models. https://arxiv.org/abs/0911.2229

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