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Equivalence of interest rate models and lattice gases
Equivalence of interest rate models lattice gases Computational Finance
2012/4/28
We consider the class of short rate interest rate models for which the short rate is proportional to the exponential of a Gaussian Markov process x(t) in the terminal measure r(t) = a(t) exp(x(t)). Th...
Topological semimetal: a probable new state of quantum optical lattice gases protected by D$_4$ symmetry
Topological semimetal quantum optical lattice gases
2010/11/24
The use of optical lattices plays a versatile role in advancing knowledge of correlated quantum
matter. The recent orbital lattice experimentsof Wirth et al [1{3] open up a new thrust towards
discov...
Large deviation principles for non gradient weakly asymmetric stochastic lattice gases
deviation principles gradient weakly lattice gases
2010/11/11
We consider a lattice gas on the discrete d-dimensional torus (Z/NZ)^d with a generic translation invariant, finite range interaction satisfying a uniform strong mixing condition. The lattice gas perf...