Stochastic differential equationA stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices, random growth models or physical systems that are subjected to thermal fluctuations. SDEs have a random differential that is in the most basic case random white noise calculated as the derivative of a Brownian motion or more generally a semimartingale.
Stochastic processIn probability theory and related fields, a stochastic (stəˈkæstɪk) or random process is a mathematical object usually defined as a sequence of random variables, where the index of the sequence has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule.
Geometric Brownian motionA geometric Brownian motion (GBM) (also known as exponential Brownian motion) is a continuous-time stochastic process in which the logarithm of the randomly varying quantity follows a Brownian motion (also called a Wiener process) with drift. It is an important example of stochastic processes satisfying a stochastic differential equation (SDE); in particular, it is used in mathematical finance to model stock prices in the Black–Scholes model.
Flavour (particle physics)In particle physics, flavour or flavor refers to the species of an elementary particle. The Standard Model counts six flavours of quarks and six flavours of leptons. They are conventionally parameterized with flavour quantum numbers that are assigned to all subatomic particles. They can also be described by some of the family symmetries proposed for the quark-lepton generations. In classical mechanics, a force acting on a point-like particle can only alter the particle's dynamical state, i.e.
Quantum Zeno effectThe quantum Zeno effect (also known as the Turing paradox) is a feature of quantum-mechanical systems allowing a particle's time evolution to be slowed down by measuring it frequently enough with respect to some chosen measurement setting. Sometimes this effect is interpreted as "a system cannot change while you are watching it". One can "freeze" the evolution of the system by measuring it frequently enough in its known initial state.
Symmetry (physics)In physics, a symmetry of a physical system is a physical or mathematical feature of the system (observed or intrinsic) that is preserved or remains unchanged under some transformation. A family of particular transformations may be continuous (such as rotation of a circle) or discrete (e.g., reflection of a bilaterally symmetric figure, or rotation of a regular polygon). Continuous and discrete transformations give rise to corresponding types of symmetries.
Bellman equationA Bellman equation, named after Richard E. Bellman, is a necessary condition for optimality associated with the mathematical optimization method known as dynamic programming. It writes the "value" of a decision problem at a certain point in time in terms of the payoff from some initial choices and the "value" of the remaining decision problem that results from those initial choices. This breaks a dynamic optimization problem into a sequence of simpler subproblems, as Bellman's “principle of optimality" prescribes.
Derived categoryIn mathematics, the derived category D(A) of an A is a construction of homological algebra introduced to refine and in a certain sense to simplify the theory of derived functors defined on A. The construction proceeds on the basis that the of D(A) should be chain complexes in A, with two such chain complexes considered isomorphic when there is a chain map that induces an isomorphism on the level of homology of the chain complexes. Derived functors can then be defined for chain complexes, refining the concept of hypercohomology.
Fractional Brownian motionIn probability theory, fractional Brownian motion (fBm), also called a fractal Brownian motion, is a generalization of Brownian motion. Unlike classical Brownian motion, the increments of fBm need not be independent. fBm is a continuous-time Gaussian process on , that starts at zero, has expectation zero for all in , and has the following covariance function: where H is a real number in (0, 1), called the Hurst index or Hurst parameter associated with the fractional Brownian motion.
Orchestrated objective reductionOrchestrated objective reduction (Orch OR) is a theory which postulates that consciousness originates at the quantum level inside neurons, rather than the conventional view that it is a product of connections between neurons. The mechanism is held to be a quantum process called objective reduction that is orchestrated by cellular structures called microtubules. It is proposed that the theory may answer the hard problem of consciousness and provide a mechanism for free will.
