Luigi Accardi
University of Rome Tor Vergata
477 Papers
2.6K Citations
Luigi Accardi is an academic researcher from University of Rome Tor Vergata. The author has contributed to research in topics: Quantum probability & Fock space. The author has an hindex of 38, co-authored 462 publications. Previous affiliations of Luigi Accardi include University of Salerno & University of Florida.
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Papers
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The Quantum Black-Scholes Equation
Luigi Accardi,Andreas Boukas +1 more
TL;DR: In this article, a quantum extension of the Black-Scholes pricing formula was studied in the context of quantum stochastic calculus, including stock markets described by quantum Brownian motion and Poisson process.
38
On Quantum Markov Chains on Cayley Tree II: Phase Transitions for the Associated Chain with XY-Model on the Cayley Tree of Order Three
TL;DR: In this paper, the existence of a phase transition for the XY-model on a Cayley tree of order three in QMC scheme has been proved for the given family of interaction operators.
On the Structure of Classical and Quantum Flows
TL;DR: In this paper, it was shown that σ-weakly continuous Markov cocycles are solutions of quantum stochastic differential equations on the largest *-subalgebra, contained in the domain of the generator of the Markov semigroup.
36
On the stochastic limit for quantum theory
TL;DR: In this paper, the basic ideas of the stochastic limit for a quantum system with discrete energy spectrum coupled to a Bose reservoir are illustrated through a detailed analysis of a general linear interaction: under this limit we have quantum noise processes substituting for the field.
36
On Quantum Markov Chains on Cayley tree I: uniqueness of the associated chain with XY-model on the Cayley tree of order two
TL;DR: In this paper, a construction of forward Quantum Markov Chains (QMC) defined on Cayley tree is provided, namely, states on finite volumes with boundary conditions, and define QMC as a weak limit of those states which depends on the boundary conditions.
35