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We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on quantized noncommutative Riemannian manifolds and show how a set of stochastic processes on sets of complex numbers can be devised. This class of stochastic processes are shown to yield at the outset a Chapman-Kolmogorov equation with a complex diffusion coefficient that can be straightforwardly reduced to the Schrodinger equation. The existence of these processes has been recently shown numerically. In this work we provide an analogous support for the existence of the Chapman-Kolmogorov-Schrodinger equation for them, performing a Monte Carlo study. It is numerically seen as a Wick rotation can turn the heat kernel into the Schrodinger one, mapping such kernels through the corresponding stochastic processes. In this way, we introduce a new kind of improper complex stochastic process. This permits a reformulation of quantum mechanics using purely geometrical concepts that are strongly linked to stochastic processes. Applications to economics are also entailed.
We investigate the classical Brownian motion of a particle in a two-dimensional noncommutative (NC) space. Using the standard NC algebra embodied by the sympletic Weyl-Moyal formalism we find that noncommutativity induces a non-vanishing correlation
We show how a description of Brownian exponential functionals as a renewal series gives access to the law of the hitting time of a square-root boundary by a Bessel process. This extends classical results by Breiman and Shepp, concerning Brownian moti
We recently introduced a new family of processes which describe particles which only can move at the speed of light c in the ordinary 3D physical space. The velocity, which randomly changes direction, can be represented as a point on the surface of a
In the frames of classical mechanics the generalized Langevin equation is derived for an arbitrary mechanical subsystem coupled to the harmonic bath of a solid. A time-acting temperature operator is introduced for the quantum Klein-Kramers and Smoluc
The concept of imaginary logical values was introduced by Spencer-Brown in Laws of Form, in analogy to the square root of -1 in the complex numbers. In this paper, we develop a new approach to representing imaginary values. The resulting system, whic