Bernstein processes, Euclidean Quantum Mechanics and Interest Rate Models

Paul Lescot (1)

1 LMRS - Laboratoire de Mathématiques Raphaël Salem

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.

Domaines: Probabilités [math.PR]

Paul Lescot. Bernstein processes, Euclidean Quantum Mechanics and Interest Rate Models. 2009. ⟨hal-00431260v2⟩