8 research outputs found

    Strong Large Deviations Principles of Non-Freidlin-Wentzell Type - Optimal Control Problem with Imperfect Information - Jumps Phenomena in Financial Markets

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    The paper presents, a new large deviations principles (SLDP) of non-Freidlin-Wentzell type, corresponding to the solutions Colombeau-Ito's SDE. Using SLDP we present a new approach to construct the Bellman function  and optimal control  directly by way of using strong large deviations principle for the solutions Colombeau-Ito's SDE. As important application such SLDP, the generic imperfect dynamic models of air-to-surface missiles are given in addition to the related simple guidance law. A four, examples have been illustrated proposed approach and corresponding numerical simulations have been illustrated and analyzed. Using SLDP approach, Jumps phenomena, in financial markets, also is considered. Jumps phenomena, in financial markets is explained from the first principles, without any reference to Poisson jump process. In contrast with a phenomenological approach we explain such jumps phenomena from the first principles, without any reference to Poisson jump process

    Quantum Field Theory in fractal space-time with negative Hausdorff-Colombeau dimensions.The solution cosmological constant problem

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    We introduce Hausdorff-Colombeau measure in respect with negative fractal dimensions. Axiomatic quantum field theory in spacetime with negative fractal dimensions is proposed.Spacetime is modelled as a multifractal subset of R4R^{4} with positive and negative fractal dimensions.The cosmological constant problem arises because the magnitude of vacuum energy density predicted by quantum field theory is about 120 orders of magnitude larger than the value implied by cosmological observations of accelerating cosmic expansion. We pointed out that the fractal nature of the quantum space-time with negative Hausdorff-Colombeau dimensions can resolve this tension. The canonical Quantum Field Theory is widely believed to break down at some fundamental high-energy cutoff EE and therefore the quantum fluctuations in the vacuum can be treated classically seriously only up to this high-energy cutoff. In this paper we argue that Quantum Field Theory in fractal space-time with negative Hausdorff-Colombeau dimensions gives high-energy cutoff on natural way. In order to obtain disered physical result we apply the canonical Pauli-Villars regularization up to EE. It means that there exist the ghost-driven acceleration of the univers hidden in cosmological constant.Comment: 206 pages,3 figures. arXiv admin note: substantial text overlap with arXiv:0901.2208, arXiv:astro-ph/9708045, arXiv:1805.12293, arXiv:hep-th/0012253, arXiv:hep-th/9502025, arXiv:0912.4757, arXiv:0901.3775 by other author

    Electrodynamics in Noninertial Reference Frames

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    Abstract The electrodynamics both in RF with prescribed law of motion and in FR with prescribed structure is considered. Parallel comparison for solutions in "uniformly accelerated" NRF Möller system and in uniformly accelerated rigid NFR in the space of the constant curvature is carried out. The stationary criterion is formulated. On the basis of this criterion, one of the "eternal physical problems" concerning the field at uniformly accelerated charge motion is considered. The problems of electromagnetic wave spreading, Doppler's effect and field transformations are discussed
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