Professor Dorje C. Brody
Brunel University
Professor, Physics
United Kingdom
My Publications
Biorthogonal systems on unit interval and zeta dilation operators
Journal of Physics A Mathematical and Theoretical
May 2018
Asymptotic analysis on a pseudo-Hermitian Riemann-zeta Hamiltonian
Journal of Physics A Mathematical and Theoretical
March 2018
PT-symmetry, indefinite metric, and nonlinear quantum mechanics
Journal of Physics A Mathematical and Theoretical
November 2017
Hamiltonian for the Zeros of the Riemann Zeta Function
Physical Review Letters
March 2017
Thermodynamics of quantum heat bath
Journal of Physics A Mathematical and Theoretical
September 2016
A Riemannian approach to Randers geodesics
Journal of Geometry and Physics
August 2016
SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST
Mathematical Finance
May 2016
Consistency of PT-symmetric quantum mechanics
Journal of Physics A Mathematical and Theoretical
January 2016
Geometric Aspects of Space-Time Reflection Symmetry in Quantum Mechanics
January 2016
Universal Quantum Measurements
Journal of Physics Conference Series
June 2015
COHERENT CHAOS INTEREST-RATE MODELS
International Journal of Theoretical and Applied Finance
May 2015
Time-optimal navigation through quantum wind
New Journal of Physics
March 2015
Solution to the Quantum Zermelo Navigation Problem
Physical Review Letters
March 2015
Elementary solution to the time-independent quantum navigation problem
Journal of Physics A Mathematical and Theoretical
January 2015
Biorthogonal quantum mechanics
Journal of Physics A Mathematical and Theoretical
December 2013
Geometry of the complex extension of Wigner's theorem
Journal of Physics A Mathematical and Theoretical
September 2013
Information Geometry of Complex Hamiltonians and Exceptional Points
Entropy
August 2013
Levy information and the aggregation of risk aversion
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
April 2013
PT-symmetric quantum state discrimination
Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering...
March 2013
Mixed-State Evolution in the Presence of Gain and Loss
Physical Review Letters
December 2012
Signal processing with Levy information
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
October 2012
INFORMATION-BASED ASSET PRICING
September 2012
Quantum Splines
Physical Review Letters
September 2012
Rational term structure models with geometric Lévy martingales
Stochastics
June 2012
Informational inefficiency in financial markets
Mathematics and Financial Economics
June 2012
General theory of geometric Levy models for dynamic asset pricing
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
February 2012
Six-dimensional space-time from quaternionic quantum mechanics
Physical Review D
December 2011
Information geometry of density matrices and state estimation
Journal of Physics A Mathematical and Theoretical
May 2011
On complexified mechanics and coquaternions
Journal of Physics A Mathematical and Theoretical
January 2011
Modelling Information Flows in Financial Markets
January 2011
Credit Risk, Market Sentiment and Randomly-Timed Default
October 2010
Information and asset pricing
July 2010
Coherent states and rational surfaces
Journal of Physics A Mathematical and Theoretical
May 2010
Effects of quantum entanglement in phase transitions
Physics Letters A
May 2010
Nonlinearity and constrained quantum motion
Journal of Physics A Mathematical and Theoretical
February 2010
Dequantization of the Dirac monopole
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
July 2009
Metric approach to quantum constraints
Journal of Physics A Mathematical and Theoretical
July 2009
Random Hamiltonian in thermal equilibrium
Journal of Physics Conference Series
June 2009
Optimal Time Evolution for Hermitian and Non-Hermitian Hamiltonians
January 2009
Informed traders
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
December 2008
Information geometry in vapour–liquid equilibrium
Journal of Physics A Mathematical and Theoretical
December 2008
Hamiltonian statistical mechanics
Journal of Physics A Mathematical and Theoretical
November 2008
Symplectic approach to quantum constraints
Journal of Physics A Mathematical and Theoretical
October 2008
Quantum effects in classical systems having complex energy
Journal of Physics A Mathematical and Theoretical
July 2008
Dam rain and cumulative gain
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
July 2008
Comment on “Typicality for Generalized Microcanonical Ensembles”
Physical Review Letters
April 2008
INFORMATION-BASED ASSET PRICING
International Journal of Theoretical and Applied Finance
February 2008
TERM STRUCTURE OF VANILLA OPTIONS
International Journal of Theoretical and Applied Finance
December 2007
A note on exponential families of distributions
Journal of Physics A Mathematical and Theoretical
July 2007
Option price calibration from Rényi entropy
Physics Letters A
July 2007
Quantum phase transitions without thermodynamic limits
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
June 2007
Unitarity, ergodicity and quantum thermodynamics
Journal of Physics A Mathematical and Theoretical
June 2007
Entanglement of three-qubit geometry
Journal of Physics Conference Series
May 2007
On quantum microcanonical equilibrium
Journal of Physics Conference Series
May 2007
Faster than Hermitian Quantum Mechanics
Physical Review Letters
January 2007
-symmetric extension of the Korteweg-de Vries equation
Journal of Physics A Mathematical and Theoretical
January 2007
Beyond Hazard Rates: A New Framework for Credit-Risk Modelling
January 2007
Exactly solvable quantum state reduction models with time-dependent coupling
Journal of Physics A General Physics
August 2006
Equivalence of a complex P T -symmetric quartic Hamiltonian and a Hermitian quartic ...
Physical Review D
July 2006
On optimum Hamiltonians for state transformations
Journal of Physics A General Physics
March 2006
Quantum noise and stochastic reduction
Journal of Physics A General Physics
January 2006
Semiclassical analysis of a complex quartic Hamiltonian
Physical Review D
January 2006
Solvable model of quantum microcanonical states
Journal of Physics A General Physics
September 2005
Finite-time stochastic reduction models
Journal of Mathematical Physics
August 2005
Theory of quantum space-time
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
July 2005
Entropic calibration revisited
Physics Letters A
April 2005
Unusual quantum states: non-locality, entropy, Maxwell's demon and fractals
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
March 2005
Erratum: Extension of P T -symmetric quantum mechanics to quantum field theory with ...
Physical Review D
February 2005
Scalar Quantum Field Theory with a Complex Cubic Interaction
Physical Review Letters
December 2004
Preposterior analysis for option pricing
Quantitative Finance
August 2004
Extension of PT -symmetric quantum mechanics to quantum field theory with cubic inte...
Physical Review D
July 2004
Erratum: Complex Extension of Quantum Mechanics [Phys. Rev. Lett. 89 , 270401 (2002)]
Physical Review Letters
March 2004
Chaos and coherence: a new framework for interest-rate modelling
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
January 2004
Shapes of quantum states
Journal of Physics A General Physics
December 2003
Relaxation of quantum states under energy perturbations
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
September 2003
Information geometry of finite Ising models
Journal of Geometry and Physics
August 2003
Elementary derivation for passage times
Journal of Physics A General Physics
May 2003
Must a Hamiltonian be Hermitian?
American Journal of Physics
January 2003
On powers of Bessel functions
Journal of Mathematical Physics
January 2003
Complex Extension of Quantum Mechanics
Physical Review Letters
December 2002
Efficient simulation of quantum state reduction
Journal of Mathematical Physics
November 2002
Entropy and temperature of a quantum Carnot engine
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
June 2002
Dynamical pricing of weather derivatives
Quantitative Finance
June 2002
Stochastic reduction in nonlinear quantum mechanics
Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences
May 2002
Geometric quantum mechanics
Journal of Geometry and Physics
April 2001
Differential renormalisation flow in random lattice gauge theories
Physics Letters B
July 2000
Quantum mechanical Carnot engine
Journal of Physics A General Physics
June 2000
Information content for quantum states
Journal of Mathematical Physics
May 2000
Quantum field theory of partitions
Journal of Mathematical Physics
July 1999
Thermalization of quantum states
Journal of Mathematical Physics
January 1999
Discrete uncertainty relations
Journal of Physics A General Physics
January 1999
The quantum canonical ensemble
Journal of Mathematical Physics
December 1998
Geometry of thermodynamic states
Physics Letters A
August 1998
On the symmetry of real-space renormalisation
Nuclear Physics B
July 1998
Generalised Heisenberg relations for quantum statistical estimation
Physics Letters A
December 1997
Restoration of isotropy for spin models
Physics Letters A
September 1997
Generalised Uncertainties for Quantum Signal Processing
January 1997
Geometry of Quantum Statistical Inference
Physical Review Letters
September 1996
Minimum Decision Cost for Quantum Ensembles
Physical Review Letters
January 1996
Bayesian inference in quantum systems
Physica A Statistical Mechanics and its Applications
January 1996
An upper bound for entropy production
Physics Letters A
August 1995
Geometrical aspects of statistical mechanics
February 1995
Topological variants of lattice field models
Physica A Statistical Mechanics and its Applications
January 1995
One-dimensional spherical model with a phase transition
May 1994
Noise, Risk Premium, and Bubble
SSRN Electronic Journal
Social Discounting and the Long Rate of Interest
SSRN Electronic Journal
General Theory of Geometric Lévy Models for Dynamic Asset Pricing
SSRN Electronic Journal