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Ergodic Properties of Motion in Quantum Harmonic Oscillator and Finance
Faculty of Pure and Applied Mathematics, Wroclaw University of Science and Technology, Wroclaw, Poland
- 1 Faculty of Pure and Applied Mathematics, Wroclaw University of Science and Technology, Wroclaw, Poland
Theoretical Economics Letters·Volume 14 (2024)·Pages 2552–2555·Published 4 November 2024·DOI10.4236/tel.2024.146126
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Abstract
We show the Bernoulli property of the skew product transformation describing particle motion in a one-dimensional quantum harmonic oscillator. Finally, the application of the binomial model for asset prices is presented.
KeywordsQuantum Harmonic OscillatorStep Skew Product TransformationBernoulli PropertyAsset Prices
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