Is there a link between finance mathematics and number theory concepts?

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Discussion Overview

The discussion explores the potential connections between mathematical models used in finance, such as the Markov property and Brownian motion, and concepts from number theory, particularly focusing on Zeta functions.

Discussion Character

  • Exploratory, Technical explanation, Debate/contested

Main Points Raised

  • One participant questions whether there is a connection between finance mathematics and number theory concepts.
  • Another participant suggests that there are connections between random matrix theory and the zeros of functions related to the Riemann zeta function.
  • A subsequent reply asks for clarification and examples of the connections mentioned.
  • A later post references a seminar talk and a related paper that may provide insights into the connections discussed.

Areas of Agreement / Disagreement

The discussion does not reach a consensus, as participants express differing levels of knowledge and understanding regarding the connections between the two fields.

Contextual Notes

Some assumptions about the nature of the connections and the specifics of the mathematical concepts involved remain unexplored, and the discussion relies on references that may not be universally accessible.

yaron123
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Hi,

I'm not sure to which forum my question related.

Is there a connection between models used in mathematics of finance (such as Markov property or Brownian motion) and topics related to number theory (like Zeta functions for example)?

Thanks
 
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What I know is that there are connections between random matrix theory and the zeros of functions related to the Riemann zeta function...
 
thanks,
Do you what kind of connection? any example?
 
Well, I recently attended a seminar talk about some sort of connection, the paper can be found at http://arxiv.org/abs/0902.1757" , there are probably references in it...
 
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