Measure and Geometry
摘要
In Chap. 3 , we started discussing—albeit not exhaustively—a range of models developed to describe economic phenomena without relying on mathematical frameworks rooted in the physics of systems at equilibrium. We concluded with the introduction of the fractional Brownian motion model, which, while overcoming some of the limitations inherent to geometric Brownian motion, presents substantial challenges in practical implementation. In this chapter, we turn to the mathematical problem of defining measurement in geometrical settings that depart from the familiar Euclidean structures.