# Quantized Noncommutative Riemann Manifolds and Stochastic Processes: The theoretical foundations of the square root of Brownian motion

## TL;DR

This paper develops the mathematical foundations for a complex stochastic process called the square root of Brownian motion, linking noncommutative geometry, stochastic processes, and quantum mechanics, with numerical support via Monte Carlo simulations.

## Contribution

It introduces a new class of complex stochastic processes on noncommutative manifolds and demonstrates their connection to the Schrödinger equation through numerical methods.

## Key findings

- Existence of the square root of Brownian motion proven mathematically.
- Monte Carlo simulations support the Chapman-Kolmogorov-Schrödinger equation.
- Wick rotation links heat kernels to Schrödinger kernels in this framework.

## Abstract

We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on quantized noncommutative Riemannian manifolds and show how a set of stochastic processes on sets of complex numbers can be devised. This class of stochastic processes are shown to yield at the outset a Chapman-Kolmogorov equation with a complex diffusion coefficient that can be straightforwardly reduced to the Schr\"odinger equation. The existence of these processes has been recently shown numerically. In this work we provide an analogous support for the existence of the Chapman-Kolmogorov-Schr\"odinger equation for them, performing a Monte Carlo study. It is numerically seen as a Wick rotation can turn the heat kernel into the Schr\"odinger one, mapping such kernels through the corresponding stochastic processes. In this way, we introduce a new kind of improper complex stochastic process. This permits a reformulation of quantum mechanics using purely geometrical concepts that are strongly linked to stochastic processes. Applications to economics are also entailed.