Relativistic Brownian motion in econophysics: a proposal
A. Aragonés-Munoz , A. Sandoval-Villalbazo

Departamento de Fisica y Matematicas, Universidad Iberoamericana

Abstract: Relativistic Brownian motion theory is applied to the study of a simple economic system, using well-known results regarding physical situations. The work emphasizes cases in which Gaussian distributions are not valid while describing price behavior. We also study the possibility of applying Juttner distributions functions to the general theory of Levy processes. As far as we know, the application of the Jü distribution to the study of economic systems is an interesting idea that deserves further consideration.