A transport cohomology framework on categorical filtrations produces holonomy operators and homological arbitrage as global effects from probabilistic distortions along closed simplicial loops.
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Non-trivial holonomy of the multiplicative distortion induced by the conditional expectation functor on a market filtration corresponds to Aharonov-Bohm arbitrage realizable as a self-financing trading strategy under admissibility conditions.
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Martingale Cohomology, Holonomy, and Homological Arbitrage
A transport cohomology framework on categorical filtrations produces holonomy operators and homological arbitrage as global effects from probabilistic distortions along closed simplicial loops.
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Aharanov-Bohm Type Arbitrage and Homological Obstructions in Financial Markets
Non-trivial holonomy of the multiplicative distortion induced by the conditional expectation functor on a market filtration corresponds to Aharonov-Bohm arbitrage realizable as a self-financing trading strategy under admissibility conditions.