Intermittency in an interacting generalization of the geometric Brownian motion model

DOI10.1088/1751-8113/41/32/324015zbMATH Open1171.91366OpenAlexW2125272383MaRDI QIDQ3523014FDOQ3523014

Authors R. Kühn, Peter Neu

Publication date 1 September 2008

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1751-8113/41/32/324015

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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Cited in

(1)

• Models with adaptive intermittent behaviour

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