Mean exit time and survival probability within the CTRW formalism
DOI10.1140/epjb/e2007-00128-1zbMath1189.91165arXivphysics/0607268MaRDI QIDQ978813
Jaume Masoliver, Miquel Montero
Publication date: 25 June 2010
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/physics/0607268
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B80: Applications of statistical and quantum mechanics to economics (econophysics)
91B84: Economic time series analysis
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
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