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

Mathematics Subject Classification ID

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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