Ratcheting by Stochastic Resetting With Fat-Tailed Time Distributions

被引:0
|
作者
Liu, Jianli [1 ]
Li, Yunyun [1 ]
Ghosh, Pulak K. [2 ]
Nayak, Shubhadip [2 ]
Marchesoni, Fabio [1 ,3 ]
机构
[1] IMOE Key Laboratory of Advanced Mico-Structured Materials and Shanghai Key Laboratory of Special Artificial Microstructure Materials and Technology, School of Physics Science and Engineering, Tongji University, Shanghai,200092, China
[2] Department of Chemistry, Presidency University, Kolkata,700073, India
[3] Dipartimento di Fisica, Università di Camerino, I-, Camerino,62032, Italy
关键词
Compendex;
D O I
10.1002/cphc.202400313
中图分类号
学科分类号
摘要
Stochastic systems
引用
下载
收藏
相关论文
共 50 条
  • [21] Fat-tailed stochastic volatility model and the stock market returns in China
    Ma, Donglian
    Tanizaki, Hisashi
    CHINA FINANCE REVIEW INTERNATIONAL, 2021, 11 (02) : 170 - 184
  • [22] Predictability of fat-tailed extremes
    Bodai, Tamas
    Franzke, Christian
    PHYSICAL REVIEW E, 2017, 96 (03)
  • [23] Bayesian Option Pricing Using Stochastic Volatility Models with Fat-tailed Errors
    Lin, Hongxi
    Jiang, Liang
    INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS, 2015, 53 (06): : 288 - 296
  • [24] Discounting with fat-tailed economic growth
    Christian Gollier
    Journal of Risk and Uncertainty, 2008, 37 : 171 - 186
  • [25] Fat-Tailed Models for Risk Estimation
    Stoyanov, Stoyan V.
    Rachev, Svetlozar T.
    Racheva-Yotova, Boryana
    Fabozzi, Frank J.
    JOURNAL OF PORTFOLIO MANAGEMENT, 2011, 37 (02): : 107 - 117
  • [26] Discounting with fat-tailed economic growth
    Gollier, Christian
    JOURNAL OF RISK AND UNCERTAINTY, 2008, 37 (2-3) : 171 - 186
  • [27] Evidence that coronavirus superspreading is fat-tailed
    Wong, Felix
    Collins, James J.
    PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 2020, 117 (47) : 29416 - 29418
  • [28] Premium calculation for fat-tailed risk
    Gay, Roger
    ASTIN BULLETIN, 2005, 35 (01): : 163 - 188
  • [29] Population dynamics in a time-varying environment with fat-tailed correlations
    Meyer, Immanuel
    Taitelbaum, Ami
    Assaf, Michael
    Shnerb, Nadav M.
    PHYSICAL REVIEW E, 2024, 110 (01)
  • [30] LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS
    Abadir, Karim M.
    Cornea-Madeira, Adriana
    ECONOMETRIC THEORY, 2019, 35 (03) : 630 - 652