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Escaping the Brownian stalkers - MaRDI portal

Escaping the Brownian stalkers (Q1039101)

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Escaping the Brownian stalkers
scientific article

    Statements

    title
    Escaping the Brownian stalkers (English)
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    publication date
    20 November 2009
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    zbMATH Keywords
    financial markets
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    market stability
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    stochastic dynamics
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    recurrence
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    transience
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    author
    Alexander Weiss
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    60K10
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    91G20
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    zbMATH DE Number
    5636579
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    arXiv ID
    0803.3590
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    DOI
    10.1214/EJP.V14-594
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