Fat tails and black swans: Exact results for multiplicative processes with resets

DOI10.1063/1.5141837zbMath1441.60020arXiv2105.11679OpenAlexW3010534968WikidataQ90828534 ScholiaQ90828534MaRDI QIDQ5112961

Susanna C. Manrubia, Damián H. Zanette

Publication date: 9 June 2020

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.11679

zbMATH Keywords

multiplicative processes

Mathematics Subject Classification ID

Distribution theory (60E99) Labor markets (91B39)

Related Items (1)

Effect of stochastic resetting on Brownian motion with stochastic diffusion coefficient

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