Mean exit time and survival probability within the CTRW formalism

DOI10.1140/epjb/e2007-00128-1zbMath1189.91165arXivphysics/0607268OpenAlexW2160182528MaRDI 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

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic time series analysis (91B84) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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