𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The application of continuous-time random walks in finance and economics

✍ Scribed by Enrico Scalas


Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
269 KB
Volume
362
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Two-particle continuous-time random walk
✍ R. Parson; R. Kopelman πŸ“‚ Article πŸ“… 1984 πŸ› Elsevier Science 🌐 English βš– 315 KB

The relation between unary (trapping) and binary (mutual annihilation) reactions in disordered systems is studied in the framework of the continuous-time random walk. It is found that if t\_be waiting-time distribution of the walk has infinite moments, a time-independent binary rate constant may exi