Ergodicity breaking in geometric Brownian motion
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- Ole Peters & Murray Gell-Mann, 2014. "Evaluating gambles using dynamics," Papers 1405.0585, arXiv.org, revised Jun 2015.
- Máté, Gabriell & Néda, Zoltán, 2016. "The advantage of inhomogeneity — Lessons from a noise driven linearized dynamical system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 310-317.
- Ole Peters & Alexander Adamou, 2018. "The sum of log-normal variates in geometric Brownian motion," Papers 1802.02939, arXiv.org.
- Ole Peters & Alexander Adamou, 2015. "An evolutionary advantage of cooperation," Papers 1506.03414, arXiv.org, revised May 2018.
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