Ergodicity breaking in geometric Brownian motion
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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. "The evolutionary advantage of cooperation," Papers 1506.03414, arXiv.org.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1209.4517. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (arXiv administrators). General contact details of provider: http://arxiv.org/ .
We have no references for this item. You can help adding them by using this form .