相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。Extreme values and the level-crossing problem: An application to the Feller process
Jaume Masoliver
PHYSICAL REVIEW E (2014)
First-passage statistics for aging diffusion in systems with annealed and quenched disorder
Henning Kruesemann et al.
PHYSICAL REVIEW E (2014)
IT(O)over-cap VERSUS STRATONOVICH: 30 YEARS LATER
Riccardo Mannella et al.
FLUCTUATION AND NOISE LETTERS (2012)
Non-Markovian polymer reaction kinetics
T. Guerin et al.
NATURE CHEMISTRY (2012)
Survival probability of an immobile target in a sea of evanescent diffusive or subdiffusive traps: A fractional equation approach
E. Abad et al.
PHYSICAL REVIEW E (2012)
First passages in bounded domains: When is the mean first passage time meaningful?
Thiago G. Mattos et al.
PHYSICAL REVIEW E (2012)
First-passage and escape problems in the Feller process
Jaume Masoliver et al.
PHYSICAL REVIEW E (2012)
Scaling properties and universality of first-passage-time probabilities in financial markets
Josep Perello et al.
PHYSICAL REVIEW E (2011)
Kramers-like escape driven by fractional Gaussian noise
Oleksii Yu. Sliusarenko et al.
PHYSICAL REVIEW E (2010)
First-passage and risk evaluation under stochastic volatility
Jaume Masoliver et al.
PHYSICAL REVIEW E (2009)
Escape problem under stochastic volatility: The Heston model
Jaume Masoliver et al.
PHYSICAL REVIEW E (2008)
First-passage times in complex scale-invariant media
S. Condamin et al.
NATURE (2007)
Mean exit time and survival probability within the CTRW formalism
M. Montero et al.
EUROPEAN PHYSICAL JOURNAL B (2007)
Extreme times for volatility processes
Jaume Masoliver et al.
PHYSICAL REVIEW E (2007)
Extreme value statistics in records with long-term persistence
JF Eichner et al.
PHYSICAL REVIEW E (2006)
The most vulnerable, the least successful and other such extremes
BJ West
CHEMICAL PHYSICS (2002)