Soluble models for dynamics driven by a super-diffusive noise
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DOI: 10.1016/j.physa.2006.02.036
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- Arcand, Jean-Louis & Hongler, Max-Olivier & Rinaldo, Daniele, 2020. "Increasing risk: Dynamic mean-preserving spreads," Journal of Mathematical Economics, Elsevier, vol. 86(C), pages 69-82.
- Max-Olivier Hongler & Roger Filliger, 2019. "On Jump-Diffusive Driving Noise Sources," Methodology and Computing in Applied Probability, Springer, vol. 21(3), pages 753-764, September.
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Keywords
Superdiffusive noise; Exactly solvable stochastic models;Statistics
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