Restart has the potential of expediting or impeding the completion times of general random
processes. Consequently, the issue of mean-performance takes center stage: quantifying …

Source time functions are essential observable quantities in seismology; they have been
investigated via kinematic inversion analyses and compiled into databases. Given the …

The stochastic formalism of inflation allows us to describe the scalar-field dynamics in a non-
perturbative way. The correspondence between the diffusion and Schrödinger equations …

Asymmetric behaviour has been documented in unemployment rates which increase quickly
in recessions but decline relatively slowly during expansions. To model such asymmetric …

Abstract The Fokker–Planck equation (FPE) has been used in many important applications
to study stochastic processes with the evolution of the probability density function (pdf) …

This paper models the foreign exchange intervention policy following the Rayleigh process
derived from the standard flexible-price monetary framework. The exchange rate dynamics …

The present paper investigates Cox-Ingersoll-Ross (CIR) processes of dimension less than
1, with a focus on obtaining an equation of a new type including local times for the square …

In this paper, we construct consistent statistical estimators of the Hurst index, volatility
coefficient, and drift parameter for Bessel processes driven by fractional Brownian motion …

The effects of an attractive logarithmic potential u (r)= u 0 ln⁡(r/r 0)(u 0> 0 being the trap
strength and r 0 an arbitrary length scale) on a gas of N non interacting particles (Bosons or …

In this paper we analyse d-dimensional Langevin equations in Ito representation
characterised by anisotropic multiplicative noise, composed by the superposition of an …