Fractional advection diffusion asymmetry equation, derivation, solution and application
W Wang, E Barkai - Journal of Physics A: Mathematical and …, 2024 - iopscience.iop.org
The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times
and narrow distributed displacements with a non-zero mean, is a well studied model for …
and narrow distributed displacements with a non-zero mean, is a well studied model for …
Stylized Facts of High-Frequency Bitcoin Time Series
Y Tang, K Arias-Calluari, MS Harré… - arXiv preprint arXiv …, 2024 - arxiv.org
This paper analyses the high-frequency intraday Bitcoin dataset from 2019 to 2022. During
this time frame, the Bitcoin market index exhibited two distinct periods characterized by …
this time frame, the Bitcoin market index exhibited two distinct periods characterized by …
Closed-form solutions for the Salpeter equation
F Alonso-Marroquin, Y Tang, F Gharari… - arXiv preprint arXiv …, 2024 - arxiv.org
We propose integral representations and analytical solutions for the propagator of the $1+
1$ dimensional Salpeter Hamiltonian, describing a relativistic quantum particle with no spin …
1$ dimensional Salpeter Hamiltonian, describing a relativistic quantum particle with no spin …