Five Years of Continuous-time Random Walks in Econophysics
arXiv:cond-mat/0501261
Abstract
This paper is a short review on the application of continuos-time random walks to Econophysics in the last five years.
14 pages. Paper presented at WEHIA 2004, Kyoto, Japan
Cited by in corpus (6)
- Distributed-order fractional Cauchy problems on bounded domains
- Brownian subordinators and fractional Cauchy problems
- Reflected Spectrally Negative Stable Processes and their Governing Equations
- Fractional Cauchy problems on bounded domains: survey of recent results
- Growth and Allocation of Resources in Economics: The Agent-Based Approach
- Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes