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physics.soc-ph2005
Power-law distributions in economics: a nonextensive statistical approach
Silvio M. Duarte Queiros, Celia Anteneodo, Constantino Tsallis
The cornerstone of Boltzmann-Gibbs () statistical mechanics is the Boltzmann-Gibbs-Jaynes-Shannon entropy , where is a positive consta…
physics.soc-ph2005
Additive-multiplicative stochastic models of financial mean-reverting processes
C. Anteneodo, R. Riera
We investigate a generalized stochastic model with the property known as mean reversion, that is, the tendency to relax towards a historical reference level. Besides this property,…