activity
20192026
most citedExtreme Events for Fractional Brownian Motion with Drift: Theory and Numerical Validation

1 citations · 1 across the 4 of their papers we have counts for

collaborators
Showing 2026Show all

1 paper · 1 filter

cond-mat.dis-nn2026

Switching diffusivity selects Pareto tail exponent in random growth with redistribution

Maxence Arutkin, Alexandre Vallée

Random multiplicative growth with redistribution generates stationary Pareto wealth tails in the Bouchaud-Mézard model, but assumes a fixed multiplicative noise intensity. This is…