2 papers
econ.GN2026
Geometric Brownian motion with intermittent entries and exits
Suvam Pal, Viktor Stojkoski, Arnab Pal +1
We study a generalized geometric Brownian motion framework that incorporates both entries of new units and exit mechanisms for the current population, extending earlier stochastic…
cond-mat.stat-mech2024
The impact of stochastic resetting on resource allocation: The case of Reallocating geometric Brownian motion
Petar Jolakoski, Pece Trajanovski, Arnab Pal +3
We study the effects of stochastic resetting on the Reallocating geometric Brownian motion (RGBM), an established model for resource redistribution relevant to systems such as popu…