4 papers
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…
Network exploration by random walks: A large deviation perspective
Sarvesh K. Upadhyay, Trifce Sandev, Sanjay Kumar +1
We study exploration properties of a random walk on a network. For a fully connected network we find that the problem can be mapped to the well known coupon collector problem, thus…
Heterogeneous Cattaneo-Vernotte equation connection to the noisy voter model
K. Górska, A. Horzela, D. Jankov MaÅ¡ireviÄ +3
We consider a heterogeneous diffusion equation and its corresponding generalization to the Cattaneo-Vernotte equation. It is derived by a combination of the continuity equation and…
Response to an external field of a generalized Langevin equation with stochastic resetting of the memory kernel
Petar Jolakoski, Lasko Basnarkov, Ljupco Kocarev +3
We study a generalized Langevin equation (GLE) framework that incorporates stochastic resetting of a truncation power-law memory kernel. The inclusion of stochastic resetting enabl…