13 citations · 20 across the 5 of their papers we have counts for
5 papers
Geometrical Brownian Motion Driven by Color Noise
Ryszard Zygadło
The evolution of prices on ideal market is given by geometrical Brownian motion, where Gaussian white noise describes fluctuations. We study the effect of correlations introduced b…
Flashing annihilation term of a logistic kinetic as a mechanism leading to Pareto distributions
Ryszard Zygadło
It is shown analytically that the flashing annihilation term of a Verhulst kinetic leads to the power--law distribution in the stationary state. For the frequency of switching slow…
Brownian motion approach to the ideal gas of relativistic particles
Ryszard Zygadło
The relativistic generalization of a free Brownian motion theory is presented. The global characteristics of the relaxation are {\it explicitly} found for the velocity and momentum…
Markovian diffusion approach to the relativistic ideal gas system
Ryszard Zygadło
It is shown that the usual identification of certain averages with the relativistic thermodynamical functions is not possible in the moving reference frame description. The Brownia…
T' = T, S' = gamma S, P'= gamma^2 P, V'= V/gamma, and U' = gamma U
Ryszard Zygadło
It is shown that the Lorentz invariant temperature and entropy , pressure , volume , and ener…