74 citations · 880 across the 39 of their papers we have counts for
6 papers · 1 filter
Continuous time random walks under Markovian resetting
Vicenç Méndez, Axel Masó-Puigdellosas, Trifce Sandev +1
We investigate the effects of markovian resseting events on continuous time random walks where the waiting times and the jump lengths are random variables distributed according to…
Generalised geometric Brownian motion: Theory and applications to option pricing
Viktor Stojkoski, Trifce Sandev, Lasko Basnarkov +2
Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM). However, a growing body of studies suggest that a simple GBM…
First encounters on Bethe Lattices and Cayley Trees
Junhao Peng, Trifce Sandev, Ljupco Kocarev
In this work we consider the first encounter problems between a fixed and/or mobile target A and a moving trap B on Bethe Lattices and Cayley trees. The survival probability (SP) o…
The generalized Cattaneo (telegrapher's) equation and corresponding random walks
K. Górska, A. Horzela, E. K. Lenzi +2
The various types of generalized Cattaneo, called also telegrapher's equation, are studied. We find conditions under which solutions of the equations considered so far can be recog…
Stochastic resetting on comb-like structures
Viktor Domazetoski, Axel Masó-Puigdellosas, Trifce Sandev +3
We study a diffusion process on a three-dimensional comb under stochastic resetting. We consider three different types of resetting: global resetting from any point in the comb to…
Quenched and Annealed Disorder Mechanisms in Comb-Models with Fractional Operators
A. A. Tateishi, H. V. Ribeiro, T. Sandev +2
Recent experimental findings on anomalous diffusion have demanded novel models that combine annealed (temporal) and quenched (spatial or static) disorder mechanisms. The comb-model…