Convergent multiplicative processes repelled from zero: Power laws and truncated power laws

Journal de Physique II

Volumn 7, Issue 3, 1997, Pages 431-444

  Sornette, Didier ^a   Cont, Rama ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BOUNDARY CONDITIONS; BROWNIAN MOVEMENT; CONSTRAINT THEORY; MATHEMATICAL MODELS; RANDOM PROCESSES;

FOKKER-PLANCK EQUATION; POWER LAWS; RANDOM MULTIPLICATIVE PROCESSES; RANDOM WALK ANALOGY;

THERMODYNAMICS;

EID: 0031099956     PISSN: 11554312     EISSN: None     Source Type: Journal    
DOI: 10.1051/jp1:1997169     Document Type: Article

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