about
Continuous-time random-walk model for financial distributionsScaling and data collapse for the mean exit time of asset prices.Extreme values and the level-crossing problem: an application to the Feller process.Value of the future: Discounting in random environments.Volatility: a hidden Markov process in financial time series.Random diffusion and leverage effect in financial markets.First-passage and risk evaluation under stochastic volatility.Model for interevent times with long tails and multifractality in human communications: an application to financial trading.First-passage and escape problems in the Feller process.Extreme times in financial markets.Telegrapher's equations with variable propagation speeds.Solution to the telegrapher's equation in the presence of reflecting and partly reflecting boundaries.Solutions of the telegrapher's equation in the presence of traps.Nonstationary Feller process with time-varying coefficients.Integrated random processes exhibiting long tails, finite moments, and power-law spectraLong-time tails in the velocity autocorrelation function of hard-rod binary mixturesExact solution to the mean exit time problem for free inertial processes driven by Gaussian white noiseFirst-passage times for non-Markovian processesFirst-passage times for non-Markovian processes: Correlated impacts on a free processFirst-passage times for non-Markovian processes: Correlated impacts on bound processesBistability driven by Gaussian colored noise: First-passage timesFirst-passage times for non-Markovian processes: Shot noiseFirst-passage times for non-Markovian processes: Multivalued noiseFirst-passage-time noninteger moments for some diffusion and dichotomous processesBrownian motion of multidimensional systems in nonpotential velocity-dependent fields of forceFractal dimension for Gaussian colored processesBistability driven by dichotomous noiseSecond-order processes driven by dichotomous noiseMean first-passage times for non-Markovian continuous noiseBistability driven by dichotomous noise: A commentPersistent random walk model for transport through thin slabsMean first-passage times for systems driven by gamma and McFadden dichotomous noiseBistability driven by white shot noiseSecond-order dichotomous processes: Damped free motion, critical behavior, and anomalous superdiffusionMean first-passage times for systems driven by the coin-toss square waveHarmonic oscillators driven by colored noise: Crossovers, resonances, and spectraMean exit times for free inertial stochastic processesFree inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion, and fractal behaviorCoherent stochastic resonanceExact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise
P50
Q29391497-385D7C08-AB1E-4D28-9BC1-8F723820C60CQ31027883-EB342BA7-B492-4BB3-B733-3C6F0A9D0746Q38211684-715B82B2-52D1-43B8-A50A-FC5859D18152Q38996614-3F4C6A10-1608-491C-A571-0F6570167CFFQ40129190-33E84A24-59C0-4190-9445-016FF5DAE66FQ40594726-E63DC1BD-EB27-4432-98A0-44AEC42B3338Q44184049-45BF296D-460D-40D0-B403-C1999E12E45BQ44774771-70C7985A-BD3E-48C2-90CD-4DA0C263DBDEQ51292387-34EDF014-1661-4EDA-A3ED-236CC20585C8Q51967184-7199C6C5-45D3-45C8-86E7-A7BB3E333AA8Q52377463-BEEB95F4-2454-4B1A-AE36-44F0DFEEFB90Q52392156-707A5D51-0F5E-4398-87D8-59AD1D0A377CQ52421815-0CB1105A-F6A4-47B1-9733-7DFB563756F7Q53179180-49699798-6F1E-46C7-9EFA-92A88F360AC2Q74228264-BC534261-9531-45C1-B371-A152597DB781Q74468021-CCA7EEE3-7E81-43AD-8412-EAF884C95569Q74562045-1CE8F5AA-B835-4B4A-9149-28A9E027BF9AQ77820636-CBD6E9F4-C095-4F17-992A-092497899A12Q77822591-3075069B-3DA2-42EE-B6AF-25260A5E7ECEQ77823040-FF708FBE-6513-48A0-ABB3-87C910569F70Q77827123-4F1A955F-E85E-4842-AF3B-E4D11BEB2C45Q77827498-3C834B49-F0C6-4652-AD2C-483E2A568A33Q77828785-23245B00-F4A9-4550-B2C4-B609E6138CB9Q77843473-FF173B0C-ECDF-4BAA-98C0-47EB948E1E16Q77844213-C624164B-3F39-4FFA-AB14-3EB5F4AAF16BQ77848841-1A0F7450-C188-4892-B1D3-E2C3B5D3A435Q77855240-8E2CAC0C-4E96-404E-9D52-A93A6357B1C4Q77856987-AC80CFAD-AC4A-4C1F-BB74-E805D0001B55Q77857762-8D360664-A9DF-48D9-B78E-7BA7836E7FD6Q77860865-5F4D1E5A-C049-4931-A15D-0DCCBC3BBCA3Q77991125-76061D4E-B1D2-4AB1-A8CE-CCDCC15FB012Q78054529-EC6418F1-2541-4EE0-B06B-4EF756D6F1A3Q78055268-012C4AF4-8FF7-4609-A89A-FD7F564B9A74Q78056868-3CFB7438-CABC-4C61-80D6-491497685D76Q78057385-D48CA855-4108-4C1A-8D2A-BB0D9F5EFE76Q78059254-4707A092-BCE4-42D9-A893-EEE2AB6E78F2Q78064665-37B2F3D4-9FFF-4B83-9922-120072047983Q78068433-01651190-A380-4A53-BDF7-42EFC08BE9EBQ78069065-4C447F79-BC45-42D1-888B-0003C0F8BBCAQ78076129-74B1ED9B-5850-43CC-93F9-3890EB8FBD66
P50
description
researcher
@en
wetenschapper
@nl
հետազոտող
@hy
name
Jaume Masoliver
@ast
Jaume Masoliver
@en
Jaume Masoliver
@es
Jaume Masoliver
@nl
type
label
Jaume Masoliver
@ast
Jaume Masoliver
@en
Jaume Masoliver
@es
Jaume Masoliver
@nl
prefLabel
Jaume Masoliver
@ast
Jaume Masoliver
@en
Jaume Masoliver
@es
Jaume Masoliver
@nl
P214
P244
P950
P106
P1580
P214
P244
no2018094095
P31
P496
0000-0002-5810-879X
P569
1951-01-01T00:00:00Z
P735
P7859
lccn-no2018094095