Publication Date:
2013-11-07
Description:
Author(s): H. Kleinert and V. Zatloukal The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in th... [Phys. Rev. E 88, 052106] Published Wed Nov 06, 2013
Keywords:
Statistical Physics
Print ISSN:
1539-3755
Electronic ISSN:
1550-2376
Topics:
Physics
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