Search - Département de physique Access content directly

Filter your results

3 Results
Domains : qfin

Exact Statistics of the Gap and Time Interval Between the First Two Maxima of Random Walks

Satya N. Majumdar , Philippe Mounaix , Gregory Schehr
Physical Review Letters, 2013, 111, pp.070601
Journal articles hal-00861416v1
Image document

Emergence of correlations between securities at short time scales

Sebastien Valeyre , Denis S Grebenkov , Sofiane Aboura
Physica A: Statistical Mechanics and its Applications, 2019, 526, pp.121026. ⟨10.1016/j.physa.2019.04.262⟩
Journal articles hal-02343888v1

Exact distributions of the maximum and range of random diffusivity processes

Denis S Grebenkov , Vittoria Sposini , Ralf Metzler , Gleb Oshanin , Flavio Seno
New Journal of Physics, 2021, 23 (2), pp.023014. ⟨10.1088/1367-2630/abd313⟩
Journal articles hal-03137323v1