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Lista de obras de Jaume Masoliver

Absorbing boundary conditions for inertial random processes

artículo científico publicado en 1996

Bistability driven by Gaussian colored noise: First-passage times

scientific article published on 01 April 1987

Bistability driven by dichotomous noise

artículo científico publicado en 1991

Bistability driven by dichotomous noise: A comment

scientific article published on 01 April 1992

Bistability driven by white shot noise

artículo científico publicado en 1993

Brownian motion of multidimensional systems in nonpotential velocity-dependent fields of force

scientific article published on 01 January 1990

Coherent stochastic resonance

scientific article published on 01 May 1995

Continuous-time random-walk model for financial distributions

artículo científico publicado en 2003

Escape problem under stochastic volatility: the Heston model

artículo científico publicado en 2008

Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise

artículo científico publicado en 1996

Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise

scientific article published on 01 July 1995

Extreme times for volatility processes

artículo científico publicado en 2007

Extreme times in financial markets.

artículo científico publicado en 2005

Extreme values and the level-crossing problem: an application to the Feller process ⬇️

artículo científico

First-passage and escape problems in the Feller process ⬇️

artículo científico publicado el 10 de octubre de 2012

First-passage and risk evaluation under stochastic volatility.

artículo científico publicado en 2009

First-passage times for non-Markovian processes

artículo científico publicado en 1986

First-passage times for non-Markovian processes: Correlated impacts on a free process

artículo científico publicado en 1986

First-passage times for non-Markovian processes: Correlated impacts on bound processes

artículo científico publicado en 1986

First-passage times for non-Markovian processes: Multivalued noise

artículo científico publicado en 1987

First-passage times for non-Markovian processes: Shot noise

scientific article published on 01 May 1987

First-passage-time noninteger moments for some diffusion and dichotomous processes

scientific article published on 01 May 1990

First-passage-time statistics for diffusion processes with an external random force

scientific article published on 01 April 1996

Fractal dimension for Gaussian colored processes

artículo científico publicado en 1990

Free inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion, and fractal behavior

artículo científico publicado en 1995

Harmonic oscillators driven by colored noise: Crossovers, resonances, and spectra

scientific article published on 01 December 1993

Integrated random processes exhibiting long tails, finite moments, and power-law spectra

artículo científico publicado en 2001

Long-time tails in the velocity autocorrelation function of hard-rod binary mixtures

scientific article published on 01 February 1985

Mean exit times for free inertial stochastic processes

artículo científico publicado en 1994

Mean first-passage times for non-Markovian continuous noise

scientific article published on 01 February 1992

Mean first-passage times for systems driven by gamma and McFadden dichotomous noise

artículo científico publicado en 1993

Mean first-passage times for systems driven by the coin-toss square wave

artículo científico publicado en 1993

Model for interevent times with long tails and multifractality in human communications: an application to financial trading.

artículo científico publicado en 2008

Nonindependent continuous-time random walks

scientific article published on 13 December 2007

Nonstationary Feller process with time-varying coefficients. ⬇️

artículo científico publicado en 2016

Persistent random walk model for transport through thin slabs

artículo científico publicado en 1999

Random diffusion and leverage effect in financial markets ⬇️

artículo científico publicado el 25 de marzo de 2003

Scaling and data collapse for the mean exit time of asset prices.

artículo científico publicado en 2005

Second-order dichotomous processes: Damped free motion, critical behavior, and anomalous superdiffusion

artículo científico publicado en 1993

Second-order processes driven by dichotomous noise

scientific article published on 01 January 1992

Solution to the telegrapher's equation in the presence of reflecting and partly reflecting boundaries.

artículo científico publicado en 1993

Solutions of the telegrapher's equation in the presence of traps.

artículo científico publicado en 1992

Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation

scientific article published in 2020

Telegrapher's equations with variable propagation speeds.

artículo científico publicado en 1994

Value of the future: Discounting in random environments.

artículo científico publicado en 2015

Volatility: a hidden Markov process in financial time series.

artículo científico publicado en 2007

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