A generalized geometric Brownian motion with independent entry and exit rates relaxes to a stationary distribution, exhibits three moment regimes, and has an optimal exit rate minimizing mean first-passage time.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
econ.GN 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Geometric Brownian motion with intermittent entries and exits
A generalized geometric Brownian motion with independent entry and exit rates relaxes to a stationary distribution, exhibits three moment regimes, and has an optimal exit rate minimizing mean first-passage time.