Gontis, Vygintas; Kononovicius, Aleksejus; Reimann, Stefan - arXiv.org - 2012
We investigate large changes, bursts, of the continuous stochastic signals, when the exponent of multiplicativity is higher than one. Earlier we have proposed a general nonlinear stochastic model which can be transformed into Bessel process with known first hitting (first passage) time...