TY  - JOUR
A1  - Vinod, Deepak
A1  - Cherstvy, Andrey G.
A1  - Wang, Wei
A1  - Metzler, Ralf
A1  - Sokolov, Igor M.
T1  - Nonergodicity of reset geometric Brownian motion
T2  - Physical review : E, Statistical, nonlinear and soft matter physics
N2  - We derive. the ensemble-and time-averaged mean-squared displacements (MSD, TAMSD) for Poisson-reset geometric Brownian motion (GBM), in agreement with simulations. We find MSD and TAMSD saturation for frequent resetting, quantify the spread of TAMSDs via the ergodicity-breaking parameter and compute distributions of prices. General MSD-TAMSD nonequivalence proves reset GBM nonergodic.
Y1  - 2022
UR  - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/62565
SN  - 2470-0045
SN  - 2470-0053
VL  - 105
IS  - 1
PB  - American Physical Society
CY  - College Park
ER  -