The effects of temporally correlated noise on the conservation growth are studied via the Flory-type approach introduced by Hentschel and Family (Phys. Rev. Lett. 66, (1991) 1982). This phenomenological equation contains the Kardar–Parisi–Zhang, Sun–Guo–Grant, and molecular-beam epitaxy...

type="main" xml:lang="en" <title type="main">Abstract</title> <p>This article uses daily market value data on credit default swap spreads and intraday stock prices to measure systemic risk in the insurance sector. Using the systemic risk measure, we examine the interconnectedness between banks and insurers with Granger...</p>

The self-consistent mode-coupling approximation of Colaiori and Moore [Phys. Rev. Lett. 86 (2001) 3946] is generalized to the analysis of the Sun–Guo–Grant equation to investigate its dynamic scaling properties in the strong-coupling regime. The corresponding values of the dynamic exponents...

Is the right amount of effort exerted in multiperson tournaments where contestants have two different levels of initial endowments (termed "favorites" and "underdogs")? We develop theoretical predictions for the level of effort and the effect of varying the prize structure. We test these...