Publications

Economic GeographyEconomic MobilityOther Publications

Geometric Brownian Motion with Intermittent Entries and Exits

Pal, Stojkoski, Pal, Sandev · arXiv preprint, 2026
arXiv

Measures of Physical Mixing Evaluate the Economic Mobility of the Typical Individual

Viktor Stojkoski · Chaos, Solitons & Fractals, 2024
Paper

Random Resetting in Search Problems

Pal, Stojkoski, Sandev · in Target Search Problems (Springer), 2024

Income Mobility and Mixing in North Macedonia

Stojkoski, Mitikj, Trpkova-Nestorovska, Tevdovski · 4th International Scientific Conference “Economic and Business Trends Shaping the Future”, 2023
arXiv

A First Passage Under Resetting Approach to Income Dynamics

Jolakoski, Pal, Sandev, Kocarev, Metzler, Stojkoski · Chaos, Solitons & Fractals, 2023
Paper

The Role of Non-ergodicity in Asset Pricing, Wealth Dynamics, and Income Dynamics

Viktor Stojkoski · PhD dissertation, University Ss. Cyril and Methodius, 2023

Income Inequality and Mobility in Geometric Brownian Motion with Stochastic Resetting

Stojkoski, Jolakoski, Pal, Sandev, Kocarev, Metzler · Philosophical Transactions of the Royal Society A, 2022
arXiv

Ergodicity Breaking in Wealth Dynamics: The Case of Reallocating Geometric Brownian Motion

Stojkoski, Karbevski · Physical Review E, 2022
arXiv

Autocorrelation Functions and Ergodicity in Diffusion with Stochastic Resetting

Stojkoski, Sandev, Kocarev, Pal · Journal of Physics A, 2022
Paper

Geometric Brownian Motion under Stochastic Resetting

Stojkoski, Sandev, Kocarev, Pal · Physical Review E, 2021
arXiv

Evolution of Cooperation in Networked Heterogeneous Fluctuating Environments

Stojkoski, Karbevski, Utkovski, Basnarkov, Kocarev · Physica A, 2021
arXiv

Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing

Stojkoski, Sandev, Basnarkov, Kocarev, Metzler · Entropy, 2020
Paper

Cooperation Dynamics in Networked Geometric Brownian Motion

Stojkoski, Utkovski, Basnarkov, Kocarev · Physical Review E, 2019
arXiv