Stochastic multiplicative processes with reset events

We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters. Two qualitatively different regimes are observed, corresponding to intermittent and regular behavior. In the boundary between them, the mean value of the relevant variable is time independent, and the exponent of the stationary distribution equals -2. The addition of diffusion to the system modifies in a nontrivial way the profile of the stationary distribution. Numerical and analytical results are presented.