The following pages link to Marcin Magdziarz (Q425193):
Displaying 45 items.
- Langevin picture of Lévy walks and their extensions (Q425196) (← links)
- (Q491167) (redirect page) (← links)
- Limit theorems and governing equations for Lévy walks (Q491171) (← links)
- Densities of scaling limits of coupled continuous time random walks (Q501526) (← links)
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- Ergodic properties of anomalous diffusion processes (Q719708) (← links)
- Stochastic representation of subdiffusion processes with time-dependent drift (Q734633) (← links)
- Correlation cascades, ergodic properties and long memory of infinitely divisible processes (Q734643) (← links)
- Black-Scholes formula in subdiffusive regime (Q841145) (← links)
- Pricing of basket options in subdiffusive fractional Black-Scholes model (Q1677776) (← links)
- Ergodic properties of Lévy flights coexisting with subdiffusion and related models (Q1682116) (← links)
- Method of calculating densities for isotropic ballistic Lévy walks (Q2005481) (← links)
- A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785) (← links)
- Quenched trap model for Lévy flights (Q2198548) (← links)
- Lamperti transformation -- cure for ergodicity breaking (Q2207335) (← links)
- Lamperti transformation of scaled Brownian motion and related Langevin equations (Q2207760) (← links)
- Diffusion limit of Lévy-Lorentz gas is Brownian motion (Q2207841) (← links)
- Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion (Q2249262) (← links)
- Langevin picture of subdiffusion with infinitely divisible waiting times (Q2390967) (← links)
- Large deviations for subordinated Brownian motion and applications (Q2453887) (← links)
- Asymptotic properties and numerical simulation of multidimensional Lévy walks (Q2513844) (← links)
- A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
- Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients (Q2790283) (← links)
- Comment on “Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes” [J. Math. Phys. 53, 072701 (2012)] (Q2798701) (← links)
- A fractional Fokker-Planck control framework for subdiffusion processes (Q2808498) (← links)
- Asymptotic behaviour of random walks with correlated temporal structure (Q2831310) (← links)
- Estimation and testing of the Hurst parameter using<i>p</i>-variation (Q2847975) (← links)
- Multidimensional Lévy walk and its scaling limits (Q2920340) (← links)
- Asymptotic properties of Brownian motion delayed by inverse subordinators (Q2944801) (← links)
- A Note on Maruyama's Mixing Theorem (Q3059748) (← links)
- Identification and Validation of Fractional Subdiffusion Dynamics (Q3189765) (← links)
- Correlated continuous-time random walks—scaling limits and Langevin picture (Q3301355) (← links)
- Rotational invariance of stochastic processes with application to fractional dynamics (Q3301760) (← links)
- Path Properties of Subdiffusion—A Martingale Approach (Q3579002) (← links)
- Coupled continuous time-random walks in quenched random environment (Q4964470) (← links)
- First passage time moments of asymmetric Lévy flights (Q5059993) (← links)
- Nonlinear dynamics of continuous-time random walks in inhomogeneous medium (Q5119467) (← links)
- Fractional diffusion equation with distributed-order material derivative. Stochastic foundations (Q5269473) (← links)
- (Q5290221) (← links)
- Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series (Q5293332) (← links)
- Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes (Q5421585) (← links)
- Limit properties of Lévy walks (Q5872014) (← links)
- Functional convergence of continuous-time random walks with continuous paths (Q6043447) (← links)
- Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion (Q6498296) (← links)
- Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation (Q6552811) (← links)
