H. E. Roman

Available identifiers

Publication	Date of Publication	Type
FRACTIONAL BROWNIAN MOTION WITH STOCHASTIC VARIANCE: MODELING ABSOLUTE RETURNS IN STOCK MARKETS	2009-03-02	Paper
Very slowly decaying auto-correlations: application to volatility in financial markets	2008-04-03	Paper
HOW DOES THE DIFFUSION EQUATION ON FRACTALS LOOK?	2005-10-04	Paper
Self-avoiding walks on self-similar structures: finite versus infinite ramification	2004-06-10	Paper
Asset-asset interactions and clustering in financial markets	2001-10-23	Paper
Corrections to scaling for diffusion exponents on three-dimensional percolation systems at criticality	2000-05-22	Paper
Probability distribution of random walks on self-avoiding walks	1999-11-18	Paper
Diffusion on Self-Similar Structures	1998-08-20	Paper
LOCALIZATION OF FRACTONS, RANDOM WALKS AND LINEAR POLYMERS IN PERCOLATION	1998-02-10	Paper
Continuous-time random walks and the fractional diffusion equation	1995-09-11	Paper
Fractional diffusion equation on fractals: one-dimensional case and asymptotic behaviour	1993-01-17	Paper
Fractional diffusion equation on fractals: three-dimensional case and scattering function	1993-01-17	Paper

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