| Publication | Date of Publication | Type |
|---|
| Queuing models with Mittag-Leffler inter-event times | 2023-10-12 | Paper |
| Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond | 2023-06-27 | Paper |
| A fractional approach to study the pure-temporal Epidemic Type Aftershock Sequence (ETAS) process for earthquakes modeling | 2023-05-15 | Paper |
| A fractional Hawkes process. II: Further characterization of the process | 2023-03-17 | Paper |
| Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution | 2022-12-21 | Paper |
| A fractional Hawkes process II: Further characterization of the process | 2022-11-04 | Paper |
| Continuum and thermodynamic limits for a simple random-exchange model | 2022-05-16 | Paper |
| Limit theorems for prices of options written on semi-Markov processes | 2021-12-22 | Paper |
| Continuum and thermodynamic limits for a wealth-distribution model | 2021-12-02 | Paper |
| A fractional Hawkes process | 2021-08-30 | Paper |
| A fractional generalization of the Dirichlet distribution and related distributions | 2021-04-23 | Paper |
| On the non-stationarity of financial time series: impact on optimal portfolio selection | 2020-08-11 | Paper |
| Computation of the stochastic basin of attraction by rigorous construction of a Lyapunov function | 2019-08-28 | Paper |
| Limit theorems for the fractional nonhomogeneous Poisson process | 2019-07-15 | Paper |
| Anomalous waiting times in high-frequency financial data | 2019-01-15 | Paper |
| Performance of information criteria for selection of Hawkes process models of financial data | 2018-11-14 | Paper |
| Lyapunov function computation for autonomous linear stochastic differential equations using sum-of-squares programming | 2018-09-06 | Paper |
| Continuous-time statistics and generalized relaxation equations | 2017-07-27 | Paper |
| The fractional non-homogeneous Poisson process | 2016-11-18 | Paper |
| Fractional Calculus | 2016-10-17 | Paper |
| A stylized model for wealth distribution | 2016-09-28 | Paper |
| A generalization of the space-fractional Poisson process and its connection to some Lévy processes | 2016-05-23 | Paper |
| Low-traffic limit and first-passage times for a simple model of the continuous double auction | 2016-03-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3457601 | 2015-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3457602 | 2015-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3457624 | 2015-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3454431 | 2015-11-24 | Paper |
| Random numbers from the tails of probability distributions using the transformation method | 2015-05-27 | Paper |
| Solvable non-Markovian dynamic network | 2015-02-13 | Paper |
| A Class of CTRWs: Compound Fractional Poisson Processes | 2014-09-12 | Paper |
| A note on intraday option pricing | 2014-05-16 | Paper |
| A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process | 2014-02-06 | Paper |
| On the convergence of quadratic variation for compound fractional Poisson processes | 2013-08-02 | Paper |
| Ergodic transition in a simple model of the continuous double auction | 2013-05-13 | Paper |
| Velocity and energy distributions in microcanonical ensembles of hard spheres | 2012-07-15 | Paper |
| Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case | 2011-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3006513 | 2011-06-20 | Paper |
| Semi-Markov Graph Dynamics | 2011-05-11 | Paper |
| Full characterization of the fractional Poisson process | 2011-04-21 | Paper |
| Tolstoy’s dream and the quest for statistical equilibrium in economics and the social sciences | 2011-03-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3058435 | 2010-11-22 | Paper |
| A RENEWAL PROCESS OF MITTAG-LEFFLER TYPE | 2010-07-28 | Paper |
| Statistical equilibrium in simple exchange games II. The redistribution game | 2010-06-25 | Paper |
| Erratum: Statistical equilibrium in simple exchange games. I | 2010-06-25 | Paper |
| Spectral densities of Wishart-Lévy free stable random matrices | 2010-06-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400597 | 2010-02-05 | Paper |
| Mixtures of compound Poisson processes as models of tick-by-tick financial data | 2008-09-10 | Paper |
| DYNAMICS OF AVALANCHE ACTIVITIES IN FINANCIAL MARKETS | 2007-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5475473 | 2006-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5475491 | 2006-06-26 | Paper |
| A fractional generalization of the Poisson processes | 2006-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5692539 | 2005-09-28 | Paper |
| REVISITING THE DERIVATION OF THE FRACTIONAL DIFFUSION EQUATION | 2004-07-12 | Paper |
| Waiting-times and returns in high-frequency financial data: An empirical study | 2002-12-03 | Paper |
| Numerical solution of moving boundary problems in diffusion processes with attractive and repulsive interactions | 2002-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2741107 | 2001-09-09 | Paper |
| Surface Selective Deconstruction | 1999-01-12 | Paper |
| epsilon -entropy and epsilon -capacity in the theory of ill-posed problems | 1994-02-24 | Paper |
| The Hausdorff moments in statistical mechanics | 1994-02-07 | Paper |
