| Publication | Date of Publication | Type |
|---|
Queuing models with Mittag-Leffler inter-event times
Fractional Calculus \ Applied Analysis | 2023-10-12 | Paper |
Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
Communications in Statistics: Theory and Methods | 2023-06-27 | Paper |
A fractional approach to study the pure-temporal Epidemic Type Aftershock Sequence (ETAS) process for earthquakes modeling
Fractional Calculus \ Applied Analysis | 2023-05-15 | Paper |
A fractional Hawkes process. II: Further characterization of the process
Physica A | 2023-03-17 | Paper |
Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution
Fractional Calculus \ Applied Analysis | 2022-12-21 | Paper |
A fractional Hawkes process II: Further characterization of the process
(available as arXiv preprint) | 2022-11-04 | Paper |
Continuum and thermodynamic limits for a simple random-exchange model
Stochastic Processes and their Applications | 2022-05-16 | Paper |
Limit theorems for prices of options written on semi-Markov processes
Theory of Probability and Mathematical Statistics | 2021-12-22 | Paper |
Limit theorems for prices of options written on semi-Markov processes
Theory of Probability and Mathematical Statistics | 2021-12-22 | Paper |
| Continuum and thermodynamic limits for a wealth-distribution model | 2021-12-02 | Paper |
A fractional Hawkes process
(available as arXiv preprint) | 2021-08-30 | Paper |
A fractional generalization of the Dirichlet distribution and related distributions
Fractional Calculus \ Applied Analysis | 2021-04-23 | Paper |
On the non-stationarity of financial time series: impact on optimal portfolio selection
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Computation of the stochastic basin of attraction by rigorous construction of a Lyapunov function
Discrete and Continuous Dynamical Systems. Series B | 2019-08-28 | Paper |
Limit theorems for the fractional nonhomogeneous Poisson process
Journal of Applied Probability | 2019-07-15 | Paper |
Limit theorems for the fractional nonhomogeneous Poisson process
Journal of Applied Probability | 2019-07-15 | Paper |
Anomalous waiting times in high-frequency financial data
Quantitative Finance | 2019-01-15 | Paper |
Performance of information criteria for selection of Hawkes process models of financial data
Quantitative Finance | 2018-11-14 | Paper |
Performance of information criteria for selection of Hawkes process models of financial data
Quantitative Finance | 2018-11-14 | Paper |
Lyapunov function computation for autonomous linear stochastic differential equations using sum-of-squares programming
Discrete and Continuous Dynamical Systems. Series B | 2018-09-06 | Paper |
| Continuous-time statistics and generalized relaxation equations | 2017-07-27 | Paper |
The fractional non-homogeneous Poisson process
Statistics & Probability Letters | 2016-11-18 | Paper |
The fractional non-homogeneous Poisson process
Statistics & Probability Letters | 2016-11-18 | Paper |
Fractional calculus. Models and numerical methods
Series on Complexity, Nonlinearity, and Chaos | 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
Electronic Communications in Probability | 2016-05-23 | Paper |
A generalization of the space-fractional Poisson process and its connection to some Lévy processes
Electronic Communications in Probability | 2016-05-23 | Paper |
| Low-traffic limit and first-passage times for a simple model of the continuous double auction | 2016-03-31 | Paper |
| Historical notes on the M-Wright/Mainardi function | 2015-12-16 | Paper |
| A short bio of Professor Francesco Mainardi | 2015-12-16 | Paper |
| Large scale simulation of synthetic markets | 2015-12-16 | Paper |
| scientific article; zbMATH DE number 6513404 (Why is no real title available?) | 2015-11-24 | Paper |
Random numbers from the tails of probability distributions using the transformation method
Fractional Calculus \ Applied Analysis | 2015-05-27 | Paper |
| Solvable non-Markovian dynamic network | 2015-02-13 | Paper |
A class of CTRWs: compound fractional Poisson processes
Fractional Dynamics | 2014-09-12 | Paper |
A class of CTRWs: compound fractional Poisson processes
Fractional Dynamics | 2014-09-12 | Paper |
A note on intraday option pricing
International Journal of Applied Nonlinear Science | 2014-05-16 | Paper |
A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process
Stochastic Processes and their Applications | 2014-02-06 | Paper |
On the convergence of quadratic variation for compound fractional Poisson processes
Fractional Calculus and Applied Analysis | 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
Communications in Nonlinear Science and Numerical Simulation | 2011-09-23 | Paper |
| Fractional calculus. Models and numerical methods | 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
Mathematical Modeling of Collective Behavior in Socio-Economic and Life Sciences | 2011-03-25 | Paper |
| Finitary probability methods in econophysics. | 2010-11-22 | Paper |
A renewal process of Mittag-Leffler type.
Thinking in Patterns | 2010-07-28 | Paper |
Statistical equilibrium in simple exchange games II. The redistribution game
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-25 | Paper |
Erratum: Statistical equilibrium in simple exchange games. I
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-25 | Paper |
Statistical equilibrium in simple exchange games. I
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-25 | Paper |
Spectral densities of Wishart-Lévy free stable random matrices
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-22 | Paper |
| The Kuznets curve and the inequality process | 2010-02-05 | Paper |
Mixtures of compound Poisson processes as models of tick-by-tick financial data
Chaos, Solitons and Fractals | 2008-09-10 | Paper |
DYNAMICS OF AVALANCHE ACTIVITIES IN FINANCIAL MARKETS
International Journal of Modern Physics C | 2007-04-25 | Paper |
scientific article; zbMATH DE number 5035864 (Why is no real title available?)
(available as arXiv preprint) | 2006-06-26 | Paper |
| The waiting-time distribution of trading activity in a double auction artificial financial market | 2006-06-26 | Paper |
A fractional generalization of the Poisson processes
Vietnam Journal of Mathematics | 2006-03-07 | Paper |
scientific article; zbMATH DE number 2209541 (Why is no real title available?)
(available as arXiv preprint) | 2005-09-28 | Paper |
REVISITING THE DERIVATION OF THE FRACTIONAL DIFFUSION EQUATION
Fractals | 2004-07-12 | Paper |
Waiting-times and returns in high-frequency financial data: An empirical study
Physica A | 2002-12-03 | Paper |
Numerical solution of moving boundary problems in diffusion processes with attractive and repulsive interactions
Journal of Physics A: Mathematical and General | 2002-06-11 | Paper |
| scientific article; zbMATH DE number 1642344 (Why is no real title available?) | 2001-09-09 | Paper |
Surface Selective Deconstruction
Fractals | 1999-01-12 | Paper |
epsilon -entropy and epsilon -capacity in the theory of ill-posed problems
Inverse Problems | 1994-02-24 | Paper |
The Hausdorff moments in statistical mechanics
Journal of Mathematical Physics | 1994-02-07 | Paper |
