Alla Sikorskii

Available identifiers

zbMath Open sikorskii.allaMaRDI QIDQ316100

List of research outcomes

Publication	Date of Publication	Type
Generalized Gaussian time series model for increments of EEG data	2022-09-15	Paper
Fcaa Related News, Events and Books (Fcaa—Volume 23–5–2020)	2021-03-31	Paper
Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology	2020-07-03	Paper
Ehrenfest–Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion	2020-03-03	Paper
The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes	2019-06-14	Paper
Parameters of stochastic models for electroencephalogram data as biomarkers for child's neurodevelopment after cerebral malaria	2019-02-12	Paper
Stochastic models for fractional calculus	2019-01-15	Paper
Correlated continuous time random walks and fractional Pearson diffusions	2018-05-18	Paper
Stochastic representation of fractional Bessel-Riesz motion	2017-11-13	Paper
Heavy-tailed fractional Pearson diffusions	2017-10-10	Paper
Intermittency of superpositions of Ornstein-Uhlenbeck type processes	2017-01-26	Paper
Correlation structure of fractional Pearson diffusions	2016-09-26	Paper
https://portal.mardi4nfdi.de/entity/Q3457604	2015-12-16	Paper
Stochastic solutions for fractional wave equations	2015-10-14	Paper
Fractional Skellam processes with applications to finance	2015-01-22	Paper
Risky Asset Models with Tempered Stable Fractal Activity Time	2014-08-08	Paper
Fractional Pearson diffusions	2014-04-02	Paper
Product rule for vector fractional derivatives	2013-09-19	Paper
Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions	2012-06-20	Paper
The Student Subordinator Model with Dependence for Risky Asset Returns	2012-06-08	Paper
Stochastic models for fractional calculus	2012-01-11	Paper
A normal inverse Gaussian model for a risky asset with dependence	2011-12-28	Paper
Diffusion approximation of Solutions of perturbed differential equations	2002-12-15	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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