| Publication | Date of Publication | Type |
|---|
| Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation | 2024-06-10 | Paper |
| Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion | 2024-05-07 | Paper |
| Functional convergence of continuous-time random walks with continuous paths | 2023-05-05 | Paper |
| Limit properties of Lévy walks | 2023-01-26 | Paper |
| First passage time moments of asymmetric Lévy flights | 2023-01-17 | Paper |
| A tempered subdiffusive Black-Scholes model | 2021-03-25 | Paper |
| About subordinated generalizations of 3 classical models of option pricing | 2021-03-18 | Paper |
| A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model | 2021-03-10 | Paper |
| Coupled continuous time-random walks in quenched random environment | 2021-03-02 | Paper |
| Diffusion limit of Lévy-Lorentz gas is Brownian motion | 2020-10-23 | Paper |
| Lamperti transformation of scaled Brownian motion and related Langevin equations | 2020-10-23 | Paper |
| Lamperti transformation -- cure for ergodicity breaking | 2020-10-22 | Paper |
| Method of calculating densities for isotropic ballistic Lévy walks | 2020-10-07 | Paper |
| Quenched trap model for Lévy flights | 2020-09-10 | Paper |
| A weighted finite difference method for subdiffusive Black-Scholes model | 2020-09-07 | Paper |
| Nonlinear dynamics of continuous-time random walks in inhomogeneous medium | 2020-09-04 | Paper |
| Correlated continuous-time random walks—scaling limits and Langevin picture | 2020-08-11 | Paper |
| Rotational invariance of stochastic processes with application to fractional dynamics | 2020-08-11 | Paper |
| Ergodic properties of Lévy flights coexisting with subdiffusion and related models | 2017-11-28 | Paper |
| Pricing of basket options in subdiffusive fractional Black-Scholes model | 2017-11-13 | Paper |
| Fractional diffusion equation with distributed-order material derivative. Stochastic foundations | 2017-06-16 | Paper |
| Densities of scaling limits of coupled continuous time random walks | 2017-01-09 | Paper |
| Asymptotic behaviour of random walks with correlated temporal structure | 2016-11-02 | Paper |
| A fractional Fokker-Planck control framework for subdiffusion processes | 2016-05-23 | Paper |
| Method of calculating densities for isotropic L\'evy Walks | 2016-05-18 | Paper |
| Comment on ``Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes | 2016-04-13 | Paper |
| Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients | 2016-03-03 | Paper |
| Asymptotic properties of Brownian motion delayed by inverse subordinators | 2015-09-08 | Paper |
| Limit theorems and governing equations for Lévy walks | 2015-08-24 | Paper |
| Densities of L\'evy walks and the corresponding fractional equations | 2015-04-22 | Paper |
| Asymptotic properties and numerical simulation of multidimensional Lévy walks | 2015-01-29 | Paper |
| Identification and Validation of Fractional Subdiffusion Dynamics | 2014-09-12 | Paper |
| Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion | 2014-07-10 | Paper |
| Large deviations for subordinated Brownian motion and applications | 2014-06-11 | Paper |
| Estimation and testing of the Hurst parameter using \(p\)-variation | 2013-09-25 | Paper |
| Limit theorems for continuous time random walks with continuous paths | 2013-05-17 | Paper |
| Multidimensional Lévy walk and its scaling limits | 2012-10-16 | Paper |
| Langevin picture of Lévy walks and their extensions | 2012-06-07 | Paper |
| Option pricing in subdiffusive Bachelier model | 2011-11-25 | Paper |
| Ergodic properties of anomalous diffusion processes | 2011-10-11 | Paper |
| A Note on Maruyama's Mixing Theorem | 2010-11-29 | Paper |
| Path Properties of Subdiffusion—A Martingale Approach | 2010-08-05 | Paper |
| Stochastic representation of subdiffusion processes with time-dependent drift | 2009-10-13 | Paper |
| Correlation cascades, ergodic properties and long memory of infinitely divisible processes | 2009-10-13 | Paper |
| Black-Scholes formula in subdiffusive regime | 2009-09-14 | Paper |
| Langevin picture of subdiffusion with infinitely divisible waiting times | 2009-08-10 | Paper |
| Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes | 2007-10-24 | Paper |
| Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series | 2007-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5290221 | 2006-04-28 | Paper |
