| Publication | Date of Publication | Type |
|---|
| Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option | 2024-01-09 | Paper |
| Novel numerical techniques for the finite moment log stable computational model for European call option | 2023-12-14 | Paper |
| Analytical and numerical investigation on the tempered time-fractional operator with application to the Bloch equation and the two-layered problem | 2023-09-13 | Paper |
| Galerkin finite element method for a two-dimensional tempered time-space fractional diffusion equation with application to a Bloch-Torrey equation retaining Larmor precession | 2023-06-23 | Paper |
| Bulk viscosity in liquids and liquid disperse systems | 2023-03-17 | Paper |
| A vertex-centred finite volume method for the 3D multi-term time and space fractional Bloch-Torrey equation with fractional Laplacian | 2022-08-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5019880 | 2022-01-11 | Paper |
| Matrix transfer technique for anomalous diffusion equation involving fractional Laplacian | 2021-12-09 | Paper |
| An investigation of radial basis functions for fractional derivatives and their applications | 2021-11-18 | Paper |
| A space-time finite element method for solving linear Riesz space fractional partial differential equations | 2021-08-24 | Paper |
| A finite volume method for the two-dimensional time and space variable-order fractional Bloch-Torrey equation with variable coefficients on irregular domains | 2021-08-20 | Paper |
| Multi-term time fractional diffusion equations and novel parameter estimation techniques for chloride ions sub-diffusion in reinforced concrete | 2021-06-20 | Paper |
| A space-time spectral method for time-fractional Black-Scholes equation | 2021-06-03 | Paper |
| Numerical approximation of 2D multi-term time and space fractional Bloch-Torrey equations involving the fractional Laplacian | 2021-04-23 | Paper |
| A novel alternating-direction implicit spectral Galerkin method for a multi-term time-space fractional diffusion equation in three dimensions | 2021-04-07 | Paper |
| From standard alpha-stable Lévy motions to horizontal visibility networks: dependence of multifractal and Laplacian spectrum | 2021-03-02 | Paper |
| Finite difference/finite element method for two-dimensional time-space fractional Bloch-Torrey equations with variable coefficients on irregular convex domains | 2020-12-08 | Paper |
| Multifractal analysis for core-periphery structure of complex networks | 2020-11-09 | Paper |
| A fractional alternating-direction implicit method for a multi-term time-space fractional Bloch-Torrey equations in three dimensions | 2020-10-05 | Paper |
| Unstructured-mesh Galerkin finite element method for the two-dimensional multi-term time-space fractional Bloch-Torrey equations on irregular convex domains | 2020-10-05 | Paper |
| Multifractality and Laplace spectrum of horizontal visibility graphs constructed from fractional Brownian motions | 2020-08-11 | Paper |
| A fractal method to distinguish coding and non-coding sequences in a complete genome based on a number sequence representation | 2020-07-09 | Paper |
| Chaos game representation of protein sequences based on the detailed HP model and their multifractal and correlation analyses | 2020-06-03 | Paper |
| Multifractal temporally weighted detrended cross-correlation analysis of multivariate time series | 2020-03-26 | Paper |
| A high-order spectral method for the multi-term time-fractional diffusion equations | 2020-01-29 | Paper |
| Analytical and numerical solutions of a multi-term time-fractional Burgers' fluid model | 2019-11-29 | Paper |
| On rate of convergence in non-central limit theorems | 2019-09-25 | Paper |
| Fractional Stokes–Boussinesq–Langevin equation and Mittag-Leffler correlation decay | 2019-08-21 | Paper |
| On LSE in regression model for long-range dependent random fields on spheres | 2019-08-13 | Paper |
| Analytical and numerical solutions of a two‐dimensional multi‐term time‐fractional Oldroyd‐B model | 2019-07-25 | Paper |
| A two-stage SVM method to predict membrane protein types by incorporating amino acid classifications and physicochemical properties into a general form of Chou's PseAAC | 2019-05-15 | Paper |
| Numerical methods and analysis for a multi-term time-space variable-order fractional advection-diffusion equations and applications | 2019-03-26 | Paper |
| Convergence and superconvergence of a fully-discrete scheme for multi-term time fractional diffusion equations | 2019-03-12 | Paper |
| A fast second-order accurate method for a two-sided space-fractional diffusion equation with variable coefficients | 2019-03-12 | Paper |
| The unstructured mesh finite element method for the two-dimensional multi-term time-space fractional diffusion-wave equation on an irregular convex domain | 2018-12-13 | Paper |
| A new fractional finite volume method for solving the fractional diffusion equation | 2018-12-12 | Paper |
| Multifractal analysis and topological properties of a new family of weighted Koch networks | 2018-11-13 | Paper |
| Prediction of protein structural classes by recurrence quantification analysis based on chaos game representation | 2018-11-08 | Paper |
| The analytical solution and numerical solutions for a two-dimensional multi-term time fractional diffusion and diffusion-wave equation | 2018-10-10 | Paper |
| Fractal and complex network analyses of protein molecular dynamics | 2018-09-20 | Paper |
| Numerical methods for the two-dimensional multi-term time-fractional diffusion equations | 2018-08-30 | Paper |
| A numerical investigation of the time distributed-order diffusion model | 2018-05-08 | Paper |
| Non-central limit theorems and convergence rates | 2018-03-09 | Paper |
| Stochastic representation of fractional Bessel-Riesz motion | 2017-11-13 | Paper |
| Analytical solutions of multi-term time fractional differential equations and application to unsteady flows of generalized viscoelastic fluid | 2017-08-03 | Paper |
| Fractional-in-time and multifractional-in-space stochastic partial differential equations | 2017-01-09 | Paper |
| Space-time fractional stochastic equations on regular bounded open domains | 2016-12-14 | Paper |
| A semi-alternating direction method for a 2-D fractional Fitzhugh-Nagumo monodomain model on an approximate irregular domain | 2016-12-05 | Paper |
| Determination of multifractal dimensions of complex networks by means of the sandbox algorithm | 2016-09-21 | Paper |
| An implicit numerical method of a new time distributed-order and two-sided space-fractional advection-dispersion equation | 2016-06-27 | Paper |
| Galerkin finite element method and error analysis for the fractional cable equation | 2016-06-27 | Paper |
| A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients | 2016-06-23 | Paper |
| Numerical analysis of a new space-time variable fractional order advection-dispersion equation | 2016-04-28 | Paper |
| Least-squares estimation of multifractional random fields in a Hilbert-valued context | 2016-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2796188 | 2016-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2796189 | 2016-03-23 | Paper |
| A Novel High Order Space-Time Spectral Method for the Time Fractional Fokker--Planck Equation | 2015-06-09 | Paper |
| A Crank--Nicolson ADI Spectral Method for a Two-Dimensional Riesz Space Fractional Nonlinear Reaction-Diffusion Equation | 2015-04-08 | Paper |
| Numerical simulation of anomalous infiltration in porous media | 2015-03-23 | Paper |
| On the rate of convergence to Rosenblatt-type distribution | 2015-01-16 | Paper |
| A characteristic difference method for the variable-order fractional advection-diffusion equation | 2014-08-05 | Paper |
| A novel numerical approximation for the space fractional advection-dispersion equation | 2014-08-05 | Paper |
| Numerical techniques for the variable-order time fractional diffusion equation | 2013-12-23 | Paper |
| Wavelet-Based Estimation of Anisotropic Spatiotemporal Long-Range Dependence | 2013-06-24 | Paper |
| Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields | 2013-06-24 | Paper |
| Heterogeneous Spatial Dynamical Regression in a Hilbert-Valued Context | 2013-06-24 | Paper |
| Random Fields with Multifractional Regularity Order on Heterogenous Fractal Domains | 2012-11-09 | Paper |
| Prediction of fractional processes with long-range dependence | 2012-06-29 | Paper |
| An Infinite-Dimensional Fractional Linear Quadratic Regulator Problem | 2012-04-18 | Paper |
| Numerical methods for solving a two-dimensional variable-order anomalous subdiffusion equation | 2012-02-17 | Paper |
| Numerical methods with fourth-order spatial accuracy for variable-order nonlinear Stokes first problem for a heated generalized second grade fluid | 2011-12-18 | Paper |
| Finite element approximation for a modified anomalous subdiffusion equation | 2011-09-18 | Paper |
| An Approximate Solution for the Rayleigh-Stokes Problem for a Heated Generalized Second Grade Fluid with Fractional Derivative Model Using the Adomian Decomposition Method | 2011-09-15 | Paper |
| Numerical Schemes with High Spatial Accuracy for a Variable-Order Anomalous Subdiffusion Equation | 2011-05-17 | Paper |
| A novel implicit finite difference method for the one-dimensional fractional percolation equation | 2011-04-08 | Paper |
| Numerical approximations and solution techniques for the space-time Riesz-Caputo fractional advection-diffusion equation | 2011-03-31 | Paper |
| Numerical simulation for the variable-order Galilei invariant advection diffusion equation with a nonlinear source term | 2011-03-08 | Paper |
| Multifractional Markov Processes in Heterogeneous Domains | 2011-03-08 | Paper |
| Regularity of Backward Stochastic Volterra Integral Equations in Hilbert Spaces | 2011-03-08 | Paper |
| Multifractal scaling of products of birth-death processes | 2010-11-15 | Paper |
| Stability and convergence of the difference methods for the space-time fractional advection-diffusion equation | 2010-09-01 | Paper |
| Analytical and numerical solutions of a one-dimensional fractional-in-space diffusion equation in a composite medium | 2010-07-13 | Paper |
| Numerical Methods for the Variable-Order Fractional Advection-Diffusion Equation with a Nonlinear Source Term | 2010-07-13 | Paper |
| Numerical schemes and multivariate extrapolation of a two-dimensional anomalous sub-diffusion equation | 2010-05-19 | Paper |
| Simulation of multifractal products of Ornstein–Uhlenbeck type processes | 2010-05-06 | Paper |
| Stability and convergence of an implicit numerical method for the non-linear fractional reaction-subdiffusion process | 2010-04-07 | Paper |
| Numerical simulation for the 3D seepage flow with fractional derivatives in porous media | 2009-09-13 | Paper |
| Multifractality in space-time statistical models | 2009-09-02 | Paper |
| THE FUNDAMENTAL AND NUMERICAL SOLUTIONS OF THE RIESZ SPACE-FRACTIONAL REACTION–DISPERSION EQUATION | 2009-07-29 | Paper |
| Stability and convergence of a new explicit finite-difference approximation for the variable-order nonlinear fractional diffusion equation | 2009-06-24 | Paper |
| Multifractal Products of Stationary Diffusion Processes | 2009-06-17 | Paper |
| New Solution and Analytical Techniques of the Implicit Numerical Method for the Anomalous Subdiffusion Equation | 2009-04-30 | Paper |
| Solving linear and non-linear space-time fractional reaction-diffusion equations by the Adomian decomposition method | 2009-04-23 | Paper |
| A numerical solution using an adaptively preconditioned Lanczos method for a class of linear systems related with the fractional Poisson equation | 2009-04-01 | Paper |
| The fundamental solution and numerical solution of the Riesz fractional advection-dispersion equation | 2009-03-11 | Paper |
| Q-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market | 2009-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3605792 | 2009-02-24 | Paper |
| Multifractality of products of geometric Ornstein-Uhlenbeck-type processes | 2009-02-16 | Paper |
| Diffusion on multifractals | 2009-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5506133 | 2009-01-28 | Paper |
| Numerical analysis of the Rayleigh-Stokes problem for a heated generalized second-grade fluid with fractional derivatives | 2009-01-14 | Paper |
| A Fourier method and an extrapolation technique for Stokes' first problem for a heated generalized second-grade fluid with fractional derivative | 2009-01-07 | Paper |
| Fundamental solution and discrete random walk model for a time-space fractional diffusion equation of distributed order | 2008-10-21 | Paper |
| Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes | 2008-09-12 | Paper |
| Analytical solution for the time-fractional telegraph equation by the method of separating variables | 2008-03-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5440446 | 2008-02-05 | Paper |
| A Fourier method for the fractional diffusion equation describing sub-diffusion | 2007-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5428437 | 2007-11-22 | Paper |
| Prediction of Fractional Brownian Motion-Type Processes | 2007-06-27 | Paper |
| Statistical inference using higher-order information | 2007-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3441235 | 2007-05-29 | Paper |
| Minimum contrast estimation of random processes based on information of second and third orders | 2007-03-27 | Paper |
| Binary market models with memory | 2007-03-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3421758 | 2007-02-08 | Paper |
| Detailed analysis of a conservative difference approximation for the time fractional diffusion equation | 2007-01-29 | Paper |
| A finite volume simulation model for saturated--unsaturated flow and application to Gooburrum, Bundaberg, Queensland, Australia | 2006-09-25 | Paper |
| Similarity solutions for solute transport in fractal porous media using a time- and scale-dependent dispersivity | 2006-09-25 | Paper |
| Linear filtering of systems with memory and application to finance | 2006-08-28 | Paper |
| Spectral properties of Burgers and KPZ turbulence | 2006-06-26 | Paper |
| Spatial and Spatiotemporal Karhunen-Loève-Type Representations on Fractal Domains | 2006-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5718014 | 2006-01-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5708108 | 2005-11-25 | Paper |
| Estimation and Simulation of the Riesz-Bessel Distribution | 2005-10-17 | Paper |
| Fractional kinetic equations driven by Gaussian or infinitely divisible noise | 2005-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5691777 | 2005-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3021703 | 2005-06-10 | Paper |
| Financial Markets with Memory I: Dynamic Models | 2005-05-23 | Paper |
| Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization | 2005-05-23 | Paper |
| Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence | 2005-04-15 | Paper |
| Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. | 2005-02-25 | Paper |
| Prediction of fractional Brownian motion with Hurst index less than 1/2 | 2005-01-31 | Paper |
| Fractional Generalized Random Fields of Variable Order | 2005-01-20 | Paper |
| Scaling limit solution of a fractional Burgers equation. | 2004-11-26 | Paper |
| On semilinear stochastic fractional differential equations of Volterra type | 2004-11-24 | Paper |
| The Riesz-Bessel fractional diffusion equation | 2004-10-28 | Paper |
| Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence | 2004-10-25 | Paper |
| FRACTIONAL RANDOM FIELDS ON DOMAINS WITH FRACTAL BOUNDARY | 2004-10-25 | Paper |
| On a class of minimum contrast estimators for fractional stochastic processes and fields | 2004-10-04 | Paper |
| Stochastic Models of Porosity in Heterogeneous Aquifers | 2004-05-27 | Paper |
| Time fractional advection-dispersion equation | 2004-05-18 | Paper |
| A fractional stochastic evolution equation driven by fractional Brownian motion | 2004-05-18 | Paper |
| Numerical solution of the space fractional Fokker-Planck equation. | 2004-03-29 | Paper |
| Fractional differential equations driven by Lévy noise | 2003-11-10 | Paper |
| The genomic tree of living organisms based on a fractal model | 2003-10-05 | Paper |
| Harmonic analysis of random fractional diffusion-wave equations. | 2003-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4796004 | 2003-07-31 | Paper |
| Dynamic models of long-memory processes driven by Lévy noise | 2003-07-27 | Paper |
| Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields | 2003-06-09 | Paper |
| Higher-order spectral densities of fractional random fields | 2003-05-11 | Paper |
| A two-dimensional finite volume method for transient simulation of time- and scale-dependent transport in heterogeneous aquifer systems. | 2003-05-08 | Paper |
| Fractional Generalized Random Fields on Bounded Domains | 2003-03-25 | Paper |
| Renormalization and homogenization of fractional diffusion equations with random data | 2003-03-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791811 | 2003-02-03 | Paper |
| Hausdorff dimension of random fractals with overlaps | 2003-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4542912 | 2003-01-13 | Paper |
| DIFFERENTIAL REPRESENTATION AND MARKOV PROPERTY OF GENERALIZED RANDOM FIELDS | 2003-01-01 | Paper |
| Stochastic fractional-order differential models with fractal boundary conditions | 2002-07-10 | Paper |
| Semiparametric approximation methods in multivariate model selection | 2002-07-02 | Paper |
| Fractional diffusion and fractional heat equation | 2002-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2746396 | 2002-05-23 | Paper |
| Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence | 2002-04-21 | Paper |
| Multifractal characterization of complete genomes | 2002-01-27 | Paper |
| Time series model based on global structure of complete genome | 2002-01-03 | Paper |
| Spectral analysis of fractional kinetic equations with random data. | 2002-01-02 | Paper |
| Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency | 2001-12-12 | Paper |
| Theory & Methods: Local Linear Kernel Regression with Long‐Range Dependent Errors | 2001-10-04 | Paper |
| A central limit theorem for a random quadratic form of strictly stationary processes | 2001-10-02 | Paper |
| Semimartingale representation of fractional Riesz-Bessel motion | 2001-09-16 | Paper |
| The Wiener-Hopf integral equation for fractional Riesz-Bessel motion | 2001-06-17 | Paper |
| Scaling laws for fractional diffusion-wave equations with singular data | 2001-02-14 | Paper |
| Stochastic models for fractal processes | 2001-01-29 | Paper |
| Covariance factorisation and abstract representation of generalised random fields | 2000-12-20 | Paper |
| Stochastic analysis of fractional Riesz-Bessel motion | 2000-11-27 | Paper |
| Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators | 2000-10-11 | Paper |
| Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input | 2000-08-21 | Paper |
| A parabolic stochastic differential equation with fractional Brownian motion input | 2000-06-07 | Paper |
| Linear filtering with fractional Brownian motion in the signal and observation processes | 2000-01-31 | Paper |
| Estimation and filtering of fractional generalised random fields | 2000-01-01 | Paper |
| Existence and uniqueness theorems for fBm stochastic differential equations | 1999-11-14 | Paper |
| Approximation of stochastic differential equations with modified fractional Brownian motion | 1999-10-03 | Paper |
| Nonlinear filtering with fractional Brownian motion | 1999-09-15 | Paper |
| Estimated Generalized Least Squares for Random Coefficient Regression Models | 1999-08-10 | Paper |
| Linear filtering with fractional brownian motion | 1999-01-21 | Paper |
| Possible long-range dependence in fractional random fields. | 1999-01-01 | Paper |
| Semiparametric regression under long-range dependent errors. | 1999-01-01 | Paper |
| Strong convergence of stochastic taylor expansions of two-parameter random fields | 1998-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4343745 | 1998-01-07 | Paper |
| MULTIFRACTAL DESCRIPTION OF NATURAL SCENES | 1997-09-24 | Paper |
| Nonlinear filtering of a system of logistic equations | 1997-08-07 | Paper |
| Riemann function approach to unbiased filtering and prediction | 1995-08-16 | Paper |
| Parameter estimation of random fields with long-range dependence | 1995-07-17 | Paper |
| ESTIMATION OF SPATIAL ARMA MODELS | 1993-06-29 | Paper |
| ESTIMATION OF THE NON-STATIONARY FACTOR IN ARUMA MODELS | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4015312 | 1993-01-06 | Paper |
| Spectral factorisation and prediction of multivariate processes with time-dependent rational spectral density matrices | 1992-09-27 | Paper |
| Unbiased Wiener filtering: Nonstationary processes | 1992-06-27 | Paper |
| Markovian representation and prediction of stochastic processes with time-varying rational spectrum | 1992-06-27 | Paper |
| SPECTRAL REPRESENTATION AND ERGODICITY OF ASYMPTOTICALLY STATIONARY PROCESSES | 1991-01-01 | Paper |
| Covariance function and ergodicity of asymptotically stationary random fields | 1991-01-01 | Paper |
| Starlike functions with a fixed coefficient | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3831241 | 1989-01-01 | Paper |
| Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model | 1988-01-01 | Paper |
| ON THE HILDRETH‐HOUCK ESTIMATOR FOR RANDOM COEFFICIENT REGRESSION MODELS | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3804990 | 1988-01-01 | Paper |
| Extremal problems for functions of positive real part with a constraint and applications | 1987-01-01 | Paper |
| K-Fold symmetric starlike univalent functions | 1985-01-01 | Paper |
| Estimated Generalized Least Squares for a Heteroscedastic Regression Model | 1982-01-01 | Paper |
