| Publication | Date of Publication | Type |
|---|
Integro-differential equations linked to compound birth processes with infinitely divisible addends
Mathematical Methods in the Applied Sciences | 2024-10-10 | Paper |
Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics
Chaos | 2024-06-12 | Paper |
Testing of two-dimensional Gaussian processes by sample cross-covariance function
Chaos | 2024-06-04 | Paper |
Non-Gaussian measures in infinite dimensional spaces: the Gamma-Grey noise
Potential Analysis | 2024-04-18 | Paper |
Explicit representation of characteristic function of tempered α‐stable Ornstein–Uhlenbeck process
Mathematical Methods in the Applied Sciences | 2024-01-02 | Paper |
Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination
Methodology and Computing in Applied Probability | 2023-07-04 | Paper |
Optimal exercise of American put options near maturity: a new economic perspective
Review of Derivatives Research | 2022-08-19 | Paper |
Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators
Communications in Statistics: Theory and Methods | 2022-07-22 | Paper |
Modeling of water usage by means of ARFIMA-GARCH processes
Physica A | 2022-07-05 | Paper |
Stable Lévy motion with inverse Gaussian subordinator
Physica A | 2022-06-20 | Paper |
Fractional Lévy stable motion time-changed by gamma subordinator
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Tempered Mittag-Leffler Lévy processes
Communications in Statistics: Theory and Methods | 2022-01-19 | Paper |
Prabhakar Lévy processes
Statistics & Probability Letters | 2021-11-12 | Paper |
Tempered relaxation equation and related generalized stable processes
Fractional Calculus \ Applied Analysis | 2021-03-31 | Paper |
| Integro-differential equations linked to compound birth processes with infinitely divisible addends | 2019-11-28 | Paper |
Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
Methodology and Computing in Applied Probability | 2019-04-26 | Paper |
Stable Lévy process delayed by tempered stable subordinator
Statistics & Probability Letters | 2019-02-20 | Paper |
Large deviations of time-averaged statistics for Gaussian processes
Statistics & Probability Letters | 2019-02-20 | Paper |
Stable continuous-time autoregressive process driven by stable subordinator
Physica A | 2018-11-13 | Paper |
Explicit form of the first-passage-time density for accelerating subdiffusion
Physica A | 2018-11-13 | Paper |
Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system
Physica A | 2018-11-13 | Paper |
The modified Yule-Walker method for \(\alpha\)-stable time series models
Physica A | 2018-11-13 | Paper |
Codifference as a practical tool to measure interdependence
Physica A | 2018-09-20 | Paper |
Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
Physica A | 2018-09-20 | Paper |
Tempered stable Lévy motion driven by stable subordinator
Physica A | 2018-09-11 | Paper |
Regime Variance Testing --- a Quantile Approach
Acta Physica Polonica B | 2017-09-27 | Paper |
Fractional Fokker-Planck equation with space dependent drift and diffusion: the case of tempered \(\alpha\)-stable waiting-times
Acta Physica Polonica B | 2017-09-27 | Paper |
Generalized fractional Laplace motion
Statistics & Probability Letters | 2017-02-28 | Paper |
Modified cumulative distribution function in application to waiting time analysis in the continuous time random walk scenario
Journal of Physics A: Mathematical and Theoretical | 2017-02-09 | Paper |
Time-changed Ornstein-Uhlenbeck process
Journal of Physics A: Mathematical and Theoretical | 2015-04-17 | Paper |
Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion
Journal of Statistical Physics | 2014-07-10 | Paper |
Large deviations for subordinated Brownian motion and applications
Statistics & Probability Letters | 2014-06-11 | Paper |
Geometric Brownian motion with tempered stable waiting times
Journal of Statistical Physics | 2012-09-19 | Paper |
| scientific article; zbMATH DE number 1907850 (Why is no real title available?) | 2003-10-20 | Paper |
| scientific article; zbMATH DE number 1907858 (Why is no real title available?) | 2001-01-01 | Paper |
| scientific article; zbMATH DE number 1210270 (Why is no real title available?) | 1999-06-09 | Paper |
| scientific article; zbMATH DE number 1125116 (Why is no real title available?) | 1999-02-10 | Paper |
| scientific article; zbMATH DE number 1053278 (Why is no real title available?) | 1997-10-23 | Paper |
| scientific article; zbMATH DE number 1053286 (Why is no real title available?) | 1997-10-23 | Paper |
scientific article; zbMATH DE number 982539 (Why is no real title available?)
Systems Analysis, Modelling Simulation | 1997-09-08 | Paper |
| scientific article; zbMATH DE number 895677 (Why is no real title available?) | 1996-10-14 | Paper |
| scientific article; zbMATH DE number 814425 (Why is no real title available?) | 1996-03-10 | Paper |
| scientific article; zbMATH DE number 814411 (Why is no real title available?) | 1996-01-07 | Paper |
| scientific article; zbMATH DE number 814417 (Why is no real title available?) | 1996-01-07 | Paper |
| scientific article; zbMATH DE number 686930 (Why is no real title available?) | 1995-05-09 | Paper |
| scientific article; zbMATH DE number 492887 (Why is no real title available?) | 1994-01-31 | Paper |
