160 citations to 10.1016/j.physa.2004.11.003 (Crossref Cited-By Service)
  1. John-John Ketelbuters, Donatien Hainaut, “A recursive method for fractional Hawkes intensities and the potential approach of credit risk”, Journal of Computational and Applied Mathematics, 448, 2024, 115895  crossref
  2. C. Constantinescu, R. Loeffen, P. Patie, “First passage times over stochastic boundaries for subdiffusive processes”, Trans. Amer. Math. Soc., 375, no. 3, 2022, 1629  crossref
  3. Marcin Magdziarz, “Path Properties of Subdiffusion—A Martingale Approach”, Stochastic Models, 26, no. 2, 2010, 256  crossref
  4. John-John Ketelbuters, Donatien Hainaut, “CDS pricing with fractional Hawkes processes”, European Journal of Operational Research, 297, no. 3, 2022, 1139  crossref
  5. A. Jurlewicz, A. Wyłomańska, P. Żebrowski, “Financial Data Analysis by means of Coupled Continuous-Time Random Walk in Rachev-Rűschendorf Model”, Acta Phys. Pol. A, 114, no. 3, 2008, 629  crossref
  6. Xudong Wang, Yao Chen, Weihua Deng, “Feynman-Kac equation revisited”, Phys. Rev. E, 98, no. 5, 2018, 052114  crossref
  7. Boris Baeumer, Mihály Kovács, Mark M. Meerschaert, Harish Sankaranarayanan, “Reprint of: Boundary conditions for fractional diffusion”, Journal of Computational and Applied Mathematics, 339, 2018, 414  crossref
  8. Karina Weron, Aleksander Stanislavsky, Agnieszka Jurlewicz, Mark M. Meerschaert, Hans-Peter Scheffler, “Clustered continuous-time random walks: diffusion and relaxation consequences”, Proc. R. Soc. A., 468, no. 2142, 2012, 1615  crossref
  9. Foad Shokrollahi, Carlo Cattani, “Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs”, Cogent Mathematics & Statistics, 5, no. 1, 2018, 1470145  crossref
  10. Janusz Gajda, Marcin Magdziarz, “Kramers’ escape problem for fractional Klein-Kramers equation with temperedα-stable waiting times”, Phys. Rev. E, 84, no. 2, 2011, 021137  crossref
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