160 citations to 10.1016/j.physa.2004.11.003 (Crossref Cited-By Service)
  1. A. Chechkin, I. M. Sokolov, “Relation between generalized diffusion equations and subordination schemes”, Phys. Rev. E, 103, no. 3, 2021, 032133  crossref
  2. Yue He, Reiichiro Kawai, “Dimension dependent properties of subdiffusions in damping force fields from an inference perspective”, Phys. Scr., 98, no. 1, 2023, 015006  crossref
  3. Rudolf Gorenflo, Francesco Mainardi, “Some recent advances in theory and simulation of fractional diffusion processes”, Journal of Computational and Applied Mathematics, 229, no. 2, 2009, 400  crossref
  4. Agnieszka Wyłomańska, “The tempered stable process with infinitely divisible inverse subordinators”, J. Stat. Mech., 2013, no. 10, 2013, P10011  crossref
  5. R.T. Sibatov, V.V. Svetukhin, “Fractional kinetics of subdiffusion-limited decomposition of a supersaturated solid solution”, Chaos, Solitons & Fractals, 81, 2015, 519  crossref
  6. J. Golder, M. Joelson, M.C. Néel, “Mass transport with sorption in porous media”, Mathematics and Computers in Simulation, 81, no. 10, 2011, 2181  crossref
  7. Longjin Lv, Jianbin Xiao, Liangzhong Fan, Fuyao Ren, “Correlated continuous time random walk and option pricing”, Physica A: Statistical Mechanics and its Applications, 447, 2016, 100  crossref
  8. Foad Shokrollahi, Adem Kılıçman, Marcin Magdziarz, “Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs”, J. Finan. Eng., 03, no. 01, 2016, 1650003  crossref
  9. Agnieszka Wyłomańska, “Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes”, Physica A: Statistical Mechanics and its Applications, 391, no. 22, 2012, 5685  crossref
  10. Dexter O. Cahoy, Vladimir V. Uchaikin, Wojbor A. Woyczynski, “Parameter estimation for fractional Poisson processes”, Journal of Statistical Planning and Inference, 140, no. 11, 2010, 3106  crossref
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