Fractional normal inverse Gaussian diffusion
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- Meerschaert, Mark M. & Nane, Erkan & Xiao, Yimin, 2009. "Correlated continuous time random walks," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1194-1202, May.
- Enrico Scalas, 2006.
"Five Years of Continuous-time Random Walks in Econophysics,"
Lecture Notes in Economics and Mathematical Systems, in: Akira Namatame & Taisei Kaizouji & Yuuji Aruka (ed.), The Complex Networks of Economic Interactions, pages 3-16,
Springer.
- Enrico Scalas, 2005. "Five Years of Continuous-time Random Walks in Econophysics," Finance 0501005, University Library of Munich, Germany.
- Enrico Scalas, 2005. "Five Years of Continuous-time Random Walks in Econophysics," Papers cond-mat/0501261, arXiv.org.
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- Gajda, J. & Kumar, A. & Wyłomańska, A., 2019. "Stable Lévy process delayed by tempered stable subordinator," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 284-292.
- Kumar, A. & Nane, Erkan & Vellaisamy, P., 2011. "Time-changed Poisson processes," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1899-1910.
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Keywords
Continuous time random walk Fractional Brownian motion Normal inverse Gaussian process Subordination;Statistics
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