Stochastic calculus for uncoupled continuous-time random walks
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Cited by:
- Straka, Peter, 2018. "Variable order fractional Fokker–Planck equations derived from Continuous Time Random Walks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 451-463.
- Álvaro Cartea, 2013.
"Derivatives pricing with marked point processes using tick-by-tick data,"
Quantitative Finance, Taylor & Francis Journals, vol. 13(1), pages 111-123, January.
- Cartea, Álvaro, 2010. "Derivatives pricing with marked point processes using Tick-by-tick data," DEE - Working Papers. Business Economics. WB wb101604, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Scalas, Enrico & Viles, Noèlia, 2014. "A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 385-410.
- Dexter Cahoy, 2012. "Moment estimators for the two-parameter M-Wright distribution," Computational Statistics, Springer, vol. 27(3), pages 487-497, September.
- Guoxing Lin, 2018. "Analysis of PFG Anomalous Diffusion via Real-Space and Phase-Space Approaches," Mathematics, MDPI, vol. 6(2), pages 1-16, January.
- Schumer, Rina & Baeumer, Boris & Meerschaert, Mark M., 2011. "Extremal behavior of a coupled continuous time random walk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(3), pages 505-511.
- Chen, Zhen-Qing & Kim, Kyeong-Hun & Kim, Panki, 2015. "Fractional time stochastic partial differential equations," Stochastic Processes and their Applications, Elsevier, vol. 125(4), pages 1470-1499.
- Frank Marten & Krasimira Tsaneva-Atanasova & Luca Giuggioli, 2012. "Bacterial Secretion and the Role of Diffusive and Subdiffusive First Passage Processes," PLOS ONE, Public Library of Science, vol. 7(8), pages 1-12, August.
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