18 citations · 31 across the 3 of their papers we have counts for
3 papers
Correlated continuous time random walks and fractional Pearson diffusions
Nikolai N. Leonenko, Ivan Papić, Alla Sikorskii +1
Continuous time random walks have random waiting times between particle jumps. We define the correlated continuous time random walks (CTRWs) that converge to fractional Pearson dif…
Heavy-tailed fractional Pearson diffusions
Nikolai N. Leonenko, Ivan Papić, Alla Sikorskii +1
We define heavy-tailed fractional reciprocal gamma and Fisher-Snedecor diffusions by a non-Markovian time change in the corresponding Pearson diffusions. Pearson diffusions are gov…
Intermittency of Superpositions of Ornstein-Uhlenbeck Type Processes
Danijel Grahovac, Nikolai N. Leonenko, Alla Sikorskii +1
The phenomenon of intermittency has been widely discussed in physics literature. This paper provides a model of intermittency based on Lévy driven Ornstein-Uhlenbeck (OU) type proc…