13 citations · 13 across the 2 of their papers we have counts for
2 papers
math.PR2017
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…
math.PR2017★ 13 cited
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…