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researcher

E. Scalas

17 papers hereh-index 357.8k citations265 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author5
  • middle author2
  • last author6

Across the 16 of 17 papers where every author was matched, so the position is known.

fields
  • cond-mat.stat-mech3
  • physics.data-an3
  • physics.soc-ph3
  • math.PR2
  • q-fin.TR2
  • cond-mat1

identity via Semantic Scholar / OpenAlex

activity
20012011
most citedCoupled continuous time random walks in finance

202 citations · 401 across the 12 of their papers we have counts for

collaborators
Showing 2011Show all

1 paper · 1 filter

math.PR2011★ 8 cited

A class of CTRWs: Compound fractional Poisson processes

Enrico Scalas

This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known Lévy process: The…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.