511 citations · 1.2k across the 12 of their papers we have counts for
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cond-mat.dis-nn2002★ 7 cited
Revisiting the derivation of the fractional diffusion equation
Enrico Scalas, Rudolf Gorenflo, Francesco Mainardi +1
The fractional diffusion equation is derived from the master equation of continuous-time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit the…
cond-mat.stat-mech2002★ 511 cited
Waiting-times and returns in high-frequency financial data: an empirical study
M. Raberto, E. Scalas, F. Mainardi
In financial markets, not only prices and returns can be considered as random variables, but also the waiting time between two transactions varies randomly. In the following, we an…