37 citations · 37 across the 1 of their papers we have counts for
3 papers
Modelling intermittent anomalous diffusion with switching fractional Brownian motion
Michał Balcerek, Agnieszka Wyłomańska, Krzysztof Burnecki +2
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In ad…
Random coefficient autoregressive processes describe Brownian yet non-Gaussian diffusion in heterogeneous systems
Jakub Ślęzak, Krzysztof Burnecki, Ralf Metzler
Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance,…
Valuation of contingent convertible catastrophe bonds - the case for equity conversion
Krzysztof Burnecki, Mario Nicoló Giuricich, Zbigniew Palmowski
Within the context of the banking-related literature on contingent convertible bonds, we comprehensively formalise the design and features of a relatively new type of insurance-lin…