58 citations · 248 across the 10 of their papers we have counts for
3 papers · 1 filter
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…
Ruin probability for the quota share model with~phase-type distributed claims
Krzysztof Burnecki, Zbigniew Palmowski, Marek Teuerle +1
In this paper, we generalise the results presented in the literature for the ruin probability for the insurer--reinsurer model under a pro-rata reinsurance contract. We consider cl…
Memory-multi-fractional Brownian motion with continuous correlations
Wei Wang, Michal Balcerek, Krzysztof Burnecki +6
We propose a generalization of the widely used fractional Brownian motion (FBM), memory-multi-FBM (MMFBM), to describe viscoelastic or persistent anomalous diffusion with time-depe…