217 citations · 1.3k across the 28 of their papers we have counts for
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math.PR2007★ 23 cited
Large deviations for local time fractional Brownian motion and applications
Mark M. Meerschaert, Erkan Nane, Yimin Xiao
Let $W^H=\{W^H(t), t \in \rr\}$ be a fractional Brownian motion of Hurst index with values in $\rr$, and let be the local time process at zero…
math.PR2007★ 113 cited
Brownian subordinators and fractional Cauchy problems
Boris Baeumer, Mark M. Meerschaert, Erkan Nane
A Brownian time process is a Markov process subordinated to the absolute value of an independent one-dimensional Brownian motion. Its transition densities solve an initial value pr…