217 citations · 1.3k across the 28 of their papers we have counts for
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physics.data-an2006★ 202 cited
Coupled continuous time random walks in finance
Mark M. Meerschaert, Enrico Scalas
Continuous time random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporating a random waiting time between particle jumps. In finance, the particle jumps…
math.PR2006★ 3 cited
Operator Scaling Stable Random Fields
Hermine Biermé, Mark M. Meerschaert, Hans-Peter Scheffler
A scalar valued random field is called operator-scaling if it satisfies a self-similarity property for some matrix E with positive real parts of the eigenvalues. We present a movin…