30 citations · 55 across the 16 of their papers we have counts for
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physics.data-an2016★ 30 cited
Fractional Brownian motion time-changed by gamma and inverse gamma process
A. Kumar, A. Wyłomańska, R. Połoczański +1
Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics sim…
math.PR2016
Mittag-Leffler Lévy Processes
Arun Kumar, N. S. Upadhye
In this article, we introduce Mittag-Leffler Lévy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densitie…