217 citations · 502 across the 43 of their papers we have counts for
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math.PR2009★ 146 cited
Distributed-order fractional Cauchy problems on bounded domains
Mark M. Meerschaert, Erkan Nane, Palaniappan Vellaisamy
In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. The fractional derivative models time delays in a diffusion process. T…
math.PR2009
Fractional Normal Inverse Gaussian Process
Arun Kumar, P. Vellaisamy
Normal inverse Gaussian (NIG) process was introduced by Barndorff-Nielsen (1997) by subordinating Brownian motion with drift to an inverse Gaussian process. Increments of NIG proce…