42 citations · 70 across the 8 of their papers we have counts for
4 papers · 2 filters
Spherically Restricted Random Hyperbolic Diffusion
Philip Broadbridge, Alexander D. Kolesnik, Nikolai Leonenko +2
This paper investigates solutions of hyperbolic diffusion equations in with random initial conditions. The solutions are given as spatial-temporal random fields. The…
Fractional Immigration-Death Processes
Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi
In this paper we study explicit strong solutions for two difference-differential fractional equations, defined via the generator of an immigration-death process, by using spectral…
Mixtures of Tempered Stable Subordinators
Neha Gupta, Arun Kumar, Nikolai Leonenko
In this article, we introduce mixtures of tempered stable subordinators (TSS). These mixtures define a class of subordinators which generalize tempered stable subordinators. The ma…
Intermittency and infinite variance: the case of integrated supOU processes
Danijel Grahovac, Nikolai N. Leonenko, Murad S. Taqqu
SupOU processes are superpositions of Ornstein-Uhlenbeck type processes with a random intensity parameter. They are stationary processes whose marginal distribution and dependence…