79 citations · 575 across the 55 of their papers we have counts for
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math.ST2008★ 28 cited
From Schoenberg to Pick-Nevanlinna: Toward a complete picture of the variogram class
Emilio Porcu, René L. Schilling
We show that a large subclass of variograms is closed under products and that some desirable stability properties, such as the product of special compositions, can be obtained with…
cond-mat.stat-mech2008★ 79 cited
Stochastic calculus for uncoupled continuous-time random walks
Guido Germano, Mauro Politi, Enrico Scalas +1
The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications in physics, but also in insurance, finance and economics. A definition is given f…