217 citations · 1.1k across the 56 of their papers we have counts for
5 papers · 1 filter
A Strong Law of Large Numbers with Applications to Self-Similar Stable Processes
Erkan Nane, Yimin Xiao, Aklilu Zeleke
Let be a constant and let be a sequence of random variables. For any integers , denote $S_{m, n} = \sum_{k…
Correlated continuous time random walks
Mark M. Meerschaert, Erkan Nane, Yimin Xiao
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolutio…
Stochastic solutions of a class of Higher order Cauchy problems in $\rd$
Erkan Nane
We study solutions of a class of higher order partial differential equations in bounded domains. These partial differential equations appeared first time in the papers of Allouba a…
Laws of the iterated logarithm for a class of iterated processes
Erkan Nane
Let be a Brownian motion or a spectrally negative stable process of index $1<\a<2$. Let be the hitting time of a stable subordinator of i…
Fractional Cauchy problems on bounded domains
Mark M. Meerschaert, Erkan Nane, P. Vellaisamy
Fractional Cauchy problems replace the usual first-order time derivative by a fractional derivative. This paper develops classical solutions and stochastic analogues for fractional…