81 citations · 495 across the 57 of their papers we have counts for
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math-ph2007★ 81 cited
Non-Markovian diffusion equations and processes: analysis and simulations
Antonio Mura, Murad S. Taqqu, Francesco Mainardi
In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is…
math.ST2007★ 23 cited
Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation
Vladas Pipiras, Murad S. Taqqu, Patrice Abry
We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the…