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19972026
most citedMatrix approach to discrete fractional calculus II: partial fractional differential equations

461 citations · 5.5k across the 112 of their papers we have counts for

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math.PR2024

Riemann-Liouville fractional Brownian motion with random Hurst exponent

Hubert Woszczek, Agnieszka Wylomanska, Aleksei Chechkin

We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and a…

math.PR2024

Scaled Brownian motion with random anomalous diffusion exponent

Hubert Woszczek, Aleksei Chechkin, Agnieszka Wylomanska

The scaled Brownian motion (SBM) is regarded as one of the paradigmatic random processes, featuring the anomalous diffusion property characterized by the diffusion exponent. It is…