E-LIB Suche - Ergebnisse für: Leonenko, Nikolai

1

Generalized fractional derivatives generated by Dickman sub..:

Gupta, Neha ; Kumar, Arun ; Leonenko, Nikolai.
Fractional Calculus and Applied Analysis. 27 (2024) 4 - p. 1527-1563 , 2024

Link: https://doi.org/10.1007/..

2

Humbert generalized fractional differenced ARMA processes:

Bhootna, Niharika ; Dhull, Monika Singh ; Kumar, Arun.
Communications in Nonlinear Science and Numerical Simulation. 125 (2023) - p. 107412 , 2023

Link: https://doi.org/10.1016/..

3

Skorokhod Reflection Problem for Delayed Brownian Motion wi..:

Ascione, Giacomo ; Leonenko, Nikolai ; Pirozzi, Enrica
Symmetry. 14 (2022) 3 - p. 615 , 2022

Link: https://doi.org/10.3390/..

4

Monte Carlo method for fractional-order differentiation ext..:

Leonenko, Nikolai ; Podlubny, Igor
Fractional Calculus and Applied Analysis. 25 (2022) 3 - p. 841-857 , 2022

Link: https://doi.org/10.1007/..

5

Monte Carlo method for fractional-order differentiation:

Leonenko, Nikolai ; Podlubny, Igor
Fractional Calculus and Applied Analysis. 25 (2022) 2 - p. 346-361 , 2022

Link: https://doi.org/10.1007/..

6

Entropy-based test for generalised Gaussian distributions:

Cadirci, Mehmet Siddik ; Evans, Dafydd ; Leonenko, Nikolai.
Computational Statistics & Data Analysis. 173 (2022) - p. 107502 , 2022

Link: https://doi.org/10.1016/..

7

A Generalization of Multifractional Brownian Motion:

Gupta, Neha ; Kumar, Arun ; Leonenko, Nikolai
Fractal and Fractional. 6 (2022) 2 - p. 74 , 2022

Link: https://doi.org/10.3390/..

8

Fractional immigration-death processes:

Ascione, Giacomo ; Leonenko, Nikolai ; Pirozzi, Enrica
Journal of Mathematical Analysis and Applications. 495 (2021) 2 - p. 124768 , 2021

Link: https://doi.org/10.1016/..

9

First passage times for some classes of fractional time-cha..:

Leonenko, Nikolai ; Pirozzi, Enrica
Stochastic Analysis and Applications. 40 (2021) 4 - p. 735-763 , 2021

Link: https://doi.org/10.1080/..

10

Large deviations for a class of tempered subordinators and ..:

Leonenko, Nikolai ; Macci, Claudio ; Pacchiarotti, Barbara
Proceedings of the Royal Society of Edinburgh: Section A Mathematics. 151 (2021) 6 - p. 2030-2050 , 2021

Link: https://doi.org/10.1017/..

11

Non-local Solvable Birth–Death Processes:

Ascione, Giacomo ; Leonenko, Nikolai ; Pirozzi, Enrica
Journal of Theoretical Probability. 35 (2021) 2 - p. 1284-1323 , 2021

Link: https://doi.org/10.1007/..

12

Option pricing in illiquid markets: A fractional jump–diffu..:

Hainaut, Donatien ; Leonenko, Nikolai
Journal of Computational and Applied Mathematics. 381 (2021) - p. 112995 , 2021

Link: https://doi.org/10.1016/..

13

Fractional non-homogeneous Poisson and Pólya-Aeppli process..:

Kadankova, Tetyana ; Leonenko, Nikolai ; Scalas, Enrico
Communications in Statistics - Theory and Methods. 52 (2021) 8 - p. 2682-2701 , 2021

Link: https://doi.org/10.1080/..

14

Time-Non-Local Pearson Diffusions:

Ascione, Giacomo ; Leonenko, Nikolai ; Pirozzi, Enrica
Journal of Statistical Physics. 183 (2021) 3 - p. , 2021

Link: https://doi.org/10.1007/..

15

On the Transient Behaviour of Fractional $$M/M/\infty $$ Qu..:

, In: SEMA SIMAI Springer Series; Nonlocal and Fractional Operators,

Ascione, Giacomo ; Leonenko, Nikolai ; Pirozzi, Enrica - p. 1-22 , 2021

Link: https://doi.org/10.1007/..