Enrico Scalas

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All published works

Action	Title	Year	Authors
+ PDF Chat	Para-Markov chains and related non-local equations	2024	Lorenzo Facciaroni Costantino Ricciuti Enrico Scalas Bruno Toaldo
+ PDF Chat	Time-changed Markov processes and coupled non-local equations	2024	Giacomo Ascione Enrico Scalas Bruno Toaldo Lorenzo Torricelli
+	Parameter Estimation for the Fractional Hawkes Process	2024	Cassien Habyarimana Jane Aduda Enrico Scalas
+	The rough Hawkes process	2024	Donatien Hainaut Jing Chen Enrico Scalas
+ PDF Chat	A fractional approach to study the pure-temporal Epidemic Type Aftershock Sequence (ETAS) process for earthquakes modeling	2023	Lorenzo Cristofaro Roberto Garra Enrico Scalas Ilaria Spassiani
+	A fractional Hawkes process II: Further characterization of the process	2023	Cassien Habyarimana Jane Aduda Enrico Scalas Jing Chen Alan G. Hawkes Federico Polito
+	A fractional approach to study the pure-temporal Epidemic Type Aftershock Sequence (ETAS) process for earthquakes modeling	2023	Lorenzo Cristofaro Roberto Garra Enrico Scalas Ilaria Spassiani
+	Continuum and thermodynamic limits for a simple random-exchange model	2022	Bertram Düring Nicos Georgiou Sara Merino-Aceituno Enrico Scalas
+ PDF Chat	Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution	2022	Nicos Georgiou Enrico Scalas
+	A fractional Hawkes process II: Further characterization of the process	2022	Cassien Habyarimana Jane Aduda Enrico Scalas Jing Chen Alan G. Hawkes
+	Queuing models with Mittag-Leffler inter-event times	2022	Jacob Butt Nicos Georgiou Enrico Scalas
+	Limit theorems for prices of options written on semi-Markov processes	2021	Enrico Scalas Bruno Toaldo
+ PDF Chat	Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order <i>k</i> and beyond	2021	Tetyana Kadankova Nikolai Leonenko Enrico Scalas
+ PDF Chat	A stylized model for wealth distribution	2021	Bertram Düring Nicos Georgiou Enrico Scalas
+	Limit theorems for option prices written on semi-Markov processes	2021	Enrico Scalas Bruno Toaldo
+ PDF Chat	A Fractional Generalization of the Dirichlet Distribution and Related Distributions	2021	Elvira Di Nardo Federico Polito Enrico Scalas
+ PDF Chat	A Fractional Hawkes Process	2021	J. Chen Alan G. Hawkes Enrico Scalas
+	Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution	2021	Nicos Georgiou Enrico Scalas
+	Limit theorems for prices of options written on semi-Markov processes	2021	Enrico Scalas Bruno Toaldo
+	Fractional non-homogeneous Poisson and P\'olya-Aeppli processes of order $k$ and beyond	2020	Tetyana Kadankova Nikolai Leonenko Enrico Scalas
+	Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order $k$ and beyond	2020	Tetyana Kadankova Nikolai Leonenko Enrico Scalas
+	Continuum and thermodynamic limits for a simple random-exchange model	2020	Bertram Düring Nicos Georgiou Sara Merino-Aceituno Enrico Scalas
+ PDF Chat	Fat tails in financial return distributions revisited: Evidence from the Korean stock market	2019	Cheoljun Eom Taisei Kaizoji Enrico Scalas
+ PDF Chat	Limit theorems for the fractional nonhomogeneous Poisson process	2019	Nikolai Leonenko Enrico Scalas Mailan Trinh
+ PDF Chat	Modeling non-stationarities in high-frequency financial time series	2019	Linda Ponta Mailan Trinh Marco Raberto Enrico Scalas Silvano Cincotti
+ PDF Chat	Computation of the stochastic basin of attraction by rigorous construction of a Lyapunov function	2019	Hjörtur Björnsson Sigurður Hafstein Peter Giesl Enrico Scalas Skuli Gudmundsson
+	The Mathematics of Human Contact: Developing a Model for Social Interaction in School Children	2018	S. F. Ashton Enrico Scalas N. Georgiou István Z. Kiss
+	The Mathematics of Human Contact: Developing a Model for Social Interaction in School Children	2018	Stephen Ashton Enrico Scalas Nicos Georgiou István Z. Kiss
+ PDF Chat	Lyapunov function computation for autonomous linear stochastic differential equations using sum-of-squares programming	2018	Sigurður Hafstein Skuli Gudmundsson Peter Giesl Enrico Scalas
+	The Mathematics of Human Contact: Developing a Model for Social Interaction in School Children	2018	S. R. Ashton Enrico Scalas Nicos Georgiou István Z. Kiss
+ PDF Chat	Performance of information criteria for selection of Hawkes process models of financial data	2017	J. Chen Alan G. Hawkes Enrico Scalas Mailan Trinh
+	Limit Theorems for the Fractional Non-homogeneous Poisson Process	2017	Nikolai Leonenko Enrico Scalas Mailan Trinh
+ PDF Chat	Continuous-time statistics and generalized relaxation equations	2017	Enrico Scalas
+ PDF Chat	Low-traffic limit and first-passage times for a simple model of the continuous double auction	2017	Enrico Scalas Fabio Rapallo Tijana Radivojević
+	Performance of information criteria used for model selection of Hawkes process models of financial data	2017	J. M. Chen Alan G. Hawkes Enrico Scalas Mailan Trinh
+ PDF Chat	Uncertainty Quantification for Fat-Tailed Probability Distributions in Aircraft Engine Simulations	2017	Richard Ahlfeld Francesco Montomoli Enrico Scalas Shahrokh Shahpar
+ PDF Chat	Performance of Information Criteria for Selection of Hawkes Process Models of Financial Data	2017	Jing Chen Alan G. Hawkes Enrico Scalas Mailan Trinh
+ PDF Chat	A Stylised Model for Wealth Distribution	2017	Bertram Düring Nicos Georgiou Enrico Scalas
+	Performance of information criteria used for model selection of Hawkes process models of financial data	2017	J. M. Chen Alan G. Hawkes Enrico Scalas Mailan Trinh
+	Limit Theorems for the Fractional Non-homogeneous Poisson Process	2017	Nikolai Leonenko Enrico Scalas Mailan Trinh
+ PDF Chat	Random exchange models and the distribution of wealth	2016	Enrico Scalas
+	Fractional calculus: models and numerical methods (2nd edition)	2016	Dumitru Băleanu Kai Diethelm Enrico Scalas Juan J. Trujillo
+ PDF Chat	The fractional non-homogeneous Poisson process	2016	Nikolai Leonenko Enrico Scalas Mailan Trinh
+	Fractional Calculus: Models and Numerical Methods	2016	Dumitru Băleanu Kai Diethelm Enrico Scalas Juan J. Trujillo
+	Fractional Calculus	2016	Dumitru Băleanu Kai Diethelm Enrico Scalas Juan J. Trujillo
+	Low-traffic limit and first-passage times for a simple model of the continuous double auction	2016	Enrico Scalas Fabio Rapallo Tijana Radivojevi 'c
+ PDF Chat	A generalization of the space-fractional Poisson process and its connection to some Lévy processes	2016	Federico Polito Enrico Scalas
+	The fractional non-homogeneous Poisson process	2016	Nikolai Leonenko Enrico Scalas Mailan Trinh
+	Guest Editorial: Fractional Calculus, Probability and Non–local Operators: Applications and Recent Developments, Part 2	2015	Gianni Pagnini Enrico Scalas
+ PDF Chat	Solvable non-Markovian dynamic network	2015	Nicos Georgiou István Z. Kiss Enrico Scalas
+ PDF Chat	Velocity and energy distributions in microcanonical ensembles of hard spheres	2015	Enrico Scalas Adrian T. Gabriel Edgar Martín Guido Germano
+	Exactly-solvable non-Markovian dynamic network	2015	Nicos Georgiou István Z. Kiss Enrico Scalas
+	Historical notes on the M-Wright/Mainardi function	2014	Gianni Pagnini Enrico Scalas
+	A short bio of Professor Francesco Mainardi	2014	Gianni Pagnini Enrico Scalas
+	Guest Editorial: Fractional Calculus, Probability and Non–local Operators: Applications and Recent Developments, Part 1	2014	Gianni Pagnini Enrico Scalas
+ PDF Chat	Ergodic Transition in a Simple Model of the Continuous Double Auction	2014	Tijana Radivojević Jonatha Anselmi Enrico Scalas
+	A functional limit theorem for stochastic integrals driven by a time-changed symmetric<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>α</mml:mi></mml:math>-stable Lévy process	2013	Enrico Scalas Noèlia Viles
+	A Functional Limit Theorem for stochastic integrals driven by a time-changed symmetric \alpha-stable L\'evy process	2013	Enrico Scalas Noèlia Viles
+ PDF Chat	Random numbers from the tails of probability distributions using the transformation method	2013	Daniel Fulger Enrico Scalas Guido Germano
+	An introduction to Monte Carlo methods	2013	Elena Akhmatskaya Enrico Scalas
+	A Functional Limit Theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process	2013	Enrico Scalas Noèlia Viles
+	Modeling non-stationarities in high-frequency financial time series	2012	Linda Ponta Mailan Trinh Marco Raberto Enrico Scalas Silvano Cincotti
+	Analysis of short term price trends in daily stock-market index data	2012	H. F. Coronel-Brizio R. Hernández-Montoya H. R Olivares Sánchez Enrico Scalas
+ PDF Chat	On the non-stationarity of financial time series: impact on optimal portfolio selection	2012	Giacomo Livan Jun‐ichi Inoue Enrico Scalas
+ PDF Chat	On the convergence of quadratic variation for compound fractional Poisson processes	2012	Enrico Scalas Noèlia Viles
+	A parsimonious model for intraday European option pricing	2012	Enrico Scalas Mauro Politi
+ PDF Chat	A Parsimonious Model for Intraday European Option Pricing	2012	Enrico Scalas Mauro Politi
+	Analysis of short term price trends in daily stock-market index data	2012	H. F. Coronel-Brizio A. R. Hern 'andez Montoya H. R Olivares S 'anchez Enrico Scalas
+	Fractional Calculus	2012	Dumitru Băleanu Kai Diethelm Enrico Scalas Juan J. Trujillo
+	A parsimonious model for intraday European option pricing	2012	Enrico Scalas Mauro Politi
+	Modeling non-stationarities in high-frequency financial time series	2012	Linda Ponta Mailan Trinh Marco Raberto Enrico Scalas Silvano Cincotti
+ PDF Chat	Emerging properties of financial time series in the “Game of Life”	2011	R. Hernández-Montoya H. F. Coronel-Brizio G. A. Stevens-Ramírez M. Rodrı́guez-Achach Mauro Politi Enrico Scalas
+	Fractional Calculus	2011	Dumitru Băleanu Kai Diethelm Enrico Scalas Juan J. Trujillo
+ PDF Chat	A Class of CTRWs: Compound Fractional Poisson Processes	2011	Enrico Scalas
+ PDF Chat	Full characterization of the fractional Poisson process	2011	Mauro Politi Taisei Kaizoji Enrico Scalas
+ PDF Chat	Semi-Markov Graph Dynamics	2011	Marco Raberto Fabio Rapallo Enrico Scalas
+ PDF Chat	Fine structure of spectral properties for random correlation matrices: An application to financial markets	2011	Giacomo Livan Simone Alfarano Enrico Scalas
+	Full characterization of the fractional Poisson process	2011	Mauro Politi Taisei Kaizoji Enrico Scalas
+	A class of CTRWs: Compound fractional Poisson processes	2011	Enrico Scalas
+	The fine structure of spectral properties for random correlation matrices: an application to financial markets	2011	Giacomo Livan Simone Alfarano Enrico Scalas
+	The fine structure of spectral properties for random correlation matrices: an application to financial markets	2011	Giacomo Livan Simone Alfarano Enrico Scalas
+	A class of CTRWs: Compound fractional Poisson processes	2011	Enrico Scalas
+	Spectral Properties of Correlation Matrices – Towards Enhanced Spectral Clustering	2010	Daniel Fulger Enrico Scalas
+	The Zipf–Simon–Yule process	2010	Ubaldo Garibaldi Enrico Scalas
+	Time evolution and finite Markov chains	2010	Ubaldo Garibaldi Enrico Scalas
+	Finite random variables and stochastic processes	2010	Ubaldo Garibaldi Enrico Scalas
+	Finitary characterization of the Ewens sampling formula	2010	Ubaldo Garibaldi Enrico Scalas
+	Introductory remarks	2010	Ubaldo Garibaldi Enrico Scalas
+	On-line trading as a renewal process: Waiting time and inspection paradox	2010	Junichi Inoue Naoya Sazuka Enrico Scalas
+ PDF Chat	Spectral densities of Wishart-Lévy free stable random matrices - Analytical results and Monte Carlo validation	2010	Mauro Politi Enrico Scalas Daniel Fulger Guido Germano
+ PDF Chat	Spectral densities of Wishart-Lévy free stable random matrices	2009	Mauro Politi Enrico Scalas Daniel Fulger Guido Germano
+ PDF Chat	A random telegraph signal of Mittag-Leffler type	2009	Simone Ferraro Michele Manzini A. Masoero Enrico Scalas
+	Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case	2009	Guido Germano Mauro Politi Enrico Scalas René L. Schilling
+ PDF Chat	Stochastic calculus for uncoupled continuous-time random walks	2009	Guido Germano Mauro Politi Enrico Scalas René L. Schilling
+	Continuous-Time Random Walks, Fractional Calculus and Stochastic Integrals	2009	Enrico Scalas Guido Germano Mauro Politi René L. Schilling
+ PDF Chat	The distribution of first-passage times and durations in FOREX and future markets	2009	Naoya Sazuka Jun‐ichi Inoue Enrico Scalas
+ PDF Chat	Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation	2009	Mauro Politi Enrico Scalas Daniel Fulger Guido Germano
+	Stochastic calculus for uncoupled continuous-time random walks	2009	Guido Germano Mauro Politi Enrico Scalas Ren 'e L. Schilling
+	Accuracy and robustness of clustering algorithms for small-size applications in bioinformatics	2008	Pamela Minicozzi Fabio Rapallo Enrico Scalas F. Dondero
+ PDF Chat	Statistical auditing and randomness test of lotto -type games	2008	H. F. Coronel-Brizio R. Hernández-Montoya Fabio Rapallo Enrico Scalas
+ PDF Chat	Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation	2008	Daniel Fulger Enrico Scalas Guido Germano
+	The scope of the workshop is to present the state of the art on fractional systems, both on theoretical and application aspects. The growing research and development on fractional calculus in the areas of mathematics, physics and engineering, both from university and industry, motivates this international event gathering and unifying the whole community.	2008	J. A. Tenreiro Machado Teodor M. Atanacković O. P. Agrawal Dumitru Băleanu Renata Peres Barbosa G. W. Bohannan Riccardo Caponetto W. Chen Y. Q. Chen Kai Diethelm
+	The value of information in financial markets: An agent-based simulation	2007	Bence Tóth Enrico Scalas
+ PDF Chat	Statistical equilibrium in simple exchange games II. The redistribution game	2007	Ubaldo Garibaldi Enrico Scalas P. Viarengo
+ PDF Chat	Statistical equilibrium in simple exchange games I	2007	Enrico Scalas Ubaldo Garibaldi S. Donadio
+ PDF Chat	Ehrenfest urn revisited: Playing the game on a realistic fluid model	2007	Enrico Scalas Edgar Martín Guido Germano
+ PDF Chat	Activity spectrum from waiting-time distribution	2007	Mauro Politi Enrico Scalas
+ PDF Chat	Mixtures of compound Poisson processes as models of tick-by-tick financial data	2007	Enrico Scalas
+	A fractional generalization of the Poisson processes	2007	Francesco Mainardi Rudolf Gorenflo Enrico Scalas
+ PDF Chat	The value of information in a multi-agent market model	2007	Bálint Tóth Enrico Scalas Jürgen Huber Michael Kirchler
+	A fractional generalization of the Poisson processes	2007	Francesco Mainardi Rudolf Gorenflo Enrico Scalas
+	The value of information in financial markets: An agent-based simulation	2007	Bence Tóth Enrico Scalas
+ PDF Chat	Statistical equilibrium in simple exchange games I	2006	Enrico Scalas Ubaldo Garibaldi S. Donadio
+	The art of fitting financial time series with Levy stable distributions	2006	Enrico Scalas Kyungsik Kim
+ PDF Chat	Growth and allocation of resources in economics: The agent-based approach	2006	Enrico Scalas Mauro Gallegati Éric Guerci David Mas Alessandra Tedeschi
+ PDF Chat	Coupled continuous time random walks in finance	2006	Mark M. Meerschaert Enrico Scalas
+	Five Years of Continuous-time Random Walks in Econophysics	2006	Enrico Scalas
+	FRACTIONAL CALCULUS AND THE SCHRÖDINGER EQUATION	2006	Enrico Scalas Dumitru Băleanu Francesco Mainardi Antonio Mura
+	The art of fitting financial time series with Levy stable distributions	2006	Enrico Scalas Kyungsik Kim
+	The Ehrenfest urn revisited	2005	Enrico Scalas Edgar Martín Guido Germano
+ PDF Chat	Waiting times between orders and trades in double-auction markets	2005	Enrico Scalas Taisei Kaizoji Michael Kirchler Jürgen Huber Alessandra Tedeschi
+	Basel II for Physicists: A Discussion Paper	2005	Enrico Scalas
+ PDF Chat	Fraudulent Agents in an Artificial Financial Market	2005	Enrico Scalas Silvano Cincotti Christian Dose Marco Raberto
+	Five Years of Continuous-time Random Walks in Econophysics	2005	Enrico Scalas
+	Basel II for Physicists: A Discussion Paper	2005	Enrico Scalas
+ PDF Chat	Anomalous waiting times in high-frequency financial data	2004	Enrico Scalas Rudolf Gorenflo Hugh Luckock Francesco Mainardi Maurizio Mantelli Marco Raberto
+ PDF Chat	On pricing of interest rate derivatives	2004	Tiziana Di Matteo Marco Airoldi Enrico Scalas
+ PDF Chat	Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation	2004	Enrico Scalas Rudolf Gorenflo Francesco Mainardi
+	A fractional generalization of the Poisson processes	2004	Francesco Mainardi Rudolf Gorenflo Enrico Scalas
+	Anomalous waiting times in high-frequency financial data	2003	Enrico Scalas Rudolf Gorenflo Francesco Mainardi Maurizio Mantelli Marco Raberto
+	Pseudorapidity distributions of charged particles in Pb-Pb collisions at super proton synchrotron energies from the NA50 experiment	2003	M. Idzik M.C. Abreu B. Alessandro C. Alexa R. Arnaldi M. Atayan C. Baglin A. Baldit M. Bedjidian S. Beolè
+ PDF Chat	REVISITING THE DERIVATION OF THE FRACTIONAL DIFFUSION EQUATION	2003	Enrico Scalas Rudolf Gorenflo Francesco Mainardi Marco Raberto
+	Anomalous waiting times in high-frequency financial data	2003	Enrico Scalas Rudolf Gorenflo Francesco Mainardi Maurizio Mantelli Marco Raberto
+	Fraudulent agents in an artificial financial market	2003	Enrico Scalas Silvano Cincotti Christian Dose Marco Raberto
+ PDF Chat	Waiting-times and returns in high-frequency financial data: an empirical study	2002	Marco Raberto Enrico Scalas Francesco Mainardi
+ PDF Chat	REVISITING THE DERIVATION OF THE FRACTIONAL DIFFUSION EQUATION	2002	Enrico Scalas Rudolf Gorenflo Francesco Mainardi Marco Raberto
+ PDF Chat	CENTRALITY BEHAVIOUR OF <font>J</font>/ψ PRODUCTION IN NA50	2002	S. Ramos Mirthis Czubka de Abreu B. Alessandro C. Alexa R. Arnaldi M. Atayan C. Baglin A. Baldit M. Bedjidian S. Beolè
+	Numerical solution of moving boundary problems in diffusion processes with attractive and repulsive interactions	2002	Andrea P. Reverberi Enrico Scalas Francesco Vegliò
+	Latest results from NA50 on J/ψ suppression in Pb-Pb collisions at 158 GeV/c	2002	S. Beolè M.C. Abreu B. Alessandro C. Alexa R. Arnaldi M. Atayan C. Baglin A. Baldit M. Bedjidian S. Beolè
+	An empirical analysis of medium-term interest rates	2001	Tiziana Di Matteo Enrico Scalas Marco Airoldi
+	Fractional Calculus and Continuous-Time Finance III : the Diffusion Limit	2001	Rudolf Gorenflo Francesco Mainardi Enrico Scalas Marco Raberto
+	The waiting-time distribution of LIFFE bond futures	2000	Marco Raberto Enrico Scalas Rudolf Gorenflo Francesco Mainardi
+ PDF Chat	Fractional calculus and continuous-time finance II: the waiting-time distribution	2000	Francesco Mainardi Marco Raberto Rudolf Gorenflo Enrico Scalas
+ PDF Chat	Fractional calculus and continuous-time finance	2000	Enrico Scalas Rudolf Gorenflo Francesco Mainardi
+	The waiting-time distribution of LIFFE bond futures	2000	Marco Raberto Enrico Scalas Rudolf Gorenflo Francesco Mainardi
+	Morphologies in two-dimensional growth with attractive long-range interactions	1999	Giovanni Indiveri Enrico Scalas A.C. Levi Alessandra Gliozzi
+ PDF Chat	Correlations in the bond-future market	1999	Gianaurelio Cuniberti Marco Raberto Enrico Scalas
+ PDF Chat	Volatility in the Italian stock market: an empirical study	1999	Marco Raberto Enrico Scalas Gianaurelio Cuniberti Massimo Riani
+	Cluster growth with long-range interactions	1996	Giovanni Indiveri A.C. Levi Alessandra Gliozzi Enrico Scalas Helmut Möhwald
+	Multi-site correlation functions in two-dimensional lattice gases	1996	Andrea Danani Riccardo Ferrando Enrico Scalas M. Torri
+ PDF Chat	The Hausdorff moments in statistical mechanics	1993	Enrico Scalas G. A. Viano
+	epsilon -entropy and epsilon -capacity in the theory of ill-posed problems	1993	Enrico Scalas G. A. Viano
+	Incoherent scattering width in 2D systems with lateral interactions	1993	Riccardo Ferrando Enrico Scalas
+	Resolving power and information theory in signal recovery	1993	Enrico Scalas G. A. Viano

Common Coauthors

Coauthor	Papers Together
Marco Raberto	18
Francesco Mainardi	16
Mauro Politi	14
Rudolf Gorenflo	14
Guido Germano	12
Mailan Trinh	12
Nicos Georgiou	11
Nikolai Leonenko	8
Ubaldo Garibaldi	8
Dumitru Băleanu	7
Alan G. Hawkes	7
Daniel Fulger	6
Kai Diethelm	6
Fabio Rapallo	5
Silvano Cincotti	5
István Z. Kiss	5
Bruno Toaldo	5
Juan J. Trujillo	5
Giacomo Livan	4
Taisei Kaizoji	4
Bertram Düring	4
Gianni Pagnini	4
H. F. Coronel-Brizio	4
Noèlia Viles	4
René L. Schilling	3
C. Gerschel	3
C. Baglin	3
Maurizio Mantelli	3
R. Haroutunian	3
L. Ramello	3
G. L. Usaı́	3
P. Rato Mendes	3
C. Alexa	3
N. Willis	3
Simone Alfarano	3
B. Espagnon	3
J.R. Pizzi	3
M. P. Comets	3
P. Saturnini	3
P. Macciotta	3
T. Claudino	3
Jane Aduda	3
J. Fargeix	3
M. Sitta	3
P. Sonderegger	3
C. Castanier	3
P. Petiau	3
Tetyana Kadankova	3
C. Cicalò	3
Linda Ponta	3

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Fractional calculus and continuous-time finance II: the waiting-time distribution	2000	Francesco Mainardi Marco Raberto Rudolf Gorenflo Enrico Scalas	23
+ PDF Chat	Fractional calculus and continuous-time finance	2000	Enrico Scalas Rudolf Gorenflo Francesco Mainardi	19
+	Random Walks on Lattices. II	1965	Elliott W. Montroll George H. Weiss	18
+ PDF Chat	Waiting-times and returns in high-frequency financial data: an empirical study	2002	Marco Raberto Enrico Scalas Francesco Mainardi	17
+ PDF Chat	Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation	2004	Enrico Scalas Rudolf Gorenflo Francesco Mainardi	16
+	Fractional differential equations	1999	Igor Podlubný	15
+	A fractional generalization of the Poisson processes	2004	Francesco Mainardi Rudolf Gorenflo Enrico Scalas	15
+	Fractional master equations and fractal time random walks	1995	R. Hilfer L. Anton	14
+ PDF Chat	Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation	2008	Daniel Fulger Enrico Scalas Guido Germano	12
+ PDF Chat	The Fractional Poisson Process and the Inverse Stable Subordinator	2011	Mark M. Meerschaert Erkan Nane P. Vellaisamy	12
+ PDF Chat	Stochastic calculus for uncoupled continuous-time random walks	2009	Guido Germano Mauro Politi Enrico Scalas René L. Schilling	12
+	Fractional Calculus and Continuous-Time Finance III : the Diffusion Limit	2001	Rudolf Gorenflo Francesco Mainardi Enrico Scalas Marco Raberto	11
+	Fractional Poisson process	2003	Nick Laskin	11
+ PDF Chat	Anomalous waiting times in high-frequency financial data	2004	Enrico Scalas Rudolf Gorenflo Hugh Luckock Francesco Mainardi Maurizio Mantelli Marco Raberto	10
+ PDF Chat	Fractional Poisson processes and related planar random motions	2009	Luisa Beghin Enzo Orsingher	10
+	Random walks on lattices	1964	Elliott W. Montroll	10
+	The random walk's guide to anomalous diffusion: a fractional dynamics approach	2000	Ralf Metzler J. Klafter	10
+	Fractional kinetic equations: solutions and applications	1997	Alexander I. Saichev George M. Zaslavsky	9
+ PDF Chat	The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics	2004	Ralf Metzler J. Klafter	9
+	Spectra of some self-exciting and mutually exciting point processes	1971	Alan G. Hawkes	9
+	Limit theorems for continuous-time random walks with infinite mean waiting times	2004	Mark M. Meerschaert Hans‐Peter Scheffler	9
+	Fractional Integrals and Derivatives: Theory and Applications	1993	Stefan Samko Anatoly A. Kilbas O. I. Marichev	8
+ PDF Chat	Waiting times between orders and trades in double-auction markets	2005	Enrico Scalas Taisei Kaizoji Michael Kirchler Jürgen Huber Alessandra Tedeschi	8
+ PDF Chat	Continuous-time random-walk model for financial distributions	2003	Jaume Masoliver Miquel Montero George H. Weiss	8
+	Fractional Calculus	1997	Rudolf Gorenflo Francesco Mainardi	8
+ PDF Chat	Full characterization of the fractional Poisson process	2011	Mauro Politi Taisei Kaizoji Enrico Scalas	8
+	Linear models of dissipation in anelastic solids	1971	Michèle Caputo Francesco Mainardi	7
+	Fractional relaxation-oscillation and fractional diffusion-wave phenomena	1996	Francesco Mainardi	7
+	Point Spectra of Some Mutually Exciting Point Processes	1971	Alan G. Hawkes	7
+ PDF Chat	Statistical mechanics of money	2000	Adrian A. Drǎgulescu Victor M. Yakovenko	6
+ PDF Chat	Agent-based simulation of a financial market	2001	Marco Raberto Silvano Cincotti Sergio M. Focardi Michele Marchesi	6
+ PDF Chat	On Lewis' simulation method for point processes	1981	Patricia Reynaud-Bouret Vincent Rivoirard Franck Grammont Christine Tuleau-Malot	6
+	The fundamental solution of the space-time fractional diffusion equation	2007	Francesco Mainardi Yuri Luchko Gianni Pagnini	6
+	Governing equations and solutions of anomalous random walk limits	2002	Mark M. Meerschaert David A. Benson Hans‐Peter Scheffler Peter Becker–Kern	6
+ PDF Chat	REVISITING THE DERIVATION OF THE FRACTIONAL DIFFUSION EQUATION	2003	Enrico Scalas Rudolf Gorenflo Francesco Mainardi Marco Raberto	6
+	A fractional generalization of the Poisson processes	2007	Francesco Mainardi Rudolf Gorenflo Enrico Scalas	6
+	EDF Statistics for Goodness of Fit and Some Comparisons	1974	Michael A. Stephens	6
+	Limit theorems for coupled continuous time random walks	2004	Peter Becker–Kern Mark M. Meerschaert Hans‐Peter Scheffler	6
+	None	1999	Tomasz J. Kozubowski Svetlozar T. Rachev	6
+	An Introduction to Probability Theory and its Applications.	1972	J. F. C. Kingmán W. Feller	6
+	Limit Distributions for Sums of Independent Random Vectors: Heavy Tails in Theory and Practice	2001	Hans‐Peter Scheffler Mark M. Meerschaert	6
+	Statistical Models for Earthquake Occurrences and Residual Analysis for Point Processes	1988	Yosihiko Ogata	6
+ PDF Chat	The Estimation of the Order of an ARMA Process	1980	E. J. Hannan	5
+	Analytic approach to the problem of convergence of truncated Lévy flights towards the Gaussian stochastic process	1995	Ismo T. Koponen	5
+ PDF Chat	Emergent Statistical Wealth Distributions in Simple Monetary Exchange Models: A Critical Review	2005	Thomas Lux	5
+	Levy Processes and Infinitely Divisible Distributions	1999	Ken‐iti Sato	5
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	5
+ PDF Chat	On Mittag-Leffler-type functions in fractional evolution processes	2000	Francesco Mainardi Rudolf Gorenflo	5
+	The Determination of the Order of an Autoregression	1979	E. J. Hannan Barry G. Quinn	5
+	Fractional Calculus: Integral and Differential Equations of Fractional Order	2008	Rudolf Gorenflo Francesco Mainardi	5