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Publications by Krzysztof Burnecki
Fractional Brownian Motion Versus the Continuous-Time Random Walk: A Simple Test for Subdiffusive Dynamics
Physical Review Letters
Astronomy
Physics
Visualization Tools for Insurance Risk Processes
Related publications
Continuous-Time Random Walk With Multi-Step Memory: An Application to Market Dynamics
European Physical Journal B
Optical
Electronic
Condensed Matter Physics
Magnetic Materials
Approximation of Random Variables by Functionals of the Increments of a Fractional Brownian Motion
Theory of Probability and Mathematical Statistics
Uncertainty
Statistics
Probability
Weighted Local Time for Fractional Brownian Motion and Applications to Finance
Stochastic Analysis and Applications
Uncertainty
Applied Mathematics
Statistics
Probability
Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics
Theory of Probability and its Applications
Uncertainty
Statistics
Probability
A Fractional Linear System View of the Fractional Brownian Motion
Nonlinear Dynamics
Control
Systems Engineering
Mechanical Engineering
Electronic Engineering
Applied Mathematics
Electrical
Ocean Engineering
Aerospace Engineering
A Continuous Non-Brownian Motion Martingale With Brownian Motion Marginal Distributions
Statistics and Probability Letters
Uncertainty
Statistics
Probability
Simple Random Walk Statistics. Part I: Discrete Time Results
Journal of Applied Probability
Mathematics
Statistics
Uncertainty
Probability
Super Fractional Brownian Motion, Fractional Super Brownian Motion and Related Self-Similar (Super) Processes
Alternative Frequency and Time Domain Versions of Fractional Brownian Motion
Econometric Theory
Economics
Econometrics
Social Sciences
