Leonenko, Nikolai; Pirozzi, Enrica First passage times for some classes of fractional time-changed diffusions. (English) Zbl 1495.60075 Stochastic Anal. Appl. 40, No. 4, 735-763 (2022). MSC: 60J60 60G15 60G22 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{E. Pirozzi}, Stochastic Anal. Appl. 40, No. 4, 735--763 (2022; Zbl 1495.60075) Full Text: DOI
Gupta, Neha; Kumar, Arun; Leonenko, Nikolai Tempered fractional Poisson processes and fractional equations with \(Z\)-transform. (English) Zbl 1472.60070 Stochastic Anal. Appl. 38, No. 5, 939-957 (2020). MSC: 60G22 60G55 60E07 60G20 PDFBibTeX XMLCite \textit{N. Gupta} et al., Stochastic Anal. Appl. 38, No. 5, 939--957 (2020; Zbl 1472.60070) Full Text: DOI arXiv
Wang, Fangfang; Leonenko, Nikolai; Ma, Chunsheng Isotropic random fields with infinitely divisible marginal distributions. (English) Zbl 1390.60188 Stochastic Anal. Appl. 36, No. 2, 189-208 (2018). MSC: 60G60 60G51 60E07 PDFBibTeX XMLCite \textit{F. Wang} et al., Stochastic Anal. Appl. 36, No. 2, 189--208 (2018; Zbl 1390.60188) Full Text: DOI Link
Castelli, F.; Leonenko, N. N.; Shchestyuk, N. Student-like models for risky asset with dependence. (English) Zbl 1364.60072 Stochastic Anal. Appl. 35, No. 3, 452-464 (2017). MSC: 60H10 60J60 60J65 91G80 60J25 60F05 60G10 60H30 PDFBibTeX XMLCite \textit{F. Castelli} et al., Stochastic Anal. Appl. 35, No. 3, 452--464 (2017; Zbl 1364.60072) Full Text: DOI Link
Leonenko, N. N.; Ruiz-Medina, M. D.; Taqqu, M. S. Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence. (English) Zbl 1359.60066 Stochastic Anal. Appl. 35, No. 1, 144-177 (2017). MSC: 60G60 60G15 60F99 60E07 60E10 60H05 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Stochastic Anal. Appl. 35, No. 1, 144--177 (2017; Zbl 1359.60066) Full Text: DOI arXiv Link
Denisov, D. E.; Leonenko, N. N. Multifractal scenarios for products of geometric Lévy-based stationary models. (English) Zbl 1342.60075 Stochastic Anal. Appl. 34, No. 4, 610-643 (2016). MSC: 60G57 60G10 60G17 PDFBibTeX XMLCite \textit{D. E. Denisov} and \textit{N. N. Leonenko}, Stochastic Anal. Appl. 34, No. 4, 610--643 (2016; Zbl 1342.60075) Full Text: DOI Link
Kerss, A. D. J.; Leonenko, N. N.; Sikorskii, A. Risky asset models with tempered stable fractal activity time. (English) Zbl 1305.60039 Stochastic Anal. Appl. 32, No. 4, 642-663 (2014). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 60G99 60G22 60G51 60H30 PDFBibTeX XMLCite \textit{A. D. J. Kerss} et al., Stochastic Anal. Appl. 32, No. 4, 642--663 (2014; Zbl 1305.60039) Full Text: DOI
Anh, V. V.; Leonenko, N. N.; Ruiz-Medina, M. D. Macroscaling limit theorems for filtered spatiotemporal random fields. (English) Zbl 1327.62095 Stochastic Anal. Appl. 31, No. 3, 460-508 (2013). MSC: 62F05 60G10 60G20 60G15 62J02 PDFBibTeX XMLCite \textit{V. V. Anh} et al., Stochastic Anal. Appl. 31, No. 3, 460--508 (2013; Zbl 1327.62095) Full Text: DOI
Du, Juan; Leonenko, Nikolai; Ma, Chunsheng; Shu, Hong Hyperbolic vector random fields with hyperbolic direct and cross covariance functions. (English) Zbl 1266.60067 Stochastic Anal. Appl. 30, No. 4, 662-674 (2012). Reviewer: Almut Veraart (London) MSC: 60G12 60G60 60G15 42A82 PDFBibTeX XMLCite \textit{J. Du} et al., Stochastic Anal. Appl. 30, No. 4, 662--674 (2012; Zbl 1266.60067) Full Text: DOI
Leonenko, N. N.; Petherick, S.; Sikorskii, A. Fractal activity time models for risky asset with dependence and generalized hyperbolic distributions. (English) Zbl 1251.91062 Stochastic Anal. Appl. 30, No. 3, 476-492 (2012). Reviewer: Rudolf Gorenflo (Berlin) MSC: 91G20 60G18 60G10 62M10 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Stochastic Anal. Appl. 30, No. 3, 476--492 (2012; Zbl 1251.91062) Full Text: DOI
Leonenko, N.; Sakhno, L. On spectral representations of tensor random fields on the sphere. (English) Zbl 1239.60038 Stochastic Anal. Appl. 30, No. 1, 44-66 (2012). Reviewer: Utkir Rozikov (Tashkent) MSC: 60G60 60B15 62M15 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{L. Sakhno}, Stochastic Anal. Appl. 30, No. 1, 44--66 (2012; Zbl 1239.60038) Full Text: DOI
Leonenko, N. N.; Šuvak, N. Statistical inference for Student diffusion process. (English) Zbl 1233.62150 Stochastic Anal. Appl. 28, No. 6, 972-1002 (2010). MSC: 62M05 62M15 60J60 62M02 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{N. Šuvak}, Stochastic Anal. Appl. 28, No. 6, 972--1002 (2010; Zbl 1233.62150) Full Text: DOI
Leonenko, N. N.; Ruiz-Medina, M. D. Spatial scalings for randomly initialized heat and Burgers equations with quadratic potentials. (English) Zbl 1202.60073 Stochastic Anal. Appl. 28, No. 2, 303-321 (2010). Reviewer: Alexander V. Bulinski (Moskva) MSC: 60G60 60G15 62M15 60H15 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{M. D. Ruiz-Medina}, Stochastic Anal. Appl. 28, No. 2, 303--321 (2010; Zbl 1202.60073) Full Text: DOI
Avram, Florin; Leonenko, Nikolai; Rabehasaina, Landy Series expansions for the first passage distribution of Wong-Pearson jump-diffusions. (English) Zbl 1175.91083 Stochastic Anal. Appl. 27, No. 4, 770-796 (2009). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B30 60E99 60G10 60G35 60J75 PDFBibTeX XMLCite \textit{F. Avram} et al., Stochastic Anal. Appl. 27, No. 4, 770--796 (2009; Zbl 1175.91083) Full Text: DOI
Anh, Vo V.; Leonenko, Nikolai N.; Shieh, Narn-Rueih Multifractal products of stationary diffusion processes. (English) Zbl 1178.60038 Stochastic Anal. Appl. 27, No. 3, 475-499 (2009). Reviewer: Isamu Dôku (Saitama) MSC: 60G57 60G10 60G17 60J60 PDFBibTeX XMLCite \textit{V. V. Anh} et al., Stochastic Anal. Appl. 27, No. 3, 475--499 (2009; Zbl 1178.60038) Full Text: DOI