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Author ID: scalas.enrico Recent zbMATH articles by "Scalas, Enrico"
Published as: Scalas, Enrico; Scalas, E.

Publications by Year

Citations contained in zbMATH Open

41 Publications have been cited 1,629 times in 1,458 Documents Cited by Year
Fractional calculus. Models and numerical methods. Zbl 1248.26011
Baleanu, Dumitru; Diethelm, Kai; Scalas, Enrico; Trujillo, Juan J.
837
2012
Waiting-times and returns in high-frequency financial data: An empirical study. Zbl 1001.91033
Raberto, Marco; Scalas, Enrico; Mainardi, Francesco
209
2002
Fractional calculus and continuous-time finance. III: The diffusion limit. Zbl 1138.91444
Gorenflo, Rudolf; Mainardi, Francesco; Scalas, Enrico; Raberto, Marco
192
2001
A fractional generalization of the Poisson processes. Zbl 1087.60064
Mainardi, Francesco; Gorenflo, Rudolf; Scalas, Enrico
88
2004
Fractional calculus. Models and numerical methods. 2nd expanded edition. Zbl 1347.26006
Baleanu, Dumitru; Diethelm, Kai; Scalas, Enrico; Trujillo, Juan J.
74
2017
Five years of continuous-time random walks in econophysics. Zbl 1183.91135
Scalas, Enrico
52
2006
A generalization of the space-fractional Poisson process and its connection to some Lévy processes. Zbl 1338.60129
Polito, Federico; Scalas, Enrico
21
2016
The fractional non-homogeneous Poisson process. Zbl 1416.60054
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
19
2017
Statistical equilibrium in simple exchange games. I. Zbl 1189.91129
Scalas, E.; Garibaldi, U.; Donadio, S.
12
2006
Revisiting the derivation of the fractional diffusion equation. Zbl 1050.35163
Scalas, Enrico; Gorenflo, Rudolf; Mainardi, Francesco; Raberto, Marco
12
2003
Finitary probability methods in econophysics. Zbl 1285.91001
Garibaldi, Ubaldo; Scalas, Enrico
12
2010
A class of CTRWs: compound fractional Poisson processes. Zbl 1300.60053
Scalas, Enrico
10
2012
Anomalous waiting times in high-frequency financial data. Zbl 1409.62216
Scalas, Enrico; Gorenflo, Rudolf; Luckock, Hugh; Mainardi, Francesco; Mantelli, Maurizio; Raberto, Marco
10
2004
Statistical equilibrium in simple exchange games II. The redistribution game. Zbl 1189.91118
Garibaldi, U.; Scalas, E.; Viarengo, P.
8
2007
A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process. Zbl 1301.60034
Scalas, Enrico; Viles, Noèlia
8
2014
Performance of information criteria for selection of Hawkes process models of financial data. Zbl 1405.62137
Chen, J.; Hawkes, A. G.; Scalas, E.; Trinh, M.
8
2018
Mixtures of compound Poisson processes as models of tick-by-tick financial data. Zbl 1142.60392
Scalas, Enrico
7
2007
Limit theorems for the fractional nonhomogeneous Poisson process. Zbl 1418.60025
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
6
2019
On the convergence of quadratic variation for compound fractional Poisson processes. Zbl 1278.60067
Scalas, Enrico; Viles, Noèlia
4
2012
A renewal process of Mittag-Leffler type. Zbl 1191.60101
Mainardi, Francesco; Gorenflo, Rudolf; Scalas, Enrico
4
2004
A fractional Hawkes process. Zbl 1468.60047
Chen, J.; Hawkes, A. G.; Scalas, E.
4
2021
Random numbers from the tails of probability distributions using the transformation method. Zbl 1312.65004
Fulger, Daniel; Scalas, Enrico; Germano, Guido
3
2013
Lyapunov function computation for autonomous linear stochastic differential equations using sum-of-squares programming. Zbl 1395.60060
Hafstein, Sigurdur; Gudmundsson, Skuli; Giesl, Peter; Scalas, Enrico
3
2018
Spectral densities of Wishart-Lévy free stable random matrices. Zbl 1188.15038
Politi, M.; Scalas, E.; Fulger, D.; Germano, G.
2
2010
Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case. Zbl 1221.60129
Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L.
2
2010
The Hausdorff moments in statistical mechanics. Zbl 0799.44006
Scalas, E.; Viano, G. A.
2
1993
Historical notes on the M-Wright/Mainardi function. Zbl 1329.26004
Pagnini, Gianni; Scalas, Enrico
2
2014
Limit theorems for prices of options written on semi-Markov processes. Zbl 1480.91294
Scalas, E.; Toaldo, B.
2
2021
Continuum and thermodynamic limits for a simple random-exchange model. Zbl 1489.60122
Düring, Bertram; Georgiou, Nicos; Merino-Aceituno, Sara; Scalas, Enrico
2
2022
On the non-stationarity of financial time series: impact on optimal portfolio selection. Zbl 1459.91113
Livan, Giacomo; Inoue, Jun-Ichi; Scalas, Enrico
2
2012
A note on intraday option pricing. Zbl 1287.91146
Scalas, Enrico; Politi, Mauro
2
2013
Erratum: Statistical equilibrium in simple exchange games. I. Zbl 1189.91128
Scalas, E.; Garibaldi, U.; Donadio, S.
1
2007
Fraudulent agents in an artificial financial market. Zbl 1117.91361
Scalas, Enrico; Cincotti, Silvano; Dose, Christian; Raberto, Marco
1
2005
Numerical solution of moving boundary problems in diffusion processes with attractive and repulsive interactions. Zbl 0996.65086
Reverberi, A. P.; Scalas, E.; Vegliò, F.
1
2002
The waiting-time distribution of trading activity in a double auction artificial financial market. Zbl 1183.91117
Cincotti, Silvano; Focardi, Sergio M.; Ponta, Linda; Raberto, Marco; Scalas, Enrico
1
2006
\(\varepsilon\)-entropy and \(\varepsilon\)-capacity in the theory of ill- posed problems. Zbl 0782.35085
Scalas, E.; Viano, G. A.
1
1993
Large scale simulation of synthetic markets. Zbl 1329.91150
Gerardo-Giorda, Luca; Germano, Guido; Scalas, Enrico
1
2014
Continuum and thermodynamic limits for a wealth-distribution model. Zbl 1479.91259
Düring, Bertram; Georgiou, Nicos; Merino-Aceituno, Sara; Scalas, Enrico
1
2020
Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order \(k\) and beyond. Zbl 07702530
Kadankova, Tetyana; Leonenko, Nikolai; Scalas, Enrico
1
2023
A fractional generalization of the Dirichlet distribution and related distributions. Zbl 1474.60030
Di Nardo, Elvira; Polito, Federico; Scalas, Enrico
1
2021
Computation of the stochastic basin of attraction by rigorous construction of a Lyapunov function. Zbl 1421.37031
Björnsson, Hjörtur; Hafstein, Sigurdur; Giesl, Peter; Scalas, Enrico; Gudmundsson, Skuli
1
2019
Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order \(k\) and beyond. Zbl 07702530
Kadankova, Tetyana; Leonenko, Nikolai; Scalas, Enrico
1
2023
Continuum and thermodynamic limits for a simple random-exchange model. Zbl 1489.60122
Düring, Bertram; Georgiou, Nicos; Merino-Aceituno, Sara; Scalas, Enrico
2
2022
A fractional Hawkes process. Zbl 1468.60047
Chen, J.; Hawkes, A. G.; Scalas, E.
4
2021
Limit theorems for prices of options written on semi-Markov processes. Zbl 1480.91294
Scalas, E.; Toaldo, B.
2
2021
A fractional generalization of the Dirichlet distribution and related distributions. Zbl 1474.60030
Di Nardo, Elvira; Polito, Federico; Scalas, Enrico
1
2021
Continuum and thermodynamic limits for a wealth-distribution model. Zbl 1479.91259
Düring, Bertram; Georgiou, Nicos; Merino-Aceituno, Sara; Scalas, Enrico
1
2020
Limit theorems for the fractional nonhomogeneous Poisson process. Zbl 1418.60025
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
6
2019
Computation of the stochastic basin of attraction by rigorous construction of a Lyapunov function. Zbl 1421.37031
Björnsson, Hjörtur; Hafstein, Sigurdur; Giesl, Peter; Scalas, Enrico; Gudmundsson, Skuli
1
2019
Performance of information criteria for selection of Hawkes process models of financial data. Zbl 1405.62137
Chen, J.; Hawkes, A. G.; Scalas, E.; Trinh, M.
8
2018
Lyapunov function computation for autonomous linear stochastic differential equations using sum-of-squares programming. Zbl 1395.60060
Hafstein, Sigurdur; Gudmundsson, Skuli; Giesl, Peter; Scalas, Enrico
3
2018
Fractional calculus. Models and numerical methods. 2nd expanded edition. Zbl 1347.26006
Baleanu, Dumitru; Diethelm, Kai; Scalas, Enrico; Trujillo, Juan J.
74
2017
The fractional non-homogeneous Poisson process. Zbl 1416.60054
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
19
2017
A generalization of the space-fractional Poisson process and its connection to some Lévy processes. Zbl 1338.60129
Polito, Federico; Scalas, Enrico
21
2016
A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process. Zbl 1301.60034
Scalas, Enrico; Viles, Noèlia
8
2014
Historical notes on the M-Wright/Mainardi function. Zbl 1329.26004
Pagnini, Gianni; Scalas, Enrico
2
2014
Large scale simulation of synthetic markets. Zbl 1329.91150
Gerardo-Giorda, Luca; Germano, Guido; Scalas, Enrico
1
2014
Random numbers from the tails of probability distributions using the transformation method. Zbl 1312.65004
Fulger, Daniel; Scalas, Enrico; Germano, Guido
3
2013
A note on intraday option pricing. Zbl 1287.91146
Scalas, Enrico; Politi, Mauro
2
2013
Fractional calculus. Models and numerical methods. Zbl 1248.26011
Baleanu, Dumitru; Diethelm, Kai; Scalas, Enrico; Trujillo, Juan J.
837
2012
A class of CTRWs: compound fractional Poisson processes. Zbl 1300.60053
Scalas, Enrico
10
2012
On the convergence of quadratic variation for compound fractional Poisson processes. Zbl 1278.60067
Scalas, Enrico; Viles, Noèlia
4
2012
On the non-stationarity of financial time series: impact on optimal portfolio selection. Zbl 1459.91113
Livan, Giacomo; Inoue, Jun-Ichi; Scalas, Enrico
2
2012
Finitary probability methods in econophysics. Zbl 1285.91001
Garibaldi, Ubaldo; Scalas, Enrico
12
2010
Spectral densities of Wishart-Lévy free stable random matrices. Zbl 1188.15038
Politi, M.; Scalas, E.; Fulger, D.; Germano, G.
2
2010
Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case. Zbl 1221.60129
Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L.
2
2010
Statistical equilibrium in simple exchange games II. The redistribution game. Zbl 1189.91118
Garibaldi, U.; Scalas, E.; Viarengo, P.
8
2007
Mixtures of compound Poisson processes as models of tick-by-tick financial data. Zbl 1142.60392
Scalas, Enrico
7
2007
Erratum: Statistical equilibrium in simple exchange games. I. Zbl 1189.91128
Scalas, E.; Garibaldi, U.; Donadio, S.
1
2007
Five years of continuous-time random walks in econophysics. Zbl 1183.91135
Scalas, Enrico
52
2006
Statistical equilibrium in simple exchange games. I. Zbl 1189.91129
Scalas, E.; Garibaldi, U.; Donadio, S.
12
2006
The waiting-time distribution of trading activity in a double auction artificial financial market. Zbl 1183.91117
Cincotti, Silvano; Focardi, Sergio M.; Ponta, Linda; Raberto, Marco; Scalas, Enrico
1
2006
Fraudulent agents in an artificial financial market. Zbl 1117.91361
Scalas, Enrico; Cincotti, Silvano; Dose, Christian; Raberto, Marco
1
2005
A fractional generalization of the Poisson processes. Zbl 1087.60064
Mainardi, Francesco; Gorenflo, Rudolf; Scalas, Enrico
88
2004
Anomalous waiting times in high-frequency financial data. Zbl 1409.62216
Scalas, Enrico; Gorenflo, Rudolf; Luckock, Hugh; Mainardi, Francesco; Mantelli, Maurizio; Raberto, Marco
10
2004
A renewal process of Mittag-Leffler type. Zbl 1191.60101
Mainardi, Francesco; Gorenflo, Rudolf; Scalas, Enrico
4
2004
Revisiting the derivation of the fractional diffusion equation. Zbl 1050.35163
Scalas, Enrico; Gorenflo, Rudolf; Mainardi, Francesco; Raberto, Marco
12
2003
Waiting-times and returns in high-frequency financial data: An empirical study. Zbl 1001.91033
Raberto, Marco; Scalas, Enrico; Mainardi, Francesco
209
2002
Numerical solution of moving boundary problems in diffusion processes with attractive and repulsive interactions. Zbl 0996.65086
Reverberi, A. P.; Scalas, E.; Vegliò, F.
1
2002
Fractional calculus and continuous-time finance. III: The diffusion limit. Zbl 1138.91444
Gorenflo, Rudolf; Mainardi, Francesco; Scalas, Enrico; Raberto, Marco
192
2001
The Hausdorff moments in statistical mechanics. Zbl 0799.44006
Scalas, E.; Viano, G. A.
2
1993
\(\varepsilon\)-entropy and \(\varepsilon\)-capacity in the theory of ill- posed problems. Zbl 0782.35085
Scalas, E.; Viano, G. A.
1
1993
all top 5

Cited by 2,067 Authors

123 Băleanu, Dumitru I.
41 Ntouyas, Sotiris K.
38 Ahmad, Bashir
29 Machado, José António Tenreiro
26 Meerschaert, Mark Marvin
22 Benchohra, Mouffak
21 Gómez-Aguilar, José Francisco
20 Abdeljawad, Thabet
20 Leonenko, Nikolai N.
20 Tariboon, Jessada
19 Jafari, Hossein
19 Scalas, Enrico
19 Wang, Guotao
17 Polito, Federico
16 Sun, Haiwei
15 Al-saedi, Ahmed Eid Salem
15 Liu, Fawang
15 Mainardi, Francesco
15 Yang, Xiao-Jun
14 Abbas, Said
14 Agarwal, Ravi P.
14 Nieto Roig, Juan Jose
14 Salahshour, Soheil
14 Zhang, Lihong
13 Beghin, Luisa
13 Kolokoltsov, Vassili N.
12 Ahmadian, Ali
12 Chu, Yuming
12 Jarad, Fahd
12 Vellaisamy, Palaniappan
11 Shah, Kamal
10 Bäumer, Boris
10 Bhrawy, Ali Hassan
10 Li, Changpin
10 Rashid, Saima
10 Wei, Ting
9 Gorenflo, Rudolf
9 Kataria, Kuldeep Kumar
9 Lei, Siulong
9 Lopes, António M.
9 Sayevand, Khosro
9 Torres, Delfim Fernando Marado
9 Toscani, Giuseppe
9 Trujillo, Juan J.
9 Turner, Ian William
9 Wu, Guocheng
8 Atangana, Abdon
8 Cernea, Aurelian
8 Jiang, Xiaoyun
8 Rahman, Gauhar
7 Ascione, Giacomo
7 Escobar-Jiménez, Ricardo Fabricio
7 Fernandez, Arran
7 Li, Hong
7 Liu, Yang
7 Luca, Rodica
7 Pang, Hong-Kui
7 Pedas, Arvet
7 Rezapour, Shahram
7 Sooppy Nisar, Kottakkaran
7 Sweilam, Nasser Hassan
7 Vijayakumar, Velusamy
7 Xu, Chuanju
6 Al-Mekhlafi, Seham Mahyoub
6 Anh, Vo V.
6 Duan, Junsheng
6 Garra, Roberto
6 Hajipour, Mojtaba
6 Liu, Sanyang
6 Macci, Claudio
6 Maheshwari, Aditya
6 Nane, Erkan
6 Orsingher, Enzo
6 Özdemir, Necati
6 Pirozzi, Enrica
6 Rui, Hongxing
6 Sikorskii, Alla
6 Sitthiwirattham, Thanin
6 Tarasov, Vasily E.
6 Toaldo, Bruno
6 Vabishchevich, Pëtr Nikolaevich
6 Wang, Hong
6 Wang, Jungang
6 Yépez-Martínez, Huitzilin
6 Zeng, Shengda
6 Zhang, Xianmin
6 Zhou, Yong
5 Agarwal, Praveen
5 Ahmad, Shabir
5 Cattani, Carlo
5 Debbouche, Amar
5 Etemad, Sina
5 Feng, Libo
5 Garrappa, Roberto
5 Golmankhaneh, Alireza Khalili
5 Hammouch, Zakia
5 Henry, Bruce I.
5 Inc, Mustafa
5 Jajarmi, Amin
5 Kovács, Mihály
...and 1,967 more Authors
all top 5

Cited in 307 Serials

103 Advances in Difference Equations
78 Abstract and Applied Analysis
74 Fractional Calculus & Applied Analysis
51 Chaos, Solitons and Fractals
51 Applied Mathematics and Computation
44 Journal of Computational and Applied Mathematics
36 Computers & Mathematics with Applications
29 Physica A
22 Journal of Computational Physics
22 Nonlinear Dynamics
20 Computational and Applied Mathematics
20 Mathematical Problems in Engineering
20 Communications in Nonlinear Science and Numerical Simulation
17 Applied Numerical Mathematics
17 Boundary Value Problems
17 Advances in Mathematical Physics
16 International Journal of Computer Mathematics
15 Statistics & Probability Letters
15 Fractals
15 AIMS Mathematics
14 Journal of Statistical Physics
14 Numerical Methods for Partial Differential Equations
14 Numerical Algorithms
14 Journal of Applied Mathematics and Computing
13 Journal of Scientific Computing
13 Applied Mathematical Modelling
13 Discrete and Continuous Dynamical Systems. Series S
12 Stochastic Processes and their Applications
12 Discrete Dynamics in Nature and Society
11 International Journal of Applied and Computational Mathematics
10 Fractional Differential Calculus
10 Journal of Function Spaces
9 Journal of Applied Probability
9 Theory of Probability and Mathematical Statistics
8 Journal of Inequalities and Applications
8 The European Physical Journal B. Condensed Matter and Complex Systems
8 Mathematical Modelling of Natural Phenomena
8 Journal of Nonlinear Science and Applications
8 Open Mathematics
7 Stochastic Analysis and Applications
7 Turkish Journal of Mathematics
7 International Journal of Biomathematics
7 Mathematics
6 Journal of Mathematical Analysis and Applications
6 Journal of Optimization Theory and Applications
6 Journal of Integral Equations and Applications
6 Differential Equations and Dynamical Systems
6 International Journal of Nonlinear Sciences and Numerical Simulation
5 Mathematical Methods in the Applied Sciences
5 Proceedings of the American Mathematical Society
5 Journal of Theoretical Probability
5 Applied Mathematics Letters
5 SIAM Journal on Scientific Computing
5 Filomat
5 Chaos
5 Methodology and Computing in Applied Probability
5 Journal of Applied Mathematics
5 Mediterranean Journal of Mathematics
5 Cubo
5 Advances in Applied Mathematics and Mechanics
4 Advances in Applied Probability
4 Physica D
4 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
4 Communications in Statistics. Theory and Methods
4 European Journal of Operational Research
4 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
4 Random Operators and Stochastic Equations
4 Complexity
4 Engineering Analysis with Boundary Elements
4 Journal of Applied Analysis
4 Qualitative Theory of Dynamical Systems
4 Nonlinear Analysis. Modelling and Control
4 Mathematical Modelling and Analysis
4 Journal of Evolution Equations
4 Quantitative Finance
4 Journal of Mathematical Extension
4 East Asian Journal on Applied Mathematics
4 Modern Stochastics. Theory and Applications
4 Applied Mathematics and Nonlinear Sciences
3 Computers and Fluids
3 Inverse Problems
3 Reports on Mathematical Physics
3 Bulletin of Mathematical Biology
3 The Annals of Probability
3 Mathematica Slovaca
3 Transactions of the American Mathematical Society
3 Circuits, Systems, and Signal Processing
3 Acta Applicandae Mathematicae
3 SIAM Journal on Applied Mathematics
3 Journal of Mathematical Sciences (New York)
3 Communications de la Faculté des Sciences de l’Université d’Ankara. Séries A1. Mathematics and Statistics
3 Lobachevskii Journal of Mathematics
3 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis
3 Discrete and Continuous Dynamical Systems. Series B
3 Acta Mathematica Scientia. Series B. (English Edition)
3 Advances in Complex Systems
3 Boletim da Sociedade Paranaense de Matemática. Terceira Série
3 Fixed Point Theory and Applications
3 Stochastics
3 Waves in Random and Complex Media
...and 207 more Serials
all top 5

Cited in 49 Fields

519 Partial differential equations (35-XX)
486 Ordinary differential equations (34-XX)
441 Real functions (26-XX)
435 Numerical analysis (65-XX)
233 Probability theory and stochastic processes (60-XX)
125 Operator theory (47-XX)
103 Integral equations (45-XX)
92 Biology and other natural sciences (92-XX)
89 Special functions (33-XX)
79 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
57 Statistical mechanics, structure of matter (82-XX)
52 Systems theory; control (93-XX)
45 Calculus of variations and optimal control; optimization (49-XX)
40 Difference and functional equations (39-XX)
40 Fluid mechanics (76-XX)
36 Dynamical systems and ergodic theory (37-XX)
35 Integral transforms, operational calculus (44-XX)
28 Statistics (62-XX)
23 Approximations and expansions (41-XX)
23 Information and communication theory, circuits (94-XX)
22 Mechanics of deformable solids (74-XX)
20 Operations research, mathematical programming (90-XX)
13 Computer science (68-XX)
13 Mechanics of particles and systems (70-XX)
12 Linear and multilinear algebra; matrix theory (15-XX)
10 Harmonic analysis on Euclidean spaces (42-XX)
9 Measure and integration (28-XX)
9 Functional analysis (46-XX)
9 Geophysics (86-XX)
7 Classical thermodynamics, heat transfer (80-XX)
7 Quantum theory (81-XX)
6 Combinatorics (05-XX)
6 Differential geometry (53-XX)
5 Optics, electromagnetic theory (78-XX)
4 History and biography (01-XX)
4 Number theory (11-XX)
4 Functions of a complex variable (30-XX)
3 General topology (54-XX)
2 General and overarching topics; collections (00-XX)
2 Potential theory (31-XX)
2 Global analysis, analysis on manifolds (58-XX)
2 Relativity and gravitational theory (83-XX)
1 Mathematical logic and foundations (03-XX)
1 Nonassociative rings and algebras (17-XX)
1 Topological groups, Lie groups (22-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Sequences, series, summability (40-XX)
1 Abstract harmonic analysis (43-XX)
1 Geometry (51-XX)

Citations by Year