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Scalas, Enrico

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Author ID: scalas.enrico Recent zbMATH articles by "Scalas, Enrico"
Published as: Scalas, E.; Scalas, Enrico
Documents Indexed: 44 Publications since 1993, including 4 Books

Publications by Year

Citations contained in zbMATH Open

31 Publications have been cited 1,130 times in 1,005 Documents Cited by Year
Fractional calculus. Models and numerical methods. Zbl 1248.26011
Baleanu, Dumitru; Diethelm, Kai; Scalas, Enrico; Trujillo, Juan J.
564
2012
Waiting-times and returns in high-frequency financial data: An empirical study. Zbl 1001.91033
Raberto, Marco; Scalas, Enrico; Mainardi, Francesco
154
2002
Fractional calculus and continuous-time finance. III: The diffusion limit. Zbl 1138.91444
Gorenflo, Rudolf; Mainardi, Francesco; Scalas, Enrico; Raberto, Marco
146
2001
A fractional generalization of the Poisson processes. Zbl 1087.60064
Mainardi, Francesco; Gorenflo, Rudolf; Scalas, Enrico
72
2004
Five years of continuous-time random walks in econophysics. Zbl 1183.91135
Scalas, Enrico
41
2006
Fractional calculus. Models and numerical methods. 2nd expanded edition. Zbl 1347.26006
Baleanu, Dumitru; Diethelm, Kai; Scalas, Enrico; Trujillo, Juan J.
37
2017
A generalization of the space-fractional Poisson process and its connection to some Lévy processes. Zbl 1338.60129
Polito, Federico; Scalas, Enrico
14
2016
The fractional non-homogeneous Poisson process. Zbl 1416.60054
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
13
2017
Statistical equilibrium in simple exchange games. I. Zbl 1189.91129
Scalas, E.; Garibaldi, U.; Donadio, S.
10
2006
Finitary probability methods in econophysics. Zbl 1285.91001
Garibaldi, Ubaldo; Scalas, Enrico
9
2010
Revisiting the derivation of the fractional diffusion equation. Zbl 1050.35163
Scalas, Enrico; Gorenflo, Rudolf; Mainardi, Francesco; Raberto, Marco
9
2003
A class of CTRWs: compound fractional Poisson processes. Zbl 1300.60053
Scalas, Enrico
7
2012
Statistical equilibrium in simple exchange games II. The redistribution game. Zbl 1189.91118
Garibaldi, U.; Scalas, E.; Viarengo, P.
7
2007
Anomalous waiting times in high-frequency financial data. Zbl 1409.62216
Scalas, Enrico; Gorenflo, Rudolf; Luckock, Hugh; Mainardi, Francesco; Mantelli, Maurizio; Raberto, Marco
7
2004
A renewal process of Mittag-Leffler type. Zbl 1191.60101
Mainardi, Francesco; Gorenflo, Rudolf; Scalas, Enrico
6
2004
Mixtures of compound Poisson processes as models of tick-by-tick financial data. Zbl 1142.60392
Scalas, Enrico
5
2007
Limit theorems for the fractional nonhomogeneous Poisson process. Zbl 1418.60025
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
4
2019
A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process. Zbl 1301.60034
Scalas, Enrico; Viles, Noèlia
4
2014
On the convergence of quadratic variation for compound fractional Poisson processes. Zbl 1278.60067
Scalas, Enrico; Viles, Noèlia
4
2012
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.
3
2018
Historical notes on the M-Wright/Mainardi function. Zbl 1329.26004
Pagnini, Gianni; Scalas, Enrico
2
2014
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
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
1
2018
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
1
2013
A note on intraday option pricing. Zbl 1287.91146
Scalas, Enrico; Politi, Mauro
1
2013
Spectral densities of Wishart-Lévy free stable random matrices. Zbl 1188.15038
Politi, M.; Scalas, E.; Fulger, D.; Germano, G.
1
2010
Erratum: Statistical equilibrium in simple exchange games. I. Zbl 1189.91128
Scalas, E.; Garibaldi, U.; Donadio, S.
1
2007
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
Surface selective deconstruction: A Monte Carlo study. Zbl 0925.00044
Reverberi, A. P.; Scalas, E.
1
1997
Limit theorems for the fractional nonhomogeneous Poisson process. Zbl 1418.60025
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
4
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.
3
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
1
2018
Fractional calculus. Models and numerical methods. 2nd expanded edition. Zbl 1347.26006
Baleanu, Dumitru; Diethelm, Kai; Scalas, Enrico; Trujillo, Juan J.
37
2017
The fractional non-homogeneous Poisson process. Zbl 1416.60054
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
13
2017
A generalization of the space-fractional Poisson process and its connection to some Lévy processes. Zbl 1338.60129
Polito, Federico; Scalas, Enrico
14
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
4
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
1
2013
A note on intraday option pricing. Zbl 1287.91146
Scalas, Enrico; Politi, Mauro
1
2013
Fractional calculus. Models and numerical methods. Zbl 1248.26011
Baleanu, Dumitru; Diethelm, Kai; Scalas, Enrico; Trujillo, Juan J.
564
2012
A class of CTRWs: compound fractional Poisson processes. Zbl 1300.60053
Scalas, Enrico
7
2012
On the convergence of quadratic variation for compound fractional Poisson processes. Zbl 1278.60067
Scalas, Enrico; Viles, Noèlia
4
2012
Finitary probability methods in econophysics. Zbl 1285.91001
Garibaldi, Ubaldo; Scalas, Enrico
9
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
Spectral densities of Wishart-Lévy free stable random matrices. Zbl 1188.15038
Politi, M.; Scalas, E.; Fulger, D.; Germano, G.
1
2010
Statistical equilibrium in simple exchange games II. The redistribution game. Zbl 1189.91118
Garibaldi, U.; Scalas, E.; Viarengo, P.
7
2007
Mixtures of compound Poisson processes as models of tick-by-tick financial data. Zbl 1142.60392
Scalas, Enrico
5
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
41
2006
Statistical equilibrium in simple exchange games. I. Zbl 1189.91129
Scalas, E.; Garibaldi, U.; Donadio, S.
10
2006
A fractional generalization of the Poisson processes. Zbl 1087.60064
Mainardi, Francesco; Gorenflo, Rudolf; Scalas, Enrico
72
2004
Anomalous waiting times in high-frequency financial data. Zbl 1409.62216
Scalas, Enrico; Gorenflo, Rudolf; Luckock, Hugh; Mainardi, Francesco; Mantelli, Maurizio; Raberto, Marco
7
2004
A renewal process of Mittag-Leffler type. Zbl 1191.60101
Mainardi, Francesco; Gorenflo, Rudolf; Scalas, Enrico
6
2004
Revisiting the derivation of the fractional diffusion equation. Zbl 1050.35163
Scalas, Enrico; Gorenflo, Rudolf; Mainardi, Francesco; Raberto, Marco
9
2003
Waiting-times and returns in high-frequency financial data: An empirical study. Zbl 1001.91033
Raberto, Marco; Scalas, Enrico; Mainardi, Francesco
154
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
146
2001
Surface selective deconstruction: A Monte Carlo study. Zbl 0925.00044
Reverberi, A. P.; Scalas, E.
1
1997
The Hausdorff moments in statistical mechanics. Zbl 0799.44006
Scalas, E.; Viano, G. A.
2
1993
all top 5

Cited by 1,428 Authors

102 Băleanu, Dumitru I.
38 Ntouyas, Sotiris K.
36 Ahmad, Bashir
28 Machado, José António Tenreiro
26 Meerschaert, Mark M.
19 Benchohra, Mouffak
18 Tariboon, Jessada
17 Gómez-Aguilar, José Francisco
17 Jafari, Hossein
17 Wang, Guotao
15 Abdeljawad, Thabet
15 Leonenko, Nikolai N.
15 Mainardi, Francesco
15 Yang, Xiao-Jun
14 Abbas, Said
14 Al-saedi, Ahmed Eid Salem
13 Agarwal, Ravi P.
13 Liu, Fawang
13 Polito, Federico
12 Beghin, Luisa
12 Nieto Roig, Juan Jose
12 Scalas, Enrico
12 Zhang, Lihong
11 Vellaisamy, Palaniappan
10 Bäumer, Boris
10 Bhrawy, Ali Hassan
10 Li, Changpin
10 Lopes, António M.
10 Salahshour, Soheil
10 Sun, Haiwei
10 Wei, Ting
9 Ahmadian, Ali
9 Gorenflo, Rudolf
9 Trujillo, Juan J.
8 Atangana, Abdon
8 Torres, Delfim Fernando Marado
8 Turner, Ian William
7 Debbouche, Amar
7 Escobar-Jiménez, Ricardo Fabricio
7 Jiang, Xiaoyun
7 Lei, Siulong
7 Toscani, Giuseppe
7 Wu, Guocheng
6 Anh, Vo V.
6 Duan, Junsheng
6 Jarad, Fahd
6 Liu, Sanyang
6 Luca, Rodica
6 Macci, Claudio
6 Nane, Erkan
6 Orsingher, Enzo
6 Pang, Hong-Kui
6 Pedas, Arvet
6 Sikorskii, Alla
6 Straka, Peter
6 Tarasov, Vasily E.
6 Wang, Hong
6 Xu, Chuanju
6 Zeng, Shengda
6 Zhang, Xianmin
5 Abbasbandy, Saeid
5 Cernea, Aurelian
5 Garra, Roberto
5 Golmankhaneh, Alireza Khalili
5 Jajarmi, Amin
5 Kataria, Kuldeep Kumar
5 Kolokoltsov, Vassili N.
5 Kovács, Mihály
5 Lukashchuk, Stanislav Yur’evich
5 Maheshwari, Aditya
5 Momani, Shaher M.
5 Olivares-Peregrino, Victor Hugo
5 Pagnini, Gianni
5 Rui, Hongxing
5 Sakhno, Lyudmyla Mykhaĭlivna
5 Sayevand, Khosro
5 Srivastava, Hari Mohan
5 Sun, Zhizhong
5 Tamme, Enn
5 Tarasova, Valentina V.
5 Wang, Jungang
5 Yépez-Martínez, Huitzilin
5 Zhou, Yong
4 Agarwal, Praveen
4 Cattani, Carlo
4 Dassios, Ioannis K.
4 Deng, Weihua
4 Ding, Wenbin
4 Fernandez, Arran
4 Garrappa, Roberto
4 Hajipour, Mojtaba
4 Henderson, Johnny Lee
4 Henry, Bruce I.
4 Ibrahim, Rabha Waell
4 Karthikeyan, Anitha
4 Khan, Rahmat Ali
4 Kobayashi, Kei
4 Li, Hong
4 Liu, Lishan
4 Liu, Yang
...and 1,328 more Authors
all top 5

Cited in 228 Serials

79 Abstract and Applied Analysis
71 Advances in Difference Equations
58 Fractional Calculus & Applied Analysis
49 Applied Mathematics and Computation
37 Journal of Computational and Applied Mathematics
36 Computers & Mathematics with Applications
27 Chaos, Solitons and Fractals
25 Journal of Computational Physics
21 Nonlinear Dynamics
18 Mathematical Problems in Engineering
16 Advances in Mathematical Physics
13 Journal of Statistical Physics
13 Applied Numerical Mathematics
13 Communications in Nonlinear Science and Numerical Simulation
12 Statistics & Probability Letters
12 Applied Mathematical Modelling
12 Computational and Applied Mathematics
11 Stochastic Processes and their Applications
11 Discrete Dynamics in Nature and Society
10 Physica A
10 Journal of Scientific Computing
10 Journal of Applied Mathematics and Computing
9 Numerical Algorithms
9 Boundary Value Problems
9 Open Mathematics
8 Journal of Applied Probability
8 Mathematical Modelling of Natural Phenomena
8 Journal of Nonlinear Science and Applications
8 International Journal of Applied and Computational Mathematics
7 International Journal of Computer Mathematics
7 Fractional Differential Calculus
6 Journal of Mathematical Analysis and Applications
6 Stochastic Analysis and Applications
6 Applied Mathematics Letters
6 Theory of Probability and Mathematical Statistics
6 Mathematics
5 Journal of Optimization Theory and Applications
5 Proceedings of the American Mathematical Society
5 Journal of Integral Equations and Applications
5 SIAM Journal on Scientific Computing
5 Chaos
5 Mediterranean Journal of Mathematics
5 The European Physical Journal B. Condensed Matter and Complex Systems
5 Journal of Function Spaces
4 Advances in Applied Probability
4 Reports on Mathematical Physics
4 Numerical Methods for Partial Differential Equations
4 Turkish Journal of Mathematics
4 Complexity
4 Engineering Analysis with Boundary Elements
4 Differential Equations and Dynamical Systems
4 Methodology and Computing in Applied Probability
4 International Journal of Nonlinear Sciences and Numerical Simulation
4 Cubo
4 Modern Stochastics. Theory and Applications
3 Journal of the Franklin Institute
3 The Annals of Probability
3 Transactions of the American Mathematical Society
3 Circuits, Systems, and Signal Processing
3 Journal of Theoretical Probability
3 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
3 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
3 Quantitative Finance
3 Advances in Complex Systems
3 Fixed Point Theory and Applications
3 Discrete and Continuous Dynamical Systems. Series S
3 International Journal of Biomathematics
3 Tbilisi Mathematical Journal
3 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
3 Palestine Journal of Mathematics
3 East Asian Journal on Applied Mathematics
2 Computers and Fluids
2 Computer Physics Communications
2 International Journal of Theoretical Physics
2 Journal of Mathematical Physics
2 Physics Letters. A
2 Journal of Statistical Planning and Inference
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Physica D
2 SIAM Journal on Applied Mathematics
2 Taiwanese Journal of Mathematics
2 Lobachevskii Journal of Mathematics
2 Nonlinear Analysis. Real World Applications
2 Nonlinear Analysis. Modelling and Control
2 Journal of Evolution Equations
2 Discrete and Continuous Dynamical Systems. Series B
2 Journal of Applied Mathematics
2 Journal of Function Spaces and Applications
2 Boletim da Sociedade Paranaense de Matemática. Terceira Série
2 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
2 Communications in Mathematical Analysis
2 Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki
2 SIAM Journal on Financial Mathematics
2 Science China. Mathematics
2 Symmetry
2 Iranian Journal of Mathematical Chemistry
2 Analysis and Mathematical Physics
2 Afrika Matematika
2 Axioms
2 Journal of Mathematical Modeling
...and 128 more Serials
all top 5

Cited in 44 Fields

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

Citations by Year