Edit Profile (opens in new tab) Sikorskii, Alla Co-Author Distance Author ID: sikorskii.alla Published as: Sikorskii, Alla; Sikorskii, A. Documents Indexed: 23 Publications since 2002, including 2 Books Co-Authors: 17 Co-Authors with 22 Joint Publications 477 Co-Co-Authors all top 5 Co-Authors 1 single-authored 16 Leonenko, Nikolai N. 7 Meerschaert, Mark Marvin 5 Šuvak, Nenad 4 Papić, Ivan 3 Petherick, S. 2 Boivin, Michael J. 2 Grahovac, Danijel 2 Schilling, René Leander 1 Anh, Vo V. 1 Bolster, Diogo T. 1 Kerss, A. D. J. 1 Kerss, Alexander 1 Sabzikar, Farzad 1 Salinger, Željka 1 Taqqu, Murad S. 1 Tešnjak, Irena 1 Veretennikova, Maria A. all top 5 Serials 3 Fractional Calculus & Applied Analysis 2 Journal of Mathematical Analysis and Applications 2 Stochastic Analysis and Applications 2 Bernoulli 2 De Gruyter Studies in Mathematics 1 Computers & Mathematics with Applications 1 Journal of Statistical Physics 1 Chaos, Solitons and Fractals 1 Statistics & Probability Letters 1 Communications in Statistics. Theory and Methods 1 Stochastic Processes and their Applications 1 Theory of Probability and Mathematical Statistics 1 Random Operators and Stochastic Equations 1 Nonlinear Dynamics 1 Statistics and Its Interface 1 Communications in Applied and Industrial Mathematics 1 Journal of Statistical Distributions and Applications all top 5 Fields 19 Probability theory and stochastic processes (60-XX) 5 Statistics (62-XX) 4 Real functions (26-XX) 4 Partial differential equations (35-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 History and biography (01-XX) 1 Special functions (33-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 20 Publications have been cited 609 times in 502 Documents Cited by ▼ Year ▼ Stochastic models for fractional calculus. Zbl 1247.60003 Meerschaert, Mark M.; Sikorskii, Alla 299 2012 Stochastic models for fractional calculus. 2nd revised and extended edition. Zbl 1490.60004 Meerschaert, Mark M.; Sikorskii, Alla 80 2019 Fractional Pearson diffusions. Zbl 1297.60057 Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla 61 2013 Correlation structure of time-changed Lévy processes. Zbl 1329.60118 Leonenko, Nikolai N.; Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla 36 2014 Correlation structure of fractional Pearson diffusions. Zbl 1381.60112 Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla 30 2013 Stochastic solutions for fractional wave equations. Zbl 1345.35134 Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla 20 2015 Fractional Skellam processes with applications to finance. Zbl 1310.60034 Kerss, Alexander; Leonenko, Nikolai N.; Sikorskii, Alla 12 2014 The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes. Zbl 1466.60095 Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Taqqu, Murad S. 11 2019 A normal inverse Gaussian model for a risky asset with dependence. Zbl 1236.91135 Leonenko, N. N.; Petherick, S.; Sikorskii, A. 11 2012 Intermittency of superpositions of Ornstein-Uhlenbeck type processes. Zbl 1356.60121 Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Tešnjak, Irena 11 2016 Heavy-tailed fractional Pearson diffusions. Zbl 1373.33007 Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. 7 2017 The Student subordinator model with dependence for risky asset returns. Zbl 1277.62212 Leonenko, N. N.; Petherick, S.; Sikorskii, A. 7 2011 Fractal activity time models for risky asset with dependence and generalized hyperbolic distributions. Zbl 1251.91062 Leonenko, N. N.; Petherick, S.; Sikorskii, A. 7 2012 Stochastic representation of fractional Bessel-Riesz motion. Zbl 1374.35415 Anh, V. V.; Leonenko, N. N.; Sikorskii, A. 3 2017 Product rule for vector fractional derivatives. Zbl 1276.26011 Bolster, Diogo; Meerschaert, Mark M.; Sikorskii, Alla 3 2012 Correlated continuous time random walks and fractional Pearson diffusions. Zbl 1407.60063 Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, Nenad 3 2018 Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology. Zbl 1451.60037 Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. 3 2020 Diffusion approximation of solutions of perturbed differential equations. Zbl 1004.60075 Sikorskii, Alla 2 2002 Risky asset models with tempered stable fractal activity time. Zbl 1305.60039 Kerss, A. D. J.; Leonenko, N. N.; Sikorskii, A. 2 2014 Ehrenfest-Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion. Zbl 1431.60041 Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. 1 2019 Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology. Zbl 1451.60037 Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. 3 2020 Stochastic models for fractional calculus. 2nd revised and extended edition. Zbl 1490.60004 Meerschaert, Mark M.; Sikorskii, Alla 80 2019 The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes. Zbl 1466.60095 Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Taqqu, Murad S. 11 2019 Ehrenfest-Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion. Zbl 1431.60041 Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. 1 2019 Correlated continuous time random walks and fractional Pearson diffusions. Zbl 1407.60063 Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, Nenad 3 2018 Heavy-tailed fractional Pearson diffusions. Zbl 1373.33007 Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. 7 2017 Stochastic representation of fractional Bessel-Riesz motion. Zbl 1374.35415 Anh, V. V.; Leonenko, N. N.; Sikorskii, A. 3 2017 Intermittency of superpositions of Ornstein-Uhlenbeck type processes. Zbl 1356.60121 Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Tešnjak, Irena 11 2016 Stochastic solutions for fractional wave equations. Zbl 1345.35134 Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla 20 2015 Correlation structure of time-changed Lévy processes. Zbl 1329.60118 Leonenko, Nikolai N.; Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla 36 2014 Fractional Skellam processes with applications to finance. Zbl 1310.60034 Kerss, Alexander; Leonenko, Nikolai N.; Sikorskii, Alla 12 2014 Risky asset models with tempered stable fractal activity time. Zbl 1305.60039 Kerss, A. D. J.; Leonenko, N. N.; Sikorskii, A. 2 2014 Fractional Pearson diffusions. Zbl 1297.60057 Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla 61 2013 Correlation structure of fractional Pearson diffusions. Zbl 1381.60112 Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla 30 2013 Stochastic models for fractional calculus. Zbl 1247.60003 Meerschaert, Mark M.; Sikorskii, Alla 299 2012 A normal inverse Gaussian model for a risky asset with dependence. Zbl 1236.91135 Leonenko, N. N.; Petherick, S.; Sikorskii, A. 11 2012 Fractal activity time models for risky asset with dependence and generalized hyperbolic distributions. Zbl 1251.91062 Leonenko, N. N.; Petherick, S.; Sikorskii, A. 7 2012 Product rule for vector fractional derivatives. Zbl 1276.26011 Bolster, Diogo; Meerschaert, Mark M.; Sikorskii, Alla 3 2012 The Student subordinator model with dependence for risky asset returns. Zbl 1277.62212 Leonenko, N. N.; Petherick, S.; Sikorskii, A. 7 2011 Diffusion approximation of solutions of perturbed differential equations. Zbl 1004.60075 Sikorskii, Alla 2 2002 all cited Publications top 5 cited Publications all top 5 Cited by 660 Authors 58 Wang, Hong 40 Leonenko, Nikolai N. 38 Zheng, Xiangcheng 30 Meerschaert, Mark Marvin 18 D’Elia, Marta 16 Liu, Fawang 15 Sikorskii, Alla 14 Deng, Weihua 13 Fu, Hongfei 12 Anh, Vo V. 11 Kolokoltsov, Vassili N. 10 Grahovac, Danijel 10 Gunzburger, Max D. 10 Jia, Jinhong 10 Turner, Ian William 9 Ascione, Giacomo 9 Beghin, Luisa 9 Karniadakis, George Em 9 Liu, Huan 9 Pirozzi, Enrica 8 Magdziarz, Marcin 8 Mishura, Yuliya Stepanivna 8 Straka, Peter 8 Toaldo, Bruno 7 D’Ovidio, Mirko 7 Du, Qiang 7 Kataria, Kuldeep Kumar 7 Khandakar, Mostafizar 6 Nane, Erkan 6 Sabzikar, Farzad 6 Taqqu, Murad S. 6 Yang, Zhiwei 6 Zhou, Zhaojie 5 Bäumer, Boris 5 Capodaglio, Giacomo 5 Gulian, Mamikon 5 Jiang, Xiaoyun 5 Kumar, Arun 5 Maheshwari, Aditya 5 Papić, Ivan 5 Patie, Pierre 5 Ricciuti, Costantino 5 Scalas, Enrico 5 Toniazzi, Lorenzo 5 Wang, Yejuan 4 Bazhlekova, Emilia G. 4 Bochev, Pavel B. 4 Burrage, Kevin 4 Chen, Zhen-Qing 4 Cheng, Aijie 4 Hainaut, Donatien 4 Kelly, James F. 4 Mesgarani, Hamid 4 Orsingher, Enzo 4 Sur, Abhik 4 Šuvak, Nenad 4 Tian, Xiaochuan 4 Vellaisamy, Palaniappan 4 Zeng, Fanhai 3 Ainsworth, Mark 3 Angstmann, Christopher N. 3 Becker-Kern, Peter 3 Bolster, Diogo T. 3 Chen, Jinghua 3 Chen, Shanzhen 3 Du, Ning 3 Duan, Jinqiao 3 Gajda, Janusz 3 Glusa, Christian 3 Guo, Xu 3 Gupta, Neha 3 Henry, Bruce I. 3 Hernández-Hernández, Ma. Elena 3 Kim, Panki 3 Kobayashi, Kei 3 Korbel, Jan 3 Kovács, Mihály 3 Lage, Svenja 3 Li, Yajing 3 Li, Yiqun 3 Lu, Zhenzhen 3 Macci, Claudio 3 Mao, Zhiping 3 Mondal, Sudip 3 Nie, Daxin 3 Pagnini, Gianni 3 Polito, Federico 3 Ren, Guojian 3 Sakhno, Lyudmyla Mykhaĭlivna 3 Samiee, Mehdi 3 Sankaranarayanan, Harish 3 Schilling, René Leander 3 Sengar, Ayushi Singh 3 Tang, Yifa 3 Upadhye, Neelesh S. 3 Vaz, Jayme jun. 3 Vollmann, Christian 3 Wang, Xudong 3 Yang, Danping 3 Yu, Yongguang ...and 560 more Authors all top 5 Cited in 162 Serials 53 Fractional Calculus & Applied Analysis 18 Computers & Mathematics with Applications 16 Journal of Computational and Applied Mathematics 15 Journal of Computational Physics 15 Statistics & Probability Letters 15 Journal of Scientific Computing 13 Journal of Mathematical Analysis and Applications 12 Stochastic Processes and their Applications 11 Chaos, Solitons and Fractals 11 Communications in Nonlinear Science and Numerical Simulation 10 Applied Numerical Mathematics 9 Journal of Statistical Physics 9 Stochastic Analysis and Applications 9 Journal of Theoretical Probability 8 Theory of Probability and Mathematical Statistics 8 Journal of Physics A: Mathematical and Theoretical 7 SIAM Journal on Scientific Computing 7 Modern Stochastics. Theory and Applications 6 Physica A 6 SIAM Journal on Numerical Analysis 6 Applied Mathematics Letters 5 Applied Mathematics and Computation 5 Journal of Differential Equations 5 Journal of Functional Analysis 4 Computer Methods in Applied Mechanics and Engineering 4 Numerical Methods for Partial Differential Equations 4 Numerical Algorithms 4 Advances in Difference Equations 4 Mathematical Modelling of Natural Phenomena 3 Mathematical Methods in the Applied Sciences 3 The Annals of Probability 3 Journal of Applied Probability 3 Mathematics and Computers in Simulation 3 Proceedings of the American Mathematical Society 3 Communications in Statistics. Theory and Methods 3 International Journal of Computer Mathematics 3 Advances in Computational Mathematics 3 Electronic Journal of Probability 3 Nonlinear Dynamics 3 Discrete and Continuous Dynamical Systems. Series B 3 Multiscale Modeling & Simulation 3 Stochastics 3 East Asian Journal on Applied Mathematics 3 International Journal of Applied and Computational Mathematics 2 Inverse Problems 2 ZAMP. Zeitschrift für angewandte Mathematik und Physik 2 BIT 2 Calcolo 2 Journal of Multivariate Analysis 2 Numerical Functional Analysis and Optimization 2 Transactions of the American Mathematical Society 2 European Journal of Operational Research 2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 2 SIAM Journal on Mathematical Analysis 2 Potential Analysis 2 Computational and Applied Mathematics 2 Bernoulli 2 Journal of Applied Statistics 2 Methodology and Computing in Applied Probability 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Analysis and Applications (Singapore) 2 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 2 Waves in Random and Complex Media 2 Proceedings of the Steklov Institute of Mathematics 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Complex Analysis and Operator Theory 2 Inverse Problems and Imaging 2 Discrete and Continuous Dynamical Systems. Series S 2 Numerical Mathematics: Theory, Methods and Applications 2 International Journal of Biomathematics 2 Probability Surveys 2 Journal of Mathematical Extension 2 Mathematical Sciences 2 Journal of Function Spaces 1 Acta Mechanica 1 Applicable Analysis 1 Computers and Fluids 1 Communications in Mathematical Physics 1 Computer Physics Communications 1 Journal of Fluid Mechanics 1 Journal of Mathematical Physics 1 Mathematical Notes 1 Physics Letters. A 1 Physics Reports 1 Rocky Mountain Journal of Mathematics 1 Bulletin of Mathematical Biology 1 Journal of Geometry and Physics 1 Theory of Probability and its Applications 1 Applied Mathematics and Optimization 1 Computing 1 Journal of Statistical Planning and Inference 1 Mathematische Nachrichten 1 SIAM Journal on Control and Optimization 1 Optimal Control Applications & Methods 1 Mathematica Numerica Sinica 1 Insurance Mathematics & Economics 1 Probability and Mathematical Statistics 1 Journal of Computational Mathematics 1 Physica D 1 Acta Mathematicae Applicatae Sinica. English Series ...and 62 more Serials all top 5 Cited in 38 Fields 255 Partial differential equations (35-XX) 253 Probability theory and stochastic processes (60-XX) 162 Numerical analysis (65-XX) 108 Real functions (26-XX) 48 Ordinary differential equations (34-XX) 29 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Statistical mechanics, structure of matter (82-XX) 26 Special functions (33-XX) 26 Operator theory (47-XX) 26 Statistics (62-XX) 23 Fluid mechanics (76-XX) 21 Integral equations (45-XX) 18 Calculus of variations and optimal control; optimization (49-XX) 15 Mechanics of deformable solids (74-XX) 13 Biology and other natural sciences (92-XX) 7 Dynamical systems and ergodic theory (37-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 6 Operations research, mathematical programming (90-XX) 6 Systems theory; control (93-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Integral transforms, operational calculus (44-XX) 4 Functional analysis (46-XX) 4 Computer science (68-XX) 3 Measure and integration (28-XX) 3 Functions of a complex variable (30-XX) 3 Difference and functional equations (39-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Quantum theory (81-XX) 2 Combinatorics (05-XX) 2 Approximations and expansions (41-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Information and communication theory, circuits (94-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Potential theory (31-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX) 1 Geophysics (86-XX) Citations by Year