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Author ID: sikorskii.alla Recent zbMATH articles by "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

Publications by Year

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 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
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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