Tempered fractional Brownian and stable motions of second kind

Tempered fractional Brownian motion

Mark M. Meerschaert, Farzad Sabzikar · Statistics & Probability Letters · 2013 · 122 citations

Engineering, Physics, Stochastic Processes +9

Tempered fractional time series model for turbulence in geophysical flows

Mark M. Meerschaert, Farzad Sabzikar, Mantha S. Phanikumar et al. · Journal of Statistical Mechanics Theory and Experiment · 2014 · 118 citations

Natural Sciences, Earth Sciences, Physics +15

Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping

The Annals of Applied Statistics · 2011 · 91 citations · Full text

Computing, Earth Sciences, Geoinformatics +17

STABLE NON-GAUSSIAN RANDOM PROCESSES: STOCHASTIC MODELS WITH INFINITE VARIANCE

Werner Linde · Bulletin of the London Mathematical Society · 1996 · 89 citations

Engineering, Mathematics, Physics +14

Stochastic integration for tempered fractional Brownian motion

Mark M. Meerschaert, Farzad Sabzikar · Stochastic Processes and their Applications · 2014 · 64 citations

Engineering, Physics, Probability Theory +13