A. Kerss
Modeling and Simulation · 2014
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Modeling and Simulation — 9 citations into it
Whom A. Kerss trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Ole E. Barndorff-Nielsen
- Mark M. Meerschaert
- Francesco Mainardi
- Nick Laskin
- David G. Pollard
- N. Shephard
- Rudolf Gorenflo
- Emmanuel Bacry
Papers from A. Kerss's perspective
Ordered by how strongly the researchers A. Kerss trusts endorse each paper. Same corpus, a different order for every researcher.
- Modelling microstructure noise with mutually exciting point processes
- Fractional Poisson Process
- Stochastic Models for Fractional Calculus
- On Mittag-Leffler-type functions in fractional evolution processes
- The Fractional Poisson Process and the Inverse Stable Subordinator
- Mittag-Leffler Functions and Their Applications (Journal of Applied Mathematics)
- Integer-valued Lévy processes and low latency financial econometrics
- Financial Modelling with Jump Processes
- An Introduction to Probability Theory and Its Applications
- Tempering stable processes
Their papers
- Fractional Skellam processes with applications to finance (2014) — 48 citations