Alla Sikorskii
Modeling and Simulation · 2011–2014
A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Modeling and Simulation — 12 citations into it; #574 of 2,105 by trust here, #628 by citations
- Statistics and Probability — 8 citations into it
- Finance — 7 citations into it
- Mathematical Physics — 6 citations into it; #3,398 of 8,562 by trust here, #2,478 by citations
Whom Alla Sikorskii trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Alla Sikorskii overall
Papers from Alla Sikorskii's perspective
Ordered by how strongly the researchers Alla Sikorskii trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic Models for Fractional Calculus
- Fractional Poisson Process
- Modelling microstructure noise with mutually exciting point processes
- 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
- Application of a fractional advection‐dispersion equation
- Fractional Integrals and Derivatives: Theory and Applications
Their papers
- Fractional Skellam processes with applications to finance (2014) — 48 citations
- Stochastic Models for Fractional Calculus (2011) — 765 citations