Fractional Fokker-Planck equation with tempered J Gajda, M Magdziarz
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 82 (1 …, 2010
137 2010 Codifference as a practical tool to measure interdependence A Wyłomańska, A Chechkin, J Gajda, IM Sokolov
Physica A: Statistical Mechanics and its Applications 421, 412-429, 2015
71 2015 The modified Yule-Walker method for α-stable time series models P Kruczek, A Wyłomańska, M Teuerle, J Gajda
Physica A: Statistical Mechanics and its Applications 469, 588-603, 2017
49 2017 Elucidating distinct ion channel populations on the surface of hippocampal neurons via single-particle tracking recurrence analysis G Sikora, A Wyłomańska, J Gajda, L Solé, EJ Akin, MM Tamkun, D Krapf
Physical Review E 96 (6), 062404, 2017
40 2017 Geometric Brownian motion with tempered stable waiting times J Gajda, A Wyłomańska
Journal of Statistical Physics 148, 296-305, 2012
38 2012 Time-changed Ornstein–Uhlenbeck process J Gajda, A Wyłomańska
Journal of Physics A: Mathematical and Theoretical 48 (13), 135004, 2015
37 2015 Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators A Kumar, J Gajda, A Wyłomańska, R Połoczański
Methodology and Computing in Applied Probability 21, 185-202, 2019
34 2019 Kramers’ escape problem for fractional Klein-Kramers equation with tempered J Gajda, M Magdziarz
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 84 (2 …, 2011
29 2011 Comment on fractional Fokker–Planck equation with space and time dependent drift and diffusion M Magdziarz, J Gajda, T Zorawik
Journal of Statistical Physics 154, 1241-1250, 2014
27 2014 ANOMALOUS DYNAMICS OF BLACK-SCHOLES MODEL TIME-CHANGED BY INVERSE SUBORDINATORS. M Magdziarz, J Gajda
Acta Physica Polonica B 43 (5), 2012
27 2012 Fokker–Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes J Gajda, A Wyłomańska
Physica A: Statistical Mechanics and Its Applications 405, 104-113, 2014
25 2014 Stability and lack of memory of the returns of the Hang Seng index K Burnecki, J Gajda, G Sikora
Physica A: Statistical Mechanics and its Applications 390 (18-19), 3136-3146, 2011
25 2011 Fractional differentiation and its use in machine learning R Walasek, J Gajda
International Journal of Advances in Engineering Sciences and Applied …, 2021
21 2021 Tempered stable Lévy motion driven by stable subordinator J Gajda, A Wyłomańska
Physica A: Statistical Mechanics and its Applications 392 (15), 3168-3176, 2013
21 2013 Enabling machine learning algorithms for credit scoring--explainable artificial intelligence (XAI) methods for clear understanding complex predictive models P Biecek, M Chlebus, J Gajda, A Gosiewska, A Kozak, D Ogonowski, ...
arXiv preprint arXiv:2104.06735, 2021
20 2021 Stable continuous-time autoregressive process driven by stable subordinator A Wyłomańska, J Gajda
Physica A: Statistical Mechanics and its Applications 444, 1012-1026, 2016
16 2016 Tempered mittag-leffler lévy processes A Kumar, NS Upadhye, A Wyłomańska, J Gajda
Communications in Statistics-theory and Methods 48 (2), 396-411, 2019
15 2019 Probabilistic properties of detrended fluctuation analysis for Gaussian processes G Sikora, M Höll, J Gajda, H Kantz, A Chechkin, A Wyłomańska
Physical review E 101 (3), 032114, 2020
14 2020 Modeling of water usage by means of ARFIMA–GARCH processes J Gajda, G Bartnicki, K Burnecki
Physica A: Statistical Mechanics and its Applications 512, 644-657, 2018
12 2018 Non-gaussian measures in infinite dimensional spaces: the gamma-grey noise L Beghin, L Cristofaro, J Gajda
Potential Analysis 60 (4), 1571-1593, 2024
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