Fractional Brownian motion versus the continuous-time random walk: A simple test for subdiffusive dynamics M Magdziarz, A Weron, K Burnecki, J Klafter Physical review letters 103 (18), 180602, 2009 | 374 | 2009 |
Fractional Fokker-Planck dynamics: Stochastic representation and computer simulation M Magdziarz, A Weron, K Weron Physical Review E 75 (1), 016708, 2007 | 298 | 2007 |
Equivalence of the fractional Fokker-Planck and subordinated Langevin equations: the case of a time-dependent force M Magdziarz, A Weron, J Klafter Physical review letters 101 (21), 210601, 2008 | 155 | 2008 |
Competition between subdiffusion and Lévy flights: A Monte Carlo approach M Magdziarz, A Weron Physical Review E 75 (5), 056702, 2007 | 152 | 2007 |
Fractional Fokker-Planck equation with tempered -stable waiting times: Langevin picture and computer simulation J Gajda, M Magdziarz Physical Review E 82 (1), 011117, 2010 | 132 | 2010 |
Black-Scholes formula in subdiffusive regime M Magdziarz Journal of Statistical Physics 136, 553-564, 2009 | 129 | 2009 |
Stochastic representation of subdiffusion processes with time-dependent drift M Magdziarz Stochastic Processes and their Applications 119 (10), 3238-3252, 2009 | 119 | 2009 |
Anomalous diffusion: testing ergodicity breaking in experimental data M Magdziarz, A Weron Physical Review E 84 (5), 051138, 2011 | 90 | 2011 |
Modeling of subdiffusion in space-time-dependent force fields beyond the fractional Fokker-Planck equation A Weron, M Magdziarz, K Weron Physical Review E 77 (3), 036704, 2008 | 87 | 2008 |
Langevin picture of subdiffusion with infinitely divisible waiting times M Magdziarz Journal of Statistical Physics 135, 763-772, 2009 | 86 | 2009 |
Correlated continuous-time random walks in external force fields M Magdziarz, R Metzler, W Szczotka, P Zebrowski Physical Review E 85 (5), 051103, 2012 | 79 | 2012 |
Path properties of subdiffusion—a martingale approach M Magdziarz Stochastic Models 26 (2), 256-271, 2010 | 72 | 2010 |
Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion J Ślęzak, R Metzler, M Magdziarz New Journal of Physics 20 (2), 023026, 2018 | 68 | 2018 |
Asymptotic properties of Brownian motion delayed by inverse subordinators M Magdziarz, R Schilling Proceedings of the American Mathematical Society 143 (10), 4485-4501, 2015 | 67 | 2015 |
Detecting origins of subdiffusion: -variation test for confined systems M Magdziarz, J Klafter Physical Review E 82 (1), 011129, 2010 | 64 | 2010 |
Ergodic properties of anomalous diffusion processes M Magdziarz, A Weron Annals of Physics 326 (9), 2431-2443, 2011 | 60 | 2011 |
FARIMA modeling of solar flare activity from empirical time series of soft X-ray solar emission AA Stanislavsky, K Burnecki, M Magdziarz, A Weron, K Weron The Astrophysical Journal 693 (2), 1877, 2009 | 57 | 2009 |
Anomalous diffusion schemes underlying the Cole–Cole relaxation: the role of the inverse-time α-stable subordinator M Magdziarz, K Weron Physica A: Statistical Mechanics and its Applications 367, 1-6, 2006 | 57 | 2006 |
First passage times of Lévy flights coexisting with subdiffusion T Koren, J Klafter, M Magdziarz Physical review E 76 (3), 031129, 2007 | 55 | 2007 |
Langevin picture of Lévy walks and their extensions M Magdziarz, W Szczotka, P Żebrowski Journal of Statistical Physics 147, 74-96, 2012 | 54 | 2012 |