Fractional Brownian Motion Versus the Continuous-Time Random Walk:<? format?> A Simple Test for Subdiffusive Dynamics M Magdziarz, A Weron, K Burnecki, J Klafter
Physical review letters 103 (18), 180602, 2009
396 2009 Fractional Fokker-Planck dynamics: Stochastic representation and computer simulation M Magdziarz, A Weron, K Weron
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 75 (1 …, 2007
308 2007 Equivalence of the Fractional Fokker-Planck and Subordinated Langevin Equations:<? format?> The Case of a Time-Dependent Force M Magdziarz, A Weron, J Klafter
Physical review letters 101 (21), 210601, 2008
160 2008 Competition between subdiffusion and Lévy flights: A Monte Carlo approach M Magdziarz, A Weron
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 75 (5 …, 2007
158 2007 Black-Scholes formula in subdiffusive regime M Magdziarz
Journal of Statistical Physics 136, 553-564, 2009
143 2009 Fractional Fokker-Planck equation with tempered J Gajda, M Magdziarz
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 82 (1 …, 2010
142 2010 Stochastic representation of subdiffusion processes with time-dependent drift M Magdziarz
Stochastic Processes and their Applications 119 (10), 3238-3252, 2009
125 2009 Anomalous diffusion: testing ergodicity breaking in experimental data M Magdziarz, A Weron
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 84 (5 …, 2011
92 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—Statistical, Nonlinear, and Soft Matter Physics 77 (3 …, 2008
89 2008 Langevin picture of subdiffusion with infinitely divisible waiting times M Magdziarz
Journal of Statistical Physics 135, 763-772, 2009
87 2009 Correlated continuous-time random walks in external force fields M Magdziarz, R Metzler, W Szczotka, P Zebrowski
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 85 (5 …, 2012
81 2012 Path properties of subdiffusion—a martingale approach M Magdziarz
Stochastic Models 26 (2), 256-271, 2010
76 2010 Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion J Ślęzak, R Metzler, M Magdziarz
New Journal of Physics 20 (2), 023026, 2018
75 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
71 2015 Detecting origins of subdiffusion: M Magdziarz, J Klafter
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 82 (1 …, 2010
67 2010 Ergodic properties of anomalous diffusion processes M Magdziarz, A Weron
Annals of Physics 326 (9), 2431-2443, 2011
61 2011 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
59 2006 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
58 2009 First passage times of Lévy flights coexisting with subdiffusion T Koren, J Klafter, M Magdziarz
Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 76 (3 …, 2007
57 2007 Langevin picture of Lévy walks and their extensions M Magdziarz, W Szczotka, P Żebrowski
Journal of Statistical Physics 147, 74-96, 2012
56 2012 