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