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Marcin Magdziarz
Marcin Magdziarz
Professor of Mathematics, Wroclaw University of Science and Technology
Verified email at pwr.wroc.pl - Homepage
Title
Cited by
Cited by
Year
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
3732009
Fractional Fokker-Planck dynamics: Stochastic representation and computer simulation
M Magdziarz, A Weron, K Weron
Physical Review E 75 (1), 016708, 2007
2972007
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
1542008
Competition between subdiffusion and Lévy flights: A Monte Carlo approach
M Magdziarz, A Weron
Physical Review E 75 (5), 056702, 2007
1522007
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
1312010
Black-Scholes formula in subdiffusive regime
M Magdziarz
Journal of Statistical Physics 136, 553-564, 2009
1262009
Stochastic representation of subdiffusion processes with time-dependent drift
M Magdziarz
Stochastic Processes and their Applications 119 (10), 3238-3252, 2009
1182009
Anomalous diffusion: testing ergodicity breaking in experimental data
M Magdziarz, A Weron
Physical Review E 84 (5), 051138, 2011
902011
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
872008
Langevin picture of subdiffusion with infinitely divisible waiting times
M Magdziarz
Journal of Statistical Physics 135, 763-772, 2009
862009
Correlated continuous-time random walks in external force fields
M Magdziarz, R Metzler, W Szczotka, P Zebrowski
Physical Review E 85 (5), 051103, 2012
792012
Path properties of subdiffusion—a martingale approach
M Magdziarz
Stochastic Models 26 (2), 256-271, 2010
702010
Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion
J Ślęzak, R Metzler, M Magdziarz
New Journal of Physics 20 (2), 023026, 2018
662018
Asymptotic properties of Brownian motion delayed by inverse subordinators
M Magdziarz, R Schilling
Proceedings of the American Mathematical Society 143 (10), 4485-4501, 2015
662015
Detecting origins of subdiffusion: -variation test for confined systems
M Magdziarz, J Klafter
Physical Review E 82 (1), 011129, 2010
642010
Ergodic properties of anomalous diffusion processes
M Magdziarz, A Weron
Annals of Physics 326 (9), 2431-2443, 2011
592011
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
572009
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
572006
First passage times of Lévy flights coexisting with subdiffusion
T Koren, J Klafter, M Magdziarz
Physical review E 76 (3), 031129, 2007
552007
Langevin picture of Lévy walks and their extensions
M Magdziarz, W Szczotka, P Żebrowski
Journal of Statistical Physics 147, 74-96, 2012
542012
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