Krzysztof Burnecki

Associate professor

Wroclaw University of Science and Technology

Poland

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Articles (10)

Year:

2023

Year:

2022

Year:

2022

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2022

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2022

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2021

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2021

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2021

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2021

Year:

2020

Collaborators (7)

Farzad Sabzikar

Associate Professor

Iowa State University

UNITED STATES

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Marek Teuerle

Assistant Professor

Wroclaw University of Science and Technology

POLAND

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Aleksei Chechkin

POLAND

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Ralf Metzler

Chair professor

University of Potsdam

GERMANY

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Thomas Vojta

Curators' Professor

Missouri University of Science and Technology

UNITED STATES

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Skirmantas Janusonis

Professor

University of California, Santa Barbara

UNITED STATES

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Aleksander Weron

Professor and Director of Hugo Steinhuas Center

Wroclaw University of Science and Technology

POLAND

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Krzysztof Burnecki

Research Interests

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Articles (10)

Memory-multi-fractional Brownian motion with continuous correlations

Fractional Brownian motion with random Hurst exponent: Accelerating diffusion and persistence transitions

Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process

Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model

Classification of random trajectories based on the fractional Lévy stable motion

Tempered linear and non-linear time series models and their application to heavy-tailed solar flare data

Discriminating Gaussian processes via quadratic form statistics

Ruin Probability for the Insurer–Reinsurer Model for Exponential Claims: A Probabilistic Approach

Identifying heterogeneous diffusion states in the cytoplasm by a hidden Markov model

Testing of Multifractional Brownian Motion

Collaborators (7)

Farzad Sabzikar

Marek Teuerle

Aleksei Chechkin

Ralf Metzler

Thomas Vojta

Skirmantas Janusonis

Aleksander Weron

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