The inverse tempered stable subordinator is a stochastic process that models power law
waiting times between particle movements, with an exponential tempering that allows all …

Local damage detection methods based on the vibration signal analysis are widely
discussed in the literature. One of the most popular approach is signal enhancement by …

In this paper, we study the pricing problems of basket options and spread options under the
Normal Tempered Stable Lévy model, which is a general model for financial assets and …

In this paper we study the anomalous diffusion process driven by fractional Brownian motion
delayed by general infinitely divisible subordinator. We show the analyzed process is the …

Given that the underlying assets in financial markets exhibit stylized facts such as
leptokurtosis, asymmetry, clustering properties and heteroskedasticity effect, this paper …

Given that underlying assets in financial markets exhibit stylized facts such as leptokurtosis,
asymmetry, clustering properties and heteroskedasticity effect, this paper applies the …

A countermeasure against sediment depletion in rivers is sand replenishment. The cost-
efficient sizing of its capacity is critical for sustainable environmental management. However …

In the last decade processes driven by inverse subordinators have become extremely
popular. They have been used in many different applications, especially for data with …

We introduce a simple, fast, and accurate way for the estimation of numerous distributions
that belong to the class of tempered stable probability distributions. Estimation is based on …

Many real data exhibit behavior adequate to subdiffusion processes. Very often it is
manifested by so-called “trapping events”. The visible evidence of subdiffusion we observe …