July 2002  020703
Fractional Calculus Modelling: recent papers by "fracalmo"
promoters
M. Raberto, E. Scalas and F. Mainardi : Waitingtimes
and returns in highfrequency financial data: an empirical study, Physica
A, in press
R. Gorenflo and F. Mainardi : NonMarkovian random walk models, scaling
and diffusion limits, Mini Proceedings of the 2nd International Conference
on "L\'evy Processes: Theory and Applications", MaPhySto (Mathematical
Physics and Stochastics Centre), Dept. Mathematics, University of Aarhus,
Denmark 2125 January 2002.
F. Mainardi, G. Pagnini and R. Gorenflo : Probability distributions
as solutions to fractional diffusion equations, Mini Proceedings of
the 2nd International Conference on "L\'evy Processes: Theory and Applications",
MaPhySto (Mathematical Physics and Stochastics Centre), Dept. Mathematics,
University of Aarhus, Denmark 2125 January 2002.
F. Mainardi and G. Pagnini : The fundamental solutions of the timefractional
diffusion equation, Proceedings of the International Conference on {\it
Mathematical Models and Analytical Problems for Special Materials} Chairmen:
M.Fabrizio, A. Hanyga and A. Morro Cortona, Italy, June 2529, 2001.
Submitted. Dedicated to the memory of Giorgio Gentili,
F. Mainardi and G. Pagnini : The Wright functions as solutions of the
timefractional diffusion equations, International Conference on {\it
Advanced Special Functions and Applications} Chairmen: G. Dattoli and
H.M.R. Srivastava Melfi, Italy, June 2528, 2001. in press on Applied
Mathematics and Computation.
F. Mainardi and G. Pagnini : Salvatore Pincherle: the pioneer of the
MellinBarnes integrals, to appear J. Computational and Appl. Mathematics.
R. Gorenflo, F. Mainardi, D. Moretti, G. Pagnini, and P. Paradisi :
Discrete random walk models for spacetime fractional diffusion, in
press on "Chemical Physics", special issue on Strange Kinetics Guest
Editors: J. Klafter, R. Hilfer, R. Metzler.
R. Gorenflo, F. Mainardi, D. Moretti and P. Paradisi : Timefractional
diffusion: a discrete random walk approach, in press on "Nonlinear Dynamics"
(ISSN 0924090X, published by KLUWER Acad. Publ), special issue on Fractional
Calculus, Guest Editor: J.A. Tenreiro Machado
J. Carcione, F. Cavallini, F. Mainardi and A. Hanyga : Timedomain seismic
modelling of constantQ wave propagation using fractional derivatives,
J. Pure and Appl. Geophys, in press
R. Gorenflo, F. Mainardi, D. Moretti, G. Pagnini and P. Paradisi : Fractional
Diffusion: probability distributions and random walk models, Physica
A, Vol 305, No 1/2 pp. 106112 (2002)
F. Mainardi, M. Raberto, E. Scalas and R. Gorenflo : Survival probability
of LIFFE bond futures via the MittagLeffler function, in H. Takayasu
(Editor), Empirical Science of Financial Fluctuations  The Advent of
Econophysics (SpringerVeralg, Tokyo 2002), pp. 195206.
F. Mainardi, R. Gorenflo, D. Moretti and P. Paradisi : Random walk models
for timefractional diffusion, in M.M. Novak (Editor), "Emergent Nature:
Patterns, Growth and Scaling in the Sciences", World Scientific, Singapore
2001, pp. 185196. {\it Proceedings Conference on Fractals 2002}, Granada,
Spain, March 1720, 2002.
F. Mainardi, Transient waves in linear viscoelastic media, in: A. Guran,
F. Pfeiffer and K. Popp (Editors), Dynamics with Friction: Modelling,
Analysis and Experiment, Part II. World Scientific, Singapore, 2001,
pp. 155181. ISBN 9810229542 [Vol. 7 on the Series B on Stability,
Vibration and Control of Systems, (Series Editors: A. Guran and D.J.
Inman)]
