List of papers published in JCR journals by the members of ICTP **(in progress)**.

Other papers will be added soon.

List of papers published in JCR journals by the members of ICTP **(in progress)**.

Other papers will be added soon.

AbstractWe investigate a prototypical reaction–diffusion-flow problem in saturated/unsaturated porous media. The special features of our problem are twofold: the reaction produces…

AbstractTransport processes in groundwater systems with spatially heterogeneous properties often exhibit anomalous behavior. Using first-order approximations in velocity fluctuations we…

AbstractConcentrations of chemical species transported in random environments need to be statistically characterized by probability density functions (PDF). Solutions to evolution equations…

AbstractWe identify sufficient conditions under which evolution equations for probability density functions (PDF) of random concentrations are equivalent to Fokker–Planck…

AbstractEvolution equations for probability density functions (PDFs) and filtered density functions (FDFs) of random species concentrations weighted by conserved scalars…

AbstractThe log returns of financial time series are usually modeled by means of the stationary GARCH(1,1) stochastic process or its…

AbstractA preliminary essential procedure in time series analysis is the separation of the deterministic component from the random one. If…

AbstractThe time evolution of a physical quantity associated with a thermodynamic system whose equilibrium fluctuations are modulated in amplitude by…

AbstractThe Gaussian white noise modulated in amplitude is defined as the product of a Gaussian white noise and a slowly…

AbstractTime series generated by a complex hierarchical system exhibit various types of dynamics at different time scales. A financial time…