Harmonic analysis of random fractional diffusion-wave equations. - Vo V. Anh; Nikolai N. Leonenko (Appl. Math. Comput., 2003)

Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution. - Emanuele Taufer; Nikolai Leonenko (Comput. Stat. Data Anal., 2009)

Statistical inference for the epsilon-entropy and the quadratic Rényi entropy. - Nikolai Leonenko; Oleg Seleznjev (J. Multivar. Anal., 2010)

Statistical Modeling for Image Matching in Large Image Databases. - David Källberg; Oleg Seleznjev; Nikolai Leonenko; Haibo Li 001 (iThings/CPSCom, 2011)

Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. - Emanuele Taufer; Nikolai Leonenko; Marco Bee (Comput. Stat. Data Anal., 2011)

Statistical Inference for Rényi Entropy Functionals. - David Källberg; Nikolai Leonenko; Oleg Seleznjev (Conceptual Modelling and Its Theoretical Foundations, 2012)

Correlation structure of fractional Pearson diffusions. - Nikolai N. Leonenko; Mark M. Meerschaert; Alla Sikorskii (Comput. Math. Appl., 2013)

Limit theorems for the fractional nonhomogeneous Poisson process. - Nikolai Leonenko; Enrico Scalas; Mailan Trinh (J. Appl. Probab., 2019)

Spherically Restricted Random Hyperbolic Diffusion. - Philip Broadbridge; Alexander Kolesnik; Nikolai Leonenko; Andriy Olenko; Dareen Omari (Entropy, 2020)

Skellam Type Processes of Order k and Beyond. - Neha Gupta; Arun Kumar; Nikolai Leonenko (Entropy, 2020)

Option pricing in illiquid markets: A fractional jump-diffusion approach. - Donatien Hainaut; Nikolai Leonenko (J. Comput. Appl. Math., 2021)

Entropy-based test for generalised Gaussian distributions. - Mehmet Siddik Cadirci; Dafydd Evans; Nikolai Leonenko; Vitalii Makogin (Comput. Stat. Data Anal., 2022)

Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues. - Giacomo Ascione; Nikolai Leonenko; Enrica Pirozzi (Symmetry, 2022)

Sojourn functionals for spatiotemporal Gaussian random fields with long memory. - Nikolai N. Leonenko; María Dolores Ruiz-Medina (J. Appl. Probab., 2023)

Humbert generalized fractional differenced ARMA processes. - Niharika Bhootna; Monika Singh Dhull; Arun Kumar; Nikolai Leonenko (Commun. Nonlinear Sci. Numer. Simul., 2023)

On fractional spherically restricted hyperbolic diffusion random field. - Nikolai Leonenko; Andriy Olenko; Jayme Vaz Jr. (Commun. Nonlinear Sci. Numer. Simul., 2024)

Sibuya probability distributions and numerical evaluation of fractional-order operators. - Nikolai Leonenko; Igor Podlubny (CoRR, 2025)