Dmitrii M. Ostrovskii

Available identifiers

zbMath Open ostrovskii.dmitrii-mMaRDI QIDQ2219230

List of research outcomes

Publication	Date of Publication	Type
Adaptive denoising of signals with local shift-invariant structure	2024-03-22	Paper
A family of probability distributions consistent with the DOZZ formula: towards a conjecture for the law of 2D GMC	2022-03-03	Paper
Efficient Search of First-Order Nash Equilibria in Nonconvex-Concave Smooth Min-Max Problems	2021-10-26	Paper
Finite-sample analysis of \(M\)-estimators using self-concordance	2021-01-19	Paper
A review of conjectured laws of total mass of Bacry–Muzy GMC measures on the interval and circle and their applications	2019-07-31	Paper
Affine Invariant Covariance Estimation for Heavy-Tailed Distributions	2019-02-08	Paper
Subcritical multiplicative chaos for regularized counting statistics from random matrix theory	2018-06-07	Paper
A theory of intermittency differentiation of 1D infinitely divisible multiplicative chaos measures	2018-04-17	Paper
A note on moments of limit log-infinitely divisible stochastic measures of Bacry and Muzy	2017-05-12	Paper
On Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free field	2016-11-29	Paper
A Theory of Intermittency Renormalization of Gaussian Multiplicative Chaos Measures	2016-09-29	Paper
Structure-Blind Signal Recovery	2016-07-19	Paper
On Riemann zeroes, lognormal multiplicative chaos, and Selberg integral	2016-03-11	Paper
On Barnes beta distributions, Selberg integral and Riemann xi	2016-01-12	Paper
Selberg Integral as a Meromorphic Function	2015-05-22	Paper
A note on the \(S_2(\delta)\) distribution and the Riemann Xi function	2015-02-03	Paper
Theory of Barnes beta distributions	2014-09-22	Paper
A dynamic channel reservation method for multimedia streaming in Wi-Fi mesh networks	2013-12-11	Paper
ON THE STOCHASTIC DEPENDENCE STRUCTURE OF THE LIMIT LOGNORMAL PROCESS	2011-06-17	Paper
On the limit lognormal and other limit log-infinitely divisible laws	2010-04-19	Paper
Mellin transform of the limit lognormal distribution	2009-09-25	Paper
BLACK–SCHOLES–MERTON IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE	2008-05-20	Paper
CONSTANT ELASTICITY OF VARIANCE IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE AND LEVERAGE EFFECT	2008-05-20	Paper
Intermittency expansions for limit lognormal multifractals	2008-04-23	Paper
Functional Feynman-Kac equations for limit lognormal multifractals	2007-07-19	Paper
Limit lognormal multifractal as an exponential functional	2006-09-11	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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