| Publication | Date of Publication | Type |
|---|
Entropies of the Poisson distribution as functions of intensity: ``normal'' and ``anomalous'' behavior
Methodology and Computing in Applied Probability | 2025-06-25 | Paper |
Fractal and Hurst effects in solenoidal and irrotational vector random fields
SIAM Journal on Applied Mathematics | 2025-05-21 | Paper |
Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter
Nonlinear Analysis. Modelling and Control | 2024-09-06 | Paper |
Multivariate random fields evolving temporally over hyperbolic spaces
Journal of Theoretical Probability | 2024-06-17 | Paper |
The Wishart distribution on symmetric cones
Non-commutative and Non-associative Algebra and Analysis Structures | 2024-03-22 | Paper |
An improved asymptotics of implied volatility in the gatheral model
Springer Proceedings in Mathematics & Statistics | 2024-03-16 | Paper |
Testing cubature formulae on Wiener space versus explicit pricing formulae
Springer Proceedings in Mathematics & Statistics | 2024-03-16 | Paper |
Connections between the extreme points for Vandermonde determinants and minimizing risk measure in financial mathematics
Springer Proceedings in Mathematics & Statistics | 2024-03-16 | Paper |
Extreme points of the Vandermonde determinant and Wishart ensemble on symmetric cones
Springer Proceedings in Mathematics & Statistics | 2024-03-16 | Paper |
Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index
Fractional Calculus \ Applied Analysis | 2023-10-12 | Paper |
Elastodynamic problem on tensor random fields with fractal and Hurst effects
Meccanica | 2023-08-09 | Paper |
Approximation of fractional integrals of H¨older functions
Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics | 2023-07-10 | Paper |
Tensor- and spinor-valued random fields with applications to continuum physics and cosmology
Probability Surveys | 2023-01-09 | Paper |
Tensor- and spinor-valued random fields with applications to continuum physics and cosmology
Probability Surveys | 2023-01-09 | Paper |
On spectral theory of random fields in the ball
Theory of Probability and Mathematical Statistics | 2022-11-17 | Paper |
A deep look into the Dagum family of isotropic covariance functions
Journal of Applied Probability | 2022-11-14 | Paper |
Polyadic random fields
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 2022-09-21 | Paper |
| Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives | 2022-04-22 | Paper |
| An algebraic method for pricing financial instruments on post-crisis market | 2021-09-08 | Paper |
| Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities | 2021-09-08 | Paper |
On Spectral Theory of Random Fields in the Ball
(available as arXiv preprint) | 2021-07-28 | Paper |
Random fields of piezoelectricity and piezomagnetism. Correlation structures
SpringerBriefs in Applied Sciences and Technology | 2020-12-03 | Paper |
Time-varying isotropic vector random fields on compact two-point homogeneous spaces
Journal of Theoretical Probability | 2020-02-18 | Paper |
RVE problem: mathematical aspects and related stochastic mechanics
International Journal of Engineering Science | 2020-02-11 | Paper |
Fractal planetary rings: energy inequalities and random field model
International Journal of Modern Physics B | 2019-11-05 | Paper |
| Random fields related to the symmetry classes of second-order symmetric tensors | 2019-10-17 | Paper |
| Dmitrii S. Silvestrov | 2019-10-17 | Paper |
Spectral expansions of random sections of homogeneous vector bundles
Theory of Probability and Mathematical Statistics | 2019-03-05 | Paper |
| Tensor-valued random fields for continuum physics | 2018-11-21 | Paper |
Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities
Communications in Statistics: Theory and Methods | 2018-04-11 | Paper |
Numerical studies on asymptotics of European option under multiscale stochastic volatility
Methodology and Computing in Applied Probability | 2018-02-02 | Paper |
Matérn class tensor-valued random fields and beyond
Journal of Statistical Physics | 2017-11-09 | Paper |
A random field formulation of Hooke's law in all elasticity classes
Journal of Elasticity | 2017-08-10 | Paper |
Pricing European options under stochastic volatilities models
Springer Proceedings in Mathematics & Statistics | 2017-02-17 | Paper |
Spectral expansion of three-dimensional elasticity tensor random fields
Springer Proceedings in Mathematics & Statistics | 2017-02-17 | Paper |
Sensitivity analysis of catastrophe bond price under the Hull-White interest rate model
Springer Proceedings in Mathematics & Statistics | 2017-02-17 | Paper |
Spectral expansions of homogeneous and isotropic tensor-valued random fields
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 2016-10-14 | Paper |
Tensor random fields in conductivity and classical or microcontinuum theories
Mathematics and Mechanics of Solids | 2015-10-09 | Paper |
Statistically isotropic tensor random fields: correlation structures
Mathematics and Mechanics of Complex Systems | 2014-08-08 | Paper |
| Spectral expansions of cosmological fields | 2013-04-20 | Paper |
Invariant random fields in vector bundles and application to cosmology
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-03-26 | Paper |
Invariant random fields in vector bundles and application to cosmology
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-03-26 | Paper |
Invariant random fields on spaces with a group action
Probability and its Applications | 2012-10-05 | Paper |
A Family of Series Representations of the Multiparameter Fractional Brownian Motion
Seminar on Stochastic Analysis, Random Fields and Applications VI | 2012-08-24 | Paper |
A Family of Series Representations of the Multiparameter Fractional Brownian Motion
Seminar on Stochastic Analysis, Random Fields and Applications VI | 2012-08-24 | Paper |
| The analytical finance package | 2009-02-28 | Paper |
| Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations | 2009-02-28 | Paper |
Adapted Downhill Simplex Method for Pricing Convertible Bonds
(available as arXiv preprint) | 2009-02-28 | Paper |
An optimal series expansion of the multiparameter fractional Brownian motion
Journal of Theoretical Probability | 2008-06-04 | Paper |
| scientific article; zbMATH DE number 5220403 (Why is no real title available?) | 2007-12-16 | Paper |
Functional limit theorems for multiparameter fractional Brownian motion
Journal of Theoretical Probability | 2007-02-14 | Paper |
| Abelian and Tauberian theorems for random fields on two-point homogeneous spaces | 2006-09-19 | Paper |
| scientific article; zbMATH DE number 2169761 (Why is no real title available?) | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 1762663 (Why is no real title available?) | 2002-07-03 | Paper |
OptAn - a pilot program system for analysis of options
Theory of Stochastic Processes | 2001-09-16 | Paper |
Koch snowflake and its analytical definition
U Sviti Matematyky | 2001-08-08 | Paper |
| scientific article; zbMATH DE number 1515773 (Why is no real title available?) | 2001-01-17 | Paper |
| scientific article; zbMATH DE number 1409848 (Why is no real title available?) | 2000-03-02 | Paper |
| scientific article; zbMATH DE number 1409840 (Why is no real title available?) | 2000-03-02 | Paper |
| scientific article; zbMATH DE number 1380488 (Why is no real title available?) | 1999-12-19 | Paper |
| scientific article; zbMATH DE number 1336715 (Why is no real title available?) | 1999-09-14 | Paper |
| scientific article; zbMATH DE number 1260828 (Why is no real title available?) | 1999-03-14 | Paper |
Multidimensional covariant random fields on commutative locally compact groups
Ukrainian Mathematical Journal | 1994-03-13 | Paper |
| scientific article; zbMATH DE number 4163803 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4147190 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4024430 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4024429 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3923789 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3969788 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3944971 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3762980 (Why is no real title available?) | 1981-01-01 | Paper |
Properties of Shannon and R\'{e}nyi entropies of the Poisson distribution as the functions of intensity parameter
(available as arXiv preprint) | N/A | Paper |
