a person in the record
Anatoliy Malyarenko
Professor of mathematicsborn 1957
Supervised 12 doctoral students at Mälardalens högskola and Mälardalens universitet; Wikidata names Myhailo Yadrenko as doctoral advisor and lists 5 doctoral students. Linked to Wikidata and ORCID.
How to read the markscited by a repository's recordstated by Wikidata or indexed by OpenAlexclaimed on an ORCID list, or inferred
Students12
- cited by a thesis record
Marko Dimitrov“Regime-Switching, Stochastic Volatility, and Numerical Approaches in Option Pricing”
2024 · Mälardalens universitet · doctoral - cited by a thesis record
Hossein Nohrouzian“A Cubature Method for Solving Stochastic Equations”
2022 · Mälardalens universitet · doctoral - cited by a thesis record2022 · Mälardalens universitet · doctoral
- cited by a thesis record
Mohammed Albuhayri“Asymptotics of implied volatility in the Gatheral double stochastic volatility model”
2022 · Mälardalens universitet · doctoral - cited by a thesis record
Pitos Seleka Biganda“Analytical and Iterative Methods of Computing PageRank of Networks”
2020 · Mälardalens högskola · doctoral - cited by a thesis record
Benard Abola“Perturbed Markov Chains with Damping Component and Information Networks”
2020 · Mälardalens högskola · doctoral - cited by a thesis record
Asaph Keikara Muhumuza“Extreme points of the Vandermonde determinant in numerical approximation, random matrix theory and financial mathematics”
2020 · Mälardalens högskola · doctoral - cited by a thesis record
Karl Lundengård“Extreme points of the Vandermonde determinant and phenomenological modelling with power exponential functions”
2019 · Mälardalens högskola · doctoral - cited by a thesis record
Betuel Canhanga“Asymptotic Methods for Pricing European Option in a Market Model With Two Stochastic Volatilities”
2016 · Mälardalens högskola · doctoral - cited by a thesis record
Gyan Thapa“Optimization of Just-in-Time Sequencing Problems and Supply Chain Logistics”
2015 · Mälardalens högskola · doctoral - cited by a thesis record2011 · Mälardalens högskola · doctoral
- cited by a thesis record2010 · Mälardalens högskola · doctoral
Advisors on Wikidata1
From Wikidata, shown separately from the thesis records.
- stated by Wikidata
Students on Wikidata5
From Wikidata, shown separately from the thesis records.
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
- stated by Wikidata
The line above and below4 steps
The advisors of their advisors, four steps up at most, in the thesis records and on Wikidata, each kind marked; a person in both is listed once.
- 1 step up
stated by WikidataMyhailo Yadrenko
- 2 steps up
stated by WikidataI. I. Gikhman
- 3 steps up
stated by WikidataNikolai Bogolyubov
- 4 steps up
stated by WikidataNikolai Krylov
Below them, within 3 steps, the record reaches 17 people: 12 cited by thesis records, 5 stated by Wikidata.
Education and career3
From Wikidata, shown separately from the thesis records. Each place opens its Wikidata item.
- 1974 to 1985
- from 2013worked
- undated
Papers in OpenAlex120
1992most in 2018: 152025
last at Mälardalen University
writes on Stochastic processes and financial applications, Point processes and geometric inequalities, Probability and Statistical Research, Financial Risk and Volatility Modeling, Stochastic processes and statistical mechanics
- indexed by OpenAlex2016 · Advances in applied mechanics · 7 authorscited 67
- indexed by OpenAlex2012 · Probability and its applications · 1 authorcited 62
- indexed by OpenAlex2018 · Cambridge University Press eBooks · 2 authorscited 42
- indexed by OpenAlexcited 42
A Random Field Formulation of Hooke’s Law in All Elasticity Classes
2016 · Journal of Elasticity · 2 authors - indexed by OpenAlexcited 28
Statistically isotropic tensor random fields: Correlation structures
2014 · Mathematics and Mechanics of Complex Systems · 2 authors - indexed by OpenAlexcited 27
Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces
2018 · Journal of Theoretical Probability · 2 authors - indexed by OpenAlex2014 · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2 authorscited 23
- indexed by OpenAlexcited 20
Spectral expansions of homogeneous and isotropic tensor-valued random fields
2016 · Zeitschrift für angewandte Mathematik und Physik · 2 authors - indexed by OpenAlexcited 19
Simulation of Homogeneous and Partially Isotropic Random Fields
1999 · Journal of Engineering Mechanics · 3 authors - indexed by OpenAlex2018 · Springer proceedings in mathematics & statistics · 3 authorscited 17
the 25 most cited of 120
- indexed by OpenAlexcited 16
- indexed by OpenAlexcited 16
Abelian and Tauberian theorems for random fields on two-point homogeneous spaces
2005 · Theory of Probability and Mathematical Statistics · 1 author - indexed by OpenAlexcited 14
RVE Problem: Mathematical aspects and related stochastic mechanics
2019 · International Journal of Engineering Science · 4 authors - indexed by OpenAlex2017 · Journal of Statistical Physics · 2 authorscited 12
- indexed by OpenAlexcited 11
Elastodynamic problem on tensor random fields with fractal and Hurst effects
2021 · Meccanica · 4 authors - indexed by OpenAlex2015 · Springer tracts in mechanical engineering · 2 authorscited 11
- indexed by OpenAlexcited 10
Tensor random fields in conductivity and classical or microcontinuum theories
2013 · Mathematics and Mechanics of Solids · 3 authors - indexed by OpenAlexcited 9
- indexed by OpenAlexcited 9
An Optimal Series Expansion of the Multiparameter Fractional Brownian Motion
2007 · Journal of Theoretical Probability · 1 author - indexed by OpenAlexcited 9
Multidimensional covariant random fields on commutative locally compact groups
1992 · Ukrainian Mathematical Journal · 2 authors - indexed by OpenAlexcited 8
Tensor- and spinor-valued random fields with applications to continuum physics and cosmology
2023 · Probability Surveys · 2 authors - indexed by OpenAlexcited 8
A deep look into the dagum family of isotropic covariance functions
2022 · Journal of Applied Probability · 4 authors - indexed by OpenAlexcited 6
An Algebraic Method for Pricing Financial Instruments on Post-crisis Market
2020 · Springer proceedings in mathematics & statistics · 3 authors - indexed by OpenAlex2020 · SpringerBriefs in applied sciences and technology · 3 authorscited 6
- indexed by OpenAlex2019 · International Journal of Solids and Structures · 2 authorscited 6