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Malyarenko, Anatoliy Andreevich

Statistics Math-Net.Ru
Total publications: 2
Scientific articles: 2

Number of views:
This page:1816
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References:31
Malyarenko, Anatoliy Andreevich
Professor
Candidate of physico-mathematical sciences (1985)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
Birth date: 16.04.1957
Website: https://sites.google.com/view/anatoliy-malyarenko
Keywords: Random field, spectral expansion, stochastic volatility.
UDC: 519.21
MSC: 60G60

Subject:

Random fields, financial mathematics, continuum physics

   
Main publications:
  1. Malyarenko, Anatoliy, Invariant random fields on spaces with a group action, Probability and its Applications (New York), Springer, Heidelberg, 2013  crossref  mathscinet
  2. Malyarenko, Anatoliy; Ostoja-Starzewski, Martin, Tensor-valued random fields for continuum physics, Cambridge Monographs on Mathematical Physics, Cambridge University Press, Cambridge, 2019  crossref  mathscinet
  3. Malyarenko, Anatoliy, Ostoja-Starzewski, Martin, Amiri-Hezaveh, Amirhossein, Random Fields of Piezoelectricity and Piezomagnetism. Correlation Structures, SpringerBriefs in Mathematical Methods, Springer International Publishing, Heidelberg, 2020  crossref  mathscinet
  4. Malyarenko, Anatoliy, “Invariant random fields in vector bundles and application to cosmology”, Ann. Inst. Henri Poincare Probab. Stat., 47:4 (2011), 1068–1095, arXiv: 0907.4620  crossref  mathscinet
  5. Ma, Chunsheng; Malyarenko, Anatoliy, “Time-varying isotropic vector random fields on compact two-point homogeneous spaces”, J. Theoret. Probab., 33:1 (2020), 319–339, arXiv: 1811.05837  crossref  mathscinet

https://www.mathnet.ru/eng/person60394
https://scholar.google.com/citations?user=vLclDr4AAAAJ&hl=en
https://zbmath.org/authors/?q=ai:malyarenko.anatoliy-a
https://mathscinet.ams.org/mathscinet/MRAuthorID/225532
https://orcid.org/0000-0002-0139-0747
https://publons.com/researcher/3275780/anatoliy-malyarenko
https://www.webofscience.com/wos/author/record/3275780
https://www.scopus.com/authid/detail.url?authorId=56259663000
https://www.researchgate.net/profile/Anatoliy_Malyarenko
https://arxiv.org/a/malyarenko_a_1

Publications in Math-Net.Ru Citations
2007
1. Dmitrii Silvestrov, Anatoliy Malyarenko, “The analytical finance package”, Theory Stoch. Process., 13(29):4 (2007),  201–209  mathnet  zmath
2. Kateryna Mishchenko, Volodymyr Mishchenko, Anatoliy Malyarenko, “Adapted downhill simplex method for pricing convertible bonds”, Theory Stoch. Process., 13(29):4 (2007),  130–147  mathnet  mathscinet  zmath

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