Works by Malyarenko, Anatoliy

Results: 11

Evolution of forward curves in the Heath–Jarrow–Morton framework by cubature method on Wiener space.

Published in:

Communications in Statistics: Case Studies & Data Analysis, 2021, v. 7, n. 4, p. 717, doi. 10.1080/23737484.2021.2010622

By:

Malyarenko, Anatoliy;
Nohrouzian, Hossein

Publication type:

Article

Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter.

Published in:

Nonlinear Analysis: Modeling & Control, 2024, v. 29, n. 4, p. 802, doi. 10.15388/namc.2024.29.35560

By:

Braiman, Volodymyr;
Malyarenko, Anatoliy;
Mishura, Yuliya;
Rudyk, Yevheniia Anastasiia

Publication type:

Article

Tensor random fields in conductivity and classical or microcontinuum theories.

Published in:

Mathematics & Mechanics of Solids, 2015, v. 20, n. 4, p. 418, doi. 10.1177/1081286513498524

By:

Ostoja-Starzewski, Martin;
Shen, Lihua;
Malyarenko, Anatoliy

Publication type:

Article

Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities.

Published in:

Communications in Statistics: Theory & Methods, 2018, v. 47, n. 6, p. 1328, doi. 10.1080/03610926.2017.1318923

By:

Canhanga, Betuel;
Malyarenko, Anatoliy;
Ni, Ying;
Rančić, Milica;
Silvestrov, Sergei

Publication type:

Article

Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index.

Published in:

Fractional Calculus & Applied Analysis, 2023, v. 26, n. 3, p. 1052, doi. 10.1007/s13540-023-00155-2

By:

Malyarenko, Anatoliy;
Mishura, Yuliya;
Ralchenko, Kostiantyn;
Shklyar, Sergiy

Publication type:

Article

Matérn Class Tensor-Valued Random Fields and Beyond.

Published in:

Journal of Statistical Physics, 2017, v. 168, n. 6, p. 1276, doi. 10.1007/s10955-017-1847-2

By:

Leonenko, Nikolai;
Malyarenko, Anatoliy

Publication type:

Article

Numerical Studies on Asymptotics of European Option Under Multiscale Stochastic Volatility.

Published in:

Methodology & Computing in Applied Probability, 2017, v. 19, n. 4, p. 1075, doi. 10.1007/s11009-017-9553-8

By:

Canhanga, Betuel;
Malyarenko, Anatoliy;
Murara, Jean-Paul;
Ni, Ying;
Silvestrov, Sergei

Publication type:

Article

Fractal planetary rings: Energy inequalities and random field model.

Published in:

International Journal of Modern Physics B: Condensed Matter Physics; Statistical Physics; Applied Physics, 2017, v. 31, n. 30, p. -1, doi. 10.1142/S0217979217502368

By:

Malyarenko, Anatoliy;
Ostoja-Starzewski, Martin

Publication type:

Article

Properties of Various Entropies of Gaussian Distribution and Comparison of Entropies of Fractional Processes.

Published in:

Axioms (2075-1680), 2023, v. 12, n. 11, p. 1026, doi. 10.3390/axioms12111026

By:

Malyarenko, Anatoliy;
Mishura, Yuliya;
Ralchenko, Kostiantyn;
Rudyk, Yevheniia Anastasiia

Publication type:

Article

A deep look into the dagum family of isotropic covariance functions.

Published in:

Journal of Applied Probability, 2022, v. 59, n. 4, p. 1026, doi. 10.1017/jpr.2021.103

By:

Faouzi, Tarik;
Porcu, Emilio;
Kondrashuk, Igor;
Malyarenko, Anatoliy

Publication type:

Article

What Is the Spectral Theory of Random Fields?

Published in:

Austrian Journal of Statistics / Österreichische Zeitschrift für Statistik, 2025, v. 54, p. 17, doi. 10.17713/ajs.v54i1.1956

By:

Malyarenko, Anatoliy

Publication type:

Article