Braiman, Volodymyr; Malyarenko, Anatoliy; Mishura, Yuliya; Rudyk, Yevheniia Anastasiia Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter. (English) Zbl 07908539 Nonlinear Anal., Model. Control 29, No. 4, 802-815 (2024). MSC: 94A17 62B10 60E05 62G05 60E15 PDFBibTeX XMLCite \textit{V. Braiman} et al., Nonlinear Anal., Model. Control 29, No. 4, 802--815 (2024; Zbl 07908539) Full Text: DOI arXiv
Malyarenko, Anatoliy; Porcu, Emilio Multivariate random fields evolving temporally over hyperbolic spaces. (English) Zbl 07865961 J. Theor. Probab. 37, No. 2, 975-1000 (2024). MSC: 60G60 51M10 PDFBibTeX XMLCite \textit{A. Malyarenko} and \textit{E. Porcu}, J. Theor. Probab. 37, No. 2, 975--1000 (2024; Zbl 07865961) Full Text: DOI OA License
Muhumuza, Asaph Keikara; Lundengård, Karl; Malyarenko, Anatoliy; Silvestrov, Sergei; Mango, John Magero; Kakuba, Godwin The Wishart distribution on symmetric cones. (English) Zbl 07822785 Silvestrov, Sergei (ed.) et al., Non-commutative and non-associative algebra and analysis structures. SPAS 2019. Selected papers based on the presentations at the international conference on stochastic processes and algebraic structures – from theory towards applications, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 426, 661-684 (2023). MSC: 15B48 15A15 15B52 60E05 PDFBibTeX XMLCite \textit{A. K. Muhumuza} et al., Springer Proc. Math. Stat. 426, 661--684 (2023; Zbl 07822785) Full Text: DOI
Silvestrov, Sergei (ed.); Malyarenko, Anatoliy (ed.) Non-commutative and non-associative algebra and analysis structures. SPAS 2019. Selected papers based on the presentations at the international conference on stochastic processes and algebraic structures – from theory towards applications, Västerås, Sweden, September 30 – October 2, 2019. (English) Zbl 1531.17004 Springer Proceedings in Mathematics & Statistics 426. Cham: Springer (ISBN 978-3-031-32008-8/hbk; 978-3-031-32011-8/pbk; 978-3-031-32009-5/ebook). xvii, 831 p. (2023). MSC: 17-06 16-06 60-06 94-06 33-06 PDFBibTeX XMLCite \textit{S. Silvestrov} (ed.) and \textit{A. Malyarenko} (ed.), Non-commutative and non-associative algebra and analysis structures. SPAS 2019. Selected papers based on the presentations at the international conference on stochastic processes and algebraic structures -- from theory towards applications, Västerås, Sweden, September 30 -- October 2, 2019. Cham: Springer (2023; Zbl 1531.17004) Full Text: DOI
Malyarenko, Anatoliy; Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index. (English) Zbl 1522.60045 Fract. Calc. Appl. Anal. 26, No. 3, 1052-1081 (2023). MSC: 60G22 60G10 60G15 94A17 PDFBibTeX XMLCite \textit{A. Malyarenko} et al., Fract. Calc. Appl. Anal. 26, No. 3, 1052--1081 (2023; Zbl 1522.60045) Full Text: DOI arXiv OA License
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin Tensor- and spinor-valued random fields with applications to continuum physics and cosmology. (English) Zbl 1502.60078 Probab. Surv. 20, 1-86 (2023). MSC: 60G60 74A40 74H50 76F55 83F05 PDFBibTeX XMLCite \textit{A. Malyarenko} and \textit{M. Ostoja-Starzewski}, Probab. Surv. 20, 1--86 (2023; Zbl 1502.60078) Full Text: DOI arXiv Link
Muhumuza, Asaph Keikara; Malyarenko, Anatoliy; Lundengård, Karl; Silvestrov, Sergei; Mango, John Magero; Kakuba, Godwin Extreme points of the Vandermonde determinant and Wishart ensemble on symmetric cones. (English) Zbl 1536.15037 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 625-649 (2022). MSC: 15B52 15A15 15B57 60B20 60E05 62E10 17C55 32M15 PDFBibTeX XMLCite \textit{A. K. Muhumuza} et al., Springer Proc. Math. Stat. 408, 625--649 (2022; Zbl 1536.15037) Full Text: DOI
Muhumuza, Asaph Keikara; Lundengård, Karl; Malyarenko, Anatoliy; Silvestrov, Sergei; Mango, John Magero; Kakuba, Godwin Connections between the extreme points for Vandermonde determinants and minimizing risk measure in financial mathematics. (English) Zbl 1533.91468 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 587-623 (2022). MSC: 91G20 91G10 15A15 PDFBibTeX XMLCite \textit{A. K. Muhumuza} et al., Springer Proc. Math. Stat. 408, 587--623 (2022; Zbl 1533.91468) Full Text: DOI
Malyarenko, Anatoliy; Nohrouzian, Hossein Testing cubature formulae on Wiener space versus explicit pricing formulae. (English) Zbl 1533.60079 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 223-248 (2022). MSC: 60H05 91-10 91G20 PDFBibTeX XMLCite \textit{A. Malyarenko} and \textit{H. Nohrouzian}, Springer Proc. Math. Stat. 408, 223--248 (2022; Zbl 1533.60079) Full Text: DOI
Albuhayri, Mohammed; Engström, Christopher; Malyarenko, Anatoliy; Ni, Ying; Silvestrov, Sergei An improved asymptotics of implied volatility in the gatheral model. (English) Zbl 1532.91121 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 3-13 (2022). MSC: 91G20 35C20 PDFBibTeX XMLCite \textit{M. Albuhayri} et al., Springer Proc. Math. Stat. 408, 3--13 (2022; Zbl 1532.91121) Full Text: DOI
Zhang, Xian; Malyarenko, Anatoliy; Porcu, Emilio; Ostoja-Starzewski, Martin Elastodynamic problem on tensor random fields with fractal and Hurst effects. (English) Zbl 1534.74036 Meccanica 57, No. 4, 957-970 (2022). MSC: 74J99 74E35 74S60 28A80 PDFBibTeX XMLCite \textit{X. Zhang} et al., Meccanica 57, No. 4, 957--970 (2022; Zbl 1534.74036) Full Text: DOI
Malyarenko, A.; Mishura, Yu. S.; Rudyk, Y. A. O. Approximation of fractional integrals of Hölder functions. (English) Zbl 1538.60088 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 4, 18-25 (2022). MSC: 60H05 26A33 60G22 PDFBibTeX XMLCite \textit{A. Malyarenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 4, 18--25 (2022; Zbl 1538.60088) Full Text: DOI OA License
Leonenko, Nikolai; Malyarenko, Anatoliy; Olenko, Andriy On spectral theory of random fields in the ball. (English) Zbl 1515.60157 Theory Probab. Math. Stat. 107, 61-76 (2022). MSC: 60G60 60G15 PDFBibTeX XMLCite \textit{N. Leonenko} et al., Theory Probab. Math. Stat. 107, 61--76 (2022; Zbl 1515.60157) Full Text: DOI arXiv
Malyarenko, A. (ed.); Mishura, Yu. (ed.); Olenko, A. (ed.); Ostoja-Starzewski, M. (ed.) Editorial. (English) Zbl 1498.00037 Theory Probab. Math. Stat. 107, 1 (2022). MSC: 00B15 60-06 62-06 PDFBibTeX XMLCite \textit{A. Malyarenko} (ed.) et al., Theory Probab. Math. Stat. 107, 1 (2022; Zbl 1498.00037) Full Text: DOI
Faouzi, Tarik; Porcu, Emilio; Kondrashuk, Igor; Malyarenko, Anatoliy A deep look into the Dagum family of isotropic covariance functions. (English) Zbl 1498.60182 J. Appl. Probab. 59, No. 4, 1026-1041 (2022). MSC: 60G60 44A15 PDFBibTeX XMLCite \textit{T. Faouzi} et al., J. Appl. Probab. 59, No. 4, 1026--1041 (2022; Zbl 1498.60182) Full Text: DOI arXiv
Malyarenko, Anatoliy (ed.); Ni, Ying (ed.); Rančić, Milica (ed.); Silvestrov, Sergei (ed.) Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. (English) Zbl 1515.60023 Springer Proceedings in Mathematics & Statistics 408. Cham: Springer (ISBN 978-3-031-17819-1/hbk; 978-3-031-17822-1/pbk; 978-3-031-17820-7/ebook). xix, 914 p. (2022). MSC: 60-06 62-06 90-06 91-06 00A69 00B25 PDFBibTeX XMLCite \textit{A. Malyarenko} (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 -- October 2, 2019. Cham: Springer (2022; Zbl 1515.60023) Full Text: DOI
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin Polyadic random fields. (English) Zbl 1505.60056 Z. Angew. Math. Phys. 73, No. 5, Paper No. 204, 21 p. (2022). MSC: 60G60 PDFBibTeX XMLCite \textit{A. Malyarenko} and \textit{M. Ostoja-Starzewski}, Z. Angew. Math. Phys. 73, No. 5, Paper No. 204, 21 p. (2022; Zbl 1505.60056) Full Text: DOI OA License
Malyarenko, A. (ed.); Mishura, Yu. (ed.); Olenko, A. (ed.); Ostoja-Starzewski, M. (ed.) Editorial. (English) Zbl 1486.00036 Theory Probab. Math. Stat. 106, 1 (2022). MSC: 00B15 60-06 62-06 PDFBibTeX XMLCite \textit{A. Malyarenko} (ed.) et al., Theory Probab. Math. Stat. 106, 1 (2022; Zbl 1486.00036) Full Text: DOI
Nohrouzian, Hossein; Malyarenko, Anatoliy; Ni, Ying Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives. arXiv:2204.10692 Preprint, arXiv:2204.10692 [q-fin.MF] (2022). BibTeX Cite \textit{H. Nohrouzian} et al., ``Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives'', Preprint, arXiv:2204.10692 [q-fin.MF] (2022) Full Text: arXiv OA License
Malyarenko, A. (ed.); Mishura, Yu. (ed.); Olenko, A. (ed.); Ostoja-Starzewski, M. (ed.); Sakhno, L. (ed.) Editorial. (English) Zbl 1476.00074 Theory Probab. Math. Stat. 105, 1-2 (2021). MSC: 00B15 60-06 62-06 91-06 PDFBibTeX XMLCite \textit{A. Malyarenko} (ed.) et al., Theory Probab. Math. Stat. 105, 1--2 (2021; Zbl 1476.00074) Full Text: DOI
Canhanga, Betuel; Malyarenko, Anatoliy; Murara, Jean-Paul; Ni, Ying; Silvestrov, Sergei Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities. (English) Zbl 1471.91616 Silvestrov, Sergei (ed.) et al., Algebraic structures and applications. Selected papers based on the presentations at the international conference on stochastic processes and algebraic structures – from theory towards applications, SPAS 2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 317, 857-874 (2020). MSC: 91G60 65C05 65D32 91G20 PDFBibTeX XMLCite \textit{B. Canhanga} et al., Springer Proc. Math. Stat. 317, 857--874 (2020; Zbl 1471.91616) Full Text: DOI
Malyarenko, Anatoliy; Nohrouzian, Hossein; Silvestrov, Sergei An algebraic method for pricing financial instruments on post-crisis market. (English) Zbl 1471.91619 Silvestrov, Sergei (ed.) et al., Algebraic structures and applications. Selected papers based on the presentations at the international conference on stochastic processes and algebraic structures – from theory towards applications, SPAS 2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 317, 839-856 (2020). MSC: 91G60 65D32 16S30 60H15 PDFBibTeX XMLCite \textit{A. Malyarenko} et al., Springer Proc. Math. Stat. 317, 839--856 (2020; Zbl 1471.91619) Full Text: DOI
Silvestrov, Sergei (ed.); Malyarenko, Anatoliy (ed.); Rančić, Milica (ed.) Algebraic structures and applications. Selected papers based on the presentations at the international conference on stochastic processes and algebraic structures – from theory towards applications, SPAS 2017, Västerås and Stockholm, Sweden, October 4–6, 2017. (English) Zbl 1467.16001 Springer Proceedings in Mathematics & Statistics 317. Cham: Springer (ISBN 978-3-030-41849-6/hbk; 978-3-030-41852-6/pbk; 978-3-030-41850-2/ebook). xxx, 968 p. (2020). MSC: 16-06 17-06 13-06 00A69 00B25 PDFBibTeX XMLCite \textit{S. Silvestrov} (ed.) et al., Algebraic structures and applications. Selected papers based on the presentations at the international conference on stochastic processes and algebraic structures -- from theory towards applications, SPAS 2017, Västerås and Stockholm, Sweden, October 4--6, 2017. Cham: Springer (2020; Zbl 1467.16001) Full Text: DOI
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin; Amiri-Hezaveh, Amirhossein Random fields of piezoelectricity and piezomagnetism. Correlation structures. (English) Zbl 1451.74001 SpringerBriefs in Applied Sciences and Technology. Mathematical Methods. Cham: Springer (ISBN 978-3-030-60063-1/pbk; 978-3-030-60064-8/ebook). xi, 97 p. (2020). MSC: 74-01 74F15 PDFBibTeX XMLCite \textit{A. Malyarenko} et al., Random fields of piezoelectricity and piezomagnetism. Correlation structures. Cham: Springer (2020; Zbl 1451.74001) Full Text: DOI
Ma, Chunsheng; Malyarenko, Anatoliy Time-varying isotropic vector random fields on compact two-point homogeneous spaces. (English) Zbl 1444.60042 J. Theor. Probab. 33, No. 1, 319-339 (2020). MSC: 60G60 62M10 62M30 PDFBibTeX XMLCite \textit{C. Ma} and \textit{A. Malyarenko}, J. Theor. Probab. 33, No. 1, 319--339 (2020; Zbl 1444.60042) Full Text: DOI arXiv OA License
Karimi, Pouyan; Malyarenko, Anatoliy; Ostoja-Starzewski, Martin; Zhang, Xian RVE problem: mathematical aspects and related stochastic mechanics. (English) Zbl 1476.74004 Int. J. Eng. Sci. 146, Article ID 103169, 16 p. (2020). MSC: 74A40 74S60 PDFBibTeX XMLCite \textit{P. Karimi} et al., Int. J. Eng. Sci. 146, Article ID 103169, 16 p. (2020; Zbl 1476.74004) Full Text: DOI
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin Tensor-valued random fields for continuum physics. (English) Zbl 1402.60002 Cambridge Monographs on Mathematical Physics. Cambridge: Cambridge University Press (ISBN 978-1-108-42985-6/hbk; 978-1-108-55540-1/ebook). x, 302 p. (2019). MSC: 60-02 60G60 74S60 76M35 00A79 PDFBibTeX XMLCite \textit{A. Malyarenko} and \textit{M. Ostoja-Starzewski}, Tensor-valued random fields for continuum physics. Cambridge: Cambridge University Press (2019; Zbl 1402.60002) Full Text: DOI
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin Random fields related to the symmetry classes of second-order symmetric tensors. (English) Zbl 1423.60084 Silvestrov, Sergei (ed.) et al., Stochastic processes and applications. SPAS2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 271, 173-185 (2018). MSC: 60G60 15B48 PDFBibTeX XMLCite \textit{A. Malyarenko} and \textit{M. Ostoja-Starzewski}, Springer Proc. Math. Stat. 271, 173--185 (2018; Zbl 1423.60084) Full Text: DOI
Silvestrov, Sergei; Hössjer, Ola; Malyarenko, Anatoliy; Mishura, Yuliya Dmitrii S. Silvestrov. (English) Zbl 1425.01102 Silvestrov, Sergei (ed.) et al., Stochastic processes and applications. SPAS2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 271, 1-4 (2018). MSC: 01A70 PDFBibTeX XMLCite \textit{S. Silvestrov} et al., Springer Proc. Math. Stat. 271, 1--4 (2018; Zbl 1425.01102) Full Text: DOI
Malyarenko, A. Spectral expansions of random sections of homogeneous vector bundles. (English) Zbl 1414.83106 Theory Probab. Math. Stat. 97, 151-165 (2018) and Teor. Jmovirn. Mat. Stat. 97, 142-156 (2017). MSC: 83F05 85A25 60G60 83C60 62P35 83C10 PDFBibTeX XMLCite \textit{A. Malyarenko}, Theory Probab. Math. Stat. 97, 151--165 (2018; Zbl 1414.83106) Full Text: DOI arXiv
Silvestrov, Sergei (ed.); Malyarenko, Anatoliy (ed.); Rančić, Milica (ed.) Stochastic processes and applications. SPAS2017, Västerås and Stockholm, Sweden, October 4–6, 2017. (English) Zbl 1411.60006 Springer Proceedings in Mathematics & Statistics 271. Cham: Springer (ISBN 978-3-030-02824-4/hbk; 978-3-030-02825-1/ebook). xix, 475 p. (2018). MSC: 60-06 60Gxx 60Kxx 00B25 PDFBibTeX XMLCite \textit{S. Silvestrov} (ed.) et al., Stochastic processes and applications. SPAS2017, Västerås and Stockholm, Sweden, October 4--6, 2017. Cham: Springer (2018; Zbl 1411.60006) Full Text: DOI
Canhanga, Betuel; Malyarenko, Anatoliy; Ni, Ying; Rančić, Milica; Silvestrov, Sergei Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities. (English) Zbl 1390.91294 Commun. Stat., Theory Methods 47, No. 6, 1328-1349 (2018). MSC: 91G20 65C05 91G60 PDFBibTeX XMLCite \textit{B. Canhanga} et al., Commun. Stat., Theory Methods 47, No. 6, 1328--1349 (2018; Zbl 1390.91294) Full Text: DOI
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin Fractal planetary rings: energy inequalities and random field model. (English) Zbl 1434.85010 Int. J. Mod. Phys. B 31, No. 30, Article ID 1750236, 14 p. (2017). MSC: 85A15 54F50 62P35 62R40 PDFBibTeX XMLCite \textit{A. Malyarenko} and \textit{M. Ostoja-Starzewski}, Int. J. Mod. Phys. B 31, No. 30, Article ID 1750236, 14 p. (2017; Zbl 1434.85010) Full Text: DOI arXiv
Canhanga, Betuel; Malyarenko, Anatoliy; Murara, Jean-Paul; Ni, Ying; Silvestrov, Sergei Numerical studies on asymptotics of European option under multiscale stochastic volatility. (English) Zbl 1408.91207 Methodol. Comput. Appl. Probab. 19, No. 4, 1075-1087 (2017). MSC: 91G20 91G60 41A60 PDFBibTeX XMLCite \textit{B. Canhanga} et al., Methodol. Comput. Appl. Probab. 19, No. 4, 1075--1087 (2017; Zbl 1408.91207) Full Text: DOI
Leonenko, Nikolai; Malyarenko, Anatoliy Matérn class tensor-valued random fields and beyond. (English) Zbl 1373.60088 J. Stat. Phys. 168, No. 6, 1276-1301 (2017). MSC: 60G60 62M40 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{A. Malyarenko}, J. Stat. Phys. 168, No. 6, 1276--1301 (2017; Zbl 1373.60088) Full Text: DOI arXiv OA License
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin A random field formulation of Hooke’s law in all elasticity classes. (English) Zbl 1418.60046 J. Elasticity 127, No. 2, 269-302 (2017). MSC: 60G60 74A40 PDFBibTeX XMLCite \textit{A. Malyarenko} and \textit{M. Ostoja-Starzewski}, J. Elasticity 127, No. 2, 269--302 (2017; Zbl 1418.60046) Full Text: DOI arXiv OA License
Canhanga, Betuel; Malyarenko, Anatoliy; Murara, Jean-Paul; Silvestrov, Sergei Pricing European options under stochastic volatilities models. (English) Zbl 1356.91087 Silvestrov, Sergei (ed.) et al., Engineering mathematics I. Electromagnetics, fluid mechanics, material physics and financial engineering. Cham: Springer (ISBN 978-3-319-42081-3/hbk; 978-3-319-42082-0/ebook). Springer Proceedings in Mathematics & Statistics 178, 315-338 (2016). MSC: 91G20 91B70 PDFBibTeX XMLCite \textit{B. Canhanga} et al., Springer Proc. Math. Stat. 178, 315--338 (2016; Zbl 1356.91087) Full Text: DOI
Malyarenko, Anatoliy; Röman, Jan; Schyberg, Oskar Sensitivity analysis of catastrophe bond price under the Hull-White interest rate model. (English) Zbl 1356.91088 Silvestrov, Sergei (ed.) et al., Engineering mathematics I. Electromagnetics, fluid mechanics, material physics and financial engineering. Cham: Springer (ISBN 978-3-319-42081-3/hbk; 978-3-319-42082-0/ebook). Springer Proceedings in Mathematics & Statistics 178, 301-314 (2016). MSC: 91G20 91B30 60H30 60H07 PDFBibTeX XMLCite \textit{A. Malyarenko} et al., Springer Proc. Math. Stat. 178, 301--314 (2016; Zbl 1356.91088) Full Text: DOI
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin Spectral expansion of three-dimensional elasticity tensor random fields. (English) Zbl 1356.74022 Silvestrov, Sergei (ed.) et al., Engineering mathematics I. Electromagnetics, fluid mechanics, material physics and financial engineering. Cham: Springer (ISBN 978-3-319-42081-3/hbk; 978-3-319-42082-0/ebook). Springer Proceedings in Mathematics & Statistics 178, 281-300 (2016). MSC: 74B05 74E35 PDFBibTeX XMLCite \textit{A. Malyarenko} and \textit{M. Ostoja-Starzewski}, Springer Proc. Math. Stat. 178, 281--300 (2016; Zbl 1356.74022) Full Text: DOI
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin Spectral expansions of homogeneous and isotropic tensor-valued random fields. (English) Zbl 1348.60077 Z. Angew. Math. Phys. 67, No. 3, Article ID 59, 20 p. (2016). MSC: 60G60 60H05 60G57 74B05 PDFBibTeX XMLCite \textit{A. Malyarenko} and \textit{M. Ostoja-Starzewski}, Z. Angew. Math. Phys. 67, No. 3, Article ID 59, 20 p. (2016; Zbl 1348.60077) Full Text: DOI arXiv
Ostoja-Starzewski, Martin; Shen, Lihua; Malyarenko, Anatoliy Tensor random fields in conductivity and classical or microcontinuum theories. (English) Zbl 1327.74017 Math. Mech. Solids 20, No. 4, 418-432 (2015). MSC: 74A60 74A35 74F05 80A20 PDFBibTeX XMLCite \textit{M. Ostoja-Starzewski} et al., Math. Mech. Solids 20, No. 4, 418--432 (2015; Zbl 1327.74017) Full Text: DOI
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin Statistically isotropic tensor random fields: correlation structures. (English) Zbl 1317.60061 Math. Mech. Complex Syst. 2, No. 2, 209-231 (2014). MSC: 60G60 74A40 PDFBibTeX XMLCite \textit{A. Malyarenko} and \textit{M. Ostoja-Starzewski}, Math. Mech. Complex Syst. 2, No. 2, 209--231 (2014; Zbl 1317.60061) Full Text: DOI arXiv
Malyarenko, Anatoliy Invariant random fields on spaces with a group action. (English) Zbl 1268.60006 Probability and Its Applications. Berlin: Springer (ISBN 978-3-642-33405-4/hbk; 978-3-642-33406-1/ebook). xvii, 261 p. (2013). Reviewer: Alexander V. Bulinski (Moskva) MSC: 60-02 60G60 60K40 PDFBibTeX XMLCite \textit{A. Malyarenko}, Invariant random fields on spaces with a group action. Berlin: Springer (2013; Zbl 1268.60006) Full Text: DOI
Malyarenko, Anatoliy Spectral expansions of cosmological fields. arXiv:1304.5645 Preprint, arXiv:1304.5645 [math.PR] (2013). MSC: 60G60 BibTeX Cite \textit{A. Malyarenko}, ``Spectral expansions of cosmological fields'', Preprint, arXiv:1304.5645 [math.PR] (2013) Full Text: DOI arXiv OA License
Malyarenko, A.; Vasiliev, V. On parameter estimation of partly observed bilinear discrete-time stochastic systems. (English) Zbl 1239.62100 Metrika 75, No. 3, 403-424 (2012). MSC: 62M09 62M10 62H12 62L12 62H20 62F12 PDFBibTeX XMLCite \textit{A. Malyarenko} and \textit{V. Vasiliev}, Metrika 75, No. 3, 403--424 (2012; Zbl 1239.62100) Full Text: DOI
Malyarenko, Anatoliy Invariant random fields in vector bundles and application to cosmology. (English. French summary) Zbl 1268.60072 Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 4, 1068-1095 (2011). Reviewer: Alexander V. Bulinski (Moskva) MSC: 60G60 PDFBibTeX XMLCite \textit{A. Malyarenko}, Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 4, 1068--1095 (2011; Zbl 1268.60072) Full Text: DOI arXiv Euclid
Malyarenko, Anatoliy A family of series representations of the multiparameter fractional Brownian motion. (English) Zbl 1247.60052 Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VI. Centro Stefano Franscini, Ascona, Italy, May 19–23, 2008. Basel: Birkhäuser (ISBN 978-3-0348-0020-4/pbk; 978-3-0348-0021-1/ebook). Progress in Probability 63, 209-226 (2011). MSC: 60G22 33C60 PDFBibTeX XMLCite \textit{A. Malyarenko}, Prog. Probab. 63, 209--226 (2011; Zbl 1247.60052) Full Text: DOI arXiv Link
Malyarenko, A. A. Estimating the generalized autoregression model parameters for unknown noise distribution. (English. Russian original) Zbl 1211.93118 Autom. Remote Control 71, No. 2, 291-302 (2010); translation from Avtom. Telemekh. 2010, No. 2, 128-140 (2010). MSC: 93E10 93E25 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, Autom. Remote Control 71, No. 2, 291--302 (2010; Zbl 1211.93118); translation from Avtom. Telemekh. 2010, No. 2, 128--140 (2010) Full Text: DOI
Ni, Ying; Silvestrov, Dmitrii; Malyarenko, Anatoliy Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations. (English) Zbl 1164.60062 Zh. Obchysl. Prykl. Mat. 96, No. 1, 173-197 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60K05 34D10 91B30 PDFBibTeX XMLCite \textit{Y. Ni} et al., Zh. Obchysl. Prykl. Mat. 96, No. 1, 173--197 (2008; Zbl 1164.60062)
Malyarenko, Anatoliy An optimal series expansion of the multiparameter fractional Brownian motion. (English) Zbl 1139.60318 J. Theor. Probab. 21, No. 2, 459-475 (2008). MSC: 60G15 PDFBibTeX XMLCite \textit{A. Malyarenko}, J. Theor. Probab. 21, No. 2, 459--475 (2008; Zbl 1139.60318) Full Text: DOI arXiv
Silvestrov, Dmitrii; Malyarenko, Anatoliy The analytical finance package. (English) Zbl 1164.62085 Theory Stoch. Process. 13, No. 29, Part 4, 201-209 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62P05 91B28 62-04 91-04 PDFBibTeX XMLCite \textit{D. Silvestrov} and \textit{A. Malyarenko}, Theory Stoch. Process. 13(29), No. 4, 201--209 (2007; Zbl 1164.62085)
Mishchenko, Kateryna; Mishchenko, Volodymyr; Malyarenko, Anatoliy Adapted downhill simplex method for pricing convertible bonds. (English) Zbl 1164.62083 Theory Stoch. Process. 13, No. 29, Part 4, 130-147 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62P05 91B28 90C47 65K10 PDFBibTeX XMLCite \textit{K. Mishchenko} et al., Theory Stoch. Process. 13(29), No. 4, 130--147 (2007; Zbl 1164.62083) Full Text: arXiv
Silvestrov, Dmitrii; Teugels, Jozef; Masol, Viktoriya; Malyarenko, Anatoliy Innovation methods, algorithms, and software for analysis of reinsurance contracts. (English) Zbl 1142.62093 Theory Stoch. Process. 12, No. 28, Part 3-4, 203-238 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P05 62G32 65C05 91B30 PDFBibTeX XMLCite \textit{D. Silvestrov} et al., Theory Stoch. Process. 12(28), No. 3--4, 203--238 (2006; Zbl 1142.62093)
Malyarenko, Anatoliy Functional limit theorems for multiparameter fractional Brownian motion. (English) Zbl 1120.60029 J. Theor. Probab. 19, No. 2, 263-288 (2006). Reviewer: Tadeusz Inglot (Wrocław) MSC: 60F17 60G60 60G15 PDFBibTeX XMLCite \textit{A. Malyarenko}, J. Theor. Probab. 19, No. 2, 263--288 (2006; Zbl 1120.60029) Full Text: DOI arXiv
Malyarenko, A. A. Abelian and Tauberian theorems for random fields on two-point homogeneous spaces. (Ukrainian, English) Zbl 1097.60035 Teor. Jmovirn. Mat. Stat. 69, 106-118 (2004); translation in Theory Probab. Math. Stat. 69, 115-127 (2004). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G60 60G10 60B15 40E05 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, Teor. Ĭmovirn. Mat. Stat. 69, 106--118 (2004; Zbl 1097.60035); translation in Theory Probab. Math. Stat. 69, 115--127 (2004) Full Text: Link
Silvestrov, Dmitrii; Malyarenko, Anatoliy; Silvetrova, Evelina Stochastic modelling of insurance business with dynamical control of investments. (English) Zbl 1060.62123 Theory Stoch. Process. 9(25), No. 3-4, 184-205 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{D. Silvestrov} et al., Theory Stoch. Process. 9(25), No. 3--4, 184--205 (2003; Zbl 1060.62123)
Silvestrov, Dmitrii S.; Galochkin, Victor G.; Malyarenko, Anatoliy A. OptAn - a pilot program system for analysis of options. (English) Zbl 0979.91033 Theory Stoch. Process. 7(23), No. 1-2, 291-300 (2001). Reviewer: A.D.Borisenko (Kyïv) MSC: 91B28 62P05 91-08 PDFBibTeX XMLCite \textit{D. S. Silvestrov} et al., Theory Stoch. Process. 7(23), No. 1--2, 291--300 (2001; Zbl 0979.91033)
Malyarenko, A. A. Koch snowflake and its analytical definition. (Ukrainian) Zbl 0971.28005 Sviti Mat. 6, No. 4, 7-15 (2000). Reviewer: A.Ya.Olenko (Kyïv) MSC: 28A80 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, Sviti Mat. 6, No. 4, 7--15 (2000; Zbl 0971.28005)
Malyarenko, Anatolij A. The exact Hausdorff measure of random sets connected with isotropic Gaussian random fields. (English) Zbl 0993.60006 Theory Stoch. Process. 5(21), No. 3-4, 162-170 (1999). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 60B11 60G60 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, Theory Stoch. Process. 5(21), No. 3--4, 162--170 (1999; Zbl 0993.60006)
Malyarenko, A. A. Local properties of Gaussian random fields on compact symmetric spaces and theorems of the Jackson-Bernstein type. (English. Ukrainian original) Zbl 0948.60037 Ukr. Math. J. 51, No. 1, 66-75 (1999); translation from Ukr. Mat. Zh. 51, No. 1, 60-68 (1999). Reviewer: V.A.Gasanenko (Kyïv) MSC: 60G60 60G17 60G15 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, Ukr. Mat. Zh. 51, No. 1, 60--69 (1999; Zbl 0948.60037); translation from Ukr. Mat. Zh. 51, No. 1, 60--68 (1999)
Malyarenko, A. A. V. M. Shurenkov sets and their computer modeling. (Ukrainian) Zbl 0914.28006 Sviti Mat. 4, No. 1, 1-8 (1998). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 28A80 28-04 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, Sviti Mat. 4, No. 1, 1--8 (1998; Zbl 0914.28006)
Malyarenko, A. P.; Martchenko, B. G. Correlation analysis of stochastic amplitude-angle modulated signals. (English) Zbl 0862.94008 Circuits Syst. Signal Process. 15, No. 3, 335-342 (1996). MSC: 94A14 60G35 PDFBibTeX XMLCite \textit{A. P. Malyarenko} and \textit{B. G. Martchenko}, Circuits Syst. Signal Process. 15, No. 3, 335--342 (1996; Zbl 0862.94008) Full Text: DOI
Malyarenko, A. A. Linear differential equations with random flows. (English) Zbl 0941.60060 Theory Stoch. Process. 2(18), No. 3-4, 145-152 (1996). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60G60 60H10 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, Theory Stoch. Process. 2(18), No. 3--4, 145--152 (1996; Zbl 0941.60060)
Katafygiotis, L. S.; Malyarenko, A. A.; Papadimitriou, C. Approximation of homogeneous Gaussian random fields with the help of cubature formulas. (English) Zbl 0939.60037 Theory Stoch. Process. 2(18), No. 3-4, 60-66 (1996). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60G60 62M40 PDFBibTeX XMLCite \textit{L. S. Katafygiotis} et al., Theory Stoch. Process. 2(18), No. 3--4, 60--66 (1996; Zbl 0939.60037)
Malyarenko, A. A. Trajectories of homogeneous and isotropic random flows have no fractal properties. (English) Zbl 0984.60066 Skorokhod, A. V. (ed.) et al., Exploring stochastic laws. Festschrift in honour of the 70th birthday of Academician Vladimir Semenovich Korolyuk. Utrecht: VSP. 293-305 (1995). Reviewer: R.E.Maiboroda (Kyïv) MSC: 60G60 55M10 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, in: Exploring stochastic laws. Festschrift in honour of the 70th birthday of Academician Vladimir Semenovich Korolyuk. Utrecht: VSP. 293--305 (1995; Zbl 0984.60066)
Malyarenko, A. A. The inversion formula for random fields on homogeneous spaces of semi-simple Lie groups. (English) Zbl 1029.60515 Àrato, M. (ed.) et al., New trends in probability and mathematical statistics. Proceedings of the second Ukrainian-Hungarian conference, Mukachevo, Ukraine, September 25-October 1, 1992. Kiev: TViMS. Teor. Veroyatn. Mat. Stat./Probab. Theory Math. Stat. 2, 169-172 (1995). Reviewer: A.Ya.Olenko (Kyïv) MSC: 60G60 60B15 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, in: New trends in probability and mathematical statistics. Proceedings of the second Ukrainian-Hungarian conference, Mukachevo, Ukraine, September 25--October 1, 1992. Kiev: TViMS. 169--172 (1995; Zbl 1029.60515)
Mal’yarenko, A. A.; Olenko, A. Ya. Multidimensional covariant random fields on commutative locally compact groups. (English. Russian original) Zbl 0786.60068 Ukr. Math. J. 44, No. 11, 1384-1389 (1992); translation from Ukr. Mat. Zh. 44, No. 11, 1505-1510 (1992). MSC: 60G60 60H05 60B15 PDFBibTeX XMLCite \textit{A. A. Mal'yarenko} and \textit{A. Ya. Olenko}, Ukr. Mat. Zh. 44, No. 11, 1505--1510 (1992; Zbl 0786.60068); translation from Ukr. Mat. Zh. 44, No. 11, 1505--1510 (1992) Full Text: DOI
Malyarenko, A. A. Multidimensional covariant random fields on commutative topological groups. (English. Russian original) Zbl 0708.60012 Theory Probab. Math. Stat. 41, 49-55 (1990); translation from Teor. Veroyatn. Mat. Stat., Kiev 41, 43-50 (1989). MSC: 60B15 60G60 22B99 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, Theory Probab. Math. Stat. 41, 49--55 (1990; Zbl 0708.60012); translation from Teor. Veroyatn. Mat. Stat., Kiev 41, 43--50 (1989)
Malyarenko, A. A. Many-dimensional covariant random fields on commutative topological groups. (Russian) Zbl 0699.60009 Teor. Veroyatn. Mat. Stat., Kiev 41, 43-50 (1989). Reviewer: I.Vladimirescu MSC: 60B15 60G60 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, Teor. Veroyatn. Mat. Stat., Kiev 41, 43--50 (1989; Zbl 0699.60009)
Malyarenko, A. A. A class of multidimensional random fields of Markov type. (English. Russian original) Zbl 0629.60057 Theory Probab. Math. Stat. 34, 109-115 (1987); translation from Teor. Veroyatn. Mat. Stat. 34, 97-104 (1986). Reviewer: Yu.S.Mishura MSC: 60G60 60J25 46F99 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, Theory Probab. Math. Stat. 34, 109--115 (1987; Zbl 0629.60057); translation from Teor. Veroyatn. Mat. Stat. 34, 97--104 (1986)
Malyarenko, A. A. Spectral resolution of multidimensional homogeneous random fields that are isotropic in some of the variables. (English. Russian original) Zbl 0629.60056 Theory Probab. Math. Stat. 32, 69-75 (1986); translation from Teor. Veroyatn. Mat. Stat. 32, 66-72 (1985). Reviewer: Yu.S.Mishura MSC: 60G60 60H05 46F99 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, Theory Probab. Math. Stat. 32, 69--75 (1986; Zbl 0629.60056); translation from Teor. Veroyatn. Mat. Stat. 32, 66--72 (1985)
Malyarenko, A. A. The Markov property of multidimensional Gaussian random fields on Euclidean space. (English) Zbl 0601.60049 Theory Probab. Math. Stat. 31, 93-101 (1985). MSC: 60G60 60J99 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, Theory Probab. Math. Stat. 31, 93--101 (1985; Zbl 0601.60049)
Malyarenko, A. A. Spectral analysis of multidimensional homogeneous and isotropic random fields. (Russian. English summary) Zbl 0577.60050 Dokl. Akad. Nauk Ukr. SSR, Ser. A 1985, No. 7, 20-22 (1985). MSC: 60G60 60B15 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, Dokl. Akad. Nauk Ukr. SSR, Ser. A 1985, No. 7, 20--22 (1985; Zbl 0577.60050)
Malyarenko, A. A. Markov property of multidimensional Gaussian random fields on Euclidean space. (Russian) Zbl 0588.60045 Teor. Veroyatn. Mat. Stat. 31, 82-90 (1984). Reviewer: M.Iosifescu MSC: 60G60 60J99 PDFBibTeX XML
Malyarenko, A. A. Some class of multidimensional random fields of the Markov type. (Russian) Zbl 0485.60049 Dokl. Akad. Nauk Ukr. SSR, Ser. A 1981, No. 9, 21-22 (1981). MSC: 60G60 PDFBibTeX XMLCite \textit{A. A. Malyarenko}, Dokl. Akad. Nauk Ukr. SSR, Ser. A 1981, No. 9, 21--22 (1981; Zbl 0485.60049)
Geints, A. G.; Malyarenko, V. A.; Maslova, N. B. A free-molecular flow within a spherical cavity. (Russian) Zbl 0559.76069 Molecular gas dynamics, Interuniv. Collect., Aerodyn. Rarefied Gases 10, Leningrad 1980, 203-209 (1980). MSC: 76N15 82B40 PDFBibTeX XML
Kvitka, A. A.; Litvin, O. N.; Malyarenko, V. A.; Macevityi, Yu. M. Über die Anwendung von Variationsmethoden zur Lösung inverser Probleme der stationären Wärmeleitung. (Ukrainian) Zbl 0292.65053 Dopov. Akad. Nauk Ukr. RSR, Ser. A 1974, 353-356 (1974). MSC: 65M99 65N35 PDFBibTeX XMLCite \textit{A. A. Kvitka} et al., Dopov. Akad. Nauk Ukr. RSR, Ser. A 1974, 353--356 (1974; Zbl 0292.65053)