Edit Profile (opens in new tab) Malyarenko, Anatoliy A. Co-Author Distance Author ID: malyarenko.anatoliy-a Published as: Malyarenko, Anatoliy; Malyarenko, A. A.; Malyarenko, A.; Malyarenko, Anatolij A.; Malyarenko, Anatoliy A.; Mal’yarenko, A. A. more...less Homepage: https://sites.google.com/view/anatoliy-malyarenko External Links: MGP · ORCID · arXiv · ResearchGate · Math-Net.Ru · dblp Documents Indexed: 63 Publications since 1981, including 3 Books and 3 Additional arXiv Preprints 7 Contributions as Editor Co-Authors: 41 Co-Authors with 47 Joint Publications 797 Co-Co-Authors all top 5 Co-Authors 23 single-authored 16 Ostoja-Starzewski, Martin 13 Silvestrov, Sergei D. 7 Mishura, Yuliya Stepanivna 7 Ni, Ying 5 Olenko, Andriy Yakovych 5 Silvestrov, Dmitrii 4 Canhanga, Betuel 4 Rančić, Milica 3 Murara, Jean-Paul 3 Nohrouzian, Hossein 2 Kakuba, Godwin 2 Leonenko, Nikolai N. 2 Lundengård, Karl 2 Mango, John Magero 2 Muhumuza, Asaph Keikara 2 Porcu, Emilio 2 Zhang, Xian 1 Albuhayri, Mohammed 1 Amiri-Hezaveh, Amirhossein 1 Braiman, Volodymyr 1 Engström, Christopher 1 Faouzi, Tarik 1 Galochkin, Victor G. 1 Karimi, Pouyan 1 Katafygiotis, Lambros S. 1 Kondrashuk, Igor 1 Ma, Chunsheng 1 Masol, Viktoriya V. 1 Mishchenko, Kateryna I. 1 Mishchenko, Volodymyr 1 Papadimitriou, Costas 1 Ralchenko, Kostiantyn V. 1 Röman, Jan R. M. 1 Rudyk, Y. A. O. 1 Rudyk, Yevheniia Anastasiia 1 Sakhno, Lyudmyla Mykhaĭlivna 1 Schyberg, Oskar 1 Shen, Lihua 1 Shklyar, Sergiĭ Volodymyrovych 1 Silvetrova, Evelina 1 Teugels, Jozef L. all top 5 Serials 9 Theory of Probability and Mathematical Statistics 8 Theory of Stochastic Processes 4 Springer Proceedings in Mathematics & Statistics 3 Journal of Theoretical Probability 2 Doklady Akademii Nauk Ukrainskoĭ SSR, Seriya A 2 Ukraïns’kyĭ Matematychnyĭ Zhurnal 2 ZAMP. Zeitschrift für angewandte Mathematik und Physik 2 U Sviti Matematyky 1 International Journal of Modern Physics B 1 International Journal of Engineering Science 1 Journal of Statistical Physics 1 Journal of Applied Probability 1 Meccanica 1 Communications in Statistics. Theory and Methods 1 Journal of Elasticity 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Teoriya Veroyatnosteĭ i Matematicheskaya Statistika 1 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 1 Mathematics and Mechanics of Solids 1 Fractional Calculus & Applied Analysis 1 Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 1 Methodology and Computing in Applied Probability 1 Zhurnal Obchyslyuval’noïta Prykladnoï Matematyky 1 Probability Surveys 1 Mathematics and Mechanics of Complex Systems 1 SpringerBriefs in Applied Sciences and Technology 1 Probability and its Applications 1 Cambridge Monographs on Mathematical Physics all top 5 Fields 48 Probability theory and stochastic processes (60-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 15 Statistics (62-XX) 10 Mechanics of deformable solids (74-XX) 7 General and overarching topics; collections (00-XX) 5 Numerical analysis (65-XX) 4 Measure and integration (28-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Associative rings and algebras (16-XX) 3 Nonassociative rings and algebras (17-XX) 3 Information and communication theory, circuits (94-XX) 2 Real functions (26-XX) 2 Special functions (33-XX) 2 Functional analysis (46-XX) 2 Fluid mechanics (76-XX) 2 Relativity and gravitational theory (83-XX) 2 Astronomy and astrophysics (85-XX) 2 Operations research, mathematical programming (90-XX) 1 History and biography (01-XX) 1 Commutative algebra (13-XX) 1 Topological groups, Lie groups (22-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Ordinary differential equations (34-XX) 1 Sequences, series, summability (40-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 General topology (54-XX) 1 Algebraic topology (55-XX) 1 Classical thermodynamics, heat transfer (80-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 30 Publications have been cited 180 times in 114 Documents Cited by ▼ Year ▼ Invariant random fields on spaces with a group action. Zbl 1268.60006 Malyarenko, Anatoliy 39 2013 Invariant random fields in vector bundles and application to cosmology. Zbl 1268.60072 Malyarenko, Anatoliy 16 2011 Tensor-valued random fields for continuum physics. Zbl 1402.60002 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 15 2019 A random field formulation of Hooke’s law in all elasticity classes. Zbl 1418.60046 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 12 2017 Time-varying isotropic vector random fields on compact two-point homogeneous spaces. Zbl 1444.60042 Ma, Chunsheng; Malyarenko, Anatoliy 10 2020 Statistically isotropic tensor random fields: correlation structures. Zbl 1317.60061 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 9 2014 Fractal planetary rings: energy inequalities and random field model. Zbl 1434.85010 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 9 2017 Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations. Zbl 1164.60062 Ni, Ying; Silvestrov, Dmitrii; Malyarenko, Anatoliy 7 2008 Spectral expansions of homogeneous and isotropic tensor-valued random fields. Zbl 1348.60077 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 6 2016 Multidimensional covariant random fields on commutative locally compact groups. Zbl 0786.60068 Mal’yarenko, A. A.; Olenko, A. Ya. 6 1992 Abelian and Tauberian theorems for random fields on two-point homogeneous spaces. Zbl 1097.60035 Malyarenko, A. A. 6 2004 Matérn class tensor-valued random fields and beyond. Zbl 1373.60088 Leonenko, Nikolai; Malyarenko, Anatoliy 4 2017 Random fields related to the symmetry classes of second-order symmetric tensors. Zbl 1423.60084 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 4 2018 RVE problem: mathematical aspects and related stochastic mechanics. Zbl 1476.74004 Karimi, Pouyan; Malyarenko, Anatoliy; Ostoja-Starzewski, Martin; Zhang, Xian 4 2020 Elastodynamic problem on tensor random fields with fractal and Hurst effects. Zbl 07724437 Zhang, Xian; Malyarenko, Anatoliy; Porcu, Emilio; Ostoja-Starzewski, Martin 4 2022 Tensor random fields in conductivity and classical or microcontinuum theories. Zbl 1327.74017 Ostoja-Starzewski, Martin; Shen, Lihua; Malyarenko, Anatoliy 3 2015 Local properties of Gaussian random fields on compact symmetric spaces and theorems of the Jackson-Bernstein type. Zbl 0948.60037 Malyarenko, A. A. 3 1999 Spectral expansions of random sections of homogeneous vector bundles. Zbl 1414.83106 Malyarenko, A. 3 2018 An optimal series expansion of the multiparameter fractional Brownian motion. Zbl 1139.60318 Malyarenko, Anatoliy 3 2008 Numerical studies on asymptotics of European option under multiscale stochastic volatility. Zbl 1408.91207 Canhanga, Betuel; Malyarenko, Anatoliy; Murara, Jean-Paul; Ni, Ying; Silvestrov, Sergei 2 2017 Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities. Zbl 1390.91294 Canhanga, Betuel; Malyarenko, Anatoliy; Ni, Ying; Rančić, Milica; Silvestrov, Sergei 2 2018 OptAn - a pilot program system for analysis of options. Zbl 0979.91033 Silvestrov, Dmitrii S.; Galochkin, Victor G.; Malyarenko, Anatoliy A. 2 2001 Polyadic random fields. Zbl 1505.60056 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 2 2022 Functional limit theorems for multiparameter fractional Brownian motion. Zbl 1120.60029 Malyarenko, Anatoliy 2 2006 Random fields of piezoelectricity and piezomagnetism. Correlation structures. Zbl 1451.74001 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin; Amiri-Hezaveh, Amirhossein 2 2020 Spectral expansion of three-dimensional elasticity tensor random fields. Zbl 1356.74022 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 1 2016 On spectral theory of random fields in the ball. Zbl 1515.60157 Leonenko, Nikolai; Malyarenko, Anatoliy; Olenko, Andriy 1 2022 Tensor- and spinor-valued random fields with applications to continuum physics and cosmology. Zbl 1502.60078 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 1 2023 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. Zbl 1467.16001 1 2020 An algebraic method for pricing financial instruments on post-crisis market. Zbl 1471.91619 Malyarenko, Anatoliy; Nohrouzian, Hossein; Silvestrov, Sergei 1 2020 Tensor- and spinor-valued random fields with applications to continuum physics and cosmology. Zbl 1502.60078 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 1 2023 Elastodynamic problem on tensor random fields with fractal and Hurst effects. Zbl 07724437 Zhang, Xian; Malyarenko, Anatoliy; Porcu, Emilio; Ostoja-Starzewski, Martin 4 2022 Polyadic random fields. Zbl 1505.60056 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 2 2022 On spectral theory of random fields in the ball. Zbl 1515.60157 Leonenko, Nikolai; Malyarenko, Anatoliy; Olenko, Andriy 1 2022 Time-varying isotropic vector random fields on compact two-point homogeneous spaces. Zbl 1444.60042 Ma, Chunsheng; Malyarenko, Anatoliy 10 2020 RVE problem: mathematical aspects and related stochastic mechanics. Zbl 1476.74004 Karimi, Pouyan; Malyarenko, Anatoliy; Ostoja-Starzewski, Martin; Zhang, Xian 4 2020 Random fields of piezoelectricity and piezomagnetism. Correlation structures. Zbl 1451.74001 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin; Amiri-Hezaveh, Amirhossein 2 2020 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. Zbl 1467.16001 1 2020 An algebraic method for pricing financial instruments on post-crisis market. Zbl 1471.91619 Malyarenko, Anatoliy; Nohrouzian, Hossein; Silvestrov, Sergei 1 2020 Tensor-valued random fields for continuum physics. Zbl 1402.60002 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 15 2019 Random fields related to the symmetry classes of second-order symmetric tensors. Zbl 1423.60084 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 4 2018 Spectral expansions of random sections of homogeneous vector bundles. Zbl 1414.83106 Malyarenko, A. 3 2018 Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities. Zbl 1390.91294 Canhanga, Betuel; Malyarenko, Anatoliy; Ni, Ying; Rančić, Milica; Silvestrov, Sergei 2 2018 A random field formulation of Hooke’s law in all elasticity classes. Zbl 1418.60046 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 12 2017 Fractal planetary rings: energy inequalities and random field model. Zbl 1434.85010 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 9 2017 Matérn class tensor-valued random fields and beyond. Zbl 1373.60088 Leonenko, Nikolai; Malyarenko, Anatoliy 4 2017 Numerical studies on asymptotics of European option under multiscale stochastic volatility. Zbl 1408.91207 Canhanga, Betuel; Malyarenko, Anatoliy; Murara, Jean-Paul; Ni, Ying; Silvestrov, Sergei 2 2017 Spectral expansions of homogeneous and isotropic tensor-valued random fields. Zbl 1348.60077 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 6 2016 Spectral expansion of three-dimensional elasticity tensor random fields. Zbl 1356.74022 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 1 2016 Tensor random fields in conductivity and classical or microcontinuum theories. Zbl 1327.74017 Ostoja-Starzewski, Martin; Shen, Lihua; Malyarenko, Anatoliy 3 2015 Statistically isotropic tensor random fields: correlation structures. Zbl 1317.60061 Malyarenko, Anatoliy; Ostoja-Starzewski, Martin 9 2014 Invariant random fields on spaces with a group action. Zbl 1268.60006 Malyarenko, Anatoliy 39 2013 Invariant random fields in vector bundles and application to cosmology. Zbl 1268.60072 Malyarenko, Anatoliy 16 2011 Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations. Zbl 1164.60062 Ni, Ying; Silvestrov, Dmitrii; Malyarenko, Anatoliy 7 2008 An optimal series expansion of the multiparameter fractional Brownian motion. Zbl 1139.60318 Malyarenko, Anatoliy 3 2008 Functional limit theorems for multiparameter fractional Brownian motion. Zbl 1120.60029 Malyarenko, Anatoliy 2 2006 Abelian and Tauberian theorems for random fields on two-point homogeneous spaces. Zbl 1097.60035 Malyarenko, A. A. 6 2004 OptAn - a pilot program system for analysis of options. Zbl 0979.91033 Silvestrov, Dmitrii S.; Galochkin, Victor G.; Malyarenko, Anatoliy A. 2 2001 Local properties of Gaussian random fields on compact symmetric spaces and theorems of the Jackson-Bernstein type. Zbl 0948.60037 Malyarenko, A. A. 3 1999 Multidimensional covariant random fields on commutative locally compact groups. Zbl 0786.60068 Mal’yarenko, A. A.; Olenko, A. Ya. 6 1992 all cited Publications top 5 cited Publications all top 5 Cited by 126 Authors 17 Malyarenko, Anatoliy A. 16 Ostoja-Starzewski, Martin 14 Ma, Chunsheng 11 Porcu, Emilio 9 Leonenko, Nikolai N. 8 Marinucci, Domenico 7 Silvestrov, Dmitrii 6 Anukool, Waranont 6 El-Nabulsi, Rami Ahmad 5 Lu, Tianshi 5 Silvestrov, Sergei D. 4 Durastanti, Claudio 4 Olenko, Andriy Yakovych 3 Alegria, Alfredo 3 Cleanthous, Galatia 3 Kakuba, Godwin 3 Lan, Xiaohong 3 Mango, John Magero 3 Menegatto, Valdir Antonio 3 Ni, Ying 3 Zhang, Xian 2 Abola, Benard 2 Anh, Vo V. 2 Baldi, Paolo 2 Biganda, Pitos Seleka 2 Bingham, Nicholas Hugh 2 Bissiri, Pier Giovanni 2 Engström, Christopher 2 Geller, Daryl 2 Lundgren, Robin 2 Peron, Ana Paula 2 Rossi, Maurizia 2 Ruiz-Medina, María Dolores 2 Shen, Lihua 2 Soize, Christian 2 Symons, Tasmin L. 2 Vaz, Jayme jun. 2 Vidotto, Anna 2 Wang, Fangfang 2 Zhang, Sumei 1 Abedi, Reza 1 Afgoustidis, Alexandre 1 Alsultan, Rehab 1 Applebaum, David B. 1 Arafat, Ahmed 1 Argatov, Ivan I. 1 Arroyo, Daisy 1 Bachoc, François 1 Barbosa, Victor S. 1 Bevilacqua, Moreno 1 Bonfim, Rafaela N. 1 Broadbridge, Philip 1 Cammarota, Valentina 1 Canhanga, Betuel 1 Caponera, Alessia 1 Chacón, Andrés 1 Charles, Frédérique 1 Cheng, Dan 1 Christov, Ivan C. 1 Di Paola, Mario 1 Du, Juan 1 Emery, Xavier 1 Failla, Giuseppe 1 Furrer, Reinhard 1 Gao, Xiong 1 Garrard, Justin 1 Georgiadis, Athanasios G. 1 Gregori, Pablo 1 Guella, Jean Carlo 1 Guilleminot, Johann 1 Hager, Paul P. 1 Jaber, Eduardo Abi 1 Jetti, Yaswanth Sai 1 Junker, Philipp 1 Karimi, Pouyan 1 Kurtyka, Pawel 1 Lang, Annika 1 Laudani, Rossella 1 Li, Jun 1 Li, Xiumei 1 Lifshits, Mikhail A. 1 Ling, Zhichao 1 Lopushanski, Oleh V. 1 Lundengård, Karl 1 Ma, Zhengwei 1 Massimini, Annamaria 1 Mateu, Jorge 1 Molchanov, Ilya S. 1 Muhumuza, Asaph Keikara 1 Nagel, Jan 1 Nanayakkara, Ravindi 1 Neuman, Eyal 1 Nohrouzian, Hossein 1 Papaioannou, Iason 1 Qi, Hongsheng 1 Ralchenko, Kostiantyn V. 1 Rančić, Milica 1 Rauter, Natalie 1 Reyes, Armando 1 Rylko, Natalia ...and 26 more Authors all top 5 Cited in 52 Serials 11 Theory of Probability and Mathematical Statistics 6 Journal of Theoretical Probability 5 Acta Mechanica 5 Stochastic Processes and their Applications 4 ZAMP. Zeitschrift für angewandte Mathematik und Physik 4 Stochastic Analysis and Applications 4 Computational Mechanics 3 Journal of Multivariate Analysis 3 The Annals of Applied Probability 3 Electronic Journal of Statistics 2 Computer Methods in Applied Mechanics and Engineering 2 International Journal of Engineering Science 2 Journal of Mathematical Analysis and Applications 2 Journal of Statistical Physics 2 Theory of Probability and its Applications 2 Meccanica 2 Statistics & Probability Letters 2 Communications in Statistics. Theory and Methods 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Continuum Mechanics and Thermodynamics 2 Fractional Calculus & Applied Analysis 2 Philosophical Transactions of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 1 International Journal of Modern Physics B 1 Communications in Algebra 1 Computers & Mathematics with Applications 1 Communications in Mathematical Physics 1 Chaos, Solitons and Fractals 1 International Statistical Review 1 Mathematika 1 Journal of Time Series Analysis 1 L’Enseignement Mathématique. 2e Série 1 Archive of Applied Mechanics 1 Test 1 SIAM Journal on Scientific Computing 1 Journal of Mathematical Sciences (New York) 1 Random Operators and Stochastic Equations 1 Integral Transforms and Special Functions 1 Bernoulli 1 The Journal of Fourier Analysis and Applications 1 Finance and Stochastics 1 Mathematics and Mechanics of Solids 1 Journal of Inequalities and Applications 1 European Journal of Mechanics. A. Solids 1 Extremes 1 Communications in Nonlinear Science and Numerical Simulation 1 Methodology and Computing in Applied Probability 1 The ANZIAM Journal 1 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications 1 Mathematics and Financial Economics 1 Probability Surveys 1 Evolution Equations and Control Theory 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences all top 5 Cited in 36 Fields 71 Probability theory and stochastic processes (60-XX) 35 Statistics (62-XX) 22 Mechanics of deformable solids (74-XX) 13 Special functions (33-XX) 11 Harmonic analysis on Euclidean spaces (42-XX) 9 Fluid mechanics (76-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Measure and integration (28-XX) 7 Classical thermodynamics, heat transfer (80-XX) 6 Partial differential equations (35-XX) 6 Abstract harmonic analysis (43-XX) 5 Numerical analysis (65-XX) 4 Real functions (26-XX) 4 Statistical mechanics, structure of matter (82-XX) 4 Astronomy and astrophysics (85-XX) 3 Relativity and gravitational theory (83-XX) 2 General and overarching topics; collections (00-XX) 2 Differential geometry (53-XX) 2 Computer science (68-XX) 2 Geophysics (86-XX) 2 Operations research, mathematical programming (90-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Associative rings and algebras (16-XX) 1 Nonassociative rings and algebras (17-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Convex and discrete geometry (52-XX) 1 General topology (54-XX) 1 Manifolds and cell complexes (57-XX) 1 Mechanics of particles and systems (70-XX) 1 Biology and other natural sciences (92-XX) Citations by Year