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Malyarenko, Anatoliy A.

Author ID: malyarenko.anatoliy-a Recent zbMATH articles by "Malyarenko, Anatoliy A."
Published as: Malyarenko, Anatoliy; Malyarenko, A. A.; Malyarenko, A.; Malyarenko, Anatolij A.; Malyarenko, Anatoliy A.; Mal’yarenko, A. A.
Homepage: https://sites.google.com/view/anatoliy-malyarenko
External Links: MGP · ORCID · arXiv · ResearchGate · Math-Net.Ru · dblp

Publications by Year

Citations contained in zbMATH Open

33 Publications have been cited 223 times in 137 Documents Cited by Year
Invariant random fields on spaces with a group action. Zbl 1268.60006
Malyarenko, Anatoliy
45
2013
Invariant random fields in vector bundles and application to cosmology. Zbl 1268.60072
Malyarenko, Anatoliy
17
2011
Tensor-valued random fields for continuum physics. Zbl 1402.60002
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin
16
2019
A random field formulation of Hooke’s law in all elasticity classes. Zbl 1418.60046
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin
16
2017
Time-varying isotropic vector random fields on compact two-point homogeneous spaces. Zbl 1444.60042
Ma, Chunsheng; Malyarenko, Anatoliy
14
2020
Statistically isotropic tensor random fields: correlation structures. Zbl 1317.60061
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin
10
2014
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
10
2020
Abelian and Tauberian theorems for random fields on two-point homogeneous spaces. Zbl 1097.60035
Malyarenko, A. A.
9
2004
Fractal planetary rings: energy inequalities and random field model. Zbl 1434.85010
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin
9
2017
Multidimensional covariant random fields on commutative locally compact groups. Zbl 0786.60068
Mal’yarenko, A. A.; Olenko, A. Ya.
8
1992
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
Matérn class tensor-valued random fields and beyond. Zbl 1373.60088
Leonenko, Nikolai; Malyarenko, Anatoliy
6
2017
Elastodynamic problem on tensor random fields with fractal and Hurst effects. Zbl 1534.74036
Zhang, Xian; Malyarenko, Anatoliy; Porcu, Emilio; Ostoja-Starzewski, Martin
5
2022
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
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
An optimal series expansion of the multiparameter fractional Brownian motion. Zbl 1139.60318
Malyarenko, Anatoliy
3
2008
Tensor random fields in conductivity and classical or microcontinuum theories. Zbl 1327.74017
Ostoja-Starzewski, Martin; Shen, Lihua; Malyarenko, Anatoliy
3
2015
Spectral expansion of three-dimensional elasticity tensor random fields. Zbl 1356.74022
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin
3
2016
Spectral expansions of random sections of homogeneous vector bundles. Zbl 1414.83106
Malyarenko, A.
3
2018
On spectral theory of random fields in the ball. Zbl 1515.60157
Leonenko, Nikolai; Malyarenko, Anatoliy; Olenko, Andriy
3
2022
Tensor- and spinor-valued random fields with applications to continuum physics and cosmology. Zbl 1502.60078
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin
3
2023
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
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
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
An algebraic method for pricing financial instruments on post-crisis market. Zbl 1471.91619
Malyarenko, Anatoliy; Nohrouzian, Hossein; Silvestrov, Sergei
1
2020
Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities. Zbl 1471.91616
Canhanga, Betuel; Malyarenko, Anatoliy; Murara, Jean-Paul; Ni, Ying; Silvestrov, Sergei
1
2020
A deep look into the Dagum family of isotropic covariance functions. Zbl 1498.60182
Faouzi, Tarik; Porcu, Emilio; Kondrashuk, Igor; Malyarenko, Anatoliy
1
2022
Extreme points of the Vandermonde determinant and Wishart ensemble on symmetric cones. Zbl 1536.15037
Muhumuza, Asaph Keikara; Malyarenko, Anatoliy; Lundengård, Karl; Silvestrov, Sergei; Mango, John Magero; Kakuba, Godwin
1
2022
Tensor- and spinor-valued random fields with applications to continuum physics and cosmology. Zbl 1502.60078
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin
3
2023
Elastodynamic problem on tensor random fields with fractal and Hurst effects. Zbl 1534.74036
Zhang, Xian; Malyarenko, Anatoliy; Porcu, Emilio; Ostoja-Starzewski, Martin
5
2022
On spectral theory of random fields in the ball. Zbl 1515.60157
Leonenko, Nikolai; Malyarenko, Anatoliy; Olenko, Andriy
3
2022
Polyadic random fields. Zbl 1505.60056
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin
2
2022
A deep look into the Dagum family of isotropic covariance functions. Zbl 1498.60182
Faouzi, Tarik; Porcu, Emilio; Kondrashuk, Igor; Malyarenko, Anatoliy
1
2022
Extreme points of the Vandermonde determinant and Wishart ensemble on symmetric cones. Zbl 1536.15037
Muhumuza, Asaph Keikara; Malyarenko, Anatoliy; Lundengård, Karl; Silvestrov, Sergei; Mango, John Magero; Kakuba, Godwin
1
2022
Time-varying isotropic vector random fields on compact two-point homogeneous spaces. Zbl 1444.60042
Ma, Chunsheng; Malyarenko, Anatoliy
14
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
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
An algebraic method for pricing financial instruments on post-crisis market. Zbl 1471.91619
Malyarenko, Anatoliy; Nohrouzian, Hossein; Silvestrov, Sergei
1
2020
Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities. Zbl 1471.91616
Canhanga, Betuel; Malyarenko, Anatoliy; Murara, Jean-Paul; Ni, Ying; Silvestrov, Sergei
1
2020
Tensor-valued random fields for continuum physics. Zbl 1402.60002
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin
16
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
16
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
6
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
3
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
10
2014
Invariant random fields on spaces with a group action. Zbl 1268.60006
Malyarenko, Anatoliy
45
2013
Invariant random fields in vector bundles and application to cosmology. Zbl 1268.60072
Malyarenko, Anatoliy
17
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.
9
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.
8
1992
all top 5

Cited by 161 Authors

19 Malyarenko, Anatoliy A.
16 Ostoja-Starzewski, Martin
16 Porcu, Emilio
15 Ma, Chunsheng
11 Silvestrov, Sergei D.
9 Leonenko, Nikolai N.
9 Marinucci, Domenico
7 Silvestrov, Dmitrii
6 Anukool, Waranont
6 El-Nabulsi, Rami Ahmad
6 Lu, Tianshi
4 Alegria, Alfredo
4 Cleanthous, Galatia
4 Durastanti, Claudio
4 Kakuba, Godwin
4 Mango, John Magero
4 Olenko, Andriy Yakovych
3 Bevilacqua, Moreno
3 Guilleminot, Johann
3 Kitouni, Abdennour
3 Lan, Xiaohong
3 Menegatto, Valdir Antonio
3 Ni, Ying
3 Rossi, Maurizia
3 Soize, Christian
3 Vidotto, Anna
3 White, Philip A.
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 Furrer, Reinhard
2 Geller, Daryl
2 Georgiadis, Athanasios G.
2 Junker, Philipp
2 Lundengård, Karl
2 Lundgren, Robin
2 Mabrouk, Sami
2 Muhumuza, Asaph Keikara
2 Nagel, Jan
2 Peron, Ana Paula
2 Reyes, Armando
2 Ruiz-Medina, María Dolores
2 Shen, Lihua
2 Suárez, Héctor
2 Symons, Tasmin L.
2 Vaz, Jayme jun.
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 Ben Hassine, Abdelkader
1 Birnbaum, Andrew
1 Bonfim, Rafaela N.
1 Bornert, Michel
1 Broadbridge, Philip
1 Callahan, Patrick J.
1 Cammarota, Valentina
1 Canhanga, Betuel
1 Cantuba, Rafael Reno S.
1 Caponera, Alessia
1 Chacón, Andrés
1 Charles, Frédérique
1 Cheng, Dan
1 Christov, Ivan C.
1 Chtioui, Taoufik
1 Chu, Shanshan
1 Di Paola, Mario
1 Du, Juan
1 Emery, Xavier
1 Failla, Giuseppe
1 Faouzi, Tarik
1 Gao, Xiong
1 Garrard, Justin
1 Gregori, Pablo
1 Guella, Jean Carlo
1 Hager, Paul P.
1 Herold, Felix
1 Higuera, Sebastián
1 Huang, Zhongyi
1 Hug, Daniel
1 Hun, Darith-Anthony
1 Iliopoulos, Athanasios P.
1 Jaber, Eduardo Abi
1 Jetti, Yaswanth Sai
1 Karimi, Pouyan
1 Kondrashuk, Igor
1 Kurtyka, Pawel
1 La Valle, Gabriele
...and 61 more Authors
all top 5

Cited in 63 Serials

11 Theory of Probability and Mathematical Statistics
8 Journal of Theoretical Probability
5 Acta Mechanica
5 ZAMP. Zeitschrift für angewandte Mathematik und Physik
5 Computational Mechanics
5 Stochastic Processes and their Applications
4 Stochastic Analysis and Applications
4 Electronic Journal of Statistics
3 Journal of Multivariate Analysis
3 Statistics & Probability Letters
3 The Annals of Applied Probability
2 Communications in Algebra
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 International Journal for Numerical Methods in Engineering
2 Meccanica
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 Computers & Mathematics with Applications
1 Communications in Mathematical Physics
1 Journal of Computational Physics
1 Chaos, Solitons and Fractals
1 International Statistical Review
1 Mathematika
1 Journal of Time Series Analysis
1 Probability Theory and Related Fields
1 Statistical Science
1 L’Enseignement Mathématique. 2e Série
1 Archive of Applied Mechanics
1 Test
1 SIAM Journal on Scientific Computing
1 Statistical Papers
1 Journal of Mathematical Sciences (New York)
1 Advances in Applied Clifford Algebras
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 Algebra and Discrete Mathematics
1 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications
1 Mathematics and Financial Economics
1 International Electronic Journal of Algebra (IEJA)
1 Probability Surveys
1 Wiley Interdisciplinary Reviews. WIREs Computational Statistics
1 Evolution Equations and Control Theory
1 East Asian Journal on Applied Mathematics
1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences
1 Annales Henri Lebesgue
all top 5

Cited in 37 Fields

82 Probability theory and stochastic processes (60-XX)
41 Statistics (62-XX)
27 Mechanics of deformable solids (74-XX)
14 Special functions (33-XX)
11 Harmonic analysis on Euclidean spaces (42-XX)
10 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
9 Fluid mechanics (76-XX)
7 Nonassociative rings and algebras (17-XX)
7 Measure and integration (28-XX)
7 Partial differential equations (35-XX)
7 Numerical analysis (65-XX)
7 Classical thermodynamics, heat transfer (80-XX)
6 Abstract harmonic analysis (43-XX)
5 Differential geometry (53-XX)
4 Real functions (26-XX)
4 Statistical mechanics, structure of matter (82-XX)
4 Astronomy and astrophysics (85-XX)
3 Associative rings and algebras (16-XX)
3 Relativity and gravitational theory (83-XX)
2 General and overarching topics; collections (00-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 Convex and discrete geometry (52-XX)
2 Computer science (68-XX)
2 Geophysics (86-XX)
2 Operations research, mathematical programming (90-XX)
1 Number theory (11-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 Geometry (51-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