Denisov, Denis
- Limit Theorems for Multifractal Products of Geometric Stationary\n Processes
2011/10/11 by Denis Denisov, Nikolai Leonenko, Denisov, Denis +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #Mathematical Dynamics and Fractals
- Limit theorems for a random directed slab graph
2010/05/26 by Denis Denisov, Denisov, Denis, Sergey Foss +3 · 1 citation
Mathematics · #05C80 #06A06 (Secondary) #60F17 (Primary) 60K35 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics
- Exit times for integrated random walks
2012/07/10 by Denis Denisov, Vitali Wachtel, Denisov, Denis +1 · 1 citation
Mathematics · Decision Sciences · #Stochastic processes and statistical mechanics #Probability and Risk Models #Random Matrices and Applications
- First-passage times for random walks with non-identically distributed\n increments
2016/11/02 by Denis Denisov, Denisov, Denis, A. I. Sakhanenko +3 · 2 citations
Biochemistry, Genetics and Molecular Biology · Mathematics · #60G50 #Diffusion and Search Dynamics #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics
- Persistence of autoregressive sequences with logarithmic tails
2022/03/28 by Denis Denisov, Gunter Hinrich, Denisov, Denis +5 · 1 citation
Mathematics · #Stochastic processes and statistical mechanics #Mathematical Dynamics and Fractals
- Exact asymptotics for the instant of crossing a curve boundary by an asymptotically stable random walk
2014/03/24 by Denis Denisov, Denisov, Denis, Vitali Wachtel +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60G51 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Stochastic processes and statistical mechanics
- Alternative constructions of a harmonic function for a random walk in a\n cone
2018/05/03 by Denis Denisov, Denisov, Denis, Vitali Wachtel +1 · 1 citation
Biochemistry, Genetics and Molecular Biology · Mathematics · #Diffusion and Search Dynamics #FOS: Mathematics #Point processes and geometric inequalities #Probability (math.PR) #Stochastic processes and statistical mechanics
- Random walks in cones revisited
2021/12/19 by Denis Denisov, Vitali Wachtel, Denisov, Denis +1 · 1 citation
Mathematics · Biochemistry, Genetics and Molecular Biology · Physics and Astronomy · #Stochastic processes and statistical mechanics #Diffusion and Search Dynamics #Theoretical and Computational Physics