Alexey Kuznetsov
- Fractional Laplace operator and Meijer G-function
2015/09/28 by Bartłomiej Dyda, Dyda, Bartłomiej, Alexey Kuznetsov +3 · 3 citations
Mathematics · #Mathematical functions and polynomials #Fractional Differential Equations Solutions #Mathematical Approximation and Integration
- Meromorphic Levy processes and their fluctuation identities
2010/04/26 by Alexey Kuznetsov, Andreas E. Kyprianou, Kuznetsov, Alexey +3 · 3 citations
Economics, Econometrics and Finance · Mathematics · #60G50 #60G51 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #advanced mathematical theories
- Fluctuations of stable processes and exponential functionals of\n hypergeometric Levy processes
2010/12/03 by Alexey Kuznetsov, Juan Carlos Pardo, Kuznetsov, Alexey +1 · 2 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #60G51 #60G52 #Bayesian Methods and Mixture Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Exponential functionals of Levy processes and variable annuity guaranteed benefits
2016/10/03 by Runhuan Feng, Feng, Runhuan, Alexey Kuznetsov +3 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #60G51 #91B30 #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications
- On the density of the supremum of a stable process
2011/12/19 by Alexey Kuznetsov, Kuznetsov, Alexey · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60G52 #FOS: Mathematics #Probability (math.PR) #Quantum chaos and dynamical systems #Stochastic processes and financial applications #advanced mathematical theories
- Extending the Meijer G-function
2024/03/08 by Dmitrii Karp, Alexey Kuznetsov, Karp, Dmitrii +1 · 1 citation
Mathematics · #Mathematical functions and polynomials #Advanced Mathematical Identities #Mathematical Analysis and Transform Methods
- On series expansions of zeros of the deformed exponential function
2024/12/03 by Alexey Kuznetsov, Kuznetsov, Alexey · 1 citation
Mathematics · #Fractional Differential Equations Solutions #Mathematical functions and polynomials #Iterative Methods for Nonlinear Equations
- Dual-Perspective Microwave and Hard X-ray Constraints of Asymmetric Nonthermal Loops in an X-class Flare
2026/07/20 by Ruifei Huang, Yao Chen, Victor Melnikov +9
#astro-ph.SR