Alexey Kuznetsov

Available identifiers

zbMath Open kuznetsov.alexeyMaRDI QIDQ259580

List of research outcomes

Publication	Date of Publication	Type
On the dual representations of Laplace transforms of Markov processes	2023-09-14	Paper
On ordered beta distribution and the generalized incomplete beta function	2023-05-01	Paper
On log-normal convolutions: an analytical-numerical method with applications to economic capital determination	2020-02-03	Paper
Minimal Hermite-type eigenbasis of the discrete Fourier transform	2019-06-05	Paper
Exponential functionals of Lévy processes and variable annuity guaranteed benefits	2019-01-25	Paper
Spectral analysis of stable processes on the positive half-line	2018-05-15	Paper
Weighted risk capital allocations in the presence of systematic risk	2018-04-12	Paper
Eigenvalues of the fractional Laplace operator in the unit ball	2017-09-14	Paper
Fractional Laplace operator and Meijer G-function	2017-06-22	Paper
Tail dependence of the Gaussian copula revisited	2016-11-21	Paper
Strongly reinforced Pólya urns with graph-based competition	2016-11-16	Paper
A short proof of duality relations for hypergeometric functions	2016-06-20	Paper
Approximating Lévy processes with completely monotone jumps	2016-03-11	Paper
Explicit Hermite-type Eigenvectors of the Discrete Fourier Transform	2015-10-19	Paper
Computing the truncated theta function via Mordell integral	2015-08-13	Paper
Asian options and meromorphic Lévy processes	2015-02-06	Paper
On free stable distributions	2014-09-29	Paper
A note on the series representation for the density of the supremum of a stable process	2014-09-22	Paper
The hitting time of zero for a stable process	2014-05-02	Paper
On the Convergence of the Gaver--Stehfest Algorithm	2014-02-24	Paper
On the density of the supremum of a stable process	2013-03-06	Paper
Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes	2013-02-01	Paper
The Theory of Scale Functions for Spectrally Negative Lévy Processes	2012-12-04	Paper
Asymptotic approximations to the Hardy-Littlewood function	2012-10-22	Paper
Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions.	2012-07-09	Paper
Meromorphic Lévy processes and their fluctuation identities	2012-07-08	Paper
Distributional properties of exponential functionals of Lévy processes	2012-06-22	Paper
Analytic Proof of Pecherskii–Rogozin Identity and Wiener–Hopf Factorization	2012-05-04	Paper
On the distribution of exponential functionals for Lévy processes with jumps of rational transform	2012-03-05	Paper
A Wiener-Hopf Monte Carlo simulation technique for Lévy processes	2012-01-10	Paper
A convergent series representation for the density of the supremum of a stable process	2011-09-09	Paper
On extrema of stable processes	2011-05-06	Paper
Wiener-Hopf Factorization for a Family of Lévy Processes Related to Theta Functions	2011-01-13	Paper
Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes	2010-10-04	Paper
Transformations of Markov Processes and Classification Scheme for Solvable Driftless Diffusions	2010-03-10	Paper
Series representations and asymptotic expansions for the density of the supremum of a stable process	2010-02-02	Paper
On the First Passage time for Brownian Motion Subordinated by a Lévy Process	2009-04-14	Paper
Expansion of the Riemann Ξ Function in Meixner–Pollaczek Polynomials	2009-02-26	Paper
On the Lanczos limit formula	2008-12-05	Paper
https://portal.mardi4nfdi.de/entity/Q3530675	2008-10-20	Paper
Integral representations for the Dirichlet L-functions and their expansions in Meixner–Pollaczek polynomials and rising factorials†	2008-01-28	Paper
On the Riemann–Siegel formula	2008-01-23	Paper
AFFINE LATTICE MODELS	2005-05-06	Paper

Research outcomes over time

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