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Kouritzin, Michael A.

Author ID: kouritzin.michael-a Recent zbMATH articles by "Kouritzin, Michael A."
Published as: Kouritzin, Michael A.; Kouritzin, M. A.

Publications by Year

Citations contained in zbMATH Open

41 Publications have been cited 167 times in 97 Documents Cited by Year
On convergence determining and separating classes of functions. Zbl 1210.60011
Blount, Douglas; Kouritzin, Michael A.
16
2010
Bayesian model selection via filtering for a class of micro-movement models of asset price. Zbl 1100.91046
Kouritzin, Michael A.; Zeng, Yong
11
2005
A strong law of large numbers for super-stable processes. Zbl 1304.60090
Kouritzin, Michael A.; Ren, Yan-Xia
11
2014
On a class of discrete generation interacting particle systems. Zbl 0991.60017
Del Moral, P.; Kouritzin, M. A.; Miclo, L.
8
2001
On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables. Zbl 0878.60029
Kouritzin, Michael A.
8
1996
On explicit solutions to stochastic differential equations. Zbl 0962.60042
Kouritzin, M. A.; Li, Deli
6
2000
Strong approximation for cross-covariances of linear variables with long-range dependence. Zbl 0841.60021
Kouritzin, Michael A.
6
1995
Nonlinear filtering with signal dependent observation noise. Zbl 1191.60050
Crisan, Dan; Kouritzin, Michael A.; Xiong, Jie
6
2009
Averaging for fundamental solutions of parabolic equations. Zbl 0911.35057
Kouritzin, Michael A.
6
1997
Convergence of Markov chain approximations to stochastic reaction-diffusion equations. Zbl 1018.60063
Kouritzin, Michael A.; Long, Hongwei
6
2002
On exact filters for continuous signals with discrete observations. Zbl 0908.93064
Kouritzin, Michael A.
5
1998
Explicit Heston solutions and stochastic approximation for path-dependent option pricing. Zbl 1395.91454
Kouritzin, Michael A.
5
2018
Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models. Zbl 1058.62094
Kouritzin, Michael A.; Zeng, Yong
5
2005
A law of the iterated logarithm for stochastic processes defined by differential equations with a small parameter. Zbl 0806.60017
Kouritzin, M. A.; Heunis, A. J.
5
1994
On the convergence of linear stochastic approximation procedures. Zbl 0854.60041
Kouritzin, Michael A.
4
1996
Strong convergence in the stochastic averaging principle. Zbl 0813.60050
Heunis, A. J.; Kouritzin, M. A.
4
1994
Microstructure models with short-term inertia and stochastic volatility. Zbl 1394.91311
Kouritzin, Michael A.
4
2015
Exact infinite dimensional filters and explicit solutions. Zbl 0956.60035
Kouritzin, Michael A.
3
2000
Approximations for singularly perturbed parabolic equations of arbitrary order. Zbl 0991.35007
Kouritzin, Michael A.
3
2000
Rates for branching particle approximations of continuous-discrete filters. Zbl 1177.93081
Kouritzin, Michael A.; Sun, Wei
3
2005
Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter. Zbl 0759.60019
Kouritzin, M. A.; Heunis, A. J.
3
1992
Invariance principles for parabolic equations with random coefficients. Zbl 0894.60055
Dawson, Donald A.; Kouritzin, Michael A.
3
1997
Convergence rates and decoupling in linear stochastic approximation algorithms. Zbl 1328.60085
Kouritzin, Michael A.; Sadeghi, Samira
3
2015
Residual and stratified branching particle filters. Zbl 1464.62107
Kouritzin, Michael A.
3
2017
Laws of large numbers for supercritical branching Gaussian processes. Zbl 1422.60120
Kouritzin, Michael A.; Lê, Khoa; Sezer, Deniz
3
2019
Branching particle pricers with Heston examples. Zbl 1443.91296
Kouritzin, Michael A.; Mackay, Anne
3
2020
VIX-linked fees for GMWBs via explicit solution simulation methods. Zbl 1416.91197
Kouritzin, Michael A.; MacKay, Anne
3
2018
Inductive methods and rates of \(r^{\text{th}}\)-mean convergence in adaptive filtering. Zbl 0851.60041
Kouritzin, M. A.
2
1994
Hölder continuity for spatial and path processes via spectral analysis. Zbl 0980.60092
Blount, Douglas; Kouritzin, Michael A.
2
2001
On random field completely automated public Turing test to tell computers and humans apart generation. Zbl 1373.94214
Kouritzin, Michael A.; Newton, Fraser; Wu, Biao
2
2013
Convergence rates for residual branching particle filters. Zbl 1376.60076
Kouritzin, Michael A.
2
2017
Marcinkiewicz law of large numbers for outer products of heavy-tailed, long-range dependent data. Zbl 1342.62124
Kouritzin, Michael A.; Sadeghi, Samira
2
2016
On extending classical filtering equations. Zbl 1152.60036
Kouritzin, Michael A.; Long, Hongwei
2
2008
Long-time limits and occupation times for stable Fleming-Viot processes with decaying sampling rates. Zbl 1478.60235
Kouritzin, Michael A.; Lê, Khoa
2
2020
On Markov chain approximations to semilinear partial differential equations driven by Poisson measure noise. Zbl 1079.60062
Kouritzin, Michael A.; Long, Hongwei; Sun, Wei
1
2003
Markov chain approximations to filtering equations for reflecting diffusion processes. Zbl 1075.60033
Kouritzin, Michael A.; Long, Hongwei; Sun, Wei
1
2004
On almost-sure bounds for the LMS algorithm. Zbl 0825.93862
Kouritzin, Michael A.
1
1994
On tightness of probability measures on Skorokhod spaces. Zbl 1335.60005
Kouritzin, Michael A.
1
2016
On explicit local solutions of Itô diffusions. Zbl 1478.60178
Kouritzin, Michael A.; Rémillard, Bruno
1
2019
On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes. Zbl 07577022
Kouritzin, Michael A.; Paul, Sounak
1
2022
A graph theoretic approach to simulation and classification. Zbl 1471.62104
Kouritzin, Michael A.; Newton, Fraser; Wu, Biao
1
2014
On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes. Zbl 07577022
Kouritzin, Michael A.; Paul, Sounak
1
2022
Branching particle pricers with Heston examples. Zbl 1443.91296
Kouritzin, Michael A.; Mackay, Anne
3
2020
Long-time limits and occupation times for stable Fleming-Viot processes with decaying sampling rates. Zbl 1478.60235
Kouritzin, Michael A.; Lê, Khoa
2
2020
Laws of large numbers for supercritical branching Gaussian processes. Zbl 1422.60120
Kouritzin, Michael A.; Lê, Khoa; Sezer, Deniz
3
2019
On explicit local solutions of Itô diffusions. Zbl 1478.60178
Kouritzin, Michael A.; Rémillard, Bruno
1
2019
Explicit Heston solutions and stochastic approximation for path-dependent option pricing. Zbl 1395.91454
Kouritzin, Michael A.
5
2018
VIX-linked fees for GMWBs via explicit solution simulation methods. Zbl 1416.91197
Kouritzin, Michael A.; MacKay, Anne
3
2018
Residual and stratified branching particle filters. Zbl 1464.62107
Kouritzin, Michael A.
3
2017
Convergence rates for residual branching particle filters. Zbl 1376.60076
Kouritzin, Michael A.
2
2017
Marcinkiewicz law of large numbers for outer products of heavy-tailed, long-range dependent data. Zbl 1342.62124
Kouritzin, Michael A.; Sadeghi, Samira
2
2016
On tightness of probability measures on Skorokhod spaces. Zbl 1335.60005
Kouritzin, Michael A.
1
2016
Microstructure models with short-term inertia and stochastic volatility. Zbl 1394.91311
Kouritzin, Michael A.
4
2015
Convergence rates and decoupling in linear stochastic approximation algorithms. Zbl 1328.60085
Kouritzin, Michael A.; Sadeghi, Samira
3
2015
A strong law of large numbers for super-stable processes. Zbl 1304.60090
Kouritzin, Michael A.; Ren, Yan-Xia
11
2014
A graph theoretic approach to simulation and classification. Zbl 1471.62104
Kouritzin, Michael A.; Newton, Fraser; Wu, Biao
1
2014
On random field completely automated public Turing test to tell computers and humans apart generation. Zbl 1373.94214
Kouritzin, Michael A.; Newton, Fraser; Wu, Biao
2
2013
On convergence determining and separating classes of functions. Zbl 1210.60011
Blount, Douglas; Kouritzin, Michael A.
16
2010
Nonlinear filtering with signal dependent observation noise. Zbl 1191.60050
Crisan, Dan; Kouritzin, Michael A.; Xiong, Jie
6
2009
On extending classical filtering equations. Zbl 1152.60036
Kouritzin, Michael A.; Long, Hongwei
2
2008
Bayesian model selection via filtering for a class of micro-movement models of asset price. Zbl 1100.91046
Kouritzin, Michael A.; Zeng, Yong
11
2005
Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models. Zbl 1058.62094
Kouritzin, Michael A.; Zeng, Yong
5
2005
Rates for branching particle approximations of continuous-discrete filters. Zbl 1177.93081
Kouritzin, Michael A.; Sun, Wei
3
2005
Markov chain approximations to filtering equations for reflecting diffusion processes. Zbl 1075.60033
Kouritzin, Michael A.; Long, Hongwei; Sun, Wei
1
2004
On Markov chain approximations to semilinear partial differential equations driven by Poisson measure noise. Zbl 1079.60062
Kouritzin, Michael A.; Long, Hongwei; Sun, Wei
1
2003
Convergence of Markov chain approximations to stochastic reaction-diffusion equations. Zbl 1018.60063
Kouritzin, Michael A.; Long, Hongwei
6
2002
On a class of discrete generation interacting particle systems. Zbl 0991.60017
Del Moral, P.; Kouritzin, M. A.; Miclo, L.
8
2001
Hölder continuity for spatial and path processes via spectral analysis. Zbl 0980.60092
Blount, Douglas; Kouritzin, Michael A.
2
2001
On explicit solutions to stochastic differential equations. Zbl 0962.60042
Kouritzin, M. A.; Li, Deli
6
2000
Exact infinite dimensional filters and explicit solutions. Zbl 0956.60035
Kouritzin, Michael A.
3
2000
Approximations for singularly perturbed parabolic equations of arbitrary order. Zbl 0991.35007
Kouritzin, Michael A.
3
2000
On exact filters for continuous signals with discrete observations. Zbl 0908.93064
Kouritzin, Michael A.
5
1998
Averaging for fundamental solutions of parabolic equations. Zbl 0911.35057
Kouritzin, Michael A.
6
1997
Invariance principles for parabolic equations with random coefficients. Zbl 0894.60055
Dawson, Donald A.; Kouritzin, Michael A.
3
1997
On the interrelation of almost sure invariance principles for certain stochastic adaptive algorithms and for partial sums of random variables. Zbl 0878.60029
Kouritzin, Michael A.
8
1996
On the convergence of linear stochastic approximation procedures. Zbl 0854.60041
Kouritzin, Michael A.
4
1996
Strong approximation for cross-covariances of linear variables with long-range dependence. Zbl 0841.60021
Kouritzin, Michael A.
6
1995
A law of the iterated logarithm for stochastic processes defined by differential equations with a small parameter. Zbl 0806.60017
Kouritzin, M. A.; Heunis, A. J.
5
1994
Strong convergence in the stochastic averaging principle. Zbl 0813.60050
Heunis, A. J.; Kouritzin, M. A.
4
1994
Inductive methods and rates of \(r^{\text{th}}\)-mean convergence in adaptive filtering. Zbl 0851.60041
Kouritzin, M. A.
2
1994
On almost-sure bounds for the LMS algorithm. Zbl 0825.93862
Kouritzin, Michael A.
1
1994
Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter. Zbl 0759.60019
Kouritzin, M. A.; Heunis, A. J.
3
1992
all top 5

Cited by 134 Authors

24 Kouritzin, Michael A.
6 Ren, Yanxia
6 Zeng, Yong
4 Mackay, Anne
4 Song, Renming
4 Steland, Ansgar
4 Sun, Wei
2 Calvia, Alessandro
2 Chen, Zhen-Qing
2 Fu, Hongbo
2 Hu, Grace X.
2 Jentzen, Arnulf
2 Kuipers, David R.
2 Le, Khoa
2 Li, Xiaodan
2 Löhr, Wolfgang
2 Long, Hongwei
2 Pušnik, Primož
2 Westdickenberg, Michael
2 Winter, Anita
2 Xu, Jie
2 Yang, Ting
2 Zhang, Rui
1 Abundo, Mario
1 Alessandri, Angelo
1 Alsolmi, Meshayil M.
1 Aslam, Muhammad Saeed
1 Bao, Feng
1 Barooah, Prabir
1 Bégin, Jean-François
1 Behboudi, Maryam
1 Berger, Erich
1 Blom, Henk A. P.
1 Bo, Lijun
1 Cardona, Jorge E.
1 Carmona, René A.
1 Cavalletti, Fabio
1 Chaudhary, Naveed Ishtiaq
1 Chen, Pingyan
1 Confortola, Fulvia
1 Cox, Sonja Gisela
1 Crisan, Dan O.
1 Cui, Zhenyu
1 Dawson, Donald Andrew
1 Del Moral, Pierre
1 Djurić, Petar M.
1 Duan, Jinqiao
1 Eckhoff, Maren
1 Farnoosh, Rahman
1 Fonseca-Mora, Christian A.
1 Fuhrman, Marco
1 Gabriel, Simon
1 Gerencsér, László
1 Haskell, William Benjamin
1 Hausenblas, Erika
1 Horváth, Lajos
1 Hu, Ze-Chun
1 Huang, Gang
1 Hussam, Eslam
1 Isohätälä, Jukka
1 Kamal, Mustafa
1 Kapitanski, Lev
1 Karimghasemi, Sholeh
1 Konarovskyi, Vitalii
1 Kouarfate, Iro René
1 Kurniawan, Ryan
1 Kyprianou, Andreas E.
1 Lee, Kiseop
1 Li, Liping
1 Li, Zhiqiang
1 Liao, Chenda
1 Liu, Jicheng
1 Liu, Rongli
1 Liu, Sanyang
1 Logachov, Artem Vasilhevich
1 Logachova, Olga M.
1 Ludkovski, Michael
1 Lv, Siyu
1 Ma, Hao
1 Ma, Zhi-Ming
1 Mao, Mingzhi
1 Marchis, Iuliana
1 Maroulas, Vasileios
1 Marx, Victor
1 Mause, Nils
1 Miclo, Laurent
1 Míguez, Joaquín
1 Moghaddam, M. Dashti
1 Müller, Siegfried
1 Mustafa, Manahil SidAhmed
1 Mutairi, Aned Al
1 Nadtochiy, Sergey
1 Nassr, Said Gamal
1 Nayabuddin
1 Newton, Fraser
1 Palau, Sandra
1 Papanicolaou, George C.
1 Parisini, Thomas
1 Paul, Sounak
1 Pfaffelhuber, Peter
...and 34 more Authors
all top 5

Cited in 59 Serials

12 Stochastic Processes and their Applications
6 The Annals of Applied Probability
5 Journal of Mathematical Analysis and Applications
4 Stochastic Analysis and Applications
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Journal of Functional Analysis
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 SIAM Journal on Control and Optimization
2 Transactions of the American Mathematical Society
2 Insurance Mathematics & Economics
2 Journal of Theoretical Probability
2 Automation and Remote Control
2 Computational Statistics and Data Analysis
2 Applied Mathematical Finance
2 International Journal of Theoretical and Applied Finance
2 Statistical Inference for Stochastic Processes
2 SIAM/ASA Journal on Uncertainty Quantification
1 Physica A
1 Studia Mathematica
1 The Annals of Probability
1 BIT
1 Bulletin de la Société Mathématique de France
1 Journal of Computational and Applied Mathematics
1 Journal of Differential Equations
1 Journal of Multivariate Analysis
1 Kybernetika
1 Osaka Journal of Mathematics
1 Systems & Control Letters
1 Statistics & Probability Letters
1 Applied Mathematics and Mechanics. (English Edition)
1 Acta Applicandae Mathematicae
1 Sequential Analysis
1 International Journal of Adaptive Control and Signal Processing
1 Communications in Partial Differential Equations
1 SIAM Journal on Scientific Computing
1 Topological Methods in Nonlinear Analysis
1 Statistical Papers
1 Electronic Journal of Probability
1 Mathematical Problems in Engineering
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Nonlinear Dynamics
1 Acta Mathematica Sinica. English Series
1 Methodology and Computing in Applied Probability
1 Brazilian Journal of Probability and Statistics
1 Quantitative Finance
1 Discrete and Continuous Dynamical Systems. Series B
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Stochastics and Dynamics
1 Advances in Difference Equations
1 Stochastics
1 Frontiers of Mathematics in China
1 Networks and Heterogeneous Media
1 Asian Journal of Control
1 Statistics and Computing
1 Stochastic and Partial Differential Equations. Analysis and Computations
1 Mathematical Sciences
1 Nonlinear Analysis. Theory, Methods & Applications
1 AIMS Mathematics

Citations by Year