Edit Profile (opens in new tab) Kouritzin, Michael A. Co-Author Distance Author ID: kouritzin.michael-a Published as: Kouritzin, Michael A.; Kouritzin, M. A. Documents Indexed: 54 Publications since 1992, including 4 Additional arXiv Preprints Co-Authors: 28 Co-Authors with 38 Joint Publications 739 Co-Co-Authors all top 5 Co-Authors 16 single-authored 6 Sun, Wei 5 Long, Hongwei 4 Newton, Fraser 4 Xiong, Jie 3 Heunis, Andrew J. 3 Mackay, Anne 3 Wu, Biao 2 Blount, Douglas 2 Hu, Yaozhong 2 Le, Khoa 2 Rémillard, Bruno N. 2 Sadeghi, Samira 2 Zeng, Yong 2 Zheng, Jiayu 1 Crisan, Dan O. 1 Dawson, Donald Andrew 1 Del Moral, Pierre 1 Dong, Chi 1 Kouarfate, Iro René 1 Kurtz, Thomas Gordon 1 Li, Deli 1 Miclo, Laurent 1 Orsten, Sterling 1 Paul, Sounak 1 Ren, Yanxia 1 Sezer, Ayse Deniz 1 Wilson, Daniel C. 1 Xia, Panqiu all top 5 Serials 6 Stochastic Processes and their Applications 4 Electronic Journal of Probability 3 Journal of Mathematical Analysis and Applications 3 The Annals of Applied Probability 3 International Journal of Theoretical and Applied Finance 2 IEEE Transactions on Information Theory 2 Stochastic Analysis and Applications 2 Journal of Theoretical Probability 2 Computational Statistics and Data Analysis 1 Advances in Applied Probability 1 The Annals of Probability 1 IEEE Transactions on Automatic Control 1 Journal of Differential Equations 1 Journal of Functional Analysis 1 Journal of Multivariate Analysis 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 SIAM Journal on Control and Optimization 1 Transactions of the American Mathematical Society 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Probability Theory and Related Fields 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Stochastics and Stochastics Reports 1 Potential Analysis 1 Electronic Communications in Probability 1 Nonlinear Studies 1 Mathematical Problems in Engineering 1 IEEE Transactions on Image Processing 1 Nonlinear Analysis. Theory, Methods & Applications all top 5 Fields 41 Probability theory and stochastic processes (60-XX) 14 Statistics (62-XX) 12 Systems theory; control (93-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Partial differential equations (35-XX) 2 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 21 Fields 79 Probability theory and stochastic processes (60-XX) 19 Statistics (62-XX) 19 Systems theory; control (93-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Partial differential equations (35-XX) 10 Numerical analysis (65-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Biology and other natural sciences (92-XX) 2 Combinatorics (05-XX) 2 Measure and integration (28-XX) 2 Potential theory (31-XX) 2 Mechanics of particles and systems (70-XX) 2 Fluid mechanics (76-XX) 2 Operations research, mathematical programming (90-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 General topology (54-XX) 1 Manifolds and cell complexes (57-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year