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Author ID: kuznetsov.alexey Recent zbMATH articles by "Kuznetsov, Alexey"
Published as: Kuznetsov, Alexey; Kuznetsov, A.
Homepage: http://www.math.yorku.ca/~akuznets/publications.html
External Links: dblp
Documents Indexed: 64 Publications since 2005, including 1 Book and 6 Additional arXiv Preprints
Co-Authors: 23 Co-Authors with 27 Joint Publications
594 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

48 Publications have been cited 677 times in 507 Documents Cited by Year
The theory of scale functions for spectrally negative Lévy processes. Zbl 1261.60047
Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor
149
2012
Meromorphic Lévy processes and their fluctuation identities. Zbl 1252.60044
Kuznetsov, A.; Kyprianou, A. E.; Pardo, J. C.
44
2012
Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes. Zbl 1222.60038
Kuznetsov, Alexey
41
2010
A Wiener-Hopf Monte Carlo simulation technique for Lévy processes. Zbl 1245.65005
Kuznetsov, A.; Kyprianou, A. E.; Pardo, J. C.; van Schaik, K.
40
2011
Explicit formulas for Laplace transforms of stochastic integrals. Zbl 1149.60021
Hurd, T. R.; Kuznetsov, A.
39
2008
Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes. Zbl 1268.60060
Kuznetsov, A.; Pardo, J. C.
34
2013
Fractional Laplace operator and Meijer G-function. Zbl 1365.35204
Dyda, Bartłomiej; Kuznetsov, Alexey; Kwaśnicki, Mateusz
30
2017
Eigenvalues of the fractional Laplace operator in the unit ball. Zbl 1387.35431
Dyda, Bartłomiej; Kuznetsov, Alexey; Kwaśnicki, Mateusz
29
2017
On extrema of stable processes. Zbl 1218.60037
Kuznetsov, Alexey
26
2011
On the convergence of the Gaver-Stehfest algorithm. Zbl 1461.65258
Kuznetsov, A.
21
2013
The hitting time of zero for a stable process. Zbl 1293.60055
Kuznetsov, Alexey; Kyprianou, Andreas E.; Pardo, Juan Carlos; Watson, Alexander R.
20
2014
Distributional properties of exponential functionals of Lévy processes. Zbl 1246.60073
Kuznetsov, Alexey; Pardo, Juan Carlos; Savov, Mladen
16
2012
On the distribution of exponential functionals for Lévy processes with jumps of rational transform. Zbl 1234.60054
Kuznetsov, A.
15
2012
New families of subordinators with explicit transition probability semigroup. Zbl 1300.60068
Burridge, J.; Kuznetsov, A.; Kwaśnicki, M.; Kyprianou, A. E.
14
2014
Strongly reinforced Pólya urns with graph-based competition. Zbl 1352.60132
van der Hofstad, Remco; Holmes, Mark; Kuznetsov, Alexey; Ruszel, Wioletta
13
2016
Wiener-Hopf factorization for a family of Lévy processes related to theta functions. Zbl 1223.60029
Kuznetsov, A.
13
2010
Computing the finite-time expected discounted penalty function for a family of Lévy risk processes. Zbl 1401.91156
Kuznetsov, Alexey; Morales, Manuel
11
2014
Weighted risk capital allocations in the presence of systematic risk. Zbl 1401.91139
Furman, Edward; Kuznetsov, Alexey; Zitikis, Ričardas
10
2018
Approximating Lévy processes with completely monotone jumps. Zbl 1339.60050
Hackmann, Daniel; Kuznetsov, Alexey
10
2016
Transformations of Markov processes and classification scheme for solvable driftless diffusions. Zbl 1195.60104
Albanese, C.; Kuznetsov, A.
9
2009
On the density of the supremum of a stable process. Zbl 1277.60084
Kuznetsov, A.
9
2013
A convergent series representation for the density of the supremum of a stable process. Zbl 1231.60040
Hubalek, Friedrich; Kuznetsov, Alexey
8
2011
On the first passage time for Brownian motion subordinated by a Lévy process. Zbl 1162.60336
Hurd, T. R.; Kuznetsov, A.
8
2009
Spectral analysis of stable processes on the positive half-line. Zbl 1390.60173
Kuznetsov, Alexey; Kwaśnicki, Mateusz
7
2018
A short proof of duality relations for hypergeometric functions. Zbl 1347.33016
Feng, Runhuan; Kuznetsov, Alexey; Yang, Fenghao
7
2016
On log-normal convolutions: an analytical-numerical method with applications to economic capital determination. Zbl 1431.91327
Furman, Edward; Hackmann, Daniel; Kuznetsov, Alexey
7
2020
Analytic proof of Pecherskii-Rogozin identity and Wiener-Hopf factorization. Zbl 1242.60048
Kuznetsov, A.
6
2011
Affine lattice models. Zbl 1088.60086
Albanese, Claudio; Kuznetsov, Alexey
6
2005
On free stable distributions. Zbl 1317.46049
Hasebe, Takahiro; Kuznetsov, Alexey
6
2014
Markov limits of steady states of the KPZ equation on an interval. Zbl 1505.60072
Bryc, Włodek; Kuznetsov, Alexey
6
2022
Integral representations for the Dirichlet \(L\)-functions and their expansions in Meixner-Pollaczek polynomials and rising factorials. Zbl 1134.11033
Kuznetsov, A.
5
2007
Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions. Zbl 1252.60001
Cohen, Serge; Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor
5
2012
Tail dependence of the Gaussian copula revisited. Zbl 1373.62223
Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, Ričardas
5
2016
The integrals in Gradshteyn and Ryzhik. Part 30: trigonometric functions. Zbl 1429.33002
Amdeberhan, Tewodros; Dixit, Atul; Guan, Xiao; Jiu, Lin; Kuznetsov, Alexey; Moll, Victor H.; Vignat, Christophe
5
2016
Expansion of the Riemann \(\Xi\) function in Meixner-Pollaczek polynomials. Zbl 1173.41003
Kuznetsov, Alexey
4
2008
On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps. Zbl 1246.60072
Kuznetsov, A.; Peng, X.
4
2012
Asian options and meromorphic Lévy processes. Zbl 1307.60058
Hackmann, D.; Kuznetsov, A.
4
2014
Exponential functionals of Lévy processes and variable annuity guaranteed benefits. Zbl 1405.60060
Feng, Runhuan; Kuznetsov, Alexey; Yang, Fenghao
4
2019
A note on the series representation for the density of the supremum of a stable process. Zbl 1323.60065
Hackmann, Daniel; Kuznetsov, Alexey
3
2013
Computing the truncated theta function via Mordell integral. Zbl 1330.11080
Kuznetsov, A.
3
2015
Markov processes related to the stationary measure for the open KPZ equation. Zbl 1528.60076
Bryc, Włodek; Kuznetsov, Alexey; Wang, Yizao; Wesołowski, Jacek
3
2023
Explicit Hermite-type eigenvectors of the discrete Fourier transform. Zbl 1341.42008
Kuznetsov, Alexey
2
2015
A new identity for the sum of products of the generalized hypergeometric functions. Zbl 1469.33006
Karp, Dmitrii; Kuznetsov, Alexey
2
2021
Asymptotic approximations to the Hardy-Littlewood function. Zbl 1253.41030
Kuznetsov, A.
1
2013
On Dirichlet series and functional equations. Zbl 1421.11073
Kuznetsov, Alexey
1
2017
Frequency switching in a two-compartmental model of the dopaminergic neuron. Zbl 1446.92130
Ha, Joon; Kuznetsov, Alexey
1
2011
A direct evaluation of an integral of Ismail and Valent. Zbl 1411.33018
Kuznetsov, Alexey
1
2018
Computing the Barnes \(G\)-function and the gamma function in the entire complex plane. Zbl 1524.33091
Kuznetsov, Alexey
1
2022
Markov processes related to the stationary measure for the open KPZ equation. Zbl 1528.60076
Bryc, Włodek; Kuznetsov, Alexey; Wang, Yizao; Wesołowski, Jacek
3
2023
Markov limits of steady states of the KPZ equation on an interval. Zbl 1505.60072
Bryc, Włodek; Kuznetsov, Alexey
6
2022
Computing the Barnes \(G\)-function and the gamma function in the entire complex plane. Zbl 1524.33091
Kuznetsov, Alexey
1
2022
A new identity for the sum of products of the generalized hypergeometric functions. Zbl 1469.33006
Karp, Dmitrii; Kuznetsov, Alexey
2
2021
On log-normal convolutions: an analytical-numerical method with applications to economic capital determination. Zbl 1431.91327
Furman, Edward; Hackmann, Daniel; Kuznetsov, Alexey
7
2020
Exponential functionals of Lévy processes and variable annuity guaranteed benefits. Zbl 1405.60060
Feng, Runhuan; Kuznetsov, Alexey; Yang, Fenghao
4
2019
Weighted risk capital allocations in the presence of systematic risk. Zbl 1401.91139
Furman, Edward; Kuznetsov, Alexey; Zitikis, Ričardas
10
2018
Spectral analysis of stable processes on the positive half-line. Zbl 1390.60173
Kuznetsov, Alexey; Kwaśnicki, Mateusz
7
2018
A direct evaluation of an integral of Ismail and Valent. Zbl 1411.33018
Kuznetsov, Alexey
1
2018
Fractional Laplace operator and Meijer G-function. Zbl 1365.35204
Dyda, Bartłomiej; Kuznetsov, Alexey; Kwaśnicki, Mateusz
30
2017
Eigenvalues of the fractional Laplace operator in the unit ball. Zbl 1387.35431
Dyda, Bartłomiej; Kuznetsov, Alexey; Kwaśnicki, Mateusz
29
2017
On Dirichlet series and functional equations. Zbl 1421.11073
Kuznetsov, Alexey
1
2017
Strongly reinforced Pólya urns with graph-based competition. Zbl 1352.60132
van der Hofstad, Remco; Holmes, Mark; Kuznetsov, Alexey; Ruszel, Wioletta
13
2016
Approximating Lévy processes with completely monotone jumps. Zbl 1339.60050
Hackmann, Daniel; Kuznetsov, Alexey
10
2016
A short proof of duality relations for hypergeometric functions. Zbl 1347.33016
Feng, Runhuan; Kuznetsov, Alexey; Yang, Fenghao
7
2016
Tail dependence of the Gaussian copula revisited. Zbl 1373.62223
Furman, Edward; Kuznetsov, Alexey; Su, Jianxi; Zitikis, Ričardas
5
2016
The integrals in Gradshteyn and Ryzhik. Part 30: trigonometric functions. Zbl 1429.33002
Amdeberhan, Tewodros; Dixit, Atul; Guan, Xiao; Jiu, Lin; Kuznetsov, Alexey; Moll, Victor H.; Vignat, Christophe
5
2016
Computing the truncated theta function via Mordell integral. Zbl 1330.11080
Kuznetsov, A.
3
2015
Explicit Hermite-type eigenvectors of the discrete Fourier transform. Zbl 1341.42008
Kuznetsov, Alexey
2
2015
The hitting time of zero for a stable process. Zbl 1293.60055
Kuznetsov, Alexey; Kyprianou, Andreas E.; Pardo, Juan Carlos; Watson, Alexander R.
20
2014
New families of subordinators with explicit transition probability semigroup. Zbl 1300.60068
Burridge, J.; Kuznetsov, A.; Kwaśnicki, M.; Kyprianou, A. E.
14
2014
Computing the finite-time expected discounted penalty function for a family of Lévy risk processes. Zbl 1401.91156
Kuznetsov, Alexey; Morales, Manuel
11
2014
On free stable distributions. Zbl 1317.46049
Hasebe, Takahiro; Kuznetsov, Alexey
6
2014
Asian options and meromorphic Lévy processes. Zbl 1307.60058
Hackmann, D.; Kuznetsov, A.
4
2014
Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes. Zbl 1268.60060
Kuznetsov, A.; Pardo, J. C.
34
2013
On the convergence of the Gaver-Stehfest algorithm. Zbl 1461.65258
Kuznetsov, A.
21
2013
On the density of the supremum of a stable process. Zbl 1277.60084
Kuznetsov, A.
9
2013
A note on the series representation for the density of the supremum of a stable process. Zbl 1323.60065
Hackmann, Daniel; Kuznetsov, Alexey
3
2013
Asymptotic approximations to the Hardy-Littlewood function. Zbl 1253.41030
Kuznetsov, A.
1
2013
The theory of scale functions for spectrally negative Lévy processes. Zbl 1261.60047
Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor
149
2012
Meromorphic Lévy processes and their fluctuation identities. Zbl 1252.60044
Kuznetsov, A.; Kyprianou, A. E.; Pardo, J. C.
44
2012
Distributional properties of exponential functionals of Lévy processes. Zbl 1246.60073
Kuznetsov, Alexey; Pardo, Juan Carlos; Savov, Mladen
16
2012
On the distribution of exponential functionals for Lévy processes with jumps of rational transform. Zbl 1234.60054
Kuznetsov, A.
15
2012
Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions. Zbl 1252.60001
Cohen, Serge; Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor
5
2012
On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps. Zbl 1246.60072
Kuznetsov, A.; Peng, X.
4
2012
A Wiener-Hopf Monte Carlo simulation technique for Lévy processes. Zbl 1245.65005
Kuznetsov, A.; Kyprianou, A. E.; Pardo, J. C.; van Schaik, K.
40
2011
On extrema of stable processes. Zbl 1218.60037
Kuznetsov, Alexey
26
2011
A convergent series representation for the density of the supremum of a stable process. Zbl 1231.60040
Hubalek, Friedrich; Kuznetsov, Alexey
8
2011
Analytic proof of Pecherskii-Rogozin identity and Wiener-Hopf factorization. Zbl 1242.60048
Kuznetsov, A.
6
2011
Frequency switching in a two-compartmental model of the dopaminergic neuron. Zbl 1446.92130
Ha, Joon; Kuznetsov, Alexey
1
2011
Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes. Zbl 1222.60038
Kuznetsov, Alexey
41
2010
Wiener-Hopf factorization for a family of Lévy processes related to theta functions. Zbl 1223.60029
Kuznetsov, A.
13
2010
Transformations of Markov processes and classification scheme for solvable driftless diffusions. Zbl 1195.60104
Albanese, C.; Kuznetsov, A.
9
2009
On the first passage time for Brownian motion subordinated by a Lévy process. Zbl 1162.60336
Hurd, T. R.; Kuznetsov, A.
8
2009
Explicit formulas for Laplace transforms of stochastic integrals. Zbl 1149.60021
Hurd, T. R.; Kuznetsov, A.
39
2008
Expansion of the Riemann \(\Xi\) function in Meixner-Pollaczek polynomials. Zbl 1173.41003
Kuznetsov, Alexey
4
2008
Integral representations for the Dirichlet \(L\)-functions and their expansions in Meixner-Pollaczek polynomials and rising factorials. Zbl 1134.11033
Kuznetsov, A.
5
2007
Affine lattice models. Zbl 1088.60086
Albanese, Claudio; Kuznetsov, Alexey
6
2005
all top 5

Cited by 631 Authors

23 Kyprianou, Andreas E.
19 Yamazaki, Kazutoshi
19 Zhou, Xiaowen
13 Kuznetsov, Alexey
13 Pérez Garmendia, Jose Luis
12 Pardo, Juan Carlos
12 Rivero, Víctor Manuel
11 Palmowski, Zbigniew
10 Vidmar, Matija
10 Wang, Wenyuan
9 Ivanovs, Jevgeņijs
9 Kwaśnicki, Mateusz
9 Landriault, David
9 Patie, Pierre
8 Avram, Florin
8 Behme, Anita Diana
7 Cui, Zhenyu
7 Li, Bin
6 Borthagaray, Juan Pablo
6 Czarna, Irmina
6 Feng, Runhuan
6 Frostig, Esther
6 Hasebe, Takahiro
6 Levendorskiĭ, Sergeĭ Zakharovich
6 Renaud, Jean-François
6 Van Schaik, Kees
6 Yin, Chuancun
5 Chaumont, Loïc
5 Li, Yingqiu
5 Mijatović, Aleksandar
5 Simon, Thomas
5 Watson, Alexander R.
4 Albrecher, Hansjörg
4 Asmussen, Søren
4 Baurdoux, Erik Jan
4 Denuit, Michel M.
4 Döring, Leif
4 Furman, Edward
4 Hirsch, Christian
4 Jarohs, Sven
4 Kleptsyn, Victor A.
4 Li, Bo
4 Lindner, Alexander M.
4 Lkabous, Mohamed Amine
4 Małecki, Jacek
4 Noba, Kei
4 Pistorius, Martijn R.
4 Savov, Mladen Svetoslavov
4 Song, Renming
4 Su, Jianxi
4 Vostrikova, Lioudmila
4 Yang, Chen
4 Zhang, Hongzhong
4 Zhao, Yongxia
3 Abatangelo, Nicola
3 Ascione, Giacomo
3 Boxma, Onno Johan
3 Chen, Ping
3 Cozma, Andrei S.
3 Egami, Masahiko
3 Ferreiro-Castilla, Albert
3 Grzywny, Tomasz
3 Hackmann, Daniel
3 Halidias, Nikolaos
3 Hao, Zhaopeng
3 Karp, Dmitriĭ Borisovich
3 Keren-Pinhasik, Adva
3 Leonenko, Nikolai N.
3 Letemplier, Julien
3 Leżaj, Łukasz
3 Li, Shu
3 Li, Shuanming
3 Loeffen, Ronnie L.
3 Mailler, Cécile
3 Maller, Ross Arthur
3 Ott, Curdin
3 Park, Hyunchul
3 Park, Hyungbin
3 Pirozzi, Enrica
3 Qian, Xiaosong
3 Reisinger, Christoph
3 Robert, Christian-Yann
3 Satitkanitkul, Weerapat
3 Sheng, Changtao
3 Vardar-Acar, Ceren
3 Wen, Yuzhen
3 Wu, Xueyuan
3 Zhang, Zhongqiang
3 Zitikis, Ričardas
2 Acosta, Gabriel
2 Adibi, Hojatollah
2 Aguilar, Jean-Philippe
2 Alili, Larbi
2 Aoudia, Djilali Ait
2 Ben Salah, Zied
2 Bertoin, Jean
2 Bladt, Mogens
2 Boyarchenko, Svetlana I.
2 Kinderknecht, Yana A.
2 Çağlar, Mine
...and 531 more Authors
all top 5

Cited in 160 Serials

34 Stochastic Processes and their Applications
30 Insurance Mathematics & Economics
26 Journal of Applied Probability
14 Advances in Applied Probability
13 Statistics & Probability Letters
13 Electronic Journal of Probability
12 Finance and Stochastics
11 Journal of Theoretical Probability
11 The Annals of Applied Probability
11 Methodology and Computing in Applied Probability
11 Scandinavian Actuarial Journal
9 International Journal of Theoretical and Applied Finance
8 Journal of Mathematical Analysis and Applications
8 Journal of Computational and Applied Mathematics
8 Quantitative Finance
8 SIAM Journal on Financial Mathematics
7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
7 Bernoulli
7 ALEA. Latin American Journal of Probability and Mathematical Statistics
5 Lithuanian Mathematical Journal
5 Theory of Probability and its Applications
5 The Annals of Probability
5 SIAM Journal on Numerical Analysis
5 Acta Applicandae Mathematicae
5 Potential Analysis
4 Applied Mathematics and Optimization
4 Proceedings of the American Mathematical Society
4 Transactions of the American Mathematical Society
4 Probability and Mathematical Statistics
4 Electronic Communications in Probability
4 Mathematical Finance
4 Stochastic Models
4 ASTIN Bulletin
4 Stochastics
3 Acta Mechanica
3 Journal of Optimization Theory and Applications
3 SIAM Journal on Control and Optimization
3 Journal of Scientific Computing
3 European Journal of Operational Research
3 Applied Mathematical Finance
3 Fractional Calculus & Applied Analysis
3 North American Actuarial Journal
3 Mathematics and Financial Economics
3 European Actuarial Journal
2 Journal of Computational Physics
2 Journal of Statistical Physics
2 Mathematics of Computation
2 Acta Arithmetica
2 Advances in Mathematics
2 Journal of Functional Analysis
2 Mathematics of Operations Research
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Applied Numerical Mathematics
2 Probability Theory and Related Fields
2 Constructive Approximation
2 Queueing Systems
2 Annals of Operations Research
2 Communications in Statistics. Theory and Methods
2 SIAM Journal on Scientific Computing
2 Journal of Mathematical Sciences (New York)
2 Integral Transforms and Special Functions
2 The Journal of Fourier Analysis and Applications
2 The Ramanujan Journal
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Abstract and Applied Analysis
2 Extremes
2 Probability in the Engineering and Informational Sciences
2 Stochastics and Dynamics
2 Communications on Pure and Applied Analysis
2 Review of Derivatives Research
2 Computational Management Science
2 Oberwolfach Reports
2 Electronic Journal of Statistics
2 Journal of Spectral Theory
2 Frontiers of Mathematical Finance
1 Analysis Mathematica
1 Computers & Mathematics with Applications
1 Communications in Mathematical Physics
1 Computer Methods in Applied Mechanics and Engineering
1 Journal of Mathematical Physics
1 Mathematical Methods in the Applied Sciences
1 Nonlinearity
1 Physica A
1 Studia Mathematica
1 Reviews in Mathematical Physics
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 Automatica
1 Bulletin of the London Mathematical Society
1 Demonstratio Mathematica
1 Dissertationes Mathematicae
1 Journal of the London Mathematical Society. Second Series
1 Journal of Number Theory
1 Journal of Statistical Planning and Inference
1 Metron
1 Monatshefte für Mathematik
1 Numerische Mathematik
1 Proceedings of the London Mathematical Society. Third Series
1 Acta Mathematicae Applicatae Sinica
1 Bulletin of the Korean Mathematical Society
1 Circuits, Systems, and Signal Processing
...and 60 more Serials
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Cited in 36 Fields

375 Probability theory and stochastic processes (60-XX)
188 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
64 Numerical analysis (65-XX)
58 Partial differential equations (35-XX)
41 Statistics (62-XX)
29 Systems theory; control (93-XX)
23 Special functions (33-XX)
19 Operator theory (47-XX)
16 Integral transforms, operational calculus (44-XX)
13 Number theory (11-XX)
12 Functional analysis (46-XX)
12 Calculus of variations and optimal control; optimization (49-XX)
12 Operations research, mathematical programming (90-XX)
11 Real functions (26-XX)
10 Ordinary differential equations (34-XX)
9 Approximations and expansions (41-XX)
8 Combinatorics (05-XX)
8 Functions of a complex variable (30-XX)
8 Integral equations (45-XX)
7 Harmonic analysis on Euclidean spaces (42-XX)
7 Biology and other natural sciences (92-XX)
6 Mechanics of deformable solids (74-XX)
6 Statistical mechanics, structure of matter (82-XX)
5 Dynamical systems and ergodic theory (37-XX)
4 Potential theory (31-XX)
4 Quantum theory (81-XX)
3 Global analysis, analysis on manifolds (58-XX)
3 Computer science (68-XX)
2 General and overarching topics; collections (00-XX)
2 History and biography (01-XX)
2 Difference and functional equations (39-XX)
1 Measure and integration (28-XX)
1 Fluid mechanics (76-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Information and communication theory, circuits (94-XX)
1 Mathematics education (97-XX)

Citations by Year