Speciality:
01.01.05 (Probability theory and mathematical statistics)
Birth date:
16.04.1957
Website: https://sites.google.com/view/anatoliy-malyarenko Keywords: Random field,
spectral expansion,
stochastic volatility.
UDC: 519.21 MSC: 60G60
Subject:
Random fields, financial mathematics, continuum physics
Main publications:
Malyarenko, Anatoliy, Invariant random fields on spaces with a group action, Probability and its Applications (New York), Springer, Heidelberg, 2013
Malyarenko, Anatoliy; Ostoja-Starzewski, Martin, Tensor-valued random fields for continuum physics, Cambridge Monographs on Mathematical Physics, Cambridge University Press, Cambridge, 2019
Malyarenko, Anatoliy, Ostoja-Starzewski, Martin, Amiri-Hezaveh, Amirhossein, Random Fields of Piezoelectricity and Piezomagnetism.
Correlation Structures, SpringerBriefs in Mathematical Methods, Springer International Publishing, Heidelberg, 2020
Malyarenko, Anatoliy, “Invariant random fields in vector bundles and application to cosmology”, Ann. Inst. Henri Poincare Probab. Stat., 47:4 (2011), 1068–1095, arXiv: 0907.4620
Ma, Chunsheng; Malyarenko, Anatoliy, “Time-varying isotropic vector random fields on compact two-point homogeneous spaces”, J. Theoret. Probab., 33:1 (2020), 319–339, arXiv: 1811.05837
