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Kaushansky, Vadim

Co-Author Distance
Author ID: kaushansky.vadim Recent zbMATH articles by "Kaushansky, Vadim"
Published as: Kaushansky, Vadim
Documents Indexed: 5 Publications since 2018
Co-Authors: 4 Co-Authors with 5 Joint Publications
109 Co-Co-Authors

Co-Authors

0 single-authored
4 Reisinger, Christoph
3 Lipton, Alexander
1 Shkolnikov, Mykhaylo
1 Song, Zhuo Qun

Serials

1 European Journal of Applied Mathematics
1 The Annals of Applied Probability
1 Applied Mathematical Finance
1 Quantitative Finance
1 Discrete and Continuous Dynamical Systems. Series B
all top 5

Fields

4 Probability theory and stochastic processes (60-XX)
3 Numerical analysis (65-XX)
2 Partial differential equations (35-XX)
2 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1 Integral equations (45-XX)
1 Classical thermodynamics, heat transfer (80-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

5 Publications have been cited 29 times in 17 Documents Cited by ▼ Year ▼
Simulation of a simple particle system interacting through hitting times. Zbl 07098998
Kaushansky, Vadim; Reisinger, Christoph
11
2019
On the first hitting time density for a reducible diffusion process. Zbl 1466.91344
Lipton, Alexander; Kaushansky, Vadim
7
2020
Semi-analytical solution of a McKean-Vlasov equation with feedback through hitting a boundary. Zbl 1479.35534
Lipton, Alexander; Kaushansky, Vadim; Reisinger, Christoph
5
2021
Transition probability of Brownian motion in the octant and its application to default modelling. Zbl 1411.91601
Kaushansky, Vadim; Lipton, Alexander; Reisinger, Christoph
4
2018
Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem. Zbl 1515.80006
Kaushansky, Vadim; Reisinger, Christoph; Shkolnikov, Mykhaylo; Song, Zhuo Qun
2
2023
Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem. Zbl 1515.80006
Kaushansky, Vadim; Reisinger, Christoph; Shkolnikov, Mykhaylo; Song, Zhuo Qun
2
2023
Semi-analytical solution of a McKean-Vlasov equation with feedback through hitting a boundary. Zbl 1479.35534
Lipton, Alexander; Kaushansky, Vadim; Reisinger, Christoph
5
2021
On the first hitting time density for a reducible diffusion process. Zbl 1466.91344
Lipton, Alexander; Kaushansky, Vadim
7
2020
Simulation of a simple particle system interacting through hitting times. Zbl 07098998
Kaushansky, Vadim; Reisinger, Christoph
11
2019
Transition probability of Brownian motion in the octant and its application to default modelling. Zbl 1411.91601
Kaushansky, Vadim; Lipton, Alexander; Reisinger, Christoph
4
2018
all cited Publications top 5 cited Publications
all top 5

Cited by 25 Authors

5 Lipton, Alexander
5 Reisinger, Christoph
3 Cuchiero, Christa
3 Kaushansky, Vadim
3 Rigger, Stefan
2 Itkin, Andrey
2 Ledger, Sean
2 Muravey, Dmitry
2 Søjmark, Andreas
1 Bras, Pierre
1 Ichiba, Tomoyuki
1 Jiang, Yupeng
1 Kearney, Michael J.
1 Kohatsu-Higa, Arturo
1 Leobacher, Gunther
1 López de Prado, Marcos
1 Ludkovski, Michael
1 Macrina, Andrea
1 Martin, Richard J.
1 Peters, Gareth William
1 Sarantsev, Andrey
1 Shkolnikov, Mykhaylo
1 Song, Zhuo Qun
1 Stockinger, Wolfgang
1 Svaluto-Ferro, Sara
all top 5

Cited in 14 Serials

2 The Annals of Applied Probability
2 International Journal of Theoretical and Applied Finance
2 Frontiers of Mathematical Finance
1 BIT
1 Bulletin of the London Mathematical Society
1 SIAM Journal on Numerical Analysis
1 Stochastic Analysis and Applications
1 European Journal of Applied Mathematics
1 Annals of Operations Research
1 Stochastic Processes and their Applications
1 Electronic Journal of Probability
1 Quantitative Finance
1 Journal of Physics A: Mathematical and Theoretical
1 Annals of Finance
all top 5

Cited in 9 Fields

13 Probability theory and stochastic processes (60-XX)
9 Partial differential equations (35-XX)
8 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
7 Numerical analysis (65-XX)
2 Classical thermodynamics, heat transfer (80-XX)
1 Ordinary differential equations (34-XX)
1 Integral equations (45-XX)
1 Calculus of variations and optimal control; optimization (49-XX)
1 Statistical mechanics, structure of matter (82-XX)

Citations by Year