Aleksander Janicki

1.1k total citations
13 papers, 314 citations indexed

About

Aleksander Janicki is a scholar working on Finance, Mathematical Physics and Economics and Econometrics. According to data from OpenAlex, Aleksander Janicki has authored 13 papers receiving a total of 314 indexed citations (citations by other indexed papers that have themselves been cited), including 7 papers in Finance, 5 papers in Mathematical Physics and 4 papers in Economics and Econometrics. Recurrent topics in Aleksander Janicki's work include Stochastic processes and financial applications (7 papers), Complex Systems and Time Series Analysis (4 papers) and Mathematical Dynamics and Fractals (4 papers). Aleksander Janicki is often cited by papers focused on Stochastic processes and financial applications (7 papers), Complex Systems and Time Series Analysis (4 papers) and Mathematical Dynamics and Fractals (4 papers). Aleksander Janicki collaborates with scholars based in Poland, United States and Czechia. Aleksander Janicki's co-authors include Aleksander Weron, P. M. Lee, Wojbor A. Woyczyński, Zbigniew Michna, Piotr Kokoszka, Peter Ritchken and Ivilina Popova and has published in prestigious journals such as Journal of Statistical Physics, Journal of the Royal Statistical Society Series A (Statistics in Society) and Statistical Science.

In The Last Decade

Aleksander Janicki

12 papers receiving 295 citations

Peers

Aleksander Janicki

FINAN

EE

SNP

MS

MP

G.N. Mil'shtein Russia

Jin Feng United States

Rafael Rigão Souza Brazil

Pierre Patie United States

Anna Gerardi Italy

Salah Mohammed United States

Mathieu Laurière United States

Benjamin Jourdain France

Nikita Ratanov Colombia

G.N. Mil'shtein Russia

Aleksander Janicki

221 ×1.6

FINAN

29 ×0.3

EE

119 ×1.4

SNP

16 ×0.3

MS

37 ×0.8

MP

Citations per year, relative to Aleksander Janicki Aleksander Janicki (= 1×) peers G.N. Mil'shtein

Countries citing papers authored by Aleksander Janicki

Since Specialization

Citations

This map shows the geographic impact of Aleksander Janicki's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Aleksander Janicki with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Aleksander Janicki more than expected).

Fields of papers citing papers by Aleksander Janicki

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Aleksander Janicki. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Aleksander Janicki. The network helps show where Aleksander Janicki may publish in the future.

Co-authorship network of co-authors of Aleksander Janicki

This figure shows the co-authorship network connecting the top 25 collaborators of Aleksander Janicki. A scholar is included among the top collaborators of Aleksander Janicki based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Aleksander Janicki. Aleksander Janicki is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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13 of 13 papers shown

1.

Janicki, Aleksander & Aleksander Weron. (2021). Simulation and Chaotic Behavior of α-Stable Stochastic Processes. 6 indexed citations

2.

Janicki, Aleksander, et al.. (2001). MALLIAVIN CALCULUS IN CONSTRUCTION OF HEDGING PORTFOLIO FOR THE HESTON MODEL OF A FINANCIAL MARKET. Demonstratio Mathematica. 34(2). 271–284. 2 indexed citations

3.

Janicki, Aleksander & Wojbor A. Woyczyński. (1997). Hausdorff dimension of regular points in stochastic Burgers flows with Lévy α-stable initial data. Journal of Statistical Physics. 86(1-2). 277–299. 8 indexed citations

4.

Janicki, Aleksander, Ivilina Popova, Peter Ritchken, & Wojbor A. Woyczyński. (1997). Option pricing bounds in an a α stable security market. Communications in Statistics Stochastic Models. 13(4). 817–839. 8 indexed citations

5.

Janicki, Aleksander, Zbigniew Michna, & Aleksander Weron. (1997). Approximation of stochastic differential equations driven by α-stable Lévy motion. Applicationes Mathematicae. 24(2). 149–168. 11 indexed citations

6.

Janicki, Aleksander, Zbigniew Michna, & Aleksander Weron. (1996). Approximation of stochastic differential equations driven by alpha-stable Levy motion. RePEc: Research Papers in Economics.

7.

Janicki, Aleksander. (1996). Numerical and Statistical Approximation of Stochastic Differential Equations with Non-Gaussian Measures. RePEc: Research Papers in Economics. 8 indexed citations

8.

Janicki, Aleksander. (1995). Computer simulation of a nonlinear model for electrical circuits with α-stable noise. Applicationes Mathematicae. 23(1). 95–105. 2 indexed citations

9.

Janicki, Aleksander & Aleksander Weron. (1995). Computer simulation of attractors in stochastic models with α-stable noise. Mathematics and Computers in Simulation. 39(1-2). 9–19. 3 indexed citations

10.

Lee, P. M., Aleksander Janicki, & Aleksander Weron. (1995). Simulation and Chaotic Behaviour of α-Stable Stochastic Processes.. Journal of the Royal Statistical Society Series A (Statistics in Society). 158(2). 351–351. 195 indexed citations

11.

Janicki, Aleksander & Aleksander Weron. (1994). Can One See $\alpha$-Stable Variables and Processes?. Statistical Science. 9(1). 67 indexed citations

12.

Janicki, Aleksander & Piotr Kokoszka. (1992). Computer investigation of the Rate of Convergence of Lepage Type Series to α-Stable Random Variables. Statistics. 23(4). 365–373. 3 indexed citations

13.

Janicki, Aleksander. (1973). An adaptive sequential test. Applicationes Mathematicae. 13(3). 301–320. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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