Dmitrii Silvestrov

1.6k total citations
60 papers, 404 citations indexed

About

Dmitrii Silvestrov is a scholar working on Finance, Management Science and Operations Research and Mathematical Physics. According to data from OpenAlex, Dmitrii Silvestrov has authored 60 papers receiving a total of 404 indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Finance, 19 papers in Management Science and Operations Research and 15 papers in Mathematical Physics. Recurrent topics in Dmitrii Silvestrov's work include Stochastic processes and financial applications (30 papers), Probability and Risk Models (15 papers) and Stochastic processes and statistical mechanics (10 papers). Dmitrii Silvestrov is often cited by papers focused on Stochastic processes and financial applications (30 papers), Probability and Risk Models (15 papers) and Stochastic processes and statistical mechanics (10 papers). Dmitrii Silvestrov collaborates with scholars based in Sweden, Italy and Finland. Dmitrii Silvestrov's co-authors include Mats Gyllenberg, Raimondo Manca, Jozef L. Teugels, Sergei Silvestrov, Alexander Kukush, Henrik Jönsson, Örjan Stenflo, Anders Martin‐Löf, Anatoliy Malyarenko and E. Biffi and has published in prestigious journals such as Journal of Mathematical Biology, Advances in Applied Probability and Stochastic Processes and their Applications.

In The Last Decade

Dmitrii Silvestrov

57 papers receiving 325 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Dmitrii Silvestrov Sweden 11 167 139 120 77 68 60 404
Richard H. Stockbridge United States 12 225 1.3× 96 0.7× 61 0.5× 109 1.4× 51 0.8× 32 469
Pierre Patie United States 11 281 1.7× 109 0.8× 147 1.2× 81 1.1× 68 1.0× 33 439
Jia-an Yan China 9 187 1.1× 259 1.9× 100 0.8× 132 1.7× 50 0.7× 18 408
Pierre Vallois France 12 366 2.2× 53 0.4× 184 1.5× 86 1.1× 49 0.7× 35 503
Anthony Réveillac France 9 184 1.1× 55 0.4× 78 0.7× 45 0.6× 67 1.0× 27 269
Arturo Kohatsu‐Higa Japan 15 524 3.1× 63 0.5× 124 1.0× 116 1.5× 76 1.1× 76 610
Anja Sturm Germany 8 221 1.3× 30 0.2× 115 1.0× 62 0.8× 44 0.6× 21 420
Xiaolu Tan France 13 310 1.9× 80 0.6× 68 0.6× 92 1.2× 66 1.0× 35 388
Marco Dozzi France 12 240 1.4× 36 0.3× 121 1.0× 75 1.0× 50 0.7× 36 394
Adam Jakubowski Poland 13 453 2.7× 168 1.2× 318 2.6× 71 0.9× 107 1.6× 57 725

Countries citing papers authored by Dmitrii Silvestrov

Since Specialization
Citations

This map shows the geographic impact of Dmitrii Silvestrov'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 Dmitrii Silvestrov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Dmitrii Silvestrov more than expected).

Fields of papers citing papers by Dmitrii Silvestrov

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Dmitrii Silvestrov. 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 Dmitrii Silvestrov. The network helps show where Dmitrii Silvestrov may publish in the future.

Co-authorship network of co-authors of Dmitrii Silvestrov

This figure shows the co-authorship network connecting the top 25 collaborators of Dmitrii Silvestrov. A scholar is included among the top collaborators of Dmitrii Silvestrov 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 Dmitrii Silvestrov. Dmitrii Silvestrov is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Silvestrov, Dmitrii & Raimondo Manca. (2017). Reward Algorithms for Semi-Markov Processes. Methodology And Computing In Applied Probability. 19(4). 1191–1209. 1 indexed citations
2.
Silvestrov, Dmitrii. (2014). American-type options : stochastic approximation methods. De Gruyter eBooks. 2 indexed citations
3.
Silvestrov, Dmitrii. (2013). American-Type Options. 2 indexed citations
4.
Dorogovtsev, A. A., Dmitrii Silvestrov, A. V. Skorokhod, & M. I. Yadrenko. (2011). Probability Theory: Collection of Problems. Translations of mathematical monographs.
5.
Silvestrov, Dmitrii, et al.. (2008). Reselling of options and convergence of option rewards. 30. 149–172. 3 indexed citations
6.
Silvestrov, Dmitrii. (2008). Nonlinearly perturbed stochastic processes. The scientific electronic library of periodicals of the National Academy of Sciences of Ukraine (National Academy of Sciences of Ukraine). 14. 129–164.
7.
Biffi, E., et al.. (2008). Monte Carlo semi-Markov methods for credit risk migration and Basel II rules II. 96. 59–86. 3 indexed citations
8.
Silvestrov, Dmitrii. (2007). Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes. The scientific electronic library of periodicals of the National Academy of Sciences of Ukraine (National Academy of Sciences of Ukraine). 267–271. 2 indexed citations
9.
Manca, Raimondo, et al.. (2007). An Algorithmic Approach to Discrete Time Non-homogeneous Backward Semi-Markov Reward Processes with an Application to Disability Insurance. Methodology And Computing In Applied Probability. 9(4). 497–519. 33 indexed citations
10.
Silvestrov, Dmitrii, et al.. (2006). Innovation methods, algorithms, and software for analysis of reinsurance contracts. The scientific electronic library of periodicals of the National Academy of Sciences of Ukraine (National Academy of Sciences of Ukraine). 203–238. 4 indexed citations
11.
Manca, Raimondo, et al.. (2006). Semi-Markov reward models for disability insurance. The scientific electronic library of periodicals of the National Academy of Sciences of Ukraine (National Academy of Sciences of Ukraine). 239–254. 21 indexed citations
12.
Silvestrov, Dmitrii, et al.. (2006). NECESSARY AND SUFFICIENT CONDITIONS FOR WEAK CONVERGENCE OF FIRST-RARE-EVENT TIMES FOR SEMI-MARKOV PROCESSES. I. The scientific electronic library of periodicals of the National Academy of Sciences of Ukraine (National Academy of Sciences of Ukraine). 151–186. 3 indexed citations
13.
Silvestrov, Dmitrii. (2006). Limit theorems for randomly stopped stochastic processes. Journal of Mathematical Sciences. 138(1). 5467–5471. 2 indexed citations
14.
Jönsson, Henrik, Alexander Kukush, & Dmitrii Silvestrov. (2006). Threshold structure of optimal stopping strategies for American type option. II. Theory of Probability and Mathematical Statistics. 72. 47–58. 5 indexed citations
15.
Silvestrov, Dmitrii & Jozef L. Teugels. (2005). LIMIT THEOREMS FOR MIXED MAX–SUM PROCESSES WITH RENEWAL STOPPING. 15 indexed citations
16.
Kukush, Alexander & Dmitrii Silvestrov. (2004). Optimal pricing of American type options with discrete time. 10(26). 72–96. 4 indexed citations
17.
Silvestrov, Dmitrii & Yuliya Mishura. (2004). Limit theorems for stochastic Riemann-Stieltjes integrals. 122–140. 1 indexed citations
18.
Jönsson, Henrik, Alexander Kukush, & Dmitrii Silvestrov. (2002). Threshold Structure of Optimal Stopping Domains for American Type Options. 8. 169–176. 5 indexed citations
19.
Silvestrov, Dmitrii. (1996). Exponential asymptotics for a perturbed renewal equation. Theory of Probability and Mathematical Statistics. 153–162. 2 indexed citations
20.
Silvestrov, Dmitrii. (1973). Remarks on the Limit of a Composite Random Function. Theory of Probability and Its Applications. 17(4). 669–677. 8 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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Richard H. Stockbridge Breakdown of academic impact, for papers by Pierre Patie Breakdown of academic impact, for papers by Jia-an Yan Breakdown of academic impact, for papers by Pierre Vallois Breakdown of academic impact, for papers by Anthony Réveillac Breakdown of academic impact, for papers by Arturo Kohatsu‐Higa Breakdown of academic impact, for papers by Anja Sturm Breakdown of academic impact, for papers by Xiaolu Tan Breakdown of academic impact, for papers by Marco Dozzi Breakdown of academic impact, for papers by Adam Jakubowski
Rankless by CCL
2026