V. I. Piterbarg

1.4k total citations
82 papers, 893 citations indexed

About

V. I. Piterbarg is a scholar working on Finance, Mathematical Physics and Management Science and Operations Research. According to data from OpenAlex, V. I. Piterbarg has authored 82 papers receiving a total of 893 indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Finance, 22 papers in Mathematical Physics and 15 papers in Management Science and Operations Research. Recurrent topics in V. I. Piterbarg's work include Stochastic processes and financial applications (27 papers), Financial Risk and Volatility Modeling (20 papers) and Stochastic processes and statistical mechanics (17 papers). V. I. Piterbarg is often cited by papers focused on Stochastic processes and financial applications (27 papers), Financial Risk and Volatility Modeling (20 papers) and Stochastic processes and statistical mechanics (17 papers). V. I. Piterbarg collaborates with scholars based in Russia, Switzerland and Tajikistan. V. I. Piterbarg's co-authors include J. Hüsler, Jürg Hüsler, Valentin Konakov, Вадим Роландович Фаталов, Enkelejd Hashorva, Laurens de Haan, J.H.J. Einmahl, Dmitry Korshunov, Oleg Seleznjev and Lanpeng Ji and has published in prestigious journals such as IEEE Transactions on Communications, The Annals of Statistics and Journal of Electroanalytical Chemistry.

In The Last Decade

V. I. Piterbarg

71 papers receiving 763 citations

Peers

V. I. Piterbarg

FINAN

MSOR

J. L. Teugels Belgium

Jaap Geluk Netherlands

Konstantin Borovkov Australia

Ashkan Nikeghbali Switzerland

Edward Omey Belgium

Jordan Stoyanov United Kingdom

Dmitry Korshunov Russia

Uwe Küchler Germany

Makoto Maejima Japan

Filip Lindskog Sweden

J. L. Teugels Belgium

V. I. Piterbarg

439 ×0.8

FINAN

483 ×1.7

MSOR

202 ×0.9

318 ×2.0

133 ×1.5

Citations per year, relative to V. I. Piterbarg V. I. Piterbarg (= 1×) peers J. L. Teugels

Countries citing papers authored by V. I. Piterbarg

Since Specialization

Citations

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

Fields of papers citing papers by V. I. Piterbarg

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by V. I. Piterbarg. 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 V. I. Piterbarg. The network helps show where V. I. Piterbarg may publish in the future.

Co-authorship network of co-authors of V. I. Piterbarg

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

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Piterbarg, V. I.. (2024). High Excursion Probabilities for Gaussian Fields on Smooth Manifolds. Theory of Probability and Its Applications. 69(2). 294–312.

Piterbarg, V. I.. (2016). Large extremes of Gaussian chaos processes. Doklady Mathematics. 93(2). 145–147. 2 indexed citations

Piterbarg, V. I., et al.. (2014). On the Shape of Trajectories of Gaussian Processes Having Large Massive Excursions. Theory of Probability and Its Applications. 58(4). 582–600. 6 indexed citations

Hashorva, Enkelejd, Dmitry Korshunov, & V. I. Piterbarg. (2013). Extremal Behavior of Gaussian Chaos. arXiv (Cornell University). 3 indexed citations

Hashorva, Enkelejd, Lanpeng Ji, & V. I. Piterbarg. (2013). On the supremum ofγ-reflected processes with fractional Brownian motion as input. Stochastic Processes and their Applications. 123(11). 4111–4127. 26 indexed citations

Hüsler, Jürg, et al.. (2011). Extremes of Gaussian processes with a smooth random variance. Stochastic Processes and their Applications. 121(11). 2592–2605. 13 indexed citations

Arnold, Vladimir I., Alexey V. Bolsinov, L. Galgani, et al.. (2009). Nikolai Nikolaevich Nekhoroshev (obituary). Russian Mathematical Surveys. 64(3). 561–566. 2 indexed citations

Albeverio, Sergio, Вадим Роландович Фаталов, & V. I. Piterbarg. (2009). Asymptotic Behavior of the Sample Mean of a Function of the Wiener Process and the MacDonald Function. Journal of mathematical sciences. 16(1). 55–93. 13 indexed citations

Hüsler, Jürg & V. I. Piterbarg. (2007). A limit theorem for the time of ruin in a Gaussian ruin problem. Stochastic Processes and their Applications. 118(11). 2014–2021. 24 indexed citations

10.

Piterbarg, V. I., et al.. (2007). On estimation of the exponent of regular variation using a sample with missing observations. Statistics & Probability Letters. 78(4). 327–335. 5 indexed citations

11.

Hüsler, J. & V. I. Piterbarg. (2004). On the ruin probability for physical fractional Brownian motion. Stochastic Processes and their Applications. 113(2). 315–332. 30 indexed citations

12.

Hüsler, Jürg & V. I. Piterbarg. (2004). Limit theorem for maximum of the storage process with fractional Brownian motion as input. Stochastic Processes and their Applications. 114(2). 231–250. 24 indexed citations

13.

Piterbarg, V. I., et al.. (2003). On Large Jumps of a Cramer Random Walk. Theory of Probability and Its Applications. 47(4). 719–729. 5 indexed citations

14.

Piterbarg, V. I., et al.. (1999). Nonstationary Time Series with a Close Alternative Hypothesis: Locally Asymptotic Distribution of the Likelihood Ratio. Problems of Information Transmission. 35(2). 158–165.

15.

Hüsler, J. & V. I. Piterbarg. (1999). Extremes of a certain class of Gaussian processes. Stochastic Processes and their Applications. 83(2). 257–271. 109 indexed citations

16.

Piterbarg, V. I. & Igor Rychlik. (1999). Central limit theorem for wave-functionals of Gaussian processes. Advances in Applied Probability. 31(1). 158–177. 1 indexed citations

17.

Piterbarg, V. I.. (1994). High excursions for nonstationary generalized chi-square processes. Stochastic Processes and their Applications. 53(2). 307–337. 28 indexed citations

18.

Piterbarg, V. I. & Oleg Seleznjev. (1994). Linear interpolation of random processes and extremes of a sequence of Gaussian nonstationary processes. 5 indexed citations

19.

Piterbarg, V. I., et al.. (1993). Extreme values of the cyclostationary Gaussian random process. Journal of Applied Probability. 30(1). 82–97. 21 indexed citations

20.

Konakov, Valentin & V. I. Piterbarg. (1984). On the convergence rate of maximal deviation distribution for kernel regression estimates. Journal of Multivariate Analysis. 15(3). 279–294. 39 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