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D. Grahovac

19 papers hereh-index 10283 citations36 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author15
  • middle author1

Across the 19 of 19 papers where every author was matched, so the position is known.

fields
  • math.PR18
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20132026
most citedThe W,Z scale functions kit for first passage problems of spectrally negative Levy processes, and applications to the optimization of dividends

25 citations · 87 across the 17 of their papers we have counts for

collaborators
Showing 2025 · math.PRShow all

1 paper · 2 filters

math.PR2025

Integer-valued multifractal processes

Danijel Grahovac

Multifractal scaling has been extensively studied for real-valued stochastic processes, but a systematic integer-valued analogue has remained largely unexplored. In this work, we i…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.