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researcher

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 2021Show all

1 paper · 1 filter

math.PR2021★ 5 cited

Intermittency and multiscaling in limit theorems

Danijel Grahovac, Nikolai N. Leonenko, Murad S. Taqqu

It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we…

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