Concepedia

Jevgeņijs Ivanovs

JI

18

Publications

521

Citations

13

H-Index

2009

Active since

Affiliations

University of Lausanne(Current)

Eindhoven University of Technology

University of Amsterdam

Swiss Finance Institute

Hebrew University of Jerusalem

Jevgeņijs Ivanovs is an author at University of Lausanne specializing in probability theory, engineering, and stochastic calculus.

Top concepts

ProbabilityEngineeringStochastic CalculusStochastic ProcessesEntropySpectral TheoryFinanceBusinessEconomicsRisk Management

Publications per year

2009–2016

18

Publications

18

Exit identities for Lévy processes observed at Poisson arrival times

Hansjörg Albrecher, Jevgeņijs Ivanovs, Xiaowen Zhou · Bernoulli · 2016 · 104 citations · Full text

Occupation densities in solving exit problems for Markov additive processes and their reflections

Jevgeņijs Ivanovs, Zbigniew Palmowski · Stochastic Processes and their Applications · 2012 · 81 citations

Mathematical Programming, Markov Additive Processes, Engineering +10

First Passage of a Markov Additive Process and Generalized Jordan Chains

Bernardo D’Auria, Jevgeņijs Ivanovs, Offer Kella et al. · Journal of Applied Probability · 2010 · 53 citations · Full text

Spectral Theory, Engineering, Gibbs Measure +15

One-sided Markov Additive Processes and Related Exit Problems

Jevgeņijs Ivanovs · Data Archiving and Networked Services (DANS) · 2011 · 38 citations · Full text

Markov-Modulated Brownian Motion with Two Reflecting Barriers

Jevgeņijs Ivanovs · Journal of Applied Probability · 2010 · 33 citations · Full text

Stochastic Hybrid System, Engineering, Markov-modulated Brownian Motion +10

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