Concepedia

Mátyás Barczy

MB

16

Publications

389

Citations

14

H-Index

2003

Active since

Affiliations

University of Debrecen(Current)

University of Szeged

Beijing Normal University

University of Aveiro

Universidade do Porto

Mátyás Barczy is an author at University of Debrecen specializing in engineering, stochastic calculus, and probability theory.

Top concepts

EngineeringProbabilityStochastic CalculusStochastic ProcessesStatisticsFunctional AnalysisBusinessEstimation TheoryStochastic AnalysisStatistical Inference

Publications per year

2003–2018

16

Publications

16

Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration

Mátyás Barczy, Zenghu Li, Gyula Pap · arXiv (Cornell University) · 2014 · 42 citations · Full text

Asymptotic behavior of unstable INAR(<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si9.gif" display="inline" overflow="scroll"><mml:mi>p</mml:mi></mml:math>) processes

Mátyás Barczy, Márton Ispány, Gyula Pap · Stochastic Processes and their Applications · 2010 · 40 citations · Full text

Unstable Inar, Physics, Stability

Yamada-Watanabe Results for Stochastic Differential Equations with Jumps

Mátyás Barczy, Zenghu Li, Gyula Pap · International Journal of Stochastic Analysis · 2015 · 39 citations · Full text

Engineering, Weak Existence, Stochastic System +8

Stationarity and Ergodicity for an Affine Two-Factor Model

Mátyás Barczy, Leif Döring, Zenghu Li et al. · Advances in Applied Probability · 2014 · 37 citations

Two-dimensional Affine Process, Engineering, Discrete Dynamical System +11

Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions

Mátyás Barczy, Gyula Pap · Journal of Mathematical Analysis and Applications · 2011 · 25 citations · Full text

Dirichlet Form, Certain Functionals, Laplace Transforms +6

Rows per page

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