P. Chigansky

29 papers and 341 indexed citations i.

P. Chigansky has authored 29 papers that have received a total of 341 indexed citations. This includes 17 papers in Finance, 11 papers in Statistics and Probability and 8 papers in Control and Systems Engineering. The topics of these papers are Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (11 papers) and Markov Chains and Monte Carlo Methods (6 papers). P. Chigansky is often cited by papers focused on Stochastic processes and financial applications (16 papers), Financial Risk and Volatility Modeling (11 papers) and Markov Chains and Monte Carlo Methods (6 papers) and collaborates with scholars based in Israel, France and United States. P. Chigansky's co-authors include Marina Kleptsyna, R. Liptser, Fima C. Klebaner, Yury A. Kutoyants and Ramon van Handel and has published in prestigious journals such as IEEE Transactions on Automatic Control, IEEE Transactions on Information Theory and Journal of Mathematical Analysis and Applications