World's Best Scientists 2026 revealed!
Davar Khoshnevisan

Davar Khoshnevisan

D-Index & Metrics

Mathematics

D-Index
31
Citations
3666
World Ranking
3361
National Ranking
1319

Research.com Recognitions

  • 2020 - Fellow of the American Mathematical Society For contributions to probability theory, in particular to probabilistic potential theory, random fields, random fractals and stochastic partial differential equations.

Overview

Davar Khoshnevisan is affiliated with the University of Utah in the United States. Their research primarily focuses on probability theory, stochastic processes, and mathematical modeling related to financial applications and statistical mechanics.

Their work spans multiple domains, including:

  • Mathematics
  • Economics, Econometrics and Finance

Within these broad fields, they have specialized in several subfields such as:

  • Finance
  • Mathematical Physics
  • Computational Theory and Mathematics
  • Condensed Matter Physics
  • Applied Mathematics

Khoshnevisan's research topics cover a range of areas, notably:

  • Stochastic processes and financial applications
  • Stochastic processes and statistical mechanics
  • Advanced Mathematical Modeling in Engineering
  • Financial Risk and Volatility Modeling
  • Theoretical and Computational Physics
  • Geometric Analysis and Curvature Flows
  • Random Matrices and Applications

They have contributed significantly to the literature on stochastic partial differential equations, spatial ergodicity, and central limit theorems. Selected recent papers include:

  • Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition in dimension d ≥ 1, 2021, SIAM Journal on Mathematical Analysis
  • Spatial ergodicity for SPDEs via Poincaré-type inequalities, 2021, Electronic Journal of Probability
  • Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method, 2021, Stochastic Partial Differential Equations Analysis and Computations
  • Central limit theorems for parabolic stochastic partial differential equations, 2022, Annales de l Institut Henri Poincaré Probabilités et Statistiques
  • Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition, 2021, Journal of Functional Analysis

Khoshnevisan frequently collaborates with several researchers, including:

  • David Nualart
  • Fei Pu
  • Kunwoo Kim
  • Carl Mueller
  • Le Chen

Their publications have appeared predominantly in venues such as:

  • arXiv (Cornell University)
  • Electronic Journal of Probability
  • Annales de l Institut Henri Poincaré Probabilités et Statistiques
  • Stochastic Partial Differential Equations Analysis and Computations
  • Journal of Functional Analysis

In 2020, Khoshnevisan was named a Fellow of the American Mathematical Society for contributions to probability theory, particularly in probabilistic potential theory, random fields, random fractals, and stochastic partial differential equations.

Best Publications

  • Multiparameter Processes: An Introduction to Random Fields

    Davar Khoshnevisan

  • Analysis Of Stochastic Partial Differential Equations

    Davar Khoshnevisan

  • A Minicourse on Stochastic Partial Differential Equations

    Robert C. Dalang;Davar Khoshnevisan;Carl Mueller;David Nualart

  • Intermittence and nonlinear parabolic stochastic partial differential equations

    Mohammud Foondun;Davar Khoshnevisan

  • Hitting probabilities for systems of non-linear stochastic heat equations with additive noise

    Robert C. Dalang;Davar Khoshnevisan;Eulalia Nualart

  • Limsup Random Fractals

    Davar Khoshnevisan;Yuval Peres;Yimin Xiao

  • Brownian Sheet and Capacity

    Davar Khoshnevisan;Zhan Shi

  • On the stochastic heat equation with spatially-colored random forcing

    Mohammud Foondun;Davar Khoshnevisan

  • Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise

    Robert C. Dalang;Davar Khoshnevisan;Eulalia Nualart

  • On the chaotic character of the stochastic heat equation, before the onset of intermitttency

    Daniel Conus;Mathew Joseph;Davar Khoshnevisan

  • Measuring the range of an additive Lévy process

    Davar Khoshnevisan;Yimin Xiao;Yuquan Zhong

  • Lévy processes: Capacity and Hausdorff dimension

    Davar Khoshnevisan;Yimin Xiao

  • Spatial ergodicity for SPDEs via Poincaré-type inequalities

    Unknown

  • A law of the iterated logarithm for stable processes in random scenery

    Davar Khoshnevisan;Thomas M. Lewis

  • Level sets of additive Lévy processes

    Davar Khoshnevisan;Yimin Xiao

  • On the existence and position of the farthest peaks of a family of stochastic heat and wave equations

    Daniel Conus;Davar Khoshnevisan

  • BROWNIAN MOTION IN A BROWNIAN CRACK

    Krzysztof Burdzy;Davar Khoshnevisan

  • Chung's law for integrated brownian motion

    Davar Khoshnevisan;Zhan Shi

  • Stochastic Calculus for Brownian Motion on a Brownian Fracture

    Davar Khoshnevisan;Thomas M. Lewis

  • Local times of additive Lévy processes

    Davar Khoshnevisan;Yimin Xiao;Yuquan Zhong

  • Intersection Local Times and Tanaka Formulas

    Richard F. Bass;Davar Khoshnevisan

  • Intermittency and multifractality: A case study via parabolic stochastic PDEs

    Davar Khoshnevisan;Kunwoo Kim;Yimin Xiao

  • Chung's law of the iterated logarithm for iterated brownian motion

    Davar Khoshnevisan;Thomas M. Lewis

Frequent Co-Authors

Yimin Xiao
Yimin Xiao Michigan State University
David Nualart
David Nualart University of Kansas
Richard F. Bass
Richard F. Bass University of Connecticut
Lajos Horváth
Lajos Horváth University of Utah
Krzysztof Burdzy
Krzysztof Burdzy University of Washington
Robin Pemantle
Robin Pemantle University of Pennsylvania
Tusheng Zhang
Tusheng Zhang University of Manchester
Ričardas Zitikis
Ričardas Zitikis University of Western Ontario
Marc Yor
Marc Yor Sorbonne University

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