World's Best Scientists 2026 revealed!
Nikolai N. Leonenko

Nikolai N. Leonenko

D-Index & Metrics

Mathematics

D-Index
31
Citations
4736
World Ranking
3315
National Ranking
217

Overview

Nikolai N. Leonenko is affiliated with Cardiff University in the United Kingdom. Their research primarily focuses on mathematics, with a substantial body of work spanning 64 publications in the field. Within this broad discipline, they have concentrated on several subfields, including finance, modeling and simulation, mathematical physics, statistics and probability, and applied mathematics.

The scientist's research topics cover a range of advanced mathematical and statistical areas. Key topics of their work include fractional differential equations solutions, stochastic processes and financial applications, financial risk and volatility modeling, stochastic processes and statistical mechanics, nonlinear differential equations analysis, advanced mathematical modeling in engineering, and statistical distribution estimation and applications.

Leonenko has contributed to numerous research articles published across a variety of venues. Some of the frequent publication venues for their work are:

  • arXiv (Cornell University)
  • Fractional Calculus and Applied Analysis
  • Communications in Nonlinear Science and Numerical Simulation
  • Stochastic Analysis and Applications
  • Journal of Statistical Physics

The scientist has collaborated extensively with other researchers. Frequent coauthors include:

  • Andriy Olenko
  • Enrica Pirozzi
  • Mehmet Sıddık Çadirci
  • Andrey Pepelyshev
  • Vitalii Makogin

Recent notable papers authored or coauthored by Nikolai N. Leonenko include:

  • Monte Carlo method for fractional-order differentiation extended to higher orders, 2022, published in Fractional Calculus and Applied Analysis
  • Spherically Restricted Random Hyperbolic Diffusion, 2020, published in Entropy
  • Option pricing in illiquid markets: A fractional jump-diffusion approach, 2020, published in Journal of Computational and Applied Mathematics
  • Entropy-based test for generalised Gaussian distributions, 2022, published in Computational Statistics & Data Analysis
  • Tempered fractional Poisson processes and fractional equations with Z-transform, 2020, published in Stochastic Analysis and Applications

Best Publications

  • Statistical Analysis of Random Fields

    A. V. Ivanov;N. N. Leonenko

  • A class of Rényi information estimators for multidimensional densities

    Nikolai N. Leonenko;Luc Pronzato;Vippal Savani

  • Spectral Analysis of Fractional Kinetic Equations with Random Data

    Vo V. Anh;Nikolai N. Leonenko

  • A new class of random vector entropy estimators and its applications in testing statistical hypotheses

    M. N. Goria;N. N. Leonenko;V. V. Mergel;P. L. Novi Inverardi

  • Limit Theorems for Random Fields with Singular Spectrum

    Nikolai Leonenko

  • A class of R'{e}nyi information estimators for multidimensional densities

    Nikolai Leonenko;Luc Pronzato;Vippal Savani

  • Fractional Pearson diffusions

    Nikolai N. Leonenko;Mark M. Meerschaert;Alla Sikorskii

  • Fractional random fields associated with stochastic fractional heat equations

    M. Ya. Kelbert;Nikolai N. Leonenko;M. D. Ruiz-Medina

  • Dynamic models of long-memory processes driven by Lévy noise

    Vo Anh;Chris Heyde;Nikolai Leonenko

  • Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes

    O. E. Barndorff-Nielsen;N. N. Leonenko

  • Correlation Structure of Time-Changed Lévy Processes

    Nikolai N Leonenko;Mark M Meerschaert;René L Schilling;Alla Sikorskii

  • Tauberian and Abelian theorems for long-range dependent random fields

    Nikolai N. Leonenko;Andriy Olenko

  • Spectral Properties of Superpositions of Ornstein-Uhlenbeck Type Processes

    O. E. Barndorff-Nielsen;N. N. Leonenko

  • Correlation structure of fractional Pearson diffusions

    Nikolai N. Leonenko;Mark M. Meerschaert;Alla Sikorskii

  • Scaling laws for fractional diffusion-wave equations with singular data

    V.V. Anh;N.N. Leonenko

  • Non-Gaussian scenarios for the heat equation with singular initial conditions

    V.V. Anh;N.N. Leonenko

  • Renormalization and Homogenization of Fractional Diffusion Equations with Random Data

    Vo V. Anh;Nikolai N. Leonenko

  • The fractional non-homogeneous Poisson process

    Nikolai Leonenko;Enrico Scalas;Mailan Trinh

  • On the Whittle estimators for some classes of continuous-parameter random processes and fields

    Nikolai N. Leonenko;L. M. Sakhno

  • Fractional Skellam processes with applications to finance

    Alexander Kerss;Nikolai N. Leonenko;Alla Sikorskii

  • On a class of minimum contrast estimators for fractional stochastic processes and fields

    V. V. Anh;Nikolai N. Leonenko;L. M. Sakhno

  • Fractional Differential Equations

    Fawang Liu;Mark M. Meerschaert;Shaher Momani;Nikolai N. Leonenko

  • Statistical Analysis of Random Fields.

    R. J. Martin;A. V. Ivanov;N. N. Leonenko

Frequent Co-Authors

Vo Anh
Vo Anh Queensland University of Technology
Murad S. Taqqu
Murad S. Taqqu Boston University
Mark M. Meerschaert
Mark M. Meerschaert Michigan State University
D. Denisov
D. Denisov Fermilab
Shaher Momani
Shaher Momani University of Jordan
Om P. Agrawal
Om P. Agrawal Southern Illinois University Carbondale
Holger Dette
Holger Dette Ruhr University Bochum
Fawang Liu
Fawang Liu Queensland University of Technology

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

Pursuing a Mathematics degree in the USA opens doors to diverse career pathways, often complemented by advanced business and finance qualifications. For professionals aiming to combine quantitative expertise with leadership skills, exploring easy online mba programs offers a convenient way to enhance management capabilities without compromising a busy schedule.

For those interested in higher academic and research roles within mathematics and business, dba online programs provide an accessible path to doctoral-level education. These programs emphasize applied research, making them ideal for career advancement in data-driven decision-making roles.

Mathematics graduates focusing on financial sectors may consider a master of finance online, which equips students with advanced skills in financial modeling, risk assessment, and investment strategies, vital for roles in banking, investment, or corporate finance.

For professionals seeking rapid credential boosts, enrolling in the quickest online mba programs offers an efficient path to managerial positions, balancing speed and quality education. Integrating these online degrees with a strong mathematics foundation enhances career flexibility and long-term growth.

Best Scientists Citing Nikolai N. Leonenko

Trending Scientists