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Mathematics

D-Index
31
Citations
4416
World Ranking
3326
National Ranking
63

Research.com Recognitions

  • 2013 - Fellow of the American Mathematical Society

Overview

Yuri Kifer is affiliated with the Hebrew University of Jerusalem in Israel. Their research spans areas primarily within Mathematics and Economics, Econometrics and Finance, with a particular emphasis on mathematical physics and finance.

The main fields of study associated with Kifer include:

  • Mathematics
  • Economics, Econometrics and Finance

The subfields in which they have published work consist of:

  • Mathematical Physics
  • Finance
  • Statistical and Nonlinear Physics
  • Geometry and Topology
  • Computational Theory and Mathematics

The foremost topics of their research involve:

  • Stochastic processes and statistical mechanics
  • Mathematical Dynamics and Fractals
  • Stochastic processes and financial applications
  • Financial Risk and Volatility Modeling
  • Complex Systems and Time Series Analysis
  • Advanced Topology and Set Theory
  • Nonlinear Dynamics and Pattern Formation

Recent papers authored or coauthored by Yuri Kifer include:

  • "Geometric law for numbers of returns until a hazard under ϕ-mixing" (2021), published in Israel Journal of Mathematics
  • "Strong diffusion approximation in averaging with dynamical systems fast motions" (2022), Israel Journal of Mathematics
  • "Almost sure diffusion approximation in averaging via rough paths theory" (2024), Electronic Journal of Probability
  • "Strong diffusion approximation in averaging and value computation in Dynkin's games" (2024), The Annals of Applied Probability
  • "Almost sure approximations and laws of iterated logarithm for signatures" (2025), Stochastic Processes and their Applications

Frequent coauthors include:

  • Peter K. Friz
  • Darcy Camargo
  • Ofer Zeitouni
  • Fan Yang

Academic publications featuring Kifer's work appear predominantly in journals and repositories such as:

  • arXiv (Cornell University)
  • Israel Journal of Mathematics
  • Stochastics and Dynamics
  • Electronic Journal of Probability
  • The Annals of Applied Probability

Kifer was awarded the distinction of Fellow of the American Mathematical Society in 2013.

Best Publications

  • Ergodic theory of random transformations

    Yuri Kifer

  • Random Perturbations of Dynamical Systems

    Yuri Kifer

  • Large deviations in dynamical systems and stochastic processes

    Yuri Kifer

  • Random matrix products and measures on projective spaces

    H. Furstenberg;Y. Kifer

  • Large deviations for ${f Z}^d$-actions

    A. Eizenberg;Y. Kifer;B. Weiss

  • Limit theorems for random transformations and processes in random environments

    Yuri Kifer

  • THE EXIT PROBLEM FOR SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS WITH A HYPERBOLIC FIXED POINT

    Yuri Kifer

  • Perron-Frobenius theorem, large deviations, and random perturbations in random environments

    Yuri Kifer

  • THERMODYNAMIC FORMALISM FOR RANDOM TRANSFORMATIONS REVISITED

    Yuri Kifer

  • General random perturbations of hyperbolic and expanding transformations

    Yuri Kifer

  • Averaging in dynamical systems and large deviations

    Yuri Kifer

  • Large Deviations and Adiabatic Transitions for Dynamical Systems and Markov Processes in Fully Coupled Averaging

    Yuri Kifer

  • Chapter 5 - Random Dynamics

    Yuri Kifer;Pei-Dong Liu

  • Fractal Dimensions and Random Transformations

    Yuri Kifer

  • The Burgers equation with a random force and a general model for directed polymers in random environments

    Yuri Kifer

  • A Discrete-Time Version of the Wentzell-Friedlin Theory

    Yuri Kifer

  • Principal eigenvalues, topological pressure, and stochastic stability of equilibrium states

    Yuri Kifer

  • Large deviations, averaging and periodic orbits of dynamical systems

    Yuri Kifer

  • Averaging principle for fully coupled dynamical systems and large deviations

    Yuri Kifer

  • Diffusion approximation for slow motion in fully coupled averaging

    Victor Bakhtin;Yuri Kifer

Frequent Co-Authors

Srinivasa Varadhan
Srinivasa Varadhan Courant Institute of Mathematical Sciences
Benjamin Weiss
Benjamin Weiss Hebrew University of Jerusalem
Ofer Zeitouni
Ofer Zeitouni Weizmann Institute of Science

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