Nikolai Leonenko

4.2k citations
200 papers · 2.7k · h-index 26

Impact in

    • Fractional Differential Equations Solutions
  • Finance top 0.5%
    • Financial Risk and Volatility Modeling
    • Stochastic processes and financial applications

Papers in

    • Stochastic processes and financial applications 79
    • Financial Risk and Volatility Modeling 72
    • Stochastic processes and statistical mechanics 27

Nikolai Leonenko

186 papers receiving 2.6k citations

Peers

Nikolai Leonenko
Comparison fields: 5 of 99
  • Modeling and Simulation 653
  • Finance 1.2k
  • Mathematical Physics 564
  • Statistics and Probability 439
  • Numerical Analysis 269
Replace Denis Talay with:
Denis Talay France
Wojbor A. Woyczyński United States
Hans‐Peter Scheffler Germany
David Applebaum United Kingdom
Gopinath Kallianpur United States
David Nualart Spain
Tusheng Zhang United Kingdom
Yaozhong Hu United States
B. L. Rozovskiĭ United States
Martin Hairer United Kingdom
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Citations per field
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Citations per year

Countries citing papers authored by Nikolai Leonenko

Since Specialization
Citations

This map shows the geographic impact of Nikolai Leonenko's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Nikolai Leonenko with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Nikolai Leonenko more than expected).

Fields of papers citing papers by Nikolai Leonenko

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Nikolai Leonenko. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Nikolai Leonenko. The network helps show where Nikolai Leonenko may publish in the future.

Co-authors

The 25 scholars most cited alongside Nikolai Leonenko, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Nikolai Leonenko Line = papers co-authored together Nikolai Leonenko links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 200 papers — load more, or switch the sort, to bring in the rest.

#Work
1 1989157
2 2001141
3 2008138
4 1999115
5 2005111
6 201374
7 200566
8 200552
9 200244
10 200042
11 200541
12 200239
13 199938
14
Spectral Properties of Superpositions of Ornstein-Uhlenbeck Type Processes
200538
15 201233
16 201333
17 201033
18 201431
19 201431
20 199829

About Nikolai Leonenko

Nikolai Leonenko is a scholar working on Finance, Mathematical Physics, Economics and Econometrics, Modeling and Simulation and Applied Mathematics, having authored 200 papers that have together received 2.7k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (79 papers), Financial Risk and Volatility Modeling (72 papers), Fractional Differential Equations Solutions (40 papers), Complex Systems and Time Series Analysis (39 papers), Stochastic processes and statistical mechanics (27 papers), Nonlinear Differential Equations Analysis (17 papers), Statistical Distribution Estimation and Applications (15 papers) and Soil Geostatistics and Mapping (14 papers). The work is most often cited by research in Modeling and Simulation (653 citations), Finance (1.2k citations), Mathematical Physics (564 citations), Statistics and Probability (439 citations) and Numerical Analysis (269 citations). Nikolai Leonenko has collaborated with scholars based in United Kingdom, Australia and Ukraine. Frequent co-authors include Vo Anh, А. В. Иванов, M. D. Ruiz‐Medina, Alla Sikorskii, Lyudmyla Sakhno, C. C. Heyde, Ole E. Barndorff–Nielsen, Luc Pronzato, Andriy Olenko and Emanuele Taufer. Their work appears in journals such as Journal of Statistical Physics, Journal of Statistical Planning and Inference, Journal of Applied Probability, Fractional Calculus and Applied Analysis and Advances in Applied Probability.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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