Davar Khoshnevisan

Davar Khoshnevisan's AcademicInfluence.com Rankings

Davar Khoshnevisan

Mathematics

#4652

World Rank

#6586

Historical Rank

#1587

USA Rank

Measure Theory

#2851

World Rank

#3391

Historical Rank

#821

USA Rank

mathematics Degrees

Download Badge

Mathematics

Davar Khoshnevisan's Degrees

PhD Mathematics University of Washington

Why Is Davar Khoshnevisan Influential?

(Suggest an Edit or Addition)

According to Wikipedia, Davar Khoshnevisan is an American mathematician. Biography Khoshnevisan completed bachelor's and master's degrees in mathematical sciences at Johns Hopkins University and a doctorate at the University of California, Berkeley, advised by Warry Millar. Khoshnevisan began his teaching career at the Massachusetts Institute of Technology. After one year, he joined the University of Wisconsin–Madison faculty. In 1993, Khoshnevisan moved to the University of Utah. Khoshnevisan was elected a fellow of the Institute of Mathematical Statistics in 2015, and awarded an equivalent honor by the American Mathematical Society in 2020.

(See a Problem?)

Davar Khoshnevisan's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Multiparameter Processes: An Introduction to Random Fields (2002) (246)
Analysis Of Stochastic Partial Differential Equations (2017) (193)
A Minicourse on Stochastic Partial Differential Equations (2008) (176)
Intermittence and nonlinear parabolic stochastic partial differential equations (2008) (132)
Hitting probabilities for systems of non-linear stochastic heat equations with additive noise (2007) (83)
On the chaotic character of the stochastic heat equation, before the onset of intermitttency (2011) (76)
On the stochastic heat equation with spatially-colored random forcing (2010) (74)
Brownian Sheet and Capacity (1999) (68)
Limsup Random Fractals (2000) (66)
On the existence and position of the farthest peaks of a family of stochastic heat and wave equations (2010) (62)
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise (2007) (59)
Chung's law of the iterated logarithm for iterated brownian motion (1996) (58)
Measuring the range of an additive Lévy process (2003) (57)
Lévy Processes: Capacity and Hausdorff Dimension (2003) (55)
A law of the iterated logarithm for stable processes in random scenery (1998) (54)
BROWNIAN MOTION IN A BROWNIAN CRACK (1998) (54)
On the chaotic character of the stochastic heat equation, II (2011) (53)
Intermittency and multifractality: A case study via parabolic stochastic PDEs (2015) (50)
Chung's law for integrated brownian motion (1998) (48)
Stochastic Calculus for Brownian Motion on a Brownian Fracture (1999) (47)
Level sets of additive Lévy processes (2002) (46)
Harmonic analysis of additive Lévy processes (2007) (45)
Intersection Local Times and Tanaka Formulas (1993) (44)
Images of the Brownian sheet (2004) (41)
The level sets of iterated brownian motion (1995) (41)
Intersections of Brownian motions (2003) (40)
A local-time correspondence for stochastic partial differential equations (2007) (39)
Local times of additive Lévy processes (2003) (38)
From Lévy-Type Processes to Parabolic SPDEs (2016) (37)
Spatial ergodicity for SPDEs via Poincaré-type inequalities (2019) (36)
Sectorial Local Non-Determinism and the Geometry of the Brownian Sheet (2006) (32)
Local times on curves and uniform invariance principles (1992) (32)
ITERATED BROWNIAN MOTION AND ITS INTRINSIC SKELETAL STRUCTURE (1999) (30)
The uniform modulus of continuity of iterated Brownian motion (1996) (29)
A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs (2017) (28)
Fast sets and points for fractional Brownian motion (2000) (28)
Correlation-length bounds, and estimates for intermittent islands in parabolic SPDEs (2011) (28)
A Primer on Stochastic Partial Differential Equations (2009) (27)
Initial measures for the stochastic heat equation (2011) (26)
Non-linear noise excitation and intermittency under high disorder (2013) (26)
Boundary crossings and the distribution function of the maximum of Brownian sheet (2000) (26)
Strong approximations to Brownian Local Time (1993) (25)
Brownian sheet images and Bessel-Riesz capacity (1998) (25)
Nonlinear noise excitation of intermittent stochastic PDEs and the topology of LCA groups (2013) (24)
Escape rates for Lévy processes (1997) (23)
On the most visited sites of symmetric Markov processes (2002) (23)
Global solutions to stochastic reaction–diffusion equations with super-linear drift and multiplicative noise (2019) (22)
Exact Rates of Convergence to Brownian Local Time (1994) (22)
Additive Levy Processes: Capacity and Hausdorff Dimension (2004) (22)
On the future infima of some transient processes (1994) (22)
Central limit theorems for spatial averages of the stochastic heat equation via Malliavin–Stein’s method (2020) (20)
Weak unimodality of finite measures, and an application to potential theory of additive Lévy processes (2002) (20)
From charged polymers to random walk in random scenery (2008) (19)
On the global maximum of the solution to a stochastic heat equation with compact-support initial data (2009) (18)
Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition (2020) (18)
A strong approximation for logarithmic averages (1996) (18)
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension $$k \ge 1$$ (2012) (18)
Rates of convergence to Brownian local time (1993) (18)
Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1 (2013) (17)
Packing dimension of the range of a Lévy process (2008) (17)
Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion (2014) (17)
Some polar sets for the brownian sheet (1997) (16)
Weight functions and pathwise local central limit theorems (1995) (16)
Bounds on Gambler's Ruin Probabilities in Terms of Moments (2002) (15)
Critical brownian sheet does not have double points (2010) (15)
Lévy Classes and Self-Normalization (1996) (14)
An embedding of compensated compound Poisson processes with applications to local times (1993) (14)
Strong invariance and noise-comparison principles for some parabolic stochastic PDEs (2014) (14)
Intersection Local Time for Points of Infinite Multiplicity (1994) (14)
Packing dimension profiles and Lévy processes (2011) (14)
On the Macroscopic Fractal Geometry of Some Random Sets (2016) (14)
Exceptional times and invariance for dynamical random walks (2004) (13)
Packing-dimension profiles and fractional Brownian motion† (2007) (13)
Level sets of the stochastic wave equation driven by a symmetric Lévy noise (2007) (13)
Spatial ergodicity for SPDEs via a Poincar\'e-type inequality (2019) (13)
Weak nonmild solutions to some SPDEs (2010) (13)
Talagrand concentration inequalities for stochastic partial differential equations (2017) (12)
Semi-discrete semi-linear parabolic SPDEs ∗ (2013) (12)
A discrete fractal in (1994) (10)
Central limit theorems for parabolic stochastic partial differential equations (2019) (10)
Strong approximations in a charged-polymer model (2009) (10)
Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$ (2020) (10)
Laws of the Iterated Logarithm for Local Times of the Empirical Process (1995) (10)
Dissipation in Parabolic SPDEs (2018) (9)
Brownian motion and thermal capacity (2011) (9)
On a Problem of Erd}os and Taylor (1996) (9)
The gap between the past supremum and the future infimum of a transient bessel process (1995) (9)
On dynamical Gaussian random walks (2003) (8)
Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data (2007) (8)
Moment Inequalities for Functionals of the Brownian Convex Hull (1992) (8)
Dynamical percolation on general trees (2007) (8)
The favorite point of a Poisson process (1995) (8)
Weak existence of a solution to a differential equation driven by a very rough fBm (2013) (8)
Level crossings of the empirical process (1992) (8)
Hausdorff dimension of the contours of symmetric additive Lévy processes (2007) (8)
On a problem of Erdös and Taylor (1996) (8)
An Extreme-Value Analysis of the LIL for Brownian Motion (2004) (8)
Poincar\'e inequality, and central limit theorems for parabolic stochastic partial differential equations (2019) (7)
From Fractals and Probability to Lévy Processes and Stochastic PDEs (2009) (6)
On the explosion of the local times along lines of Brownian sheet (2004) (6)
Deviation inequalities for continuous martingales (1996) (6)
Charged Polymers in the Attractive Regime: A First-Order Transition from Brownian Scaling to Four-Point Localization (2010) (6)
On the Distribution of Bubbles of the Brownian Sheet (1995) (6)
Hausdorff dimension of the contours of symmetric additive Lévy processes (2009) (6)
Capacity Estimates, Boundary Crossings and the Ornstein-Uhlenbeck Process in Wiener Space (1999) (6)
NOTES ON ERGODIC THEORY (2005) (6)
Brownian Sheet and Quasi-Sure Analysis (2004) (5)
Logarithmic averages of stable random variables are asymptotically normal (1998) (5)
Gaussian Measure of a Small Ball and Capacity in Wiener Space (1998) (5)
Intermittency and chaos for a stochastic non-linear wave equation in dimension 1 (2011) (4)
Sojourn Times of Brownian Sheet (2004) (4)
Dissipation and high disorder (2014) (4)
On the Explosion of the Local Times of Brownian Sheet Along Lines (2002) (4)
Recurrent lines in two-parameter isotropic stable Lévy sheets (2004) (4)
Dense blowup for parabolic SPDEs (2017) (4)
An asymptotic theory for randomly forced discrete nonlinear heat equations (2008) (4)
Phase Analysis for a family of Stochastic Reaction-Diffusion Equations (2020) (3)
Dynkin’s Isomorphism Theorem and the Stochastic Heat Equation (2009) (3)
Stochastic calculus and the continuity of local times of Lévy processes (1992) (3)
Dissipation in Parabolic SPDEs II: Oscillation and decay of the solution (2021) (3)
Local asymptotic laws for the Brownian convex hull (1992) (3)
A Boundedness Trichotomy for the Stochastic Heat Equation (2015) (3)
Hitting Estimates For Gaussian Random Fields (1996) (3)
Decorrelation of Total Mass Via Energy (2014) (2)
Images and Level Sets of Additive Random Walks (2000) (2)
An Invariance Principle for Parabolic SPDEs (2016) (2)
A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes (2020) (2)
The dimension of the range of a transient random walk (2014) (2)
Parabolic SPDEs and intermittency. 16th Brazilian Summer School of Probability. Recife, Brazil, August 6-11, 2012 (2014) (2)
AN INTRODUCTION TO PARABOLIC SPDES (2016) (2)
Slices of a Brownian Sheet: New Results and Open Problems (2005) (2)
Lecture notes for Introduction to SPDE, Spring 2016 (2016) (1)
Level crossings of a two-parameter random walk (2005) (1)
Analysis of a stratified Kraichnan flow (2017) (1)
On dynamical bit sequences (2007) (1)
An Introduction to Fractals and Hausdorff Measures (2007) (1)
A Burkholder-Davis-Gundy inequality (2014) (1)
Optimal regularity of SPDEs with additive noise (2022) (1)
The Codimension of the Zeros of a Stable Process in Random Scenery (2003) (1)
Variations on the Projective Central Limit Theorem (2010) (1)
Empirical Processes , and the Kolmogorov – Smirnov Statistic Math 6070 , Spring 2006 (2006) (1)
On the multifractal local behavior of parabolic stochastic PDEs (2017) (1)
PR ] 2 4 O ct 2 00 5 Slices of Brownian Sheet : New Results , and Open Problems (2005) (1)
Optimal reward on a sparse tree with random edge weights (2003) (1)
Some special integrals (2014) (0)
On the valleys of the stochastic heat equation (2022) (0)
A linear heat equation (2014) (0)
Energy and Capacity (2002) (0)
Global solutions to reaction-diffusion equations with super-linear drift and multiplicative noise (2017) (0)
Convex rearrangements, generalized Lorenz curves, and correlated (2006) (0)
Capacities in Wiener space, quasi-sure lower functions, and Kolmogorov's ε-entropy (2008) (0)
Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion (2015) (0)
Probabilistic Potential Theory (2002) (0)
BROWNIAN MOTION AND THERMAL CAPACITY 1 (2014) (0)
NSF/CBMS Conference Analysis of Stochastic Partial Differential Equations (2013) (0)
Multiparameter Markov Processes (2002) (0)
Talagrand concentration inequalities for stochastic partial differential equations (2019) (0)
Chi-squared Tests Math 6070, Spring 2006 (2006) (0)
On the existence and position of the farthest peaks of a family of stochastic heat and wave equations (2010) (0)
Hausdorff Dimensions and Measures (2002) (0)
A Dash of Color (2016) (0)
PR ] 2 9 M ay 2 01 9 Spatial ergodicity for SPDEs via a Poincaré-type inequality ∗ (2019) (0)
On sums of iid random variables indexed by N parameters (2000) (0)
Capacities in Wiener Space, Quasi-Sure Lower Functions, and Kolmogorov's Epsilon-Entropy (2004) (0)
Level Sets of Additive Lévy Processes 1 (2001) (0)
Elements of Density Estimation Math 6070 , Spring 2006 (2006) (0)
A LAW OF THE ITERATED LOGARITHMFOR STABLE PROCESSES IN RANDOM SCENERYBy (1998) (0)
A Statistics Primer Math 6070, Spring 2006 (2006) (0)
A COURSE ON INTEGRATION BY PARTS (2022) (0)
SOME POLAR SETS FOR THE BROWNIAN SHEET BY DAVAR KHOSHNEVISAN (2017) (0)
Generation of Markov Processes (2002) (0)
A Dynamical Law of Large Numbers (2007) (0)
REPORT ON THE 5-DAY BANFF WORKSHOP 12W502 “STOCHASTIC ANALYSIS & STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS” (2013) (0)
Delocalization of a $(1+1)$-dimensional stochastic wave equation (2016) (0)
Estimates for the Laws of Functionals of a Brownian Sheet : Recent Progress and Open Problems (0)
A conversation with Mu-Fa Chen (2017) (0)
THE UNIVERSITY OF UTAH RESEARCH EXPERIENCE FOR UNDERGRADUATES SUMMER 2002 LECTURE NOTES (0)
Two Applications in Analysis (2002) (0)
Topics in Probability: Lévy Processes Math 7880-1; Spring 2011 (2011) (0)
Zeros of a two-parameter random walk (2009) (0)
Constructing Markov Processes (2002) (0)
ON THE NORMALITY OF NORMAL NUMBERS (2007) (0)
Terminus: Stochastic integration (2007) (0)
Decorrelation of Total Mass Via Energy (2016) (0)
A Coupling, and the Darling-Erdos Conjectures (2005) (0)
OF THE BROWNIAN SHEET (2005) (0)
THE ANNALS OF APPLIED PROBABILITY ( To Appear ) Stochastic Calculus for BrownianMotion on a Brownian FractureBy (2007) (0)
A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs (2018) (0)
Gaussian Random Variables (2002) (0)
BROWNIAN SHEET DOES NOT HAVE DOUBLE POINTS (2010) (0)
Schoenberg's Theorem via the law of large numbers (2005) (0)
Discrete-Parameter Martingales (2002) (0)
Stochastic Calculus Math 7880-1 ; Spring 2008 (2009) (0)
THE ANNALS OF APPLIED PROBABILITY Vol. 8, No. 3, 708{748 (1998) BROWNIAN MOTION IN A BROWNIAN CRACK (1998) (0)
On the chaotic character of the stochastic heat equation, II (2012) (0)
Intermittency and chaos for a non-linear stochastic wave equation in dimension 1 Daniel Conus (2012) (0)
Dissipation in Parabolic SPDEs (2020) (0)
Intermezzo: A parabolic Anderson model (2014) (0)
A Glimpse at Time Series Analysis (2014) (0)
A non-linear heat equation (2014) (0)
Walsh-Dalang integrals (2014) (0)
Continuous-Parameter Martingales (2002) (0)
The Brownian Sheet and Potential Theory (2002) (0)
A DISCRETE FRACTAL IN Z| (2010) (0)
A NOTE ON A.S. FINITENESS OF PERPETUAL IN- TEGRAL FUNCTIONALS OF DIFFUSIONS (2006) (0)
LECTURE NOTES ON DONSKER’S THEOREM (2005) (0)
The central limit theorem (2007) (0)
Lecture Notes in Mathematics: Preface (2009) (0)
Kolmogorov’s Consistency Theorem (2002) (0)

This paper list is powered by the following services:

Other Resources About Davar Khoshnevisan

What Schools Are Affiliated With Davar Khoshnevisan?

Davar Khoshnevisan is affiliated with the following schools:

Davar Khoshnevisan's Academic­Influence.com Rankings