The following pages link to Ilya Pavlyukevitch (Q696695):
Displaying 50 items.
- (Q609625) (redirect page) (← links)
- First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise (Q609627) (← links)
- Stochastic three-state model with delay (Q696696) (← links)
- Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process (Q727478) (← links)
- A study on stochastic resonance of one-dimensional bistable system in the neighborhood of bifurcation point with the moment method (Q813487) (← links)
- Entropy, large deviations, and statistical mechanics. (Q818043) (← links)
- Exact linearization of one-dimensional jump-diffusion stochastic differential equations (Q840343) (← links)
- Cramér asymptotics for finite time first passage probabilities of general Lévy processes (Q840787) (← links)
- Inequalities for characteristic functions involving Fisher information (Q875319) (← links)
- Spectral analysis for a discrete metastable system driven by Lévy flights (Q888942) (← links)
- Simulated annealing for Lévy-driven jump-diffusions (Q927927) (← links)
- Aspects of Brownian motion (Q946901) (← links)
- One-dimensional space-discrete transport subject to Lévy perturbations (Q960174) (← links)
- First exit times for Lévy-driven diffusions with exponentially light jumps (Q1019089) (← links)
- Large deviations of inverse processes with nonlinear scalings (Q1296714) (← links)
- Exponential stabilizability of stochastic systems with Markovian jumping parameters (Q1304041) (← links)
- Stochastic controls with terminal contingent conditions (Q1307260) (← links)
- Stochastic resonance with tuning system parameters: The application of bistable systems in signal processing. (Q1401013) (← links)
- Time-fractional telegraph equations and telegraph processes with Brownian time (Q1424399) (← links)
- A supplement to a theorem of Gut and Spătaru (Q1425131) (← links)
- On SDEs with marginal laws evolving in finite-dimensional exponential families (Q1579848) (← links)
- The principal eigenvalue for jump processes (Q1586079) (← links)
- Branching property for a Poisson-type death process (Q1586592) (← links)
- The asymptotic behavior of extrema of compound Cox processes with nonzero means (Q1586595) (← links)
- On computational formulas for densities and moments of compound distributions (Q1586596) (← links)
- Characteristic functions of polynomial-normal distributions (Q1586601) (← links)
- Advection-diffusion equation on a half-line with boundary Lévy noise (Q1755932) (← links)
- A viability theorem of stochastic semilinear evolution equations (Q1758944) (← links)
- Point asymptotics for probabilities of large deviations of the \(\omega^2\) statistics in verification of the symmetry hypothesis (Q1776205) (← links)
- Simulation of stochastic differential equations through the local linearization method. A comparative study (Q1809688) (← links)
- Statistics of return times: A general framework and new applications (Q1817755) (← links)
- Probability essentials. (Q1858673) (← links)
- A sample-paths approach to noise-induced synchronization: Stochastic resonance in a double-well potential (Q1872356) (← links)
- Riffle shuffles and their associated dynamical systems (Q1970309) (← links)
- Efficient generation of fractional Brownian motion for simulation of infrared focal-plane array calibration drift (Q1973911) (← links)
- Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469) (← links)
- Generalized Peano problem with Lévy noise (Q2064885) (← links)
- Moment bounds for dissipative semimartingales with heavy jumps (Q2238891) (← links)
- Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited (Q2295037) (← links)
- Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise (Q2337826) (← links)
- Introduction to stochastic integration. (Q2368522) (← links)
- Non-uniform decay of predictability and return of skill in stochastic oscillatory models (Q2381549) (← links)
- Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes (Q2444668) (← links)
- Anomalous dissipation in a stochastically forced infinite-dimensional system of coupled oscillators (Q2457810) (← links)
- Lévy flights, non-local search and simulated annealing (Q2458594) (← links)
- Tail probabilities of subadditive functionals on stable processes with continuous and discrete time (Q2485771) (← links)
- First exit times of SDEs driven by stable Lévy processes (Q2490048) (← links)
- Noise enhanced the preponderant oscillation (Q2490978) (← links)
- On the absolute continuity of Lévy processes with drift (Q2497170) (← links)
- A note on large deviations for weak records (Q2497805) (← links)
