Person:931206

Available identifiers

zbMath Open borovkov.konstantin-aMaRDI QIDQ931206

List of research outcomes

Publication	Date of Publication	Type
On extension of the Markov chain approximation method for computing Feynman-Kac type expectations	2024-10-31	Paper
On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching	2024-10-31	Paper
On Markov chain approximations for computing boundary crossing probabilities of diffusion processes	2024-01-12	Paper
Elements of stochastic modelling	2023-11-08	Paper
Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes	2023-04-20	Paper
On ruin probabilities in the presence of risky investments and random switching	2023-02-22	Paper
On extension of the Markov chain approximation method for computing Feynman--Kac type expectations	2023-02-22	Paper
A note on recovering the Brownian motion component from a Lévy process	2022-09-26	Paper
A note on recovering the Brownian motion component from a Levy process	2022-03-04	Paper
Parisian ruin with random deficit-dependent delays for spectrally negative L\'evy processes	2021-11-04	Paper
Gaussian process approximations for multicolor Pólya urn models	2021-03-03	Paper
The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem	2019-12-09	Paper
The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case	2019-07-02	Paper
On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter	2018-10-24	Paper
New and refined bounds for expected maxima of fractional Brownian motion	2018-06-14	Paper
Approximating the equilibrium quantity traded and welfare in large markets	2018-02-02	Paper
Bounds for expected maxima of Gaussian processes and their discrete approximations	2017-04-11	Paper
A refined version of the integro-local Stone theorem	2017-02-21	Paper
On explicit form of the stationary distributions for a class of bounded Markov chains	2016-04-29	Paper
Approximating welfare in large efficient markets	2016-01-14	Paper
On approximation rates for boundary crossing probabilities for the multivariate Brownian motion process	2015-03-10	Paper
Blackwell-type theorems for weighted renewal functions	2014-12-17	Paper
On the Asymptotic Behavior of a Dynamic Version of the Neyman Contagious Point Process	2014-09-25	Paper
First passage densities and boundary crossing probabilities for diffusion processes	2014-08-15	Paper
Elements of Stochastic Modelling	2014-07-10	Paper
Ornstein--Uhlenbeck Type Processes with Heavy Distribution Tails	2013-11-22	Paper
An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems	2013-07-08	Paper
Jump-Diffusion Modeling in Emission Markets	2013-02-11	Paper
The uniform law for sojourn measures of random fields	2012-09-18	Paper
On Rice's Formula for Stationary Multivariate Piecewise Smooth Processes	2012-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q3115328	2012-02-20	Paper
On the distribution of the Brownian motion process on its way to hitting zero	2011-09-09	Paper
Continuity Theorems in Boundary Crossing Problems for Diffusion Processes	2011-05-31	Paper
On limiting cluster size distributions for processes of exceedances for stationary sequences	2010-12-20	Paper
https://portal.mardi4nfdi.de/entity/Q3575018	2010-07-05	Paper
On boundary crossing probabilities for diffusion processes	2010-03-01	Paper
On the expectations of maxima of sets of independent random variables	2009-11-18	Paper
On level crossings for a general class of piecewise-deterministic Markov processes	2008-11-13	Paper
Asymptotic Analysis of Random Walks	2008-09-30	Paper
On exit times of Levy-driven Ornstein-Uhlenbeck processes	2008-09-17	Paper
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes	2008-06-25	Paper
On spatial thinning-replacement processes based on Voronoi cells	2007-09-03	Paper
Simulation studies of some Voronoi point processes	2007-07-19	Paper
On the asymptotic behaviour of random recursive trees in random environments	2007-01-31	Paper
On Probabilities of Large Deviations for Random Walks. II. Regular Exponentially Decaying Distributions	2005-10-28	Paper
Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process	2005-08-25	Paper
On the asymptotic behaviour of a simple growing point process model	2005-06-01	Paper
On pair and tuple formation under independent Poisson or renewal arrival processes	2005-04-04	Paper
Probabilities of large deviations for random walks with regular distribution of jumps.	2004-06-15	Paper
Random step functions model for interest rates	2004-03-16	Paper
A Note on Diffusion-Type Approximation to Branching Processes in Random Environments	2004-01-21	Paper
On a new approach to calculating expectations for option pricing	2003-07-27	Paper
https://portal.mardi4nfdi.de/entity/Q4805588	2003-05-07	Paper
Kendall's identity for the first crossing time revisited	2003-02-25	Paper
On Probabilities of Large Deviations for Random Walks. I. Regularly Varying Distribution Tails	2002-09-18	Paper
On a piece-wise deterministic Markov process model	2002-09-15	Paper
Estimates for the Syracuse Problem via a Probabilistic Model	2001-10-22	Paper
Explicit formulae for stationary distributions of stress release processes	2001-08-30	Paper
A bound for the distribution of a stopping time for a stochastic system	2001-04-09	Paper
On records and related processes for sequences with trends	2001-03-07	Paper
Reduced critical branching processes in random environment	2000-03-01	Paper
Распространение хаоса в сетях обслуживания	1999-01-21	Paper
On random walks with jumps scaled by cumulative sums of random variables	1997-12-17	Paper
On distribution tails and expectations of maxima in critical branching processes	1997-08-13	Paper
On asymptotic behavior of weighted sample quantiles	1997-04-09	Paper
On improvements of the order of approximation in the Poisson limit theorem	1996-12-02	Paper
Pseudo-Poisson approximation for Markov chains	1996-07-01	Paper
On crossing times for multidimensional walks with skip-free components	1996-03-18	Paper
Распространение хаоса в сетях обслуживания	1996-02-21	Paper
https://portal.mardi4nfdi.de/entity/Q4356484	1996-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4322820	1995-06-18	Paper
On record indices and record times	1995-05-23	Paper
On simulation of random vectors by given densities in regions and on their boundaries	1995-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q4309557	1994-10-23	Paper
Stochastic search algorithm with an application to multidimensional integration	1994-03-07	Paper
Approximation of branching processes and random fields	1993-09-21	Paper
On a New Variant of the Monte Carlo Method	1993-09-21	Paper
https://portal.mardi4nfdi.de/entity/Q3983585	1992-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q3974387	1992-06-25	Paper
On the Convergence of Projections of Uniform Distributions on Balls	1992-06-25	Paper
A Functional Form of the Erdos-Renyi Law of Large Numbers	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q5748665	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5748670	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3776338	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3797954	1988-01-01	Paper
Refinement of Poisson Approximation	1988-01-01	Paper
A Method of Proving Limit Theorems for Branching Processes	1988-01-01	Paper
On the Convergence of Branching Processes to a Diffusion Process	1986-01-01	Paper
A note on a limit theorem for differentiable mappings	1985-01-01	Paper
A Note on the Convergence Speed in Stability Theorems	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3689980	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3316300	1984-01-01	Paper
On the Rate of Convergence in the Invariance Principle for Generalized Renewal Processes	1982-01-01	Paper
Rate of Convergence in a Boundary Problem	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3948383	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3959903	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3961544	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3883277	1980-01-01	Paper
Stability Theorems and Estimates of the Rate of Convergence of the Components of Factorizations for Walks Defined on Markov Chains	1980-01-01	Paper
The G\^ateaux derivative of the curvilinear boundary crossing probability of a diffusion process	N/A	Paper

Research outcomes over time

This page was built for person: Konstantin A. Borovkov