The following pages link to Konstantin A. Borovkov (Q931206):
Displayed 49 items.
- On the Rate of Convergence in the Invariance Principle for Generalized Renewal Processes (Q3665973) (← links)
- Rate of Convergence in a Boundary Problem (Q3667679) (← links)
- (Q3689980) (← links)
- On the Convergence of Branching Processes to a Diffusion Process (Q3727094) (← links)
- (Q3776338) (← links)
- (Q3797954) (← links)
- Refinement of Poisson Approximation (Q3817367) (← links)
- A Method of Proving Limit Theorems for Branching Processes (Q3821385) (← links)
- Распространение хаоса в сетях обслуживания (Q3842404) (← links)
- (Q3883277) (← links)
- Stability Theorems and Estimates of the Rate of Convergence of the Components of Factorizations for Walks Defined on Markov Chains (Q3906234) (← links)
- (Q3948383) (← links)
- (Q3959903) (← links)
- (Q3961544) (← links)
- (Q3974387) (← links)
- (Q3983585) (← links)
- Stochastic search algorithm with an application to multidimensional integration (Q4278210) (← links)
- On simulation of random vectors by given densities in regions and on their boundaries (Q4296384) (← links)
- (Q4309557) (← links)
- (Q4322820) (← links)
- (Q4356484) (← links)
- A Note on Diffusion-Type Approximation to Branching Processes in Random Environments (Q4442894) (← links)
- Explicit formulae for stationary distributions of stress release processes (Q4519096) (← links)
- On pair and tuple formation under independent Poisson or renewal arrival processes (Q4660537) (← links)
- On the Convergence of Projections of Uniform Distributions on Balls (Q4712529) (← links)
- A Functional Form of the Erdos-Renyi Law of Large Numbers (Q4712552) (← links)
- On distribution tails and expectations of maxima in critical branching processes (Q4716087) (← links)
- On a new approach to calculating expectations for option pricing (Q4804742) (← links)
- (Q4805588) (← links)
- Распространение хаоса в сетях обслуживания (Q4845581) (← links)
- On crossing times for multidimensional walks with skip-free components (Q4866775) (← links)
- On improvements of the order of approximation in the Poisson limit theorem (Q4877412) (← links)
- Jump-Diffusion Modeling in Emission Markets (Q4906407) (← links)
- On records and related processes for sequences with trends (Q4944539) (← links)
- Gaussian process approximations for multicolor Pólya urn models (Q4964794) (← links)
- Elements of Stochastic Modelling (Q5169492) (← links)
- The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem (Q5203958) (← links)
- Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (Q5312842) (← links)
- On Probabilities of Large Deviations for Random Walks. II. Regular Exponentially Decaying Distributions (Q5700628) (← links)
- (Q5748665) (← links)
- (Q5748670) (← links)
- On a piece-wise deterministic Markov process model (Q5952112) (← links)
- On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)
- On approximation rates for boundary crossing probabilities for the multivariate Brownian motion process (Q6259796) (← links)
- Approximating welfare in large efficient markets (Q6269330) (← links)
- Parisian ruin with random deficit-dependent delays for spectrally negative L\'evy processes (Q6382168) (← links)
- A note on recovering the Brownian motion component from a Levy process (Q6392777) (← links)
- On ruin probabilities in the presence of risky investments and random switching (Q6427335) (← links)
- On extension of the Markov chain approximation method for computing Feynman--Kac type expectations (Q6427340) (← links)