| Publication | Date of Publication | Type |
|---|
Walsh's Brownian motion and Donsker scaling limits of perturbed random walks
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2024-11-08 | Paper |
On multidimensional locally perturbed standard random walks
Lithuanian Mathematical Journal | 2024-10-22 | Paper |
Homogenization of a multivariate diffusion with semipermeable interfaces
Journal of Theoretical Probability | 2024-06-17 | Paper |
On Reflected Diffusions in Cones and Cylinders
Ukrainian Mathematical Journal | 2024-05-02 | Paper |
Boundary approximation for sticky jump-reflected processes on the half-line
Electronic Journal of Probability | 2024-04-10 | Paper |
On multidimensional locally perturbed standard random walks
| 2023-12-25 | Paper |
Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks
| 2023-10-16 | Paper |
Limit behaviour of random walks on ℤmwith two-sided membrane
ESAIM: Probability and Statistics | 2023-08-21 | Paper |
Functional limit theorems for random walks perturbed by positive alpha-stable jumps
Bernoulli | 2023-03-22 | Paper |
Low-dimensional Cox-Ingersoll-Ross process
| 2023-03-22 | Paper |
On a discrete approximation of a skew stable L\'{e}vy process
| 2023-02-14 | Paper |
On a skew stable Lévy process
Stochastic Processes and their Applications | 2023-01-02 | Paper |
The zero-noise limit of SDEs with $L^\infty$ drift
| 2022-05-30 | Paper |
Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise
Journal of Theoretical Probability | 2022-05-04 | Paper |
Generalized Peano problem with Lévy noise
Electronic Communications in Probability | 2022-01-06 | Paper |
Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients
Stochastic Analysis and Applications | 2021-10-06 | Paper |
Functional limit theorems for random walks perturbed by positive alpha-stable jumps
| 2021-07-01 | Paper |
Small Noise Perturbations in Multidimensional Case
| 2021-06-18 | Paper |
On regularization by a small noise of multidimensional odes with non-Lipschitz coefficients
Ukrainian Mathematical Journal | 2021-05-20 | Paper |
On exponential decay of a distance between solutions of an SDE with non-regular drift
| 2020-08-12 | Paper |
Generalized selection problem with L\'evy noise
| 2020-04-11 | Paper |
On a selection problem for small noise perturbation in the multidimensional case
Stochastics and Dynamics | 2018-12-10 | Paper |
The quasi-optimality criterion in the linear functional strategy
Inverse Problems | 2018-07-06 | Paper |
On a limit behavior of a random walk with modifications upon each visit to zero
| 2018-06-12 | Paper |
Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the \(M_1\)-topology
Extremes | 2018-01-26 | Paper |
A representation for the derivative with respect to the initial data of the solution of an SDE with a non-regular drift
| 2018-01-23 | Paper |
On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise
Statistics & Probability Letters | 2017-12-22 | Paper |
A functional limit theorem for excited random walks
Electronic Communications in Probability | 2017-10-25 | Paper |
An introduction to stochastic differential equations with reflection
| 2017-03-20 | Paper |
A functional limit theorem for locally perturbed random walks
| 2017-02-03 | Paper |
A limit theorem for singular stochastic differential equations
Modern Stochastics. Theory and Applications | 2016-11-21 | Paper |
Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient
Doklady Mathematics | 2016-11-11 | Paper |
On a limit behaviour of a one-dimensional random walk with non-integrable impurity
Theory of Stochastic Processes | 2016-09-27 | Paper |
On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients
Stochastics | 2016-06-10 | Paper |
On a Brownian motion with a hard membrane
Statistics & Probability Letters | 2016-04-22 | Paper |
Additive functionals and push forward measures under Veretennikov's flow
Festschrift Masatoshi Fukushima | 2016-04-15 | Paper |
On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift
| 2016-01-20 | Paper |
Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient
Doklady Mathematics | 2015-11-12 | Paper |
On differentiability of stochastic flow for a multidimensional SDE with discontinuous drift
Electronic Communications in Probability | 2014-09-29 | Paper |
Sobolev functions on infinite-dimensional domains
Journal of Mathematical Analysis and Applications | 2014-07-17 | Paper |
On the maximum of a perturbed random walk
Statistics & Probability Letters | 2014-07-15 | Paper |
A remark on the paper "Renorming divergent perpetuities"
| 2014-02-19 | Paper |
On strong existence and continuous dependence for solutions of one-dimensional stochastic equations with additive Lévy noise
| 2014-02-17 | Paper |
On properties of a flow generated by an SDE with discontinuous drift
Electronic Journal of Probability | 2014-01-15 | Paper |
Classes of functions of bounded variation on infinite-dimensional domains
Doklady Mathematics | 2013-11-18 | Paper |
Functional central limit theorem for flows generated by stochastic equations with interaction
Nonlinear Oscillations | 2013-05-07 | Paper |
Remarks on differentiability in the initial data for stochastic reflecting flow
| 2012-12-20 | Paper |
On the strong uniqueness of a solution to singular stochastic differential equations
Theory of Stochastic Processes | 2012-07-16 | Paper |
On properties of Brownian reflecting flow in a wedge
Theory of Stochastic Processes | 2012-07-16 | Paper |
On Brownian motion on the plane with membranes on rays with a common endpoint
Random Operators and Stochastic Equations | 2011-02-22 | Paper |
On simultaneous hitting of membranes by two skew Brownian motions
| 2011-02-22 | Paper |
Theory of stochastic processes. With applications to financial mathematics and risk theory
Problem Books in Mathematics | 2009-10-29 | Paper |
Absolute continuity of stationary measure-valued processes generated by stochastic equations with interaction
| 2007-12-16 | Paper |
Flows generated by stochastic equations with reflection
Random Operators and Stochastic Equations | 2007-05-29 | Paper |
Stationary measure-valued processes generated by a flow of interacted particles
| 2006-09-19 | Paper |
Properties of the Flows Generated by Stochastic Equations with Reflection
Ukrainian Mathematical Journal | 2006-07-20 | Paper |
scientific article; zbMATH DE number 1762666 (Why is no real title available?)
| 2002-07-03 | Paper |
Nonlinear transformations of smooth measures on infinitely dimensional spaces
Ukraïns'kyĭ Matematychnyĭ Zhurnal | 2001-07-11 | Paper |
On the convergence of induced measures in variation
Sbornik: Mathematics | 2000-04-13 | Paper |
scientific article; zbMATH DE number 1366699 (Why is no real title available?)
| 1999-11-22 | Paper |
On the existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process
Ukrainian Mathematical Journal | 1998-08-24 | Paper |
Homogenization of a multivariate diffusion with semipermeable interfaces
| N/A | Paper |
