| Publication | Date of Publication | Type |
|---|
On ergodic property of the solution to a Lévy-driven stochastic differential equation
Cybernetics and Systems Analysis | 2026-02-19 | Paper |
On ergodic properties of some Lévy-type processes
Journal of Theoretical Probability | 2024-04-02 | Paper |
On recurrence and transience of some Lévy-type processes in ℝ
Theory of Probability and Mathematical Statistics | 2023-05-17 | Paper |
Subexponential potential asymptotics with applications
Advances in Applied Probability | 2022-12-13 | Paper |
Construction and heat kernel estimates of general stable-like Markov processes
Dissertationes Mathematicae | 2022-02-11 | Paper |
Heat kernel of anisotropic nonlocal operators
Documenta Mathematica | 2020-02-14 | Paper |
| On the Liouville property for non-local L\'evy generators | 2019-09-03 | Paper |
A probabilistic proof of the breakdown of Besov regularity in L-shaped domains
(available as arXiv preprint) | 2019-01-22 | Paper |
Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-06-01 | Paper |
| Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications | 2017-06-20 | Paper |
Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications
(available as arXiv preprint) | 2017-06-20 | Paper |
On the Feynman-Kac semigroup for some Markov processes
Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
Accuracy of discrete approximation for integral functionals of Markov processes
Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
On a small-time limit behavior of the probability that a Lévy process stays positive
Cybernetics and Systems Analysis | 2016-11-01 | Paper |
Construction of a Lévy-type process by means of the parametrix method
Dopovidi Natsional'noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky | 2016-09-27 | Paper |
| On level and collision sets of some Feller processes | 2016-02-04 | Paper |
On level and collision sets of some Feller processes
(available as arXiv preprint) | 2016-02-04 | Paper |
Asymptotic behaviour of the distribution density of the fractional Lévy motion
Modern Stochastics and Applications | 2015-09-16 | Paper |
Compound kernel estimates for the transition probability density of a Lévy process in \(\mathbb R^{n}\)
Theory of Probability and Mathematical Statistics | 2015-09-08 | Paper |
Parametrix construction for certain Lévy-type processes
Random Operators and Stochastic Equations | 2015-08-07 | Paper |
Lower bounds of the Hausdorff dimension for the images of Feller processes
Statistics & Probability Letters | 2015-05-06 | Paper |
On the small-time behaviour of Lévy-type processes
Stochastic Processes and their Applications | 2014-08-28 | Paper |
| Lower Bounds of the Hausdorff dimension for Feller processes | 2014-06-15 | Paper |
On the speed of convergence in the local limit theorem for triangular arrays of random variables
(available as arXiv preprint) | 2014-02-17 | Paper |
Intrinsic small time estimates for distribution densities of Lévy processes
Random Operators and Stochastic Equations | 2014-01-23 | Paper |
A geometric interpretation of the transition density of a symmetric Lévy process
Science China. Mathematics | 2013-08-05 | Paper |
A note on the existence of transition probability densities of Lévy processes
Forum Mathematicum | 2013-02-28 | Paper |
Asymptotic behaviour of the distribution density of some Lévy functionals in R^n
Theory of Stochastic Processes | 2012-07-16 | Paper |
Exact asymptotic for distribution densities of Lévy functionals
Electronic Journal of Probability | 2012-06-22 | Paper |
Transition density estimates for a class of Lévy and Lévy-type processes
Journal of Theoretical Probability | 2012-04-26 | Paper |
Muckenhoupt–Wheeden theorem for generalized f-Riesz-type potentials
Ukrainian Mathematical Journal | 2009-08-08 | Paper |
On a boundary-value problem for pseudo-differential operators and its relation to jump processes
Zeitschrift für Analysis und ihre Anwendungen | 2008-02-22 | Paper |
| Fractional derivatives and fractional powers as tools in understanding Wentzell boundary value problems for pseudo-differential operators generating Markov processes | 2007-09-04 | Paper |
A note on the transition density estimate for some diffusion process on a \(d\)-set
Acta Applicandae Mathematicae | 2007-07-19 | Paper |
Continuity of certain pseudodifferential operators in spaces of generalized smoothness
Ukrainian Mathematical Journal | 2006-12-08 | Paper |
Spaces of generalized smoothness on h-sets and related Dirichlet forms
Studia Mathematica | 2006-06-30 | Paper |
| On a generator of an \(L_p\)-sub-Markovian semigroup on \(\mathbb R_{0+}^{n+1}\) | 2006-05-24 | Paper |
| Limit behaviour of the renormalized solution to the Airy equation with strongly dependent initial data | 2006-05-24 | Paper |
| scientific article; zbMATH DE number 2208491 (Why is no real title available?) | 2005-09-27 | Paper |
| scientific article; zbMATH DE number 2169719 (Why is no real title available?) | 2005-05-20 | Paper |
Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2005-04-15 | Paper |
Semigroups generated by certain pseudo-differential operators on the half-space R<sub>0+</sub><sup>n+1</sup>
Colloquium Mathematicum | 2004-11-30 | Paper |
| scientific article; zbMATH DE number 2118609 (Why is no real title available?) | 2004-11-24 | Paper |
Stochastic models of financial mathematics
Cybernetics and Systems Analysis | 2003-09-09 | Paper |
| scientific article; zbMATH DE number 1883580 (Why is no real title available?) | 2003-03-17 | Paper |
Gaussian limiting behavior of the rescaled solution to the linear Korteweg-de Vries equation with random initial conditions
Journal of Statistical Physics | 2000-10-08 | Paper |
