| Publication | Date of Publication | Type |
|---|
| On higher order moments and recurrence of an SDE with switching | 2022-12-28 | Paper |
| On recurrent properties and convergence rates of generalised Fisher -- Wright's diffusion with mutation | 2022-11-11 | Paper |
| On Strong Law of Large Numbers for pairwise independent random variables | 2022-11-08 | Paper |
| Positive recurrence of a solution of an SDE with variable switching intensities | 2022-11-07 | Paper |
| On convergence rate bounds for a class of nonlinear Markov chains | 2022-09-26 | Paper |
| An open problem about the rate of convergence in Erlang-Sevastyanov's model | 2022-06-16 | Paper |
| On consistency of Bayesian parameter estimations for a class of ergodic Markov models | 2022-04-27 | Paper |
| On mixed partial derivatives of modified Bernstein-Stancu polynomials for functions of several variables | 2022-04-26 | Paper |
| On improved bounds and conditions for the convergence of Markov chains | 2022-04-05 | Paper |
| On Markov--up processes and their recurrence properties | 2021-12-29 | Paper |
| On convergence rates for homogeneous Markov chains | 2021-11-11 | Paper |
| On recurrent properties of Fisher-Wright's diffusion on \((0,1)\) with mutation | 2021-11-05 | Paper |
| Note on local mixing techniques for stochastic differential equations | 2021-11-05 | Paper |
| On Pathwise Uniqueness of Solutions for Multidimensional McKean--Vlasov Equation | 2021-11-04 | Paper |
| Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations | 2021-07-22 | Paper |
| On weak solutions of highly degenerate SDEs | 2021-01-14 | Paper |
| On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions | 2020-08-21 | Paper |
| On improved convergence conditions and bounds for Markov chains | 2020-06-22 | Paper |
| On mean-field (\(\mathrm{GI}/\mathrm{GI}/1\)) queueing model: existence and uniqueness | 2020-03-26 | Paper |
| On polynomial recurrence for reliability system with a warm reserve | 2020-01-31 | Paper |
| On convergence of 1D Markov diffusions to heavy-tailed invariant density | 2019-06-26 | Paper |
| An HJB approach to a general continuous-time mean-variance stochastic control problem | 2019-01-11 | Paper |
| On Polynomial Bounds of Convergence for the Availability Factor | 2018-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4565504 | 2018-06-12 | Paper |
| On Poisson equations with a potential in the whole space for “ergodic” generators | 2018-03-09 | Paper |
| Ergodic Markov processes and Poisson equations (lecture notes) | 2018-03-08 | Paper |
| Yet again on polynomial convergence for SDEs with a gradient-type drift | 2017-06-28 | Paper |
| On robustness of discrete time optimal filters | 2017-05-24 | Paper |
| On partial derivatives of multivariate Bernstein polynomials | 2017-02-09 | Paper |
| Strong uniqueness for SDEs in Hilbert spaces with nonregular drift | 2016-07-14 | Paper |
| On SPDE and backward filtering equations for SDE systems (direct approach) | 2016-07-01 | Paper |
| On recurrence and availability factor for single--server system with general arrivals | 2016-06-09 | Paper |
| Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter | 2016-03-29 | Paper |
| Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence | 2015-09-16 | Paper |
| On asymptotic Borovkov–Sakhanenko inequality with unbounded parameter set | 2015-09-08 | Paper |
| On convergence of partial derivatives of multivariate Bernstein polynomials | 2015-07-18 | Paper |
| Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts | 2015-07-07 | Paper |
| Differentiability of invariant measures of diffusions with respect to a parameter | 2015-07-07 | Paper |
| Simple proof of Dynkin's formula for single-server systems and polynomial convergence rates | 2015-01-26 | Paper |
| On convergence rate for Erlang--Sevastyanov type models with infinitely many servers | 2014-12-11 | Paper |
| On the rate of convergence for infinite server Erlang-Sevastyanov's problem | 2014-11-25 | Paper |
| On the rate of convergence to the stationary distribution in the single-server queuing systems | 2014-10-15 | Paper |
| Diffusion approximation of systems with weakly ergodic Markov perturbations. I | 2014-10-15 | Paper |
| Diffusion approximation of systems with weakly ergodic Markov perturbations. II | 2014-10-15 | Paper |
| On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter | 2014-06-27 | Paper |
| On asymptotics for Vaserstein coupling of Markov chains | 2014-04-28 | Paper |
| Extended Poisson equation for weakly ergodic Markov processes | 2013-09-17 | Paper |
| On Local Mixing Conditions for SDE Approximations | 2013-06-14 | Paper |
| On large deviations in the averaging principle for SDE's with a ``full dependence, revisited | 2013-03-19 | Paper |
| On the rate of beta-mixing and convergence to a stationary distribution in continuous-time Erlang-type systems | 2012-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3015746 | 2011-07-13 | Paper |
| On exponential bounds for mixing and the rate of convergence for Student processes | 2011-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077874 | 2011-02-22 | Paper |
| On discrete time ergodic filters with wrong initial data, 2 | 2010-08-19 | Paper |
| On Bellman's equations for mean and variance control of a Markov diffusion | 2010-08-19 | Paper |
| On Continuous Time Ergodic Filters with Wrong Initial Data | 2010-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400660 | 2010-02-05 | Paper |
| On mixing rate and convergence to stationary regime in discrete time Erlang problem | 2010-01-29 | Paper |
| On discrete time ergodic filters with wrong initial data | 2008-06-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430732 | 2007-12-16 | Paper |
| On ergodic filters with wrong initial data | 2007-06-29 | Paper |
| Mixing rates for the Euler scheme for stochastic difference equations | 2007-06-27 | Paper |
| On mixing and convergence rates for a family of Markov processes approximating SDEs | 2007-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493568 | 2006-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5488422 | 2006-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5482385 | 2006-08-28 | Paper |
| On Subexponential Mixing Rate for Markov Processes | 2005-10-28 | Paper |
| On the sub-exponential mixing rate for a class of Markov diffusions | 2005-06-28 | Paper |
| On the Poisson equation and diffusion approximation. III | 2005-06-23 | Paper |
| On SDE and Semigroup Approximations and Large Deviations | 2004-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4821926 | 2004-10-22 | Paper |
| On large deviations for SDEs with small diffusion and averaging. | 2004-09-07 | Paper |
| On the smoothness of an invariant measure of a Markov chain with respect to a parameter. | 2004-06-15 | Paper |
| On Poisson equation and diffusion approximation. II. | 2004-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4459190 | 2004-03-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4405617 | 2003-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431594 | 2003-10-22 | Paper |
| On the Poisson equation and diffusion approximation. I | 2003-05-06 | Paper |
| On large deviations for approximations of SDEs | 2003-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2769918 | 2002-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543597 | 2002-08-08 | Paper |
| On Polynomial Mixing for SDEs with a Gradient-Type Drift | 2001-10-22 | Paper |
| On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations | 2001-05-02 | Paper |
| On Castellana-Leadbetter's condition for diffusion density estimation | 2001-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4512831 | 2000-11-06 | Paper |
| On Large Deviations for Stochastic DifferentialEquations with a Small Diffusion and Averaging | 2000-06-06 | Paper |
| On Large Deviations in the Averaging Principle for Stochastic Differential Equations with "Complete Dependence" | 2000-06-06 | Paper |
| On large deviations in the averaging principle for SDEs with a ``full dependence | 1999-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226058 | 1999-10-25 | Paper |
| Iteration methods with perturbations in ill-posed problems | 1999-06-03 | Paper |
| On polynomial mixing bounds for stochastic differential equations | 1999-01-14 | Paper |
| Lower bound for large deviations for an averaged SDE with a small diffusion | 1998-12-13 | Paper |
| A remark on the stability of the l.m.s. tracking algorithm | 1998-10-11 | Paper |
| Averaging of backward stochastic differential equations, with application to semi-linear pde's | 1998-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356503 | 1998-01-22 | Paper |
| Probability Theory III | 1997-12-18 | Paper |
| On the estimation of mixing coefficients for a multiphase service system | 1997-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5691558 | 1997-08-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4874074 | 1996-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871592 | 1996-05-14 | Paper |
| Large deviations in averaging principle for stochastic differential equation systems (noncompact case) | 1996-03-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840708 | 1995-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4834162 | 1995-07-17 | Paper |
| On Large Deviations for Additive Functionals of Markov Processes I | 1995-06-20 | Paper |
| On large deviations for diffusion processes with measurable coefficients | 1995-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4313606 | 1994-12-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4303972 | 1994-09-08 | Paper |
| On Large Deviations for Systems of Itô Stochastic Equations | 1993-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4037082 | 1993-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4037591 | 1993-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3986291 | 1992-06-27 | Paper |
| Ergodicity and mixing conditions of Markov processes in nonparametric filtering problems | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976238 | 1992-06-26 | Paper |
| ON LARGE DEVIATIONS IN THE AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH PERIODIC COEFFICIENTS. II | 1992-06-26 | Paper |
| Rate of mixing and the averaging principles for stochastic recursive procedures | 1992-06-26 | Paper |
| Estimating the mixing rate for Markov processes | 1992-06-25 | Paper |
| ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3363276 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3363684 | 1991-01-01 | Paper |
| On Large Deviations of the Sojourn Time for an Ergodic Process | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210657 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3357975 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3477751 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5751459 | 1989-01-01 | Paper |
| Optimal stabilization of controllable random processes with fast oscillating noise | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3197084 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3200330 | 1989-01-01 | Paper |
| ON RATE OF MIXING AND THE AVERAGING PRINCIPLE FOR HYPOELLIPTIC STOCHASTIC DIFFERENTIAL EQUATIONS | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4730694 | 1988-01-01 | Paper |
| Rate of convergence of stochastic iteration procedures in ill-posed problems | 1988-01-01 | Paper |
| The mean-square convergence of stochastic iterative procedures in ill-posed problems | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3814500 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4734576 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3761408 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3766594 | 1987-01-01 | Paper |
| On Strong Solutions of Itô Stochastic Equations with Jumps | 1987-01-01 | Paper |
| Bounds for the Mixing Rate in the Theory of Stochastic Equations | 1987-01-01 | Paper |
| Regularization of ill-posed problems by stochastic iteration procedures in the mean | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3723609 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3685783 | 1985-01-01 | Paper |
| On Strong Solutions of Stochastic Itô-Volterra Equations | 1985-01-01 | Paper |
| PROBABILISTIC PROBLEMS IN THE THEORY OF HYPOELLIPTICITY | 1985-01-01 | Paper |
| Iterative methods in ill-posed problems with random errors | 1984-01-01 | Paper |
| ON STOCHASTIC EQUATIONS WITH DEGENERATE DIFFUSION WITH RESPECT TO SOME OF THE VARIABLES | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3330244 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3700539 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3713504 | 1984-01-01 | Paper |
| A probabilistic approach to hypoellipticity | 1983-01-01 | Paper |
| Inverse diffusion and direct derivation of stochastic Liouville equations | 1983-01-01 | Paper |
| Approximation of ordinary differential equations by stochastic differential equations | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3036410 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3036411 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3308799 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3332165 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3660619 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3945325 | 1982-01-01 | Paper |
| On Strong and Weak Solutions of One-Dimensional Stochastic Equations with Boundary Conditions | 1982-01-01 | Paper |
| Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable | 1982-01-01 | Paper |
| On regularization of ill-posed problems by stop-rules of iterative procedures with random errors | 1982-01-01 | Paper |
| On the Criteria for Existence of a Strong Solution of a Stochastic Equation | 1982-01-01 | Paper |
| ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3951341 | 1981-01-01 | Paper |
| Existence of optimal strategy in univariate diffusion process control | 1981-01-01 | Paper |
| Ergodicity and invariance principle for multiphase queueing systems | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3868552 | 1980-01-01 | Paper |
| On the Strong Solutions of Stochastic Differential Equations | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3958376 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3851371 | 1979-01-01 | Paper |
| ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4181740 | 1978-01-01 | Paper |
| The ergodicity of queueing systems with an infinite number of servers | 1978-01-01 | Paper |
| ON STRONG SOLUTIONS OF SOME STOCHASTIC EQUATIONS | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4195742 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4124058 | 1976-01-01 | Paper |
