A. N. Borodin

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Person:292311

Available identifiers

zbMath Open borodin.andrei-nikollaevichMaRDI QIDQ292311

List of research outcomes





PublicationDate of PublicationType
Brownian local time of the second order at the inverse local time moment2025-01-06Paper
Group bijections commuting with inner automorphisms2024-11-01Paper
Constructions of quandles over groups and rings2024-09-25Paper
Distribution of Functionals of Brownian Motion with Linear Drift and Elastically Killed at Zero2024-04-23Paper
Brownian Local Time of the Second Order2024-04-23Paper
Distributions of functionals of a skew Brownian motion with discontinuous drift2023-07-14Paper
Distributions of functionals of diffusions with nonstandard switching2023-02-17Paper
Distributions of functionals of the local time of Brownian motion with discontinuous drift2023-02-17Paper
Distribution of functionals of a Brownian motion with nonstandard switching2021-11-16Paper
Limit behavior of a compound Poisson process with switching between multiple values2021-11-16Paper
Distributions of functionals of switching diffusions with jumps2020-10-22Paper
Limit behavior of a compound Poisson process with switching and dominated summands2020-10-22Paper
Joint distributions of functionals of the telegraph process and switching diffusions2020-09-16Paper
Limit behavior of a compound Poisson process with switching2020-09-16Paper
On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema2020-01-28Paper
On the local time process of a skew Brownian motion2019-08-07Paper
On distributions of integral functionals of diffusions stopped at inverse range time2018-04-25Paper
Distributions of functionals of switching diffusions2018-04-25Paper
Stochastic Processes2017-10-26Paper
Hyperbolic Ornstein-Uhlenbeck process2017-01-24Paper
Distribution of functionals of special diffusions with jumps2016-06-08Paper
Distributions of functionals of diffusions with jumps, stopped at random times2016-01-29Paper
Probabilistic approach to ordinary differential equations2016-01-28Paper
To the memory of Yu. I. Ingster2016-01-28Paper
Distribution of integral functionals of Gaussian diffusion bridges2015-02-16Paper
Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum2014-06-20Paper
On the first exit time from an interval for diffusions with jumps2014-06-06Paper
Distributions of the location of maximuma and minimuma for diffusions with jumps2014-06-04Paper
Transformations of diffusions with jumps2014-06-03Paper
Distribution of sojourn time for a Brownian motion with jumps2014-06-03Paper
Distribution of functionals of some processes with independent increments2013-09-16Paper
Joint distributions of the the infimum, supremum, and end of a Brownian motion with jumps2013-07-30Paper
https://portal.mardi4nfdi.de/entity/Q35742442010-07-09Paper
Distribution of functionals of Brownian motion. II.2009-11-24Paper
https://portal.mardi4nfdi.de/entity/Q36478962009-11-24Paper
https://portal.mardi4nfdi.de/entity/Q36480222009-11-24Paper
Hypergeometric diffusion2009-11-13Paper
Distributions of functionals of bridges of diffusions with jumps2007-06-06Paper
Distributions of functionals of diffusions with jumps2007-06-04Paper
https://portal.mardi4nfdi.de/entity/Q54706532006-05-31Paper
Diffusion processes with identical bridges2005-10-13Paper
Distributions of some functionals of the Brownian local time2005-10-13Paper
Distribution of functionals of Brownian motion stopped at a moment inverse to the linear combination of local times2005-10-13Paper
https://portal.mardi4nfdi.de/entity/Q56952932005-10-11Paper
https://portal.mardi4nfdi.de/entity/Q54609642005-07-20Paper
https://portal.mardi4nfdi.de/entity/Q31528842003-03-22Paper
https://portal.mardi4nfdi.de/entity/Q31507732002-10-20Paper
On distribution of functionals of a Brownian motion stopped at the inverse range time2002-06-25Paper
Distribution of functionals of certain non-Markovian processes2001-05-02Paper
Versions of the Feynman-Kac formula2000-08-24Paper
Distributions of functionals of the Brownian motion stopped at the moment inverse to the sojourn time1999-07-13Paper
https://portal.mardi4nfdi.de/entity/Q43803871998-03-16Paper
https://portal.mardi4nfdi.de/entity/Q43564831998-03-04Paper
https://portal.mardi4nfdi.de/entity/Q47144651996-11-06Paper
Fast oscillating random perturbations of dynamical systems with conservation laws1996-01-25Paper
https://portal.mardi4nfdi.de/entity/Q48556911995-11-19Paper
https://portal.mardi4nfdi.de/entity/Q47645341995-05-04Paper
https://portal.mardi4nfdi.de/entity/Q43228191995-02-13Paper
https://portal.mardi4nfdi.de/entity/Q43188551995-01-11Paper
Distribution of integral functionals of the local time of a Bessel process1994-03-02Paper
Tables of distributions of functionals of Brownian motion1993-05-16Paper
On distributions of functionals of the Brownian motion stopped at a moment inverse to local time1993-05-16Paper
Distribution of functionals of Brownian motion stopped at a time that is inverse to local time1992-06-27Paper
Tables of distributions of functionals of the Brownian motion1992-01-01Paper
On the distributions of functionals of Brownian motion stopped at a moment inverse to a local time1992-01-01Paper
On the distribution of functionals of Brownian motion stopped at the moment inverse the local time1990-01-01Paper
Brownian local time1989-01-01Paper
Brownian local time1989-01-01Paper
Distributions of Functionals of Brownian Local Time, II1989-01-01Paper
Distributions of Functionals of the Brownian Local Time I1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57533151989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37680901988-01-01Paper
Weak invariance principle for local times1988-01-01Paper
On the distribution of random walk local time1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37746401987-01-01Paper
Distribution of the supremum of increments of Brownian local time1987-01-01Paper
On the character of convergence to Brownian local time. II1986-01-01Paper
On the character of convergence to Brownian local time. I1986-01-01Paper
The Asymptotic Behavior of Local Times of Recurrent Random Walks with Infinite Variance1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36857951985-01-01Paper
Distribution of integral functionals of a Brownian motion process1984-01-01Paper
Asymptotic behavior of the local times of a two-parameter random walk with finite variance1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33302521984-01-01Paper
Limit Theorems for Sums of Independent Random Variables Defined on a Recurrent Random Walk1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36659591983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33265671983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33178231983-01-01Paper
On the Asymptotic Behavior of Local Times of Recurrent Random Walks with Finite Variance1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39529481982-01-01Paper
Limit theorems for sums of independent random variables defined on a nonrecurrent random walk1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39287601981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38977731980-01-01Paper
Some Limit Theorems for Processes with Random Time1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32078031979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38574961979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41841311979-01-01Paper
A Stochastic Approximation Procedure in the Case of Weakly Dependent Observations1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32078201979-01-01Paper
Quasi-Martingales1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41713571978-01-01Paper
A Limit Theorem for Solutions of Differential Equations with Random Right-Hand Side1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41439721976-01-01Paper

Research outcomes over time

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