| Publication | Date of Publication | Type |
|---|
Flows of rare events for regularly perturbed semi-Markov processes
Springer Proceedings in Mathematics & Statistics | 2024-03-16 | Paper |
| Perturbed semi-Markov type processes I. Limit theorems for rare-event times and processes | 2022-01-28 | Paper |
| Perturbed semi-Markov type processes II. Ergodic theorems for multi-alternating regenerative processes | 2022-01-28 | Paper |
Convergence in distribution for randomly stopped random fields
Theory of Probability and Mathematical Statistics | 2021-12-22 | Paper |
Perturbed Markov chains with damping component
Methodology and Computing in Applied Probability | 2021-11-09 | Paper |
| Perturbation analysis for stationary distributions of Markov chains with damping component | 2021-09-08 | Paper |
Coupling and ergodic theorems for Markov chains with damping component
Theory of Probability and Mathematical Statistics | 2021-01-08 | Paper |
Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I.
Methodology and Computing in Applied Probability | 2020-01-13 | Paper |
Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. II.
Methodology and Computing in Applied Probability | 2020-01-13 | Paper |
| A journey in the world of stochastic processes | 2019-10-17 | Paper |
| Individual ergodic theorems for perturbed alternating regenerative processes | 2019-10-17 | Paper |
Nonlinearly perturbed birth-death-type models
(available as arXiv preprint) | 2019-10-17 | Paper |
| Algorithms of Phase Space Reduction and Asymptotics of Hitting Times for Perturbed Semi-Markov Processes | 2019-07-08 | Paper |
Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes
Theory of Probability and Mathematical Statistics | 2019-03-05 | Paper |
Perturbed Markov Chains and Information Networks
(available as arXiv preprint) | 2019-01-31 | Paper |
Nonlinearly perturbed stochastic processes and systems
Mathematical and Statistical Models and Methods in Reliability | 2018-12-18 | Paper |
Optimal stopping and reselling of European options
Mathematical and Statistical Models and Methods in Reliability | 2018-12-18 | Paper |
Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes
Theory of Probability and Mathematical Statistics | 2018-03-09 | Paper |
Reward algorithms for semi-Markov processes
Methodology and Computing in Applied Probability | 2018-02-02 | Paper |
Nonlinearly perturbed semi-Markov processes
SpringerBriefs in Probability and Mathematical Statistics | 2017-06-30 | Paper |
Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
Springer Proceedings in Mathematics & Statistics | 2017-04-10 | Paper |
Stochastic approximation methods for American type options
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Improved Asymptotics for Ruin Probabilities
EAA Series | 2015-10-15 | Paper |
Computational algorithms for moments of accumulated Markov and semi-Markov rewards
Communications in Statistics: Theory and Methods | 2014-06-11 | Paper |
American-type options. Stochastic approximation methods. Volume 2
De Gruyter Studies in Mathematics | 2013-11-29 | Paper |
American-type options. Stochastic approximation methods. Volume 1
De Gruyter Studies in Mathematics | 2013-11-29 | Paper |
Convergence of option rewards for multivariate price processes
Theory of Probability and Mathematical Statistics | 2013-09-17 | Paper |
Coupling and explicit rate of convergence in Cramér-Lundberg approximation for reinsurance risk processes
Communications in Statistics. Theory and Methods | 2012-06-08 | Paper |
| Nonlinearly perturbed stochastic processes | 2011-02-22 | Paper |
| Convergence in Skorokhod \(J\)-topology for compositions of stochastic processes | 2009-08-08 | Paper |
| The analytical finance package | 2009-02-28 | Paper |
| scientific article; zbMATH DE number 5521284 (Why is no real title available?) | 2009-02-28 | Paper |
| Monte Carlo semi-Markov methods for credit risk migration models and Basel II rules. II. | 2009-02-28 | Paper |
| scientific article; zbMATH DE number 5521295 (Why is no real title available?) | 2009-02-28 | Paper |
| Asymptotic expansions for distributions of the surplus prior and at the time of ruin | 2009-02-28 | Paper |
| Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations | 2009-02-28 | Paper |
| Reselling of options and convergence of option rewards | 2009-02-28 | Paper |
Quasi-stationary phenomena in nonlinearity perturbed stochastic systems.
De Gruyter Expositions in Mathematics | 2008-10-29 | Paper |
An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance
Methodology and Computing in Applied Probability | 2008-03-11 | Paper |
| scientific article; zbMATH DE number 5220403 (Why is no real title available?) | 2007-12-16 | Paper |
| Semi-Markov reward models for disability insurance | 2007-12-16 | Paper |
| Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes | 2007-12-16 | Paper |
| Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I | 2007-12-16 | Paper |
| Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II | 2007-12-16 | Paper |
Limit theorems for randomly stopped stochastic processes
Journal of Mathematical Sciences (New York) | 2007-04-19 | Paper |
| Necessary and sufficient conditions for the weak convergence of first-rare-event times for semi-Markov processes | 2006-05-24 | Paper |
| scientific article; zbMATH DE number 2169706 (Why is no real title available?) | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 2169761 (Why is no real title available?) | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 2169698 (Why is no real title available?) | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 2169702 (Why is no real title available?) | 2005-05-20 | Paper |
Limit theorems for mixed max-sum processes with renewal stopping
The Annals of Applied Probability | 2005-03-21 | Paper |
Limit theorems for mixed max-sum processes with renewal stopping
The Annals of Applied Probability | 2005-03-21 | Paper |
A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
Upper Bounds for Exponential Moments of Hitting Times for Semi-Markov Processes
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
| scientific article; zbMATH DE number 2026734 (Why is no real title available?) | 2004-01-14 | Paper |
Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems
Stochastic Processes and their Applications | 2003-11-03 | Paper |
OptAn - a pilot program system for analysis of options
Theory of Stochastic Processes | 2001-09-16 | Paper |
Skeleton approximations of optimal stopping strategies for American type options with continuous time
Theory of Stochastic Processes | 2001-09-16 | Paper |
New educational programme on Applied Statistics, Financial and Actuarial Mathematics and Tempus Tacis JEP ``Statistical Aspects of Economics
Theory of Stochastic Processes | 2001-09-16 | Paper |
The perturbed renewal equation and diffusion type approximation for risk processes
Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka | 2001-09-11 | Paper |
| scientific article; zbMATH DE number 1487750 (Why is no real title available?) | 2001-08-12 | Paper |
Limit theorems for generalized exceeding times, renewal and risk type processes
Theory of Stochastic Processes | 2001-08-09 | Paper |
| Convergence in Skorokhod topology for compositions of stochastic processes | 2001-07-16 | Paper |
| Structure of optimal stopping strategies for American type options | 2001-07-12 | Paper |
| scientific article; zbMATH DE number 1531978 (Why is no real title available?) | 2001-05-28 | Paper |
| scientific article; zbMATH DE number 1475704 (Why is no real title available?) | 2000-07-12 | Paper |
| scientific article; zbMATH DE number 1475715 (Why is no real title available?) | 2000-07-12 | Paper |
| scientific article; zbMATH DE number 1475700 (Why is no real title available?) | 2000-07-12 | Paper |
| scientific article; zbMATH DE number 1475699 (Why is no real title available?) | 2000-07-12 | Paper |
Cramér-Lundberg approximation for nonlinearly perturbed risk processes
Insurance Mathematics & Economics | 2000-05-08 | Paper |
| scientific article; zbMATH DE number 1409938 (Why is no real title available?) | 2000-03-02 | Paper |
| scientific article; zbMATH DE number 1408894 (Why is no real title available?) | 2000-03-01 | Paper |
| scientific article; zbMATH DE number 1354923 (Why is no real title available?) | 1999-10-31 | Paper |
Ergodic theorems for iterated function systems controlled by regenerative sequences
Journal of Theoretical Probability | 1999-07-20 | Paper |
Limit theorems for extremes with random sample size
Advances in Applied Probability | 1999-03-11 | Paper |
| scientific article; zbMATH DE number 1165686 (Why is no real title available?) | 1998-06-14 | Paper |
| scientific article; zbMATH DE number 1165681 (Why is no real title available?) | 1998-06-14 | Paper |
Recurrence relations for generalized hitting times for semi-Markov processes
The Annals of Applied Probability | 1997-08-05 | Paper |
| scientific article; zbMATH DE number 1028108 (Why is no real title available?) | 1997-07-01 | Paper |
| scientific article; zbMATH DE number 848880 (Why is no real title available?) | 1996-04-08 | Paper |
| scientific article; zbMATH DE number 850336 (Why is no real title available?) | 1996-03-17 | Paper |
| scientific article; zbMATH DE number 853180 (Why is no real title available?) | 1996-03-07 | Paper |
| scientific article; zbMATH DE number 843968 (Why is no real title available?) | 1996-02-14 | Paper |
Quasi-stationary distributions of a stochastic metapopulation model
Journal of Mathematical Biology | 1995-06-29 | Paper |
| scientific article; zbMATH DE number 614578 (Why is no real title available?) | 1994-11-22 | Paper |
Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings
Acta Applicandae Mathematicae | 1994-06-01 | Paper |
| scientific article; zbMATH DE number 419042 (Why is no real title available?) | 1993-09-22 | Paper |
| scientific article; zbMATH DE number 20657 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4149315 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4163869 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4151525 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4143149 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 3992523 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4018001 (Why is no real title available?) | 1986-01-01 | Paper |
Entry Times into Asymptotically Receding Regions for Processes with Semi-Markov Switchings
Theory of Probability & Its Applications | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3858115 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3974015 (Why is no real title available?) | 1984-01-01 | Paper |
Entry Times into Asymptotically Receding Domains for Ergodic Markov Chains
Theory of Probability & Its Applications | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3878129 (Why is no real title available?)
Mathematische Operationsforschung und Statistik. Series Optimization | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3878130 (Why is no real title available?)
Mathematische Operationsforschung und Statistik. Series Optimization | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3850208 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3824852 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3826937 (Why is no real title available?) | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3848368 (Why is no real title available?)
Mathematische Operationsforschung und Statistik. Series Optimization | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3810628 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3850235 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3858111 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3778445 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3787791 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3795081 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3720079 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3721777 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3738620 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3744264 (Why is no real title available?) | 1981-01-01 | Paper |
General limit theorems for sums of controlled random variables with arbitrary state space of the controlling sequence
Lithuanian Mathematical Journal | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3729190 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3764834 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3718317 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3766816 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3744263 (Why is no real title available?) | 1980-01-01 | Paper |
Theorems of the Invariance Principle Type for Recurrent Semi-Markov Processes with Arbitrary Phase Space
Theory of Probability & Its Applications | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3662281 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3653290 (Why is no real title available?) | 1979-01-01 | Paper |
Remarks on the Weak Limit of the Superposition of asymptotically Independent Random Functions
Theory of Probability & Its Applications | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3676890 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3676891 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3615593 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3633493 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3635207 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3676955 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3671460 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3658749 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3633449 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3646103 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3678957 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3560445 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3565890 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3574644 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3633492 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3558646 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3514790 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3527565 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3536994 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3543424 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3556940 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3583058 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3631775 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3543324 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3548208 (Why is no real title available?) | 1975-01-01 | Paper |
Letter to the editor
Mathematical Notes | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3459681 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3459682 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3451245 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3451246 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3442920 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3431632 (Why is no real title available?) | 1973-01-01 | Paper |
Conditions for Convergence of the Superposition of Random Processes in the J-Topology
Theory of Probability & Its Applications | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3469773 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3469774 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3426545 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3369538 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3405301 (Why is no real title available?) | 1972-01-01 | Paper |
Remarks on the Limit of a Composite Random Function
Theory of Probability & Its Applications | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3398551 (Why is no real title available?) | 1972-01-01 | Paper |
Limit of a complex random function
Mathematical Notes | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3476392 (Why is no real title available?) | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3436373 (Why is no real title available?) | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3338217 (Why is no real title available?) | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3366278 (Why is no real title available?) | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3366279 (Why is no real title available?) | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3378287 (Why is no real title available?) | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3421668 (Why is no real title available?) | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3424927 (Why is no real title available?) | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3462941 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3483313 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3356063 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3364608 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3374747 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3406923 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3415160 (Why is no real title available?) | 1970-01-01 | Paper |
Limit theorems for a nonreturning random walk in a Markov chain
Ukrainian Mathematical Journal | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3334735 (Why is no real title available?) | 1969-01-01 | Paper |
| scientific article; zbMATH DE number 3349130 (Why is no real title available?) | 1968-01-01 | Paper |
