Andrey Yu. Pilipenko

Available identifiers

zbMath Open pilipenko.andrey-yuMaRDI QIDQ457800

List of research outcomes

Publication	Date of Publication	Type
Boundary approximation for sticky jump-reflected processes on the half-line	2024-04-10	Paper
Limit behaviour of random walks on ℤmwith two-sided membrane	2023-08-21	Paper
Functional limit theorems for random walks perturbed by positive alpha-stable jumps	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	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	2022-05-04	Paper
Generalized Peano problem with Lévy noise	2022-01-06	Paper
Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients	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	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	2018-12-10	Paper
The quasi-optimality criterion in the linear functional strategy	2018-07-06	Paper
On a limit behavior of a random walk with modifications at zero	2018-06-12	Paper
Functional limit theorems for the maxima of perturbed random walk and divergent perpetuities in the \(M_1\)-topology	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 and a Gaussian noise	2018-01-23	Paper
On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise	2017-12-22	Paper
A functional limit theorem for excited random walks	2017-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q2968568	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	2016-11-21	Paper
Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient	2016-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q2818857	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	2016-06-10	Paper
On a Brownian motion with a hard membrane	2016-04-22	Paper
Additive functionals and push forward measures under Veretennikov's flow	2016-04-15	Paper
https://portal.mardi4nfdi.de/entity/Q3464093	2016-01-20	Paper
Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient	2015-11-12	Paper
On differentiability of stochastic flow for a multidimensional SDE with discontinuous drift	2014-09-29	Paper
Sobolev functions on infinite-dimensional domains	2014-07-17	Paper
On the maximum of a perturbed random walk	2014-07-15	Paper
A remark on the paper "Renorming divergent perpetuities"	2014-02-19	Paper
On existence and properties of strong solutions of one-dimensional stochastic equations with an additive noise	2014-02-17	Paper
On properties of a flow generated by an SDE with discontinuous drift	2014-01-15	Paper
Classes of functions of bounded variation on infinite-dimensional domains	2013-11-18	Paper
Functional central limit theorem for flows generated by stochastic equations with interaction	2013-05-07	Paper
Remarks on differentiability in the initial data for stochastic reflecting flow	2012-12-20	Paper
https://portal.mardi4nfdi.de/entity/Q2896744	2012-07-16	Paper
On the strong uniqueness of a solution to singular stochastic differential equations	2012-07-16	Paper
On Brownian motion on the plane with membranes on rays with a common endpoint	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	2009-10-29	Paper
https://portal.mardi4nfdi.de/entity/Q5430641	2007-12-16	Paper
Flows generated by stochastic equations with reflection	2007-05-29	Paper
https://portal.mardi4nfdi.de/entity/Q5487210	2006-09-19	Paper
Properties of the Flows Generated by Stochastic Equations with Reflection	2006-07-20	Paper
https://portal.mardi4nfdi.de/entity/Q4538817	2002-07-03	Paper
https://portal.mardi4nfdi.de/entity/Q2722153	2001-07-11	Paper
On the convergence of induced measures in variation	2000-04-13	Paper
https://portal.mardi4nfdi.de/entity/Q4270734	1999-11-22	Paper
On the existence and uniqueness of a solution of a linear stochastic differential equation with respect to a logarithmic process	1998-08-24	Paper

Research outcomes over time

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This page was built for person: Andrey Yu. Pilipenko