Ilya Pavlyukevitch

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Person:696695

Available identifiers

zbMath Open pavlyukevich.ilyaWikidataQ102234050 ScholiaQ102234050MaRDI QIDQ696695

List of research outcomes

PublicationDate of PublicationType
First-order linear Marcus SPDEs2023-11-30Paper
Limit behaviour of random walks on ℤmwith two-sided membrane2023-08-21Paper
First-passage properties of asymmetric Lévy flights2023-01-04Paper
Generalized Peano problem with Lévy noise2022-01-06Paper
Geodesic random walks, diffusion processes and Brownian motion on Finsler manifolds2021-11-19Paper
Moment bounds for dissipative semimartingales with heavy jumps2021-11-02Paper
Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails2021-05-03Paper
First order convergence of weak Wong--Zakai approximations of L\'evy driven Marcus SDEs2020-08-12Paper
Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited2020-02-12Paper
Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise2019-11-20Paper
The first passage problem for stable linear delay equations perturbed by power law Lévy noise2019-08-06Paper
Advection-diffusion equation on a half-line with boundary Lévy noise2019-01-11Paper
Stochastic resonance with multiplicative heavy-tailed Lévy noise: Optimal tuning on an algebraic time scale2017-06-20Paper
Random perturbations of a periodically driven nonlinear oscillator: escape from a resonance zone2017-05-24Paper
Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process2016-12-07Paper
Directed transport induced by spatially modulated Lévy flights2016-01-15Paper
Spectral analysis for a discrete metastable system driven by Lévy flights2015-11-05Paper
Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise2015-06-19Paper
Non-Standard Skorokhod Convergence of Lévy-Driven Convolution Integrals in Hilbert Spaces2015-04-24Paper
Marcus versus Stratonovich for systems with jump noise2014-09-19Paper
Metastability of Morse-Smale dynamical systems perturbed by heavy-tailed L\'evy type noise2014-05-21Paper
The Exit Problem from a Neighborhood of the Global Attractor for Dynamical Systems Perturbed by Heavy-Tailed Lévy Processes2014-05-15Paper
Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes2014-04-10Paper
https://portal.mardi4nfdi.de/entity/Q28725122014-01-15Paper
The exit problem from the neighborhood of a global attractor for heavy-tailed L\'evy diffusions2013-03-20Paper
FIRST EXIT TIMES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTIPLICATIVE LÉVY NOISE WITH HEAVY TAILS2011-10-11Paper
First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise2010-12-01Paper
https://portal.mardi4nfdi.de/entity/Q35816972010-09-02Paper
L\'evy Ratchet in a Weak Noise Limit: Theory and Simulation2010-08-25Paper
Metastable behaviour of small noise Lévy-Driven diffusions2010-03-15Paper
First exit times for Lévy-driven diffusions with exponentially light jumps2009-05-27Paper
Ruin probabilities of small noise jump‐diffusions with heavy tails2009-02-28Paper
One-dimensional space-discrete transport subject to Lévy perturbations2008-12-16Paper
Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable Levy noise2008-11-23Paper
Simulated annealing for Lévy-driven jump-diffusions2008-06-10Paper
Lévy flights, non-local search and simulated annealing2007-11-01Paper
Cooling down Lévy flights2007-10-31Paper
Lévy flights: transitions and meta-stability2006-05-03Paper
First exit times of SDEs driven by stable Lévy processes2006-04-28Paper
https://portal.mardi4nfdi.de/entity/Q57188442006-01-16Paper
The Reduction of Potential Diffusions to Finite State Markov Chains and Stochastic Resonance2005-02-11Paper
https://portal.mardi4nfdi.de/entity/Q31549752005-01-14Paper
MODEL REDUCTION AND STOCHASTIC RESONANCE2004-01-03Paper
Stochastic resonance in two-state Markov chains2003-10-15Paper
On the calculation of probability characteristics of some optimal stopping times1999-05-24Paper

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