Ilya Pavlyukevich

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
How to simulate Lévy flights in a steep potential: an explicit splitting numerical scheme Chaos	2026-04-02	Paper
Walsh's Brownian motion and Donsker scaling limits of perturbed random walks ALEA. Latin American Journal of Probability and Mathematical Statistics	2024-11-08	Paper
Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with Lévy noise Journal of Statistical Physics	2024-10-08	Paper
Stochastic energy-balance model with a moving ice line SIAM Journal on Applied Dynamical Systems	2024-09-05	Paper
Homogenization of a multivariate diffusion with semipermeable interfaces Journal of Theoretical Probability	2024-06-17	Paper
First-order linear Marcus SPDEs Stochastics and Dynamics	2023-11-30	Paper
Early warning signs of critical transitions -- The $\alpha$-stable case	2023-11-27	Paper
Stochastic energy-balance model with a moving ice line	2023-11-26	Paper
Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks	2023-10-16	Paper
Limit behaviour of random walks on ℤ^mwith two-sided membrane ESAIM: Probability and Statistics	2023-08-21	Paper
Stochastic selection problem for a Stratonovich SDE with power non-linearity	2023-08-12	Paper
First-passage properties of asymmetric Lévy flights Journal of Physics A: Mathematical and Theoretical	2023-01-04	Paper
Generalized Peano problem with Lévy noise Electronic Communications in Probability	2022-01-06	Paper
Geodesic random walks, diffusion processes and Brownian motion on Finsler manifolds The Journal of Geometric Analysis	2021-11-19	Paper
Moment bounds for dissipative semimartingales with heavy jumps Stochastic Processes and their Applications	2021-11-02	Paper
Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails Statistical Inference for Stochastic Processes	2021-05-03	Paper
First order convergence of weak Wong-Zakai approximations of Levy-driven Marcus SDEs	2020-08-12	Paper
First order convergence of weak Wong-Zakai approximations of Levy-driven Marcus SDEs (available as arXiv preprint)	2020-08-12	Paper
Generalized selection problem with L\'evy noise	2020-04-11	Paper
Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited Bernoulli	2020-02-12	Paper
Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited Bernoulli	2020-02-12	Paper
Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2019-11-20	Paper
Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2019-11-20	Paper
The first passage problem for stable linear delay equations perturbed by power law Lévy noise Chaos: An Interdisciplinary Journal of Nonlinear Science	2019-08-06	Paper
Advection-diffusion equation on a half-line with boundary Lévy noise Discrete and Continuous Dynamical Systems. Series B	2019-01-11	Paper
Stochastic resonance with multiplicative heavy-tailed Lévy noise: optimal tuning on an algebraic time scale Stochastics and Dynamics	2017-06-20	Paper
Random perturbations of a periodically driven nonlinear oscillator: escape from a resonance zone Nonlinearity	2017-05-24	Paper
Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process Discrete and Continuous Dynamical Systems. Series B	2016-12-07	Paper
Directed transport induced by spatially modulated Lévy flights Journal of Physics A: Mathematical and Theoretical	2016-01-15	Paper
Spectral analysis for a discrete metastable system driven by Lévy flights Journal of Statistical Physics	2015-11-05	Paper
Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise Stochastics and Dynamics	2015-06-19	Paper
Non-standard Skorokhod convergence of Lévy-driven convolution integrals in Hilbert spaces Stochastic Analysis and Applications	2015-04-24	Paper
Marcus versus Stratonovich for systems with jump noise Journal of Physics A: Mathematical and Theoretical	2014-09-19	Paper
Metastability of Morse-Smale dynamical systems perturbed by heavy-tailed L\'evy type noise	2014-05-21	Paper
The exit problem from a neighborhood of the global attractor for dynamical systems perturbed by heavy-tailed Lévy processes Stochastic Analysis and Applications	2014-05-15	Paper
Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by $\alpha$-stable Lévy processes Bernoulli	2014-04-10	Paper
Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by $\alpha$-stable Lévy processes Bernoulli	2014-04-10	Paper
Stochastic resonance. A mathematical approach in the small noise limit Mathematical Surveys and Monographs	2014-01-15	Paper
The exit problem from the neighborhood of a global attractor for heavy-tailed L\'evy diffusions	2013-03-20	Paper
First exit times of solutions of stochastic differential equations driven by multiplicative Lévy noise with heavy tails Stochastics and Dynamics	2011-10-11	Paper
First exit times of non-linear dynamical systems in $\mathbb R^{d}$ perturbed by multifractal Lévy noise Journal of Statistical Physics	2010-12-01	Paper
Limit theorems for $p$-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for Paleo-climatic data	2010-09-02	Paper
L\'evy Ratchet in a Weak Noise Limit: Theory and Simulation	2010-08-25	Paper
Metastable behaviour of small noise Lévy-Driven diffusions ESAIM: Probability and Statistics	2010-03-15	Paper
Metastable behaviour of small noise Lévy-Driven diffusions ESAIM: Probability and Statistics	2010-03-15	Paper
First exit times for Lévy-driven diffusions with exponentially light jumps The Annals of Probability	2009-05-27	Paper
Ruin probabilities of small noise jump‐diffusions with heavy tails Applied Stochastic Models in Business and Industry	2009-02-28	Paper
One-dimensional space-discrete transport subject to Lévy perturbations Journal of Statistical Physics	2008-12-16	Paper
Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable Levy noise	2008-11-23	Paper
Simulated annealing for Lévy-driven jump-diffusions Stochastic Processes and their Applications	2008-06-10	Paper
Lévy flights, non-local search and simulated annealing Journal of Computational Physics	2007-11-01	Paper
Cooling down Lévy flights Journal of Physics A: Mathematical and Theoretical	2007-10-31	Paper
Lévy flights: transitions and meta-stability Journal of Physics A: Mathematical and General	2006-05-03	Paper
First exit times of SDEs driven by stable Lévy processes Stochastic Processes and their Applications	2006-04-28	Paper
scientific article; zbMATH DE number 2247651 (Why is no real title available?)	2006-01-16	Paper
The Reduction of Potential Diffusions to Finite State Markov Chains and Stochastic Resonance Solid Mechanics and Its Applications	2005-02-11	Paper
scientific article; zbMATH DE number 2127968 (Why is no real title available?)	2005-01-14	Paper
First exit times of solutions of non-linear stochastic differential equations driven by symmetric Levy processes with alpha-stable components	2004-09-15	Paper
MODEL REDUCTION AND STOCHASTIC RESONANCE Stochastics and Dynamics	2004-01-03	Paper
Stochastic resonance in two-state Markov chains Archiv der Mathematik	2003-10-15	Paper
On the calculation of probability characteristics of some optimal stopping times Russian Mathematical Surveys	1999-05-24	Paper
Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with L\'evy noise (available as arXiv preprint)	N/A	Paper
Homogenization of a multivariate diffusion with semipermeable interfaces (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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