Ilya Pavlyukevitch

Available identifiers

zbMath Open pavlyukevich.ilyaWikidataQ102234050 ScholiaQ102234050MaRDI QIDQ696695

List of research outcomes

Publication	Date of Publication	Type
First-order linear Marcus SPDEs	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 ℤmwith two-sided membrane	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	2023-01-04	Paper
Generalized Peano problem with Lévy noise	2022-01-06	Paper
Geodesic random walks, diffusion processes and Brownian motion on Finsler manifolds	2021-11-19	Paper
Moment bounds for dissipative semimartingales with heavy jumps	2021-11-02	Paper
Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails	2021-05-03	Paper
First order convergence of weak Wong--Zakai approximations of L\'evy driven Marcus SDEs	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	2020-02-12	Paper
Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise	2019-11-20	Paper
The first passage problem for stable linear delay equations perturbed by power law Lévy noise	2019-08-06	Paper
Advection-diffusion equation on a half-line with boundary Lévy noise	2019-01-11	Paper
Stochastic resonance with multiplicative heavy-tailed Lévy noise: Optimal tuning on an algebraic time scale	2017-06-20	Paper
Random perturbations of a periodically driven nonlinear oscillator: escape from a resonance zone	2017-05-24	Paper
Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process	2016-12-07	Paper
Directed transport induced by spatially modulated Lévy flights	2016-01-15	Paper
Spectral analysis for a discrete metastable system driven by Lévy flights	2015-11-05	Paper
Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise	2015-06-19	Paper
Non-Standard Skorokhod Convergence of Lévy-Driven Convolution Integrals in Hilbert Spaces	2015-04-24	Paper
Marcus versus Stratonovich for systems with jump noise	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	2014-05-15	Paper
Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes	2014-04-10	Paper
https://portal.mardi4nfdi.de/entity/Q2872512	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	2011-10-11	Paper
First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise	2010-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q3581697	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	2010-03-15	Paper
First exit times for Lévy-driven diffusions with exponentially light jumps	2009-05-27	Paper
Ruin probabilities of small noise jump‐diffusions with heavy tails	2009-02-28	Paper
One-dimensional space-discrete transport subject to Lévy perturbations	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	2008-06-10	Paper
Lévy flights, non-local search and simulated annealing	2007-11-01	Paper
Cooling down Lévy flights	2007-10-31	Paper
Lévy flights: transitions and meta-stability	2006-05-03	Paper
First exit times of SDEs driven by stable Lévy processes	2006-04-28	Paper
https://portal.mardi4nfdi.de/entity/Q5718844	2006-01-16	Paper
The Reduction of Potential Diffusions to Finite State Markov Chains and Stochastic Resonance	2005-02-11	Paper
https://portal.mardi4nfdi.de/entity/Q3154975	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	2004-01-03	Paper
Stochastic resonance in two-state Markov chains	2003-10-15	Paper
On the calculation of probability characteristics of some optimal stopping times	1999-05-24	Paper

Research outcomes over time

Doctoral students

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