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Dmytro Gusak - MaRDI portal

Dmytro Gusak

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Person:1031110

Available identifiers

zbMath Open gusak.dmytro-vMaRDI QIDQ1031110

List of research outcomes





PublicationDate of PublicationType
On the lack of memory for distributions of overshoot functionals in the case of upper almost semicontinuous processes defined on a Markov chain2020-03-03Paper
On the distribution of functionals of the subordinator2014-10-15Paper
The unified form of Pollaczek--Khinchine formula for L\'evy processes with matrix-exponential negative jumps2014-02-17Paper
A simplified version of Spitzer’s formula for semicontinuous and almost semicontinuous processes2013-09-17Paper
Conditions for balance between survival and ruin2013-02-01Paper
https://portal.mardi4nfdi.de/entity/Q48996522013-01-08Paper
https://portal.mardi4nfdi.de/entity/Q48996712013-01-08Paper
Sojourn time of almost semicontinuous integral-valued processes in a fixed state2012-11-23Paper
https://portal.mardi4nfdi.de/entity/Q28976132012-07-16Paper
https://portal.mardi4nfdi.de/entity/Q28807882012-04-17Paper
The cumulant representation of the Lundberg root in the case of semicontinuous processes2012-02-19Paper
https://portal.mardi4nfdi.de/entity/Q31145592012-02-19Paper
Prelimit and limit generalizations of the Pollaczek–Khinchin formula2011-04-06Paper
https://portal.mardi4nfdi.de/entity/Q30778652011-02-22Paper
Theory of stochastic processes. With applications to financial mathematics and risk theory2009-10-29Paper
https://portal.mardi4nfdi.de/entity/Q53249032009-08-08Paper
Behavior of classical risk processes after ruin and a multivariate ruin function2009-02-28Paper
Behavior of risk processes with random premiums after ruin and a multivariate ruin function2009-02-28Paper
https://portal.mardi4nfdi.de/entity/Q54306342007-12-16Paper
Matrix factorization identity for almost semi-continuous processes on a Markov chain2007-12-16Paper
On the exit from a finite interval for the risk processes with stochastic premiums2007-12-16Paper
https://portal.mardi4nfdi.de/entity/Q52957092007-07-31Paper
https://portal.mardi4nfdi.de/entity/Q34410402007-05-29Paper
https://portal.mardi4nfdi.de/entity/Q54884232006-09-19Paper
On the Exit of One Class of Random Walks from an Interval2006-07-20Paper
https://portal.mardi4nfdi.de/entity/Q46771702005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q48282562004-11-24Paper
https://portal.mardi4nfdi.de/entity/Q44162162003-08-07Paper
https://portal.mardi4nfdi.de/entity/Q47978652003-03-09Paper
https://portal.mardi4nfdi.de/entity/Q45388052002-07-03Paper
https://portal.mardi4nfdi.de/entity/Q27715202002-02-17Paper
https://portal.mardi4nfdi.de/entity/Q27400682001-09-16Paper
Ruin problem for an inhomogeneous semicontinuous integer-valued process2001-07-11Paper
https://portal.mardi4nfdi.de/entity/Q27221322001-07-11Paper
https://portal.mardi4nfdi.de/entity/Q27221342001-07-11Paper
https://portal.mardi4nfdi.de/entity/Q45185492000-12-01Paper
https://portal.mardi4nfdi.de/entity/Q45187232000-12-01Paper
https://portal.mardi4nfdi.de/entity/Q45081212000-11-09Paper
https://portal.mardi4nfdi.de/entity/Q45123282000-11-01Paper
Basic identities for additive continuously distributed sequences2000-08-16Paper
https://portal.mardi4nfdi.de/entity/Q49403472000-03-02Paper
On crossing of a level by processes defined by sums of a random number of terms2000-03-02Paper
https://portal.mardi4nfdi.de/entity/Q49399542000-03-01Paper
Localization of the spectrum and representation of solutions of linear dynamical systems1999-12-19Paper
https://portal.mardi4nfdi.de/entity/Q42588111999-09-14Paper
https://portal.mardi4nfdi.de/entity/Q42551731999-08-10Paper
https://portal.mardi4nfdi.de/entity/Q38399561998-08-10Paper
https://portal.mardi4nfdi.de/entity/Q43962641998-06-14Paper
On extrema of integer-valued processes, defined by sums of a random number of addenda1995-08-09Paper
https://portal.mardi4nfdi.de/entity/Q42839501994-04-17Paper
https://portal.mardi4nfdi.de/entity/Q39981011993-01-23Paper
Oscillating processes with independent increments and nondegenerate Wiener component1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32003381990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31971021989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31986471989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34729431988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38229511988-01-01Paper
Lattice semicontinuous Poisson processes on Markov chains1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37888411987-01-01Paper
Ergodic distribution of an oscillating process with independent increments1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30280291986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37159911985-01-01Paper
Distribution of the Sojourn Time of a Homogeneous Process with Independent Increments over an Arbitrary Level1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33470581984-01-01Paper
How often is the sum of independent random variables larger than a given number?1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33265661983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36677231983-01-01Paper
How often is the sum of independent random variables larger than a given number?1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36571441982-01-01Paper
Intersection of a level by a homogeneous process with independent increments and a nondegenerate Wiener component1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39022821981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39389791981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39389961981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38767561980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39469041980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38513871979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38716861979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42009501979-01-01Paper
The time spent above a fixed level by a class of controlled random processes1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38978011978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41660061978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41660071978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41840221977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41942451977-01-01Paper
Asymptotic method for probability problems1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41132051976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41185411976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41186351976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41363001976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41486071976-01-01Paper
Distribution of the exit time and value for homogeneous processes with independent increments given on a finite Markov chain1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40804751975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40568021974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47752691974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56768801973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47663211973-01-01Paper
A class of processes with independent increments on a finite Markov chain1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40544771972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56304261971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56333921971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56434061971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56114661970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56609801970-01-01Paper
On the Joint Distribution of a Process with Stationary Increments and Its Maximum1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55561281969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55980261969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55987571969-01-01Paper
On the Joint Distribution of the First Exit Time and Exit Value for Homogeneous Processes With Independent Increments1969-01-01Paper
On the First Passage Time Across a Given Level for Processes with Independent Increments1968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56491911968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55501731968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55575241966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55868341966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55416241965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53346561964-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56491921963-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55301611963-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57312211962-01-01Paper

Research outcomes over time

This page was built for person: Dmytro Gusak