| Publication | Date of Publication | Type |
|---|
On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching
| 2024-10-31 | Paper |
On extension of the Markov chain approximation method for computing Feynman-Kac type expectations
| 2024-10-31 | Paper |
On Markov chain approximations for computing boundary crossing probabilities of diffusion processes
Journal of Applied Probability | 2024-01-12 | Paper |
Elements of stochastic modelling
| 2023-11-08 | Paper |
Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes
Insurance Mathematics \& Economics | 2023-04-20 | Paper |
On ruin probabilities in the presence of risky investments and random switching
| 2023-02-22 | Paper |
On extension of the Markov chain approximation method for computing Feynman--Kac type expectations
| 2023-02-22 | Paper |
A note on recovering the Brownian motion component from a Lévy process
Electronic Communications in Probability | 2022-09-26 | Paper |
A note on recovering the Brownian motion component from a Levy process
| 2022-03-04 | Paper |
Parisian ruin with random deficit-dependent delays for spectrally negative L\'evy processes
| 2021-11-04 | Paper |
Gaussian process approximations for multicolor Pólya urn models
Journal of Applied Probability | 2021-03-03 | Paper |
The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem
Advances in Applied Probability | 2019-12-09 | Paper |
The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case
| 2019-07-02 | Paper |
On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter
Electronic Communications in Probability | 2018-10-24 | Paper |
New and refined bounds for expected maxima of fractional Brownian motion
Statistics \& Probability Letters | 2018-06-14 | Paper |
Approximating the equilibrium quantity traded and welfare in large markets
Stochastic Models | 2018-02-02 | Paper |
Bounds for expected maxima of Gaussian processes and their discrete approximations
Stochastics | 2017-04-11 | Paper |
A refined version of the integro-local Stone theorem
Statistics \& Probability Letters | 2017-02-21 | Paper |
On explicit form of the stationary distributions for a class of bounded Markov chains
Journal of Applied Probability | 2016-04-29 | Paper |
Approximating welfare in large efficient markets
| 2016-01-14 | Paper |
On approximation rates for boundary crossing probabilities for the multivariate Brownian motion process
| 2015-03-10 | Paper |
Blackwell-type theorems for weighted renewal functions
Siberian Mathematical Journal | 2014-12-17 | Paper |
On stationary distributions of stochastic neural networks
Journal of Applied Probability | 2014-10-15 | Paper |
On the asymptotic behavior of a dynamic version of the Neyman contagious point process
Stochastic Models | 2014-09-25 | Paper |
First passage densities and boundary crossing probabilities for diffusion processes
Methodology and Computing in Applied Probability | 2014-08-15 | Paper |
Elements of stochastic modelling
| 2014-07-10 | Paper |
Ornstein-Uhlenbeck type processes with heavy distribution tails
Theory of Probability and its Applications | 2013-11-22 | Paper |
An extension of the concept of slowly varying function with applications to large deviation limit theorems
Springer Proceedings in Mathematics & Statistics | 2013-07-08 | Paper |
Jump-diffusion modeling in emission markets
Stochastic Models | 2013-02-11 | Paper |
The uniform law for sojourn measures of random fields
Statistics \& Probability Letters | 2012-09-18 | Paper |
On Rice's formula for stationary multivariate piecewise smooth processes
Journal of Applied Probability | 2012-07-08 | Paper |
scientific article; zbMATH DE number 6007956 (Why is no real title available?)
| 2012-02-20 | Paper |
On the distribution of the Brownian motion process on its way to hitting zero
Electronic Communications in Probability | 2011-09-09 | Paper |
Continuity theorems in boundary crossing problems for diffusion processes
Contemporary Quantitative Finance | 2011-05-31 | Paper |
On limiting cluster size distributions for processes of exceedances for stationary sequences
Statistics \& Probability Letters | 2010-12-20 | Paper |
Trees with product-form random weights
| 2010-07-05 | Paper |
On boundary crossing probabilities for diffusion processes
Stochastic Processes and their Applications | 2010-03-01 | Paper |
On the expectations of maxima of sets of independent random variables
Statistics \& Probability Letters | 2009-11-18 | Paper |
On level crossings for a general class of piecewise-deterministic Markov processes
Advances in Applied Probability | 2008-11-13 | Paper |
Asymptotic Analysis of Random Walks
| 2008-09-30 | Paper |
On exit times of Levy-driven Ornstein-Uhlenbeck processes
Statistics \& Probability Letters | 2008-09-17 | Paper |
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
Insurance Mathematics \& Economics | 2008-06-25 | Paper |
On spatial thinning-replacement processes based on Voronoi cells
Advances in Applied Probability | 2007-09-03 | Paper |
Simulation studies of some Voronoi point processes
Acta Applicandae Mathematicae | 2007-07-19 | Paper |
On the asymptotic behaviour of random recursive trees in random environments
Advances in Applied Probability | 2007-01-31 | Paper |
On Probabilities of Large Deviations for Random Walks. II. Regular Exponentially Decaying Distributions
Theory of Probability & Its Applications | 2005-10-28 | Paper |
Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process
Journal of Applied Probability | 2005-08-25 | Paper |
On the asymptotic behaviour of a simple growing point process model
Statistics \& Probability Letters | 2005-06-01 | Paper |
On pair and tuple formation under independent Poisson or renewal arrival processes
Journal of Applied Probability | 2005-04-04 | Paper |
Probabilities of large deviations for random walks with regular distribution of jumps.
Doklady Mathematics | 2004-06-15 | Paper |
Random step functions model for interest rates
Finance and Stochastics | 2004-03-16 | Paper |
A Note on Diffusion-Type Approximation to Branching Processes in Random Environments
Theory of Probability & Its Applications | 2004-01-21 | Paper |
On a new approach to calculating expectations for option pricing
Journal of Applied Probability | 2003-07-27 | Paper |
scientific article; zbMATH DE number 1907190 (Why is no real title available?)
| 2003-05-07 | Paper |
Kendall's identity for the first crossing time revisited
Electronic Communications in Probability | 2003-02-25 | Paper |
On Probabilities of Large Deviations for Random Walks. I. Regularly Varying Distribution Tails
Theory of Probability & Its Applications | 2002-09-18 | Paper |
On a piece-wise deterministic Markov process model
Statistics \& Probability Letters | 2002-09-15 | Paper |
Estimates for the Syracuse problem via a probabilistic model
Theory of Probability and its Applications | 2001-10-22 | Paper |
Explicit formulae for stationary distributions of stress release processes
Journal of Applied Probability | 2001-08-30 | Paper |
A bound for the distribution of a stopping time for a stochastic system
Siberian Mathematical Journal | 2001-04-09 | Paper |
On records and related processes for sequences with trends
Journal of Applied Probability | 2001-03-07 | Paper |
Reduced critical branching processes in random environment
Stochastic Processes and their Applications | 2000-03-01 | Paper |
Распространение хаоса в сетях обслуживания
Teoriya Veroyatnostei i ee Primeneniya | 1999-01-21 | Paper |
On random walks with jumps scaled by cumulative sums of random variables
Statistics \& Probability Letters | 1997-12-17 | Paper |
On distribution tails and expectations of maxima in critical branching processes
Journal of Applied Probability | 1997-08-13 | Paper |
On asymptotic behavior of weighted sample quantiles
Mathematical Methods of Statistics | 1997-04-09 | Paper |
On improvements of the order of approximation in the Poisson limit theorem
Journal of Applied Probability | 1996-12-02 | Paper |
Pseudo-Poisson approximation for Markov chains
Stochastic Processes and their Applications | 1996-07-01 | Paper |
On crossing times for multidimensional walks with skip-free components
Journal of Applied Probability | 1996-03-18 | Paper |
Распространение хаоса в сетях обслуживания
Teoriya Veroyatnostei i ee Primeneniya | 1996-02-21 | Paper |
scientific article; zbMATH DE number 1069526 (Why is no real title available?)
| 1996-01-01 | Paper |
scientific article; zbMATH DE number 721870 (Why is no real title available?)
| 1995-06-18 | Paper |
On record indices and record times
Journal of Statistical Planning and Inference | 1995-05-23 | Paper |
On simulation of random vectors by given densities in regions and on their boundaries
Journal of Applied Probability | 1995-01-15 | Paper |
scientific article; zbMATH DE number 664895 (Why is no real title available?)
| 1994-10-23 | Paper |
Stochastic search algorithm with an application to multidimensional integration
Annales Academiae Scientiarum Fennicae Series A I Mathematica | 1994-03-07 | Paper |
On a New Variant of the Monte Carlo Method
Theory of Probability & Its Applications | 1993-09-21 | Paper |
Approximation of branching processes and random fields
Siberian Mathematical Journal | 1993-09-21 | Paper |
scientific article; zbMATH DE number 27015 (Why is no real title available?)
| 1992-06-27 | Paper |
On the Convergence of Projections of Uniform Distributions on Balls
Theory of Probability & Its Applications | 1992-06-25 | Paper |
scientific article; zbMATH DE number 11490 (Why is no real title available?)
| 1992-06-25 | Paper |
A Functional Form of the Erdos-Renyi Law of Large Numbers
Theory of Probability & Its Applications | 1992-06-25 | Paper |
scientific article; zbMATH DE number 4182500 (Why is no real title available?)
| 1990-01-01 | Paper |
scientific article; zbMATH DE number 4182505 (Why is no real title available?)
| 1990-01-01 | Paper |
Refinement of Poisson Approximation
Theory of Probability & Its Applications | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4064150 (Why is no real title available?)
| 1988-01-01 | Paper |
A Method of Proving Limit Theorems for Branching Processes
Theory of Probability & Its Applications | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4036867 (Why is no real title available?)
| 1988-01-01 | Paper |
On the Convergence of Branching Processes to a Diffusion Process
Theory of Probability & Its Applications | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3913409 (Why is no real title available?)
| 1985-01-01 | Paper |
A note on a limit theorem for differentiable mappings
The Annals of Probability | 1985-01-01 | Paper |
A Note on the Convergence Speed in Stability Theorems
Theory of Probability & Its Applications | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3846570 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3782110 (Why is no real title available?)
| 1982-01-01 | Paper |
On the Rate of Convergence in the Invariance Principle for Generalized Renewal Processes
Theory of Probability & Its Applications | 1982-01-01 | Paper |
Rate of Convergence in a Boundary Problem
Theory of Probability & Its Applications | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3766775 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3782150 (Why is no real title available?)
| 1982-01-01 | Paper |
Stability Theorems and Estimates of the Rate of Convergence of the Components of Factorizations for Walks Defined on Markov Chains
Theory of Probability & Its Applications | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3688449 (Why is no real title available?)
| 1980-01-01 | Paper |
The G\^ateaux derivative of the curvilinear boundary crossing probability of a diffusion process
| N/A | Paper |
