The following pages link to Alexei M. Kulik (Q265263):
Displaying 50 items.
- Long time behavior of stochastic hard ball systems (Q265264) (← links)
- (Q340780) (redirect page) (← links)
- Weak approximation rates for integral functionals of Markov processes (Q340781) (← links)
- Accuracy of discrete approximation for integral functionals of Markov processes (Q340801) (← links)
- Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance (Q340816) (← links)
- Large deviation principle for one-dimensional SDEs with discontinuous coefficients (Q340825) (← links)
- Rates of approximation of nonsmooth integral-type functionals of Markov processes (Q341081) (← links)
- A martingale bound for the entropy associated with a trimmed filtration on \(\mathbb{R}^d\) (Q341089) (← links)
- Exact asymptotic for distribution densities of Lévy functionals (Q428523) (← links)
- Brownian motion and parabolic Anderson model in a renormalized Poisson potential (Q441238) (← links)
- (Q486862) (redirect page) (← links)
- LAN property for discretely observed solutions to Lévy driven SDE's (Q486863) (← links)
- Asymptotic and spectral properties of exponentially \(\phi\)-ergodic Markov processes (Q544504) (← links)
- (Q633145) (redirect page) (← links)
- Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure (Q633146) (← links)
- Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential (Q638037) (← links)
- (Q765404) (redirect page) (← links)
- Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise (Q765405) (← links)
- Exponential ergodicity of the solutions to SDE's with a jump noise (Q1004409) (← links)
- (Q1031111) (redirect page) (← links)
- Theory of stochastic processes. With applications to financial mathematics and risk theory (Q1031112) (← links)
- Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise (Q1635962) (← links)
- Generalized couplings and convergence of transition probabilities (Q1647931) (← links)
- On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise (Q1713464) (← links)
- On regularization by a small noise of multidimensional odes with non-Lipschitz coefficients (Q2026651) (← links)
- Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes (Q2104027) (← links)
- Generalized couplings and ergodic rates for SPDEs and other Markov models (Q2180376) (← links)
- Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach (Q2212616) (← links)
- Parameter estimation for non-stationary Fisher-Snedecor diffusion (Q2218835) (← links)
- Moment bounds for dissipative semimartingales with heavy jumps (Q2238891) (← links)
- Approximation in law of locally \(\alpha \)-stable Lévy-type processes by non-linear regressions (Q2274202) (← links)
- Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise (Q2337826) (← links)
- Malliavin calculus approach to statistical inference for Lévy driven SDE's (Q2340302) (← links)
- Lift zonoid and barycentric representation on a Banach space with a cylinder measure (Q2393671) (← links)
- Ergodic behavior of Markov processes. With applications to limit theorems (Q2401704) (← links)
- Ergodicity and mixing bounds for the Fisher-Snedecor diffusion (Q2435244) (← links)
- Parametrix construction for certain Lévy-type processes (Q2516017) (← links)
- Small time chaos approximations for heat kernels of multidimensional diffusions (Q2684440) (← links)
- (Q2722153) (← links)
- (Q2777845) (← links)
- Construction of a Lévy-type process by means of the parametrix method (Q2818895) (← links)
- Extended Poisson equation for weakly ergodic Markov processes (Q2849272) (← links)
- Intrinsic small time estimates for distribution densities of Lévy processes (Q2873156) (← links)
- Poincare inequality and exponential integrability of the hitting times of a Markov process (Q2896756) (← links)
- (Q2907066) (← links)
- Diffusion approximation of systems with weakly ergodic Markov perturbations. I (Q2923379) (← links)
- Diffusion approximation of systems with weakly ergodic Markov perturbations. II (Q2923395) (← links)
- Lift zonoid order and functional inequalities (Q2944755) (← links)
- Asymptotic Behaviour of the Distribution Density of the Fractional Lévy Motion (Q2946092) (← links)
- (Q2968569) (← links)
