The following pages link to Dmitrii S. Silvestrov (Q384890):
Displaying 50 items.
- American-type options. Stochastic approximation methods. Volume 1 (Q384891) (← links)
- American-type options. Stochastic approximation methods. Volume 2 (Q384935) (← links)
- (Q876853) (redirect page) (← links)
- Limit theorems for randomly stopped stochastic processes (Q876854) (← links)
- Quasi-stationary phenomena in nonlinearity perturbed stochastic systems. (Q951132) (← links)
- (Q1162055) (redirect page) (← links)
- General limit theorems for sums of controlled random variables with arbitrary state space of the controlling sequence (Q1162056) (← links)
- Ergodic theorems for iterated function systems controlled by regenerative sequences (Q1266764) (← links)
- (Q1323520) (redirect page) (← links)
- Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings (Q1323521) (← links)
- Quasi-stationary distributions of a stochastic metapopulation model (Q1343365) (← links)
- Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems (Q1411874) (← links)
- (Q1694514) (redirect page) (← links)
- Reward algorithms for semi-Markov processes (Q1694515) (← links)
- Limit theorems for mixed max-sum processes with renewal stopping (Q1769414) (← links)
- (Q1814754) (redirect page) (← links)
- Recurrence relations for generalized hitting times for semi-Markov processes (Q1814755) (← links)
- Limit theorems for a nonreturning random walk in a Markov chain (Q1844015) (← links)
- Cramér-Lundberg approximation for nonlinearly perturbed risk processes (Q1974044) (← links)
- Perturbation analysis for stationary distributions of Markov chains with damping component (Q1980761) (← links)
- Perturbed Markov chains with damping component (Q2241517) (← links)
- Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I. (Q2283684) (← links)
- Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. II. (Q2283685) (← links)
- A journey in the world of stochastic processes (Q2329105) (← links)
- Individual ergodic theorems for perturbed alternating regenerative processes (Q2329106) (← links)
- Nonlinearly perturbed birth-death-type models (Q2329117) (← links)
- An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance (Q2475270) (← links)
- Limit of a complex random function (Q2555352) (← links)
- (Q2724699) (← links)
- (Q2726272) (← links)
- (Q2732675) (← links)
- (Q2737034) (← links)
- (Q2740080) (← links)
- (Q2740093) (← links)
- (Q2740097) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- Convergence of option rewards for multivariate price processes (Q2849283) (← links)
- Coupling and Explicit Rate of Convergence in Cramér–Lundberg Approximation for Reinsurance Risk Processes (Q2890084) (← links)
- Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes (Q2974707) (← links)
- (Q3029895) (← links)
- (Q3051189) (← links)
- (Q3077833) (← links)
- Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes (Q3120628) (← links)
- (Q3135022) (← links)
- Upper Bounds for Exponential Moments of Hitting Times for Semi-Markov Processes (Q3155277) (← links)
- A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process (Q3155280) (← links)
- Improved Asymptotics for Ruin Probabilities (Q3193126) (← links)
- Entry Times into Asymptotically Receding Domains for Ergodic Markov Chains (Q3316335) (← links)
- (Q3317856) (← links)
- (Q3319522) (← links)
