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Karnaukh Ievgen Volodymyrovych
Publications in Math-Net.Ru
Exit problems for Kou's process in a Markovian environment
Theory Stoch. Process.
,
25(41)
:2 (2020),
37–60
Distribution of some functionals for a Lévy process with matrix-exponential jumps of the same sign
Theory Stoch. Process.
,
19(35)
:1 (2014),
26–36
The unified form of Pollaczek–Khinchine formula for Lévy processes with matrix-exponential negative jumps
Theory Stoch. Process.
,
18(34)
:2 (2012),
15–23
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Steklov Math. Inst. of RAS
, 2024