Smorodina Natal'ya Vasil'evna

Publications in Math-Net.Ru

1. On Some Properties of the Fractional Derivative of the Brownian Local Time
   
   Trudy Mat. Inst. Steklova, 324 (2024),  109–123
2. One remark to the Itô formula
   
   Teor. Veroyatnost. i Primenen., 69:2 (2024),  285–304
3. Limit theorem for non homogeneous by space random walks with branching of particles
   
   Zap. Nauchn. Sem. POMI, 535 (2024),  237–254
4. Resolvent stochastic processes
   
   Algebra i Analiz, 35:1 (2023),  192–203
5. On one limit theorem for branching random walks
   
   Teor. Veroyatnost. i Primenen., 68:4 (2023),  779–795
6. On a family of random operators
   
   Teor. Veroyatnost. i Primenen., 68:3 (2023),  544–564
7. On one limit theorem for branching random walks with a finite number of particle types
   
   Zap. Nauchn. Sem. POMI, 526 (2023),  172–192
8. Martingale method for studying branching random walks
   
   Uspekhi Mat. Nauk, 77:5(467) (2022),  193–194
9. Reflecting Lévy processes and associated families of linear operators. II
   
   Teor. Veroyatnost. i Primenen., 67:1 (2022),  23–36
10. On the properties of a class of random operators
    
    Zap. Nauchn. Sem. POMI, 510 (2022),  143–164
11. On a family of complex-valued stochastic processes
    
    Dokl. RAN. Math. Inf. Proc. Upr., 501 (2021),  38–41
12. Approximation of a Wiener process local time by functionals of random walks
    
    Teor. Veroyatnost. i Primenen., 66:1 (2021),  73–93
13. A limit theorem for regime-switching diffusion processes
    
    Zap. Nauchn. Sem. POMI, 495 (2020),  267–276
14. Reflecting Lévy processes and associated families of linear operators
    
    Teor. Veroyatnost. i Primenen., 64:3 (2019),  417–441
15. Approximation of the evolution operator by expectations of functionals of sums of independent random variables
    
    Teor. Veroyatnost. i Primenen., 64:1 (2019),  17–35
16. An extension of local time
    
    Zap. Nauchn. Sem. POMI, 486 (2019),  148–157
17. Probabilistic Approximation of the Evolution Operator
    
    Funktsional. Anal. i Prilozhen., 52:2 (2018),  25–39
18. Initial-boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. II
    
    Teor. Veroyatnost. i Primenen., 62:3 (2017),  446–467
19. A probabilistic approximation of the evolution operator $\exp(t(S\nabla,\nabla))$ with a complex matrix $S$
    
    Zap. Nauchn. Sem. POMI, 466 (2017),  134–144
20. Initial-boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. I
    
    Teor. Veroyatnost. i Primenen., 61:4 (2016),  733–752
21. Analytic diffusion processes: definition, properties, limit theorems
    
    Teor. Veroyatnost. i Primenen., 61:2 (2016),  300–326
22. On a limit theorem related to probabilistic representation of the Cauchy problem solution for the Schrödinger equation
    
    Zap. Nauchn. Sem. POMI, 454 (2016),  158–175
23. Limit theorems on convergence of expectations of functionals of sums of independent random variables to solutions of initial boundary value problems
    
    Teor. Veroyatnost. i Primenen., 59:2 (2014),  233–251
24. On a probabilistic method of solving a one-dimensional initial-boundary value problem
    
    Teor. Veroyatnost. i Primenen., 58:2 (2013),  255–281
25. A limit theorem on convergence of random walk functionals to a solution of the Cauchy problem for the equation $\frac{\partial u}{\partial t}=\frac{\sigma^2}2\,\Delta u$ with complex $\sigma$
    
    Zap. Nauchn. Sem. POMI, 420 (2013),  88–102
26. The probabilistic approach to the solution of the string wave equation
    
    Zap. Nauchn. Sem. POMI, 408 (2012),  289–302
27. Nonsingular transformations of the symmetric Lévy processes
    
    Zap. Nauchn. Sem. POMI, 408 (2012),  102–114
28. A probabilistic approximation of the Cauchy problem solution of some evolution equations
    
    Zap. Nauchn. Sem. POMI, 396 (2011),  111–143
29. Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem
    
    Theory Stoch. Process., 16(32):1 (2010),  94–102
30. The probabilistic representation of the decisions of a class of evolution equations
    
    Zap. Nauchn. Sem. POMI, 384 (2010),  238–266
31. The theorems about stochastic integral distributions convergence to signed measures and the local limit theorems for large deviations
    
    Zap. Nauchn. Sem. POMI, 368 (2009),  201–228
32. The measure preserving and nonsingular transformations of the jump Lévy processes
    
    Theory Stoch. Process., 14(30):1 (2008),  144–154
33. Lévy–Khinchin representation of a class of signed measures
    
    Zap. Nauchn. Sem. POMI, 361 (2008),  145–166
34. The measure preserving transformations of the multidimensional stable Lévy processes
    
    Zap. Nauchn. Sem. POMI, 351 (2007),  242–252
35. The measure preserving and nonsingular transformations of the jump Lévy processes
    
    Zap. Nauchn. Sem. POMI, 341 (2007),  174–188
36. The invariant and quasi-invariant transformations of the stable processes with independent increments
    
    Zap. Nauchn. Sem. POMI, 339 (2006),  135–150
37. The multiple stochastic integrals and “nonpoissonian” transformations of the gamma measure
    
    Zap. Nauchn. Sem. POMI, 328 (2005),  191–220
38. Asymptotic expansion of the distribution of a homogeneous functional of a strictly stable random vector. II
    
    Teor. Veroyatnost. i Primenen., 44:2 (1999),  458–465
39. An asymptotic expansion of the distribution of a homogeneous functional of a strictly stable vector
    
    Teor. Veroyatnost. i Primenen., 41:1 (1996),  133–163
40. The Gauss–Ostrogradskiĭ formula for a configuration space
    
    Teor. Veroyatnost. i Primenen., 35:4 (1990),  727–739
41. Distribution of the Norm of an Stable Vector
    
    Teor. Veroyatnost. i Primenen., 34:2 (1989),  304–313
42. Differential Calculus in the Space of Configurations and Stable Measures. I
    
    Teor. Veroyatnost. i Primenen., 33:3 (1988),  522–534
43. Differential calculus on measurable spaces and smoothness conditions for densities of distributions of random variables
    
    Dokl. Akad. Nauk SSSR, 292:5 (1987),  1053–1057
44. Conditions of smoothness of density for $L_p$-norm distribution of Gaussian random vector
    
    Zap. Nauchn. Sem. LOMI, 158 (1987),  161–166
45. Local invariance principle for the processes linearly generated by independent random variables
    
    Teor. Veroyatnost. i Primenen., 29:4 (1984),  680–691
46. Local limit theorems for functions of random fields
    
    Zap. Nauchn. Sem. LOMI, 136 (1984),  168–182
47. The absolute continuity of distributions of functionals of diffusion processes
    
    Uspekhi Mat. Nauk, 37:6(228) (1982),  185–192


48. In memory of A. M. Vershik (28.12.1933 – 14.02.2024)
    
    Teor. Veroyatnost. i Primenen., 69:2 (2024),  417–422
49. To the anniversary of the professor Yana Isaevna Belopolskaya
    
    Zap. Nauchn. Sem. POMI, 526 (2023),  5–16