Publications in Math-Net.Ru
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On the maximum of a Gaussian process with unique maximum point of its variance
Fundam. Prikl. Mat., 23:1 (2020), 161–174
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Ruin probability for a Gaussian process with variance attaining its maximum on discrete sets
Fundam. Prikl. Mat., 22:3 (2018), 83–90
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Limit theorem for the moment of ruin for integrated Gaussian stationary process with power function as profit
Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2011, no. 4, 3–11
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Numerical simulation of nucleation and migration voids in interconnects of electrical circuits
Matem. Mod., 19:10 (2007), 29–43
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Excursions of a Gaussian process with variable variance above a barrier increasing to infinity
Mat. Zametki, 80:3 (2006), 386–394
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On the ruin problem with power losses for a Gaussian stationary process
Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2005, no. 6, 23–29
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The ruin problem for the stationary Gaussian process
Teor. Veroyatnost. i Primenen., 49:1 (2004), 171–178
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