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Kobel'kov Sergei Georgievich

Publications in Math-Net.Ru

  1. On the maximum of a Gaussian process with unique maximum point of its variance

    Fundam. Prikl. Mat., 23:1 (2020),  161–174
  2. Ruin probability for a Gaussian process with variance attaining its maximum on discrete sets

    Fundam. Prikl. Mat., 22:3 (2018),  83–90
  3. 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
  4. Numerical simulation of nucleation and migration voids in interconnects of electrical circuits

    Matem. Mod., 19:10 (2007),  29–43
  5. Excursions of a Gaussian process with variable variance above a barrier increasing to infinity

    Mat. Zametki, 80:3 (2006),  386–394
  6. On the ruin problem with power losses for a Gaussian stationary process

    Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2005, no. 6,  23–29
  7. The ruin problem for the stationary Gaussian process

    Teor. Veroyatnost. i Primenen., 49:1 (2004),  171–178


© Steklov Math. Inst. of RAS, 2024