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Publications in Math-Net.Ru
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Functional limit theorem for the sums of PSI-processes with random intensities
Mathematics, 10:21 (2022), 3955–17
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On extremes of PSI-processes and Gaussian limits of their normalized independent identical distributed sums
Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 9:2 (2022), 269–277
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On spectral properties of stationary random processes connected by a special random time change
Zap. Nauchn. Sem. POMI, 501 (2021), 315–334
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On some local asymptotic properties of sequences with a random index
Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 7:3 (2020), 453–468
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Tightness of the sums of independent identically distributed pseudo-poissonian processes in the Skorokhod space
Zap. Nauchn. Sem. POMI, 442 (2015), 122–132
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Poissonian subordinators, the Wiener–Ornstein–Uhlenbeck field, and a relation between the Ornstein–Uhlenbeck processes and the Brownian bridges
Zap. Nauchn. Sem. POMI, 384 (2010), 225–237
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Sums of independent Poisson subordinators and their connections with strictly $\alpha$-stable processes of the Ornstein–Uhlenbeck type
Zap. Nauchn. Sem. POMI, 361 (2008), 123–137
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Limit theorems for nonhomogeneous Ornstein–Uhlenbeck process
Zap. Nauchn. Sem. POMI, 339 (2006), 111–134
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Convergence for step line processes under summation of random indicators and models of market pricing
Lobachevskii J. Math., 12 (2003), 11–39
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On random broken lines weakly converging to fractional Ornstein–Uhlenbeck process
Zap. Nauchn. Sem. POMI, 298 (2003), 134–149
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A functional limit theorem for random variables with strong residual dependence
Teor. Veroyatnost. i Primenen., 40:4 (1995), 813–832
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Asymptotical behavior of the variance of sums of random variables with random replacements
Zap. Nauchn. Sem. POMI, 216 (1994), 124–143
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