Gusak Dmytro V

Publications in Math-Net.Ru

1. The unified form of Pollaczek–Khinchine formula for Lévy processes with matrix-exponential negative jumps
   
   Theory Stoch. Process., 18(34):2 (2012),  15–23
2. On some generalizations of the Pollachek–Khinchine formula
   
   Theory Stoch. Process., 16(32):1 (2010),  49–56
3. On some characteristics of the claim surplus process
   
   Theory Stoch. Process., 14(30):1 (2008),  49–59
4. The distribution of the sojourn time of the homogeneous process with independent increments above an arbitrary level
   
   Teor. Veroyatnost. i Primenen., 28:3 (1983),  478–488
5. On the joint distribution of a process with stationary increments and its maximum
   
   Teor. Veroyatnost. i Primenen., 14:3 (1969),  421–430
6. On the joint distribution of the first overshoot time and the overshoot value for homogeneous processes with independent increments
   
   Teor. Veroyatnost. i Primenen., 14:1 (1969),  15–23
7. On the first passage time of a given level for processes with independent increments
   
   Teor. Veroyatnost. i Primenen., 13:3 (1968),  471–478