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Publications in Math-Net.Ru
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On unattainability of infinity boundary of domain for a diffusion semi-Markov process with stop
Zap. Nauchn. Sem. POMI, 525 (2023), 150–160
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Distribution density of the first exit point of a two-dimensional diffusion process from a circle neighborhood of its initial point: the inhomogeneous case
Teor. Veroyatnost. i Primenen., 67:2 (2022), 247–263
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Time distribution from zero up to beginning of the final stop of semi-Markov diffusion process on interval with unattainable boundaries
Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 9:3 (2022), 517–526
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On the limit distribution function for meanings of a diffusion semi-Markov process on interval with unattainable boundaries
Zap. Nauchn. Sem. POMI, 505 (2021), 312–323
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On a sufficient condition for a diffusion process will nether reach boundaries of some interval
Zap. Nauchn. Sem. POMI, 495 (2020), 291–304
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On distribution density of the first exit point of a diffusion process with break from a small circle neighborhood of its initial point
Zap. Nauchn. Sem. POMI, 486 (2019), 286–302
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Efficiency of a two-channel system with restructuring and insurance
Avtomat. i Telemekh., 2018, no. 4, 46–64
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On the integral of diffusion process on an interval with unattainable edges boundaries: semi-Markov approach
Zap. Nauchn. Sem. POMI, 474 (2018), 233–240
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On unattainable boundaries of a diffusion process range of values: semi-Markov approach
Zap. Nauchn. Sem. POMI, 466 (2017), 313–330
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On integral of a semi-Markov diffusion process
Zap. Nauchn. Sem. POMI, 454 (2016), 276–291
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Final distribution of diffusion process: semi-Markov approach
Teor. Veroyatnost. i Primenen., 60:3 (2015), 506–524
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On interval of faultless work for a system of two independent alternating renewal processes
Zap. Nauchn. Sem. POMI, 442 (2015), 143–165
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Final distribution of a diffusion process with a final stop
Zap. Nauchn. Sem. POMI, 431 (2014), 209–241
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Preserving of Markovness whilst delayed reflection
Zap. Nauchn. Sem. POMI, 420 (2013), 157–174
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Non-decreasing continuous semi-Markov processes: asymptotics and asymmetry
Zap. Nauchn. Sem. POMI, 412 (2013), 227–236
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On movement of Brownian particles along a delaying screen
Zap. Nauchn. Sem. POMI, 396 (2011), 175–194
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On delay and asymmetry points of one-dimensional semi-Markov diffusion processes
Zap. Nauchn. Sem. POMI, 384 (2010), 291–309
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On Markov diffusion processes with delayed reflection from interval's boundary
Zap. Nauchn. Sem. POMI, 368 (2009), 243–267
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Optimal local first exit time
Zap. Nauchn. Sem. POMI, 361 (2008), 83–108
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Diffusion processes with delay on ends of a segment
Zap. Nauchn. Sem. POMI, 351 (2007), 284–297
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Stochastic integral in case of infinite expectation
of the first exit time
Zap. Nauchn. Sem. POMI, 341 (2007), 197–219
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Optimal time substitution in a control process
Avtomat. i Telemekh., 2005, no. 8, 64–83
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Stochastic integral with respect to a semi-Markov process of diffusion type
Zap. Nauchn. Sem. POMI, 328 (2005), 251–276
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Inverse process with independent positive increments: finite-dimensional distributions
Zap. Nauchn. Sem. POMI, 311 (2004), 286–297
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Choosing the Instant of Insurance Commencement
Avtomat. i Telemekh., 2003, no. 7, 134–142
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Characteristic operator of a diffusion process
Zap. Nauchn. Sem. POMI, 298 (2003), 226–251
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Absolute continuity of measures in the class of semi-Markov processes of diffusion type
Zap. Nauchn. Sem. POMI, 294 (2002), 216–244
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Ergodicity conditions and stationary distributions of a continuous semi-Markov process
Zap. Nauchn. Sem. POMI, 278 (2001), 285–309
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Semi-Markov processes for finding a maximum
Avtomat. i Telemekh., 2000, no. 9, 97–111
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On the distribution density of the first exit point of a diffusion process form a small neighborhood of its initial position
Teor. Veroyatnost. i Primenen., 45:3 (2000), 536–554
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Asymptotics for curve with the density given in zero, of a point of the first exit for Wiener process
Zap. Nauchn. Sem. POMI, 260 (1999), 290–297
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An optimal service regime for a system with an observable failure hazard
Avtomat. i Telemekh., 1998, no. 4, 117–134
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Inverse first exit problem for Wiener process
Zap. Nauchn. Sem. POMI, 244 (1997), 302–314
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Overlapping Series
Avtomat. i Telemekh., 1996, no. 1, 171–174
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Uniformly distributed hitting position for two-dimensional anisotropic diffusion process: the limit normed curve
Zap. Nauchn. Sem. POMI, 228 (1996), 333–348
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Random curvilinear integrals and their application
Teor. Veroyatnost. i Primenen., 35:1 (1990), 118–130
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Characteristic operator and curve integral for semi-Markov process
Zap. Nauchn. Sem. LOMI, 177 (1989), 170–180
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Statistics of the weighted Voronoi partition with the Poisson field of centers: Estimation of the volume content
Zap. Nauchn. Sem. LOMI, 166 (1988), 167–178
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A weighted tessellation of Voronoi with Poisson fields of centroids
Zap. Nauchn. Sem. LOMI, 153 (1986), 160–172
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Distribution of traversal time relative to sequences of states in a semi-Markov process
Zap. Nauchn. Sem. LOMI, 142 (1985), 167–173
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Representation of a semi-Marcov process as a time changed Markov process
Teor. Veroyatnost. i Primenen., 28:4 (1983), 653–667
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Transition functions of a continuous semi-Markov process on the line
Zap. Nauchn. Sem. LOMI, 130 (1983), 190–205
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Outleading sequences and continuous semi-Markov processes on the line.
Zap. Nauchn. Sem. LOMI, 119 (1982), 230–236
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A criterion of the Markov property for continuous semi-Markov processes
Teor. Veroyatnost. i Primenen., 25:3 (1980), 535–548
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Additive functionals and a time change which preserves the semi-Markov property of a process
Zap. Nauchn. Sem. LOMI, 97 (1980), 203–216
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Construction of a Markov, space homogeneous, non-death process from hitting distributions
Zap. Nauchn. Sem. LOMI, 85 (1979), 207–224
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Property of “correct exit” and one limit theorem for semi-Markov processes
Zap. Nauchn. Sem. LOMI, 72 (1977), 186–201
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On the convergence of semi-Markov walks to a continuous semi-Markov process
Teor. Veroyatnost. i Primenen., 21:3 (1976), 497–511
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On connection between random curves, changes of time and regenerative times of random processes
Zap. Nauchn. Sem. LOMI, 55 (1976), 128–164
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The random processes with semi-Markov chains of hitting times
Zap. Nauchn. Sem. LOMI, 41 (1974), 139–164
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On the set of the regeneration times of random processes
Zap. Nauchn. Sem. LOMI, 41 (1974), 133–138
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Point processes with a conditionally independent and uniform distribution of points on intervals
Zap. Nauchn. Sem. LOMI, 29 (1972), 38–41
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Random change of time, and continuous semi-Markov processes
Zap. Nauchn. Sem. LOMI, 29 (1972), 30–37
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Representation of a random process by first occurrence flows
Dokl. Akad. Nauk SSSR, 196:2 (1971), 312–315
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Time of the first departure from an interval for a continuous homogeneous random walk on a line
Mat. Zametki, 9:6 (1971), 713–721
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О номерах поколений в ветвящемся процессе с произвольным множеством типов частиц
Teor. Veroyatnost. i Primenen., 14:3 (1969), 452–467
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On numbers of particle generations for branching processes with overlapping generations
Teor. Veroyatnost. i Primenen., 14:1 (1969), 44–50
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Characterization of random functions by random inverse images
Zap. Nauchn. Sem. LOMI, 12 (1969), 165–196
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On properties of branching processes with an arbitrary set of types of particles
Teor. Veroyatnost. i Primenen., 13:1 (1968), 82–95
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On an algorithm for stochastic search for a maximum in a deterministic field
Trudy Mat. Inst. Steklov., 79 (1965), 71–75
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Efficiency of two-channel system with reorganizations and guarantees
Avtomat. i Telemekh., 0
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