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Publications in Math-Net.Ru
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On higher order moments and rates of convergence for SDEs with switching
Mosc. Math. J., 24:1 (2024), 107–124
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On strong law of large numbers for pairwise independent random variables
Teor. Veroyatnost. i Primenen., 69:3 (2024), 427–438
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On improved bounds and conditions for the convergence of Markov chains
Izv. RAN. Ser. Mat., 86:1 (2022), 98–133
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On pathwise uniqueness of solutions for multidimensional McKean–Vlasov equation
Teor. Veroyatnost. i Primenen., 66:3 (2021), 581–588
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On weak solutions of highly degenerate SDEs
Avtomat. i Telemekh., 2020, no. 3, 28–43
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On convergence rates for homogeneous Markov chains
Dokl. RAN. Math. Inf. Proc. Upr., 490 (2020), 16–19
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On convergence of 1D Markov diffusions to heavy-tailed invariant density
Mosc. Math. J., 19:1 (2019), 89–106
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On convergence rate for Erlang–Sevastyanov type models with infinitely many servers. In memory and to the 90th anniversary of A.D. Solovyev (06.09.1927–06.04.2001)
Theory Stoch. Process., 22(38):1 (2017), 89–103
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On partial derivatives of multivariate Bernstein polynomials
Mat. Tr., 18:2 (2015), 22–38
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On the rate of convergence to the stationary distribution in the single-server queuing systems
Avtomat. i Telemekh., 2013, no. 10, 23–35
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On local mixing conditions for SDE approximations
Teor. Veroyatnost. i Primenen., 57:1 (2012), 35–61
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On the rate of beta-mixing and convergence to a stationary distribution in continuous-time Erlang-type systems
Probl. Peredachi Inf., 46:4 (2010), 122–129
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On stochastic averaging and mixing
Theory Stoch. Process., 16(32):1 (2010), 111–129
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On mixing rate and convegence to stationary regime in discrete time Erlang problem
Avtomat. i Telemekh., 2009, no. 12, 59–70
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On Continuous Time Ergodic Filters with Wrong Initial Data
Teor. Veroyatnost. i Primenen., 53:2 (2008), 240–276
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On asymptotic information integral
inequalities
Theory Stoch. Process., 13(29):2 (2007), 294–307
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On subexponential mixing rate for Markov processes
Teor. Veroyatnost. i Primenen., 49:1 (2004), 21–35
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On sde and semigroup approximations and large deviations
Teor. Veroyatnost. i Primenen., 47:4 (2002), 772–780
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On polynomial mixing for SDEs with a gradient-type drift
Teor. Veroyatnost. i Primenen., 45:1 (2000), 163–166
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On polynomial mixing and convergence rate for stochastic difference and differential equations
Teor. Veroyatnost. i Primenen., 44:2 (1999), 312–327
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On large deviations in the averaging principle for stochastic differential equations with “complete dependence”
Teor. Veroyatnost. i Primenen., 43:4 (1998), 765–767
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On large deviations for stochastic differentialequations with a small diffusion and averaging
Teor. Veroyatnost. i Primenen., 43:2 (1998), 349–351
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Iterative Methods with Perturbationss in Ill-posed Problems
Avtomat. i Telemekh., 1997, no. 4, 75–84
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On large deviations for diffusion processes with measurable coefficients
Uspekhi Mat. Nauk, 50:5(305) (1995), 135–146
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On large deviations in the averaging principle for stochastic difference equations on a torus
Trudy Mat. Inst. Steklov., 202 (1993), 33–41
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On large deviations for additive functionals of Markov processes. I
Teor. Veroyatnost. i Primenen., 38:4 (1993), 758–774
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Ergodicity and mixing conditions for Markov processes in nonparametric filtering problems
Avtomat. i Telemekh., 1991, no. 4, 36–45
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On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II
Izv. Akad. Nauk SSSR Ser. Mat., 55:4 (1991), 691–715
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Large deviations for systems of Itô stochastic equations
Teor. Veroyatnost. i Primenen., 36:4 (1991), 625–634
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The mixing rate and the averaging principle for recursive stochastic procedures
Avtomat. i Telemekh., 1990, no. 6, 68–78
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On the averaging principle for systems of stochastic differential equations
Mat. Sb., 181:2 (1990), 256–268
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On large deviations of the sojourn time for an ergodic process
Teor. Veroyatnost. i Primenen., 35:2 (1990), 340–343
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On the optimal stabilization problem for random control processes with fast oscillating noise
Avtomat. i Telemekh., 1989, no. 8, 75–80
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Conditions for hypo-ellipticity and estimates for the rate of
mixing for stochastic differential equations
Dokl. Akad. Nauk SSSR, 307:3 (1989), 524–526
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Stochastic calculus
Itogi Nauki i Tekhniki. Ser. Sovrem. Probl. Mat. Fund. Napr., 45 (1989), 5–253
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On the rate of convergence of stochastically iterative procedures in ill-posed problems
Avtomat. i Telemekh., 1988, no. 1, 72–77
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On rate of mixing and the averaging principle for hypoelliptic stochastic differential equations
Izv. Akad. Nauk SSSR Ser. Mat., 52:5 (1988), 899–908
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The mean-square convergence of stochastic iterative processes in ill-posed problems
Zh. Vychisl. Mat. Mat. Fiz., 28:6 (1988), 809–814
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Bounds for the Mixing Rate in the Theory of Stochastic Equations
Teor. Veroyatnost. i Primenen., 32:2 (1987), 299–308
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Strong Solutions of Îto Stochastic Equations with Jumps
Teor. Veroyatnost. i Primenen., 32:1 (1987), 159–163
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Regularization of ill-posed problems by stochastic iterative procedures in the mean
Avtomat. i Telemekh., 1986, no. 10, 64–69
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On evaluation of the blending rate for autoregression processes
Avtomat. i Telemekh., 1986, no. 3, 170–171
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On iterative methods in ill-posed problems with random errors
Avtomat. i Telemekh., 1984, no. 12, 34–39
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Probabilistic problems in the theory of hypoellipticity
Izv. Akad. Nauk SSSR Ser. Mat., 48:6 (1984), 1151–1170
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On the strong solutions of Itô–Volterra stochastic equations
Teor. Veroyatnost. i Primenen., 29:1 (1984), 154–158
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Regularizing stopping rules under conditions of random errors
Dokl. Akad. Nauk SSSR, 268:3 (1983), 521–524
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On stochastic equations with degenerate diffusion with respect to some of the variables
Izv. Akad. Nauk SSSR Ser. Mat., 47:1 (1983), 189–196
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Approximation of ordinary differential equations by stochastic differential equations
Mat. Zametki, 33:6 (1983), 929–932
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Inverse diffusion and direct derivation of stochastic liouville equations
Mat. Zametki, 33:5 (1983), 773–780
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A probabilistic approach to hypoellipticity
Uspekhi Mat. Nauk, 38:3(231) (1983), 113–125
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Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable
Mat. Zametki, 31:4 (1982), 549–557
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On criteria for the existence of the strong solution of the stochastic equation
Teor. Veroyatnost. i Primenen., 27:3 (1982), 417–424
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Ergodicity and invariance principle for multi-phase service systems
Avtomat. i Telemekh., 1981, no. 7, 70–73
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Existence of an optimal strategy in control of a single dimensional diffusional process
Avtomat. i Telemekh., 1981, no. 6, 28–34
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On the strong and weak solutions of one-dimensional stochastic equations with boundary conditions
Teor. Veroyatnost. i Primenen., 26:4 (1981), 685–701
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On strong solutions and explicit formulas for solutions of stochastic integral equations
Mat. Sb. (N.S.), 111(153):3 (1980), 434–452
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On the strong solutions of stochastic differential equations
Teor. Veroyatnost. i Primenen., 24:2 (1979), 348–360
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On strong solutions of some stochastic equations
Uspekhi Mat. Nauk, 33:5(203) (1978), 173–174
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The ergodicity of service systems with an infinite number of servomechanisms
Mat. Zametki, 22:4 (1977), 561–569
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On explicit formulas for solutions of stochastic equations
Mat. Sb. (N.S.), 100(142):2(6) (1976), 266–284
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Letter to the editors
Teor. Veroyatnost. i Primenen., 43:4 (1998), 819
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Book review: «Algorithmes adaptifs et approximations stochastiques. Théorie et applications à l'identification, au traitement du signal et à la reconnaissance des formes» A. Benveniste, M. Metivier, P. Priouret
Teor. Veroyatnost. i Primenen., 33:3 (1988), 633–634
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