Smorodina Natal'ya Vasil'evna

Publications in Math-Net.Ru

1. One limit theorem for one-dimensional branching Wiener processes with point sources of branching
   
   Teor. Veroyatnost. i Primenen., 70:3 (2025),  419–436
2. On Some Properties of the Fractional Derivative of the Brownian Local Time
   
   Trudy Mat. Inst. Steklova, 324 (2024),  109–123
3. One remark to the Itô formula
   
   Teor. Veroyatnost. i Primenen., 69:2 (2024),  285–304
4. Limit theorem for non homogeneous by space random walks with branching of particles
   
   Zap. Nauchn. Sem. POMI, 535 (2024),  237–254
5. Resolvent stochastic processes
   
   Algebra i Analiz, 35:1 (2023),  192–203
6. On one limit theorem for branching random walks
   
   Teor. Veroyatnost. i Primenen., 68:4 (2023),  779–795
7. On a family of random operators
   
   Teor. Veroyatnost. i Primenen., 68:3 (2023),  544–564
8. On one limit theorem for branching random walks with a finite number of particle types
   
   Zap. Nauchn. Sem. POMI, 526 (2023),  172–192
9. Martingale method for studying branching random walks
   
   Uspekhi Mat. Nauk, 77:5(467) (2022),  193–194
10. Reflecting Lévy processes and associated families of linear operators. II
    
    Teor. Veroyatnost. i Primenen., 67:1 (2022),  23–36
11. On the properties of a class of random operators
    
    Zap. Nauchn. Sem. POMI, 510 (2022),  143–164
12. On a family of complex-valued stochastic processes
    
    Dokl. RAN. Math. Inf. Proc. Upr., 501 (2021),  38–41
13. Approximation of a Wiener process local time by functionals of random walks
    
    Teor. Veroyatnost. i Primenen., 66:1 (2021),  73–93
14. A limit theorem for regime-switching diffusion processes
    
    Zap. Nauchn. Sem. POMI, 495 (2020),  267–276
15. Reflecting Lévy processes and associated families of linear operators
    
    Teor. Veroyatnost. i Primenen., 64:3 (2019),  417–441
16. Approximation of the evolution operator by expectations of functionals of sums of independent random variables
    
    Teor. Veroyatnost. i Primenen., 64:1 (2019),  17–35
17. An extension of local time
    
    Zap. Nauchn. Sem. POMI, 486 (2019),  148–157
18. Probabilistic Approximation of the Evolution Operator
    
    Funktsional. Anal. i Prilozhen., 52:2 (2018),  25–39
19. Initial-boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. II
    
    Teor. Veroyatnost. i Primenen., 62:3 (2017),  446–467
20. A probabilistic approximation of the evolution operator $\exp(t(S\nabla,\nabla))$ with a complex matrix $S$
    
    Zap. Nauchn. Sem. POMI, 466 (2017),  134–144
21. Initial-boundary value problems in a bounded domain: probabilistic representations of solutions and limit theorems. I
    
    Teor. Veroyatnost. i Primenen., 61:4 (2016),  733–752
22. Analytic diffusion processes: definition, properties, limit theorems
    
    Teor. Veroyatnost. i Primenen., 61:2 (2016),  300–326
23. On a limit theorem related to probabilistic representation of the Cauchy problem solution for the Schrödinger equation
    
    Zap. Nauchn. Sem. POMI, 454 (2016),  158–175
24. Limit theorems on convergence of expectations of functionals of sums of independent random variables to solutions of initial boundary value problems
    
    Teor. Veroyatnost. i Primenen., 59:2 (2014),  233–251
25. On a probabilistic method of solving a one-dimensional initial-boundary value problem
    
    Teor. Veroyatnost. i Primenen., 58:2 (2013),  255–281
26. A limit theorem on convergence of random walk functionals to a solution of the Cauchy problem for the equation $\frac{\partial u}{\partial t}=\frac{\sigma^2}2\,\Delta u$ with complex $\sigma$
    
    Zap. Nauchn. Sem. POMI, 420 (2013),  88–102
27. The probabilistic approach to the solution of the string wave equation
    
    Zap. Nauchn. Sem. POMI, 408 (2012),  289–302
28. Nonsingular transformations of the symmetric Lévy processes
    
    Zap. Nauchn. Sem. POMI, 408 (2012),  102–114
29. A probabilistic approximation of the Cauchy problem solution of some evolution equations
    
    Zap. Nauchn. Sem. POMI, 396 (2011),  111–143
30. Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem
    
    Theory Stoch. Process., 16(32):1 (2010),  94–102
31. The probabilistic representation of the decisions of a class of evolution equations
    
    Zap. Nauchn. Sem. POMI, 384 (2010),  238–266
32. The theorems about stochastic integral distributions convergence to signed measures and the local limit theorems for large deviations
    
    Zap. Nauchn. Sem. POMI, 368 (2009),  201–228
33. The measure preserving and nonsingular transformations of the jump Lévy processes
    
    Theory Stoch. Process., 14(30):1 (2008),  144–154
34. Lévy–Khinchin representation of a class of signed measures
    
    Zap. Nauchn. Sem. POMI, 361 (2008),  145–166
35. The measure preserving transformations of the multidimensional stable Lévy processes
    
    Zap. Nauchn. Sem. POMI, 351 (2007),  242–252
36. The measure preserving and nonsingular transformations of the jump Lévy processes
    
    Zap. Nauchn. Sem. POMI, 341 (2007),  174–188
37. The invariant and quasi-invariant transformations of the stable processes with independent increments
    
    Zap. Nauchn. Sem. POMI, 339 (2006),  135–150
38. The multiple stochastic integrals and “nonpoissonian” transformations of the gamma measure
    
    Zap. Nauchn. Sem. POMI, 328 (2005),  191–220
39. Asymptotic expansion of the distribution of a homogeneous functional of a strictly stable random vector. II
    
    Teor. Veroyatnost. i Primenen., 44:2 (1999),  458–465
40. An asymptotic expansion of the distribution of a homogeneous functional of a strictly stable vector
    
    Teor. Veroyatnost. i Primenen., 41:1 (1996),  133–163
41. The Gauss–Ostrogradskiĭ formula for a configuration space
    
    Teor. Veroyatnost. i Primenen., 35:4 (1990),  727–739
42. Distribution of the Norm of an Stable Vector
    
    Teor. Veroyatnost. i Primenen., 34:2 (1989),  304–313
43. Differential Calculus in the Space of Configurations and Stable Measures. I
    
    Teor. Veroyatnost. i Primenen., 33:3 (1988),  522–534
44. Differential calculus on measurable spaces and smoothness conditions for densities of distributions of random variables
    
    Dokl. Akad. Nauk SSSR, 292:5 (1987),  1053–1057
45. Conditions of smoothness of density for $L_p$-norm distribution of Gaussian random vector
    
    Zap. Nauchn. Sem. LOMI, 158 (1987),  161–166
46. Local invariance principle for the processes linearly generated by independent random variables
    
    Teor. Veroyatnost. i Primenen., 29:4 (1984),  680–691
47. Local limit theorems for functions of random fields
    
    Zap. Nauchn. Sem. LOMI, 136 (1984),  168–182
48. The absolute continuity of distributions of functionals of diffusion processes
    
    Uspekhi Mat. Nauk, 37:6(228) (1982),  185–192


49. In memory of A. M. Vershik (28.12.1933 – 14.02.2024)
    
    Teor. Veroyatnost. i Primenen., 69:2 (2024),  417–422
50. To the anniversary of the professor Yana Isaevna Belopolskaya
    
    Zap. Nauchn. Sem. POMI, 526 (2023),  5–16