Карнаух Евгений Владимирович

Публикации в базе данных Math-Net.Ru

1. Exit problems for Kou's process in a Markovian environment
   
   Theory Stoch. Process., 25(41):2 (2020),  37–60
2. Distribution of some functionals for a Lévy process with matrix-exponential jumps of the same sign
   
   Theory Stoch. Process., 19(35):1 (2014),  26–36
3. The unified form of Pollaczek–Khinchine formula for Lévy processes with matrix-exponential negative jumps
   
   Theory Stoch. Process., 18(34):2 (2012),  15–23