Підписатись
Andrey Pilipenko
Andrey Pilipenko
Institute of Mathematics of NAS of Ukraine; Igor Sikorsky Kyiv Polytechnic Institute
Підтверджена електронна адреса в imath.kiev.ua - Домашня сторінка
Назва
Посилання
Посилання
Рік
An introduction to stochastic differential equations with reflection
A Pilipenko
Universitätsverlag Potsdam, 2014
1252014
Theory of stochastic processes
D Gusak, A Kukush, A Kulik, Y Mishura, A Pilipenko
Problem Books in Math. Springer, New York, 2010
492010
On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary.
A Pilipenko
Ukrainian Mathematical Journal 63 (9), 2012
272012
A functional limit theorem for locally perturbed random walks
A Iksanov, A Pilipenko
arXiv preprint arXiv:1504.06930, 2015
262015
The quasi-optimality criterion in the linear functional strategy
S Kindermann, S Pereverzyev, A Pilipenko
Inverse Problems 34 (7), 075001, 2018
252018
Sobolev functions on infinite-dimensional domains
VI Bogachev, AY Pilipenko, AV Shaposhnikov
Journal of Mathematical Analysis and Applications 419 (2), 1023-1044, 2014
252014
Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise
D Baños, S Ortiz-Latorre, A Pilipenko, F Proske
Journal of Theoretical Probability, 1-58, 2022
23*2022
Nonlinear transformations of smooth measures on infinite-dimensional spaces
AM Kulik, AY Pilipenko
Ukrainian Mathematical Journal 52 (9), 1403-1431, 2000
192000
On a selection problem for small noise perturbation in the multidimensional case
A Pilipenko, FN Proske
Stochastics and Dynamics 18 (06), 1850045, 2018
182018
Limit behavior of a simple random walk with non-integrable jump from a barrier
AY Pilipenko, YE Prykhodko
Theory of Stochastic Processes 19 (1), 52-61, 2014
182014
On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point
AY Pilipenko, YE Prikhod’ko
Ukrainian Mathematical Journal 67 (4), 564-583, 2015
172015
Properties of the flows generated by stochastic equations with reflection
AY Pilipenko
Ukrainian Mathematical Journal 57, 1262-1274, 2005
162005
On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise
A Pilipenko, FN Proske
Statistics & Probability Letters 132, 62-73, 2018
142018
On properties of a flow generated by an SDE with discontinuous drift
O Aryasova, A Pilipenko
132012
Classes of functions of bounded variation on infinite-dimensional domains
VI Bogachev, AY Pilipenko, EA Rebrova
Doklady Mathematics 88, 391-395, 2013
122013
Flows generated by stochastic equations with reflection.
AY Pilipenko
Random Operators & Stochastic Equations 12 (4), 2004
122004
On the maximum of a perturbed random walk
A Iksanov, A Pilipenko
Statistics & Probability Letters 92, 168-172, 2014
102014
Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient.
V Bogachev, A Pilipenko
Doklady Mathematics 92 (1), 2015
92015
On existence and properties of strong solutions of one-dimensional stochastic equations with an additive noise
A Pilipenko
arXiv preprint arXiv:1306.0212, 2013
92013
Functional limit theorems for random walks perturbed by positive alpha-stable jumps
A Iksanov, A Pilipenko, B Povar
Bernoulli 29 (2), 1638-1662, 2023
82023
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