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Alexei Kulik
Alexei Kulik
Leading researcher, Institute of mathematics, Ukrainian Academy of Science
Verified email at imath.kiev.ua - Homepage
Title
Cited by
Cited by
Year
Exponential ergodicity of the solutions to SDE’s with a jump noise
AM Kulik
Stochastic Processes and their Applications 119 (2), 602-632, 2009
1052009
Ergodic Behavior of Markov Processes: With Applications to Limit Theorems
A Kulik
Walter de Gruyter GmbH & Co KG, 2017
712017
Theory of stochastic processes
D Gusak, A Kukush, A Kulik, Y Mishura, A Pilipenko
Problem Books in Math. Springer, New York, 2010
492010
On weak uniqueness and distributional properties of a solution to an SDE with α-stable noise
AM Kulik
Stochastic Processes and their Applications 129 (2), 473-506, 2019
482019
Parametrix construction of the transition probability density of the solution to an SDE driven by -stable noise
V Knopova, A Kulik
472018
Generalized couplings and ergodic rates for SPDEs and other Markov models
O Butkovsky, A Kulik, M Scheutzow
The Annals of Applied Probability 30 (1), 1-39, 2020
392020
Malliavin calculus for Lévy processes with arbitrary Lévy measures
A Kulik
Theory of Probability and Mathematical Statistics 72, 75-92, 2006
362006
Generalized couplings and convergence of transition probabilities
A Kulik, M Scheutzow
Probability Theory and Related Fields 171 (1), 333-376, 2018
352018
Exact asymptotic for distribution densities of Lévy functionals
V Knopova, A Kulik
29*2011
Brownian motion and parabolic Anderson model in a renormalized Poisson potential
X Chen, AM Kulik
Annales de l'IHP Probabilités et statistiques 48 (3), 631-660, 2012
272012
Brownian motion and parabolic Anderson model in a renormalized Poisson potential
X Chen, AM Kulik
Annales de l'IHP Probabilités et statistiques 48 (3), 631-660, 2012
272012
Intrinsic small time estimates for distribution densities of Lévy processes
V Knopova, A Kulik
Random Operators and Stochastic Equations 21 (4), 321-344, 2013
262013
Exact asymptotic for distribution densities of Lévy functionals
V Knopova, A Kulik
242011
Parametrix construction for certain Lévy-type processes
V Knopova, A Kulik
Random Operators and Stochastic Equations 23 (2), 111-136, 2015
232015
The extended Poisson equation for weakly ergodic Markov processes
AY Veretennikov
Theory of Probability and Mathematical Statistics 85, 22, 2011
232011
Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications
V Knopova, A Kulik
Probab. Math. Statist 37 (1), 53-100, 2017
222017
Asymptotic and spectral properties of exponentially ϕ-ergodic Markov processes
AM Kulik
Stochastic processes and their applications 121 (5), 1044-1075, 2011
222011
Stochastic calculus of variations for general L\'evy processes and its applications to jump-type SDE's with non-degenerated drift
A Kulik
arXiv preprint math/0606427, 2006
212006
Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
X Chen, A Kulik
International Journal of Stochastic Analysis 2011, 2011
192011
Nonlinear transformations of smooth measures on infinite-dimensional spaces
AM Kulik, AY Pilipenko
Ukrainian Mathematical Journal 52 (9), 1403-1431, 2000
192000
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