| Exponential ergodicity of the solutions to SDE’s with a jump noise AM Kulik Stochastic Processes and their Applications 119 (2), 602-632, 2009 | 105 | 2009 |
| Ergodic Behavior of Markov Processes: With Applications to Limit Theorems A Kulik Walter de Gruyter GmbH & Co KG, 2017 | 72 | 2017 |
| Theory of stochastic processes D Gusak, A Kukush, A Kulik, Y Mishura, A Pilipenko Problem Books in Math. Springer, New York, 2010 | 49 | 2010 |
| 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 | 48 | 2019 |
| Parametrix construction of the transition probability density of the solution to an SDE driven by -stable noise V Knopova, A Kulik | 47 | 2018 |
| 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 | 39 | 2020 |
| Malliavin calculus for Lévy processes with arbitrary Lévy measures A Kulik Theory of Probability and Mathematical Statistics 72, 75-92, 2006 | 36 | 2006 |
| Generalized couplings and convergence of transition probabilities A Kulik, M Scheutzow Probability Theory and Related Fields 171 (1), 333-376, 2018 | 35 | 2018 |
| 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 | 27 | 2012 |
| 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 | 27 | 2012 |
| Intrinsic small time estimates for distribution densities of Lévy processes V Knopova, A Kulik Random Operators and Stochastic Equations 21 (4), 321-344, 2013 | 26 | 2013 |
| Exact asymptotic for distribution densities of Lévy functionals V Knopova, A Kulik | 24 | 2011 |
| 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 | 23 | 2017 |
| Parametrix construction for certain Lévy-type processes V Knopova, A Kulik Random Operators and Stochastic Equations 23 (2), 111-136, 2015 | 23 | 2015 |
| The extended Poisson equation for weakly ergodic Markov processes AY Veretennikov Theory of Probability and Mathematical Statistics 85, 22, 2011 | 23 | 2011 |
| Asymptotic and spectral properties of exponentially ϕ-ergodic Markov processes AM Kulik Stochastic processes and their applications 121 (5), 1044-1075, 2011 | 22 | 2011 |
| 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 | 21 | 2006 |
| 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 | 19 | 2011 |
| Nonlinear transformations of smooth measures on infinite-dimensional spaces AM Kulik, AY Pilipenko Ukrainian Mathematical Journal 52 (9), 1403-1431, 2000 | 19 | 2000 |
