On explicit form of the stationary distributions for a class of bounded Markov chains. J. Appl. Probab., to appear (2015)
(joint with S. McKinlay)
[Available at arXiv: 1412.1278]
On approximation rates for boundary crossing probabilities for the multivariate Brownian motion process. Comm. Stoch. Analysis, 9: pp. 267-282 (2015)
(joint with S. McKinlay)
[Available at arXiv: 1503.02778]
Bounds for expected maxima of Gaussian processes and their discrete approximations. Submitted(2015)
(joint with Yu. Mishura, A. Novikov, and M. Zhitlukhin)
[Available at arXiv: 1508.00099]
On stationary distribution of neural networks. J. Appl. Probab., 51: pp.837-857 (2014)
(joint with G. Decrouez and M. Gilson)
[Available at arXiv: 1206.4489]
Blackwell-type theorems for weighted renewal functions. Sib. Math. J. 55: pp.589-605 (2014)
(joint with A.A. Borovkov)
[Available at arXiv: 1201.0836]
High host density favors greater virulence: a model of parasite-host dynamics based on multi-type branching processes. J. Math Biol. 66: pp.1123-1153 (2013)
(joint with R. Day, T. Rice)
[Available at arXiv: 1109.0044]
An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems.
In: Prokhorov and Contemporary Probability Theory (Springer Proceedings in Mathematics & Statistics, Vol. 33. A.N. Shiryaev et al, eds.): pp.127-140. Springer (2013)
(joint with A.A. Borovkov)
[An obsolete version is available at arXiv: 1006.3164]
The uniform law for sojourn measures of random fields. Statist. Probab. Lett. 82: pp.1745-1749 (2012)
(joint with S. McKinlay)
[Available at arXiv: 1112.5289]
Ornstein-Uhlenbeck type processes with heavy distribution tails. Theory Probab. Appl. 57: pp.533-559 (2012)
(joint with G. Decrouez)
[Available at arXiv: 1102.5606]
On Rice's formula for stationary multivariate piecewise smooth processes. J. Appl. Probab. 49: pp.351-363 (2012)
(joint with G. Last)
[Available at arXiv: 1009.3885]
Jump-diffusion modeling in emission markets. Stoch. Models, 27: pp. 50-76(2011)
(joint with G. Decrouez and J. Hinz)
On limiting cluster size distributions for processes of exceedances for stationary sequences. Statist. Probab. Letters, 80: pp. 1814-1818(2010)
(joint with S. Novak)
[An obsolete version is available at arXiv: 1004.4955]
Continuity Theorems in Boundary Crossing Problems for Diffusion Processes. In: Contemporary Quantitative Finance. Eds., C. Chiarella and A. Novikov. Springer, Berlin, pp.335-352(2010)
(joint with A.N. Downes and A. Novikov)
On the distribution of the Brownian motion process on its way to hitting zero. Elect. Comm. in Probab. 15, pp. 281-285(2010)
[An obsolete version is available at arXiv: 1001.0628]
On Boundary Crossing Probabilities for Diffusion Processes. Stoch. Proc. Appl. 120: pp. 105-129(2010)
(joint with A.N. Downes)
[An obsolete version is available at arXiv: 0811.2629]
On the expectations of maxima of sets of independent random variables. Statist. Probab. Letters, 79: pp. 2381-2388(2009) (joint with D. Tokarev)
On exit times of Levy-driven Ornstein-Uhlenbeck processes. Statist. Probab. Letters, 78: pp.1517-1525(2008) (joint with A. Novikov)
On the ruin time distribution for a Sparre Andersen process with exponential claim sizes. Insurance: Mathematics and Economics, 42: pp.1104-1108(2008) (joint with D.C.M. Dickson)
[An obsolete version is available at arXiv: 0709.0764]
First Passage Densities and Boundary Crossing Probabilities for Diffusion Processes. Methodology & Computing in Applied Probability, 10: 621-644(2008) (joint with A.N. Downes)
[Available at arXiv: 0708.3562]
On level crossings for a general class of piecewise-deterministic Markov processes. Adv. Appl. Probab., 40: pp.815-834(2008) (joint with G. Last)
[A draft available at arXiv: 0705.1863]
Simulation Studies of Some Voronoi Point Processes. Acta Applicandae Mathematicae, 96: pp.87-97(2007) (joint with D. Odell)
[Available at arXiv: math.PR/0611031]
On spatial thinning-replacement processes based on Voronoi cells. Adv. Appl. Probab. 39: pp.293-306 (2007) (joint with D. Odell)
[Available at arXiv: math.PR/0610606]
On the asymptotic behaviour of random recursive trees in random environment. Adv. Appl. Probab. 38: pp. 1047-1070(2006) (joint with V.A. Vatutin)
[Available at arXiv: math.PR/0608211]
Large Deviation Probabilities for Generalized Renewal
Processes with Regularly Varying Jump Distributions. Siberian Advances in Mathematics, 16: pp. 1-65 (2006) (joint with A.A. Borovkov)
On the asymptotic behaviour of a simple growing point process model. Statist. Probab. Letters, 72: pp. 265-275 (2005) (joint with A. Motyer)
Explicit bounds for approximation rates for boundary crossing probabilities for the Wiener process. J. Appl. Probab. 42: pp. 82-92 (2005) (joint with A.A. Novikov)
On pair and tuple formation under independent Poisson or renewal arrival processes. J. Appl. Probab. 41: pp. 1138-1144 (2004)
On large deviations probabilities for random walks. II. Regular exponential distribution tails. Theory Probab. Appl. 49: pp.189-206 (2004) (joint with A.A. Borovkov)
A stochastic two-node stress transfer model reproducing Omori's law.
Pure and Applied Geophysics 160: pp.1429-1445 (2003) (joint with M.S. Bebbington)
Random Step Functions Model for Interest Rates.
Finance and Stochastics 7: pp.123-143 (2003)
(joint with F.C. Klebaner and E.Virag)
A note on diffusion-type approximation to branching processes in random environments.
Theory Probab. Appl. 47: pp. 183-187 (2002)
On a new approach to calculating expectations for option pricing.
J. Appl. Probab. 39: pp. 889-895 (2002) (joint with A.A. Novikov)
On large deviations probabilities for random walks. I. Regularly varying distribution tails.
Theory Probab. Appl. 46: pp.209-233(2001) [In Russian] (joint with A.A. Borovkov)
On a piece-wise deterministic Markov process model.
Statist. Probab. Letters 53: pp. 421-427 (2001)
(joint with A.A. Novikov)
Kendall's identity for the first crossing time revisited.
Electron. Comm. Probab. 6: pp.91-94(2001)
(joint with Z. Burq)
Probabilities of large deviations
for random walks with a regular
distribution of jumps.
Dokl. Math. 61: pp.162-164 (2000)
(joint with A.A. Borovkov)
Estimates for the Syracuse problem via a probabilistic model.
Theory Probab. Appl. 45: pp.386-394 (2000)
(joint with D. Pfeifer)
Explicit formulae for stationary distributions of stress release
processes.
J. Appl. Probab. 37: pp. 315-321
(2000)
(joint with D. Vere-Jones)
Stability of an Adaptive Regulator for Partially Known
Nonlinear Stochastic Systems.
SIAM J. Contr. Optim. 37: pp.1553-1567 (1999)
(joint with A. Brockwell and R. Evans)
On Records and Related Processes for Sequences with Trends.
J. Appl. Probab. 36: pp.668-681.
(1999)
Regulation of Partially Known Nonlinear Stochastic Systems Using
Fast Identification.
In: Proc. of the 36th IEEE Conf. on Decision and Control. Vol. 4:
pp. 3964-3969.
(1997)
(joint with A. Brockwell and R. Evans)
Reduced Critical Branching Processes in Random Environment.
Stoch. Proc. Appl. 71:
pp. 225-240.
(1997)
(joint with V. Vatutin)
On Random Walks with Jumps Scaled by Cumulative
Sums of Random Variables. Statist. Probab. Letters, 35:
pp.409-416.
(1997)
Propagation of Chaos for Queueing Networks.
Theory Probab. Appl. 42: pp.449-460 (1997)
A Bound for the Distribution of a Stopping Time for a Stochastic System.
Siber. Mathem. J. 37: no.4, pp.783-789 (1996)
[In Russian.]
Modelling Dynamics and Spatial Aggregation
of Biological Populations by Stochastic Networks.
Senckenbergiana Maritima, 27: pp. 129-136 (1996)
(joint with D. Pfeifer and H.-P.Bäumer)
On Distribution Tails and Expectations of Maxima in Critical
Branching Processes. J. Appl. Probab. 33: pp.614-622(1996) (joint with V. Vatutin)
On Asymptotic Behavior of Weighted Sample Quantiles.
Math. Meth. Statist. 5: pp. 173-186 (1996)
(joint with D. Pfeifer and H.Dehling)
On pseudo-Poisson approximation for Markov chains.
Stoch. Proc. Appl. 61: pp.163-180 (1996)
(joint with D. Pfeifer)
On Improvements of the Order of Approximation in the Poisson Limit
Theorem.
J. Appl. Prob. 33: pp. 146-155 (1996)
(joint with D. Pfeifer)
On Crossing Times for Multidimensional Walks with Skip-free Components.
J.Appl. Probab. 32: pp. 991-1007(1995)
On Record Indices and Record Times.
J. Statist. Plann. Inference, 45: pp.65-79(1995)
(joint with D. Pfeifer)
Analysis of Transient Effects for Branching Processes.
Theory Probab. Appl. 39: pp. 449-468 (1994)
On Simulation of Random Vectors with Given Densities in Regions and on Their
Boundaries. J. Appl. Prob. 31: pp. 205-220 (1994)
Russian-English and English-Russian Dictionary on Probability,
Statistics,and Combinatorics. SIAM, Philadelphia: vi+154 pp.(1993)
Approximation Rates and Asymptotic Expansions for Some Random
Processes.
Doctor Sci. Thesis, Steklov Mathem. Institute, Moscow: 133 pp. (1993) [In Russian.]
Convergence Rates in Transient Phenomena for Branching Processes.
In: Frontiers in Pure and Applied Probability. Eds: H.Niemi et al. TVP,
Moscow: pp.22-28 (1993)
A Stochastic Search Algorithm with an Application to Multidimensional
Integration. Ann. Acad. Sci. Fennicæ Ser.A.I. Mathematica}. 17:
pp. 5-10(1992)
Approximation of Branching Processes and Random Fields.
Siber. Mathem. J. 32: pp. 567-577(1991)
On a New Variant of the Monte Carlo Method. Theor. Probab. Appl. 36:
pp. 355-359(1991)
A Functional Form of the Erd'os - R'enyi Law of
Large Numbers.
Theor. Probab. Appl. 35: pp. 762-766 (1990)
On the Convergence of Uniform Distributions
on Balls.
Theor. Probab. Appl. 35: pp. 546-550 (1990)
Refinement of Poisson Approximation.
Theor. Probab. Appl. 33: pp. 343-346 (1988)
A Method of Proving Limit Theorems for Branching Processes.
Theor. Probab. Appl. 33: pp. 105-113(1988)
On the Convergence of Branching Processes to a Diffusion Process.
Theor. Probab. Appl. 30: pp. 496-506 (1985)
A Note on a Limit Theorem for Differentiable Mapping.
Ann. Probab. 13: pp. 1018-1021 (1985)
On the Convergence Rate in the Invariance Principle.
Theor. Probab. Appl. 29: pp. 550-553 (1984)
A Note on the Convergence Speed in Stability Theorems.
Theor. Probab. Appl. 29: pp. 120-121 (1984)
On the Rate of Convergence in the Invariance
Principle for Generalized Renewal Processes.
Theor. Probab. Appl. 27: pp. 461-471 (1982)
Rate of Convergence in Stability Theorems for Walks Defined on Markov
Chains. Siber. Matem. J. 23: pp. 208-210 (1982)
Rate of Convergence in a Boundary Problem,
Theor. Probab. Appl. 27: pp. 148-149 (1982)
Limit Theorems for Some Types of Random Walks.
Cand. Sci. Thesis, Steklov Mathem. Institute, Moscow: 95 pp. (1981) [In Russian.]
Stability Theorems and Estimates of the Rate of Convergence
of the Components of Factorizations for Walks Defined on Markov Chains.
Theor. Probab. Appl. 25: pp.325-334 (1980)
Back to Dr Kostya Borovkov's Homepage
