Papers
2011-2016
1. (with P. Cattiaux,
M. Fradon, and S. Roelly) Long time behavior of stochastic hard ball
systems, Bernoulli 22, No. 2
(2016), 681 -- 710.
2. (with J.Gairing,
M.Hoegele, and T.Kosenkova) On the calibration of L'evy driven time series with
coupling distances with an application in paleoclimate, in Springer-INdAM
Series vol. 15 ``Mathematical Paradigms of Climate Sciences'' (2016),
Springer, Milan, Heidelberg, ISBN 978-3-319-39091-8.
4. (with D. Soboleva) Asymptotics of exponential moments
of a weighted local time of a Brownian motion with small variance, Modern
Stochastics: Theory and Applications, 5, No.2 (2016), 95 – 103.
6. (with M.Scheutzow)
A coupling approach to Doob's theorem, Rendiconti Lincei Mat. Appl. 26, No.
1 (2015), 83 -- 92.
7. (with I. Ganychenko, and V. Knopova) Accuracy of discrete
approximation for integral functionals of Markov processes, Modern Stochastics: Theory and Applications, 2 No.
4 (2015), 401 – 420.
8. (with J.Gairing,
M.Hoegele, and T.Kosenkova) Coupling distances between Levy measures and
applications to noise sensitivity of SDE, Stochastics and Dynamics, 15, No.
02, (2015), 1550009.
9.
(with Iu.
Ganychenko) Weak approximation rates for integral functionals of Markov
processes, Modern Stochastics: Theory and
Applications, 2 No. 3 (2015),
251 -- 266.
10. (with V.P.Knopova) Parametrix construction for certain
Levy-type processes, Random Operators and Stochastic Equations, 23, No. 2 (2015),
111 -- 136.
11. (with D.O.Ivanenko) Malliavin Calculus Approach to
Statistical Inference for Levy Driven SDEs, Methodology and Computing in
Applied Probability, 17 No. 1, (2015), 107 -- 123.
12. (with D.O.Ivanenko)
LAN property for discretely observed solutions to Levy driven SDE's, Modern
Stochastics: Theory and Applications, 1, No. 1 (2014), 33 -- 47.
13. (with V.P.Knopova)
Asymptotic behaviour of the distribution density of the fractional Levy
motion. Proceedings of the MSTA-3 Conference volume, Modern Stochastics and
Applications, Springer series: Optimization and Its Applications, Vol.
90, pp. 175 - 201, 2014.
14. (with Iu. Ganychenko) Rates of approximation of
non-smooth integral type functionals of Markov processes, Modern Stochastics: Theory and
Applications, 1 No. 2 (2014), 117--126.
1.
(with T.I.Kosenkova) Transportation distance
between the Levy measures and stochastic equations for Levy-type processes, Modern
Stochastics: Theory and Applications,
1, No. 1 (2014), 49 -- 64.
2.
(with
N.N.Leonenko) Ergodicity and
mixing bounds for the Fisher-Snedecor diffusion, Bernoulli 19(5B) (2013),
2294 -- 2329.
3. (with
V.P.Knopova) Intrinsic small time estimates for distribution densities of
L\'evy processes, Random Operators and Stochastic Equations, 21, No. 4 (2013),
321 -- 344.
4. (with T.D.Tymoshkevych) Lift zonoid order and
functional inequalities, Teor. Imovir. Mat. Stat. 89 (2013), 75-- 90; translation in Theory
Probab. Math. Statist.
5.
(with T.D.Tymoshkevych) Lift zonoid and barycentric representation
on a Banach space with a cylinder measure, Lithuanian Mathematical Journal, 53,
No. 2, (2013), 181 -– 195.
6. (with
A.Yu.Veretennikov) Diffusion approximation for systems with weakly ergodic
Markov perturbations I. Teor. Imovir. Mat. Stat. 87 (2012), 1-- 16;
translation in Theory Probab. Math. Statist.
7. (with
A.Yu.Veretennikov) Diffusion approximation for systems with weakly ergodic
Markov perturbations II. 88 (2013), 1 – 16; ; translation in Theory
Probab. Math. Statist.
8. (with
A.Yu.Veretennikov) On extended Poisson equation for weakly ergodic Markov
processes, Teor. Imovir. Mat. Stat. 85 (2011), 22 --
38; translation in Theory Probab. Math. Statist.
9. (with
S.V.Bodnarchuck) Stochastic control for L\'evy driven stochastic processes by
time change transformations. Teor. Imovir. Mat. Stat. 86
(2012), 11 – 27; translation in Theory Probab. Math. Statist.
10. (with
D.Soboleva) Large deviations for one-dimensional SDE with discontinuous
diffusion coefficient. Theory of Stochastic Processes, 18(34), no.
1 (2012), 101 -- 110.
11. (with X.Chen) Brownian motion and parabolic
Anderson model in a renormalized Poisson potential,
Annales de l'Institut Henri Poincare - Probabilites et Statistiques, 48, no. 3 (2012), 631 -- 660 p.
12. (with X.Chen)
Asymptotics of negative exponential moments for annealed Brownian motion in a
renormalized Poisson potential, International
Journal of Stochastic Analysis, 2011 (2011), 43 p.
13. (with V.Knopova) Exact asymptotics for a
distribution density of certain Levy functionals, Electronic Jour. of Probability, 16
(2011), 1394 -- 1433.
14. Absolute continuity and convergence in
variation for distributions of functionals of Poisson point measure, Journal
of Theoretical Probability, 24
(2011), 1 -- 38.
15. Asymptotic and spectral properties of
exponentially φ-ergodic Markov processes, Stochastic Processes and
Applications, 121 (2011), 1044 -- 1075.
16. Poincare
inequality and exponential integrability of the hitting times of a Markov
process. Theory of Stochastic Processes, 17(33) No. 2 (2011), 71 -- 80.
2006 - 2010
17. Exponential
ergodicity of the solutions to SDE's with a jump noise, Stochastic
Processes and Applications, 119
(2009), 602 -- 632.
18. Additive functionals of Markov processes and local
times of random processes, Mathematics
today, 2009, 39--66.
19. (with Yu.
Mishura and O.Soloveiko) On convergence and differentiability w.r.t. the
barrier of the prices of barrier, Teor. Imovir. Mat. Stat. 81
(2009), 102--112; translation in Theory Probab. Math. Statist.
20. (with S.Bodnarchuk)
Conditions for existence and smoothnes of the distribution density for an
Ornstein-Uhlenbeck process with a Levy noise,
Teor. Imovir. Mat. Stat. 79
(2009), 20--33; translation in Theory
Probab. Math. Statist.
21. (with Yu.Kartashov)
Convergence of difference additive functiuonals under local conditions on their
characteristics, , Ukrainian mathematical journal, 61 No. 9 (2009),
1208--1224.
22. (with
Yu.Kartashov) Weak convergence of
additive functionals of a sequence of Markov chains, Theory of stochastic processes, 15(31), No 1 (2009), 15--32.
23. Malliavin calculus for difference
approximations of multidimensional diffusions: truncated local limit
theorem, Ukrainian mathematical journal, 60, No. 3
(2008)
24. Difference
approximation of local times of multidimensional diffusions, Teor. Imovir. Mat. Stat. 78
(2008), 67--83; translation in Theory
Probab. Math. Statist.
25. A limit theorem
for the number of sigh changes for a sequence of one-dimensional diffusions, Theory of stochastic processes, 14(30), No. 2 (2008).
26. Local times of
random processes, Mathematics today, 2008,
31—65.
27. (with
I.Korchinskii) Local limit theorem for triangular array of random
variables, Theory of stochastic processes, 13(29), No. 3 (2007), 48 -- 54.
28. Markov
approximation of stable processes by random walks, Theory of stochastic processes,
12(28), No. 1-2 (2006), 87--93.
2001 - 2006
29. On a
convergence in variation for distributions of solutions of SDE's with jumps, Random
Operators and Stoch. Equations, 13 No. 2 (2005), 297 -- 312.
30. (with T.
Androschuk) Limit theorems for
oscillatory functionals of a Markov process,
Theory of stochastic processes,
11(27), No. 3-4 (2005), 3--13.
31. On a regularity
of distribution for solution of SDE of a jump type with arbitrary Levy measure
of the noise, Ukrainian mathematical
journal, 57, No. 9
(2005).
32. On a
convergence in variation for distributions of solutions of SDEs with jumps, Random
Operators and Stoch. Equations, 13,
No. 2 (2005).
33. Large deviation
estimates for solutions of Fredholm-type equations with small random operator perturbations, Theory
of stochastic processes, 11(27), No. 1-2 (2005).
34. Markov
uniqueness and Rademacher theorem for smooth measures on infinite-dimensional
space under successful filtration condition, Ukrainian
mathematical journal, 57, No. 2
(2005).
35. Malliavin
Calculus for Levy processes with arbitrary Levy measures, Teor. Imovir. Mat. Stat. 72
(2005); translation
in Theory
Probab. Math. Statist.
36. On a solution of one-dimensional SDE with a
singular drift coefficient, Ukrainian
mathematical journal, 56, No. 5
(2004).
37. The optimal couplings and flows of minimal
entropy for one-dimensional Markov processes, Theory
of stochastic processes, 10(26),
No. 3-4 (2004).
38. The
optimal coupling property and its applications: limit theorems for
non-elliptic diffusions and construction of canonical stochastic flow, Theory of stochastic processes, 9 (26), No. 1-2 (2003).
39. Log-Sobolev
inequality, exponential integrability and large deviation estimates for
C(α,β) log-concave measures, Random
Operators and Stoch. Equations, 10 No. 2 (2002), 105 -- 122.
40. Filtration and
finite-dimensional characterization of log-concave measures, Ukrainian mathematical journal,. 54, No. 3 (2002).
41. Anticipating
linear stochastic differential equations by Poisson random measures, Theory
of stochastic processes, 8(24), No. 3-4 (2002).
42. Malliavin
calculus for functionals with generalized derivatives and some applications for
stable processes, Ukrainian
mathematical journal, 54, No. 2
(2002).
43. Stochastic
flows for quasi-diffusion processes, Proceedings of Ukr. Mat. Congr. (Kyiv, 2001)
Section 9 (Probability Theory and Math. Stat.), Kyiv, 2001.
44. Some remarks on
time-stretching differentiation for general Levy processes, Theory
of stochastic processes, 7(23), No. 3-4 (2001).
1997 - 2001
45. Admissible
formal differentiations for pure discontinuous Markov processes, Theory
of stochastic processes, 6(22), No. 1-2 (2000).
46. (with
A.Yu.Pilipenko) Non-linear transformations of smooth measures on
infinitedimensional space, Ukrainian
mathematical journal,. 52,
No. 9 (2000).
47. Admissible
transformations and Malliavin calculus for compound Poisson process, Theory
of stochastic processes, 5(21), No. 3-4 (1999).
48. Large
deviations for smooth measures, Theory of stochastic processes,
4(20), No. 1-2 (1998).
49. Intergal
representation for functionals on a space with a smooth measure, Theory
of stochastic processes, 3(19), No. 1-2 (1997).
50. Regular
Gaussian random operators and the Stroock-Varadhan theorem for a symmetric
stochastic Fredholm-type equation, Teorija verojatnostei i primenenija, 42, No. 2 (1997), translation in Probability
Theory and Appl.
51. Local properties of solutions
of stochastic integral equations, Theory of stochastic processes,
2(18), No. 3-4 (1996).
52. Non-Gaussian stochastic symmetric integral
equations, Theory of stochastic processes, 2(18), No. 3-4 (1996).