Selected Papers
1. (with P. Cattiaux, M. Fradon, and
2. (with M.Scheutzow) A coupling approach to Doob's
theorem, Rendiconti Lincei Mat. Appl. 26, No.
1 (2015), 83 -- 92.
3. (with D. Ivanenko and H.Masuda) Uniform LAN property of locally stable Lévy process observed at high frequency, ALEA, Lat. Am. J. Probab.
Math. Stat. 12, (2015), 835–862.
4. (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.
5. (with N.N.Leonenko) Ergodicity and
mixing bounds for the Fisher-Snedecor diffusion, Bernoulli
19(5B) (2013), 2294 -- 2329.
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 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.
10. (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.
11. (with V.Knopova)
Exact asymptotics for a distribution density of
certain Levy functionals, Electronic Jour. of Probability, 16
(2011), 1394 -- 1433.
12. Absolute continuity and convergence in variation
for distributions of functionals of Poisson point
measure, Journal of Theoretical Probability, 24 (2011), 1 -- 38.
1.
Asymptotic and
spectral properties of exponentially φ-ergodic
Markov processes, Stochastic Processes and Applications, 121 (2011), 1044 --
1075.
2.
Exponential ergodicity
of the solutions to SDE's with a jump noise, Stochastic
Processes and Applications, 119
(2009), 602 -- 632.
3.
Malliavin calculus for difference approximations of
multidimensional diffusions: truncated local limit theorem, Ukrainian
mathematical journal, 60, No. 3 (2008)
4.
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.
5.
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.