| Publication | Date of Publication | Type |
|---|
| Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums | 2015-03-18 | Paper |
| Estimating the unknown parameter in weak-signal systems | 2014-10-30 | Paper |
| Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company | 2014-10-24 | Paper |
| Some problems for Clark's model. II. A solution for Merton's portfolio problem | 2014-10-24 | Paper |
| A method to find a stabilizing control for an accumulation fund with functions of an insurance company | 2014-06-30 | Paper |
| On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market | 2014-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2850849 | 2013-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2850850 | 2013-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2850857 | 2013-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2850369 | 2013-09-26 | Paper |
| On the Rate of Convergence of Solution of Differential Equation Disturbed by “Physical” White Noise to a Solution of Appropriate Diffusion Equation. Exponential Mixing | 2013-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4899359 | 2013-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4899361 | 2013-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2901613 | 2012-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2901642 | 2012-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2896602 | 2012-07-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2896615 | 2012-07-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2896627 | 2012-07-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2896631 | 2012-07-16 | Paper |
| Mixing ``in the sense of Ibragimov. Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. II | 2012-03-19 | Paper |
| On the ε-sufficient control in one merton problem with “physical” white noise | 2011-02-22 | Paper |
| Mixing “In the sense of Ibragimov.” Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of wiener processes. Some applications. I | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077414 | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077416 | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3552602 | 2010-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3552603 | 2010-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3393320 | 2009-08-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3393338 | 2009-08-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5324994 | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325042 | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325331 | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607753 | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607761 | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607769 | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607775 | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3541655 | 2008-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3505468 | 2008-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430273 | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430277 | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430292 | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430298 | 2007-12-16 | Paper |
| Evaluation of the probability of bankruptcy for a model of insurance company | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3594628 | 2007-08-09 | Paper |
| Invariance principle for one class of Markov chains with fast Poisson time. Estimate for the rate of convergence | 2007-05-29 | Paper |
| Order reduction for a system of stochastic differential equations with a small parameter in the coefficient of the leading derivative. Estimate for the rate of convergence | 2007-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5487526 | 2006-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5487535 | 2006-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5487539 | 2006-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5487546 | 2006-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5487547 | 2006-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5487549 | 2006-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5487555 | 2006-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5487560 | 2006-09-19 | Paper |
| Estimates for the Rate of Convergence in Ordinary Differential Equations under the Action of Random Processes with Fast Time | 2006-07-20 | Paper |
| A Stochastic Analog of Bogolyubov's Second Theorem | 2006-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4676776 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4676778 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4676787 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677121 | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4455434 | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4455442 | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4455449 | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4455459 | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4455460 | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4455468 | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4455430 | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4455431 | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4455432 | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4422330 | 2003-09-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4529921 | 2002-05-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2784972 | 2002-04-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2784974 | 2002-04-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2771518 | 2002-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2739835 | 2001-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2740413 | 2001-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2736988 | 2001-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2737018 | 2001-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2722227 | 2001-07-11 | Paper |
| On estimate of convergence rate to Ito’s equation. The case of uniform strong intermixing | 2000-07-12 | Paper |
| Diffusion approximation of normalized integrals of weakly dependent processes and its applications | 2000-06-29 | Paper |
| Estimation of rated influence in parabolic systems. \(L_2\)-approach | 2000-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4940244 | 2000-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4940272 | 2000-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4940365 | 2000-03-02 | Paper |
| Some properties of multiparameter random fields | 2000-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4939740 | 2000-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4939759 | 2000-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4939944 | 2000-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4937757 | 2000-02-15 | Paper |
| Bernstein inequality under averaging of elliptic systems in periodic random media | 2000-01-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4264010 | 1999-09-15 | Paper |
| Optimal solution control for a first-order partial stochastic differential equation | 1999-08-18 | Paper |
| О неравенстве Колмогорова - Гаека - Реньи для нормированных интегралов от процессов со слабой зависимостью | 1998-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3843100 | 1998-08-24 | Paper |
| Evaluation of calculated influences in parabolic Systems. L1-approach | 1998-06-14 | Paper |
| Functional law of iterated logarithm for normalized integrals of processes with weak dependence | 1998-03-17 | Paper |
| Functional law of the iterated logarithm for fields and its applications | 1998-03-17 | Paper |
| On averaging elliptic systems in periodic random media | 1997-11-10 | Paper |
| Problems on discord of stochastic processes | 1997-01-07 | Paper |
| Functional law of iterated logarithm for normalized integrals of processes with weak dependence | 1997-01-01 | Paper |
| Functional law of the iterated logarithm for fields and its applications | 1997-01-01 | Paper |
| On the Kolmogorov-Hájek-Renyi inequality and its applications | 1996-07-07 | Paper |
| On the solution of ill-posed problems with weakly dependent data errors | 1996-03-31 | Paper |
| Exponential inequalities in stochastic approximation procedures | 1996-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4862777 | 1996-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4865072 | 1996-02-14 | Paper |
| Large-deviation inequalities for parameter estimators in stochastic systems | 1996-01-08 | Paper |
| On the functional of action for multiparameter random fields | 1995-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4282123 | 1994-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4282126 | 1994-05-25 | Paper |
| Estimation of Nonlinearity Parameter in Initial-Boundary Value Problems with Gaussian Perturbations | 1993-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4037590 | 1993-05-18 | Paper |
| Averaging in hyperbolic systems subject to weakly dependent random perturbations | 1993-03-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4007522 | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4007593 | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3986982 | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3987005 | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979873 | 1992-06-26 | Paper |
| Averaging in parabolic systems subject to weakly dependent random actions. The \(L_ 2\)-approach | 1992-06-25 | Paper |
| Estimates of probabilities of large deviations on problems of estimation of rated effects. I | 1992-06-25 | Paper |
| Averagings in stochastic systems with dependence on the whole past | 1992-06-25 | Paper |
| Averaging in parabolic systems, subjected to weakly dependent random perturbations. The \(L_ 1\)-approach | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3977536 | 1992-06-25 | Paper |
| Averaging in hyperbolic systems subject to weakly dependent random perturbations | 1992-01-01 | Paper |
| Estimates of capacities of plane condensers | 1991-01-01 | Paper |
| Averaging in parabolic systems subject to weakly dependent random actions. The L2-approach | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5750053 | 1990-01-01 | Paper |
| Averaging stochastic systems under weakly dependent perturbations | 1990-01-01 | Paper |
| Averaging stochastic systems under weakly dependent perturbations | 1990-01-01 | Paper |
| Stochastic approximation in ill-posed problems under random errors | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3349695 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3490711 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5751756 | 1989-01-01 | Paper |
| Exponential bounds in stochastic approximation procedures | 1989-01-01 | Paper |
| Averages in curvilinear boundaries of stochastic hyperbolic systems | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3485690 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3822981 | 1989-01-01 | Paper |
| Kolmogorov statistic in the case of a piecewise-continuous distribution function | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3033072 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3354910 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3494360 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3806562 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3819803 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3787302 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3766670 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3042237 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3658970 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3940689 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3884910 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3959999 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3876870 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4046852 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4046853 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4057883 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5182930 | 1973-01-01 | Paper |