Selected Papers

 

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 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), 835862.

 

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.

 

 

 

Back