Textbooks/Monographs

1.           Pilipenko, A. (2014): An introduction to stochastic differential equations with reflection. Potsdam: Universitätsverlag, 2014. ix, 75 S. graph. Darst. (Lectures in pure and applied mathematics 1); ISSN (print) 2199-4951; ISSN (online) 2199-496X ISBN 978-3-86956-297-1.

2.           Gusak, D., Kukush, A., Kulik, A., Mishura, Y. and Pilipenko A. (2009): Theory of Stochastic Processes with Applications to Financial Mathematics and Risk Theory Series: Problem Books in Mathematics, Springer, 375 p. 6 illus., Hardcover ISBN: 978-0-387-87861-4.

3.           Nischenko, I. and Pilipenko, A. (2009): Probability theory and Mathematical Statistics. Collection of problems for students of Kiev Polytechnic Institute, Kiev, Polytechnika. 80p. (in Ukrainian).

4.           Gusak, D., Kukush, A., Kulik, A., Mishura, Y. and Pilipenko, A. (2008): Collection of problems on Theory of Stochastic Processes and its Applications, Kiev, VPC Kiev University, 398 p. (in Ukrainian).

5.           Gusak, D., Kulik, A., Mishura, Y. and Pilipenko, A. (2008): Collection of problems on Theory of Stochastic Processes and its Applications in Financial Mathematics and Risk Theory, Kiev, VPC Kiev University, 287 p. (in Ukrainian).

Articles in journals/contributions to books

1.             Bogachev, V.I. and Pilipenko, A. (2015): Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient, Doklady Mathematics, 92 (1), 471 475.

2.             Pilipenko, A. and Prykhodko, Yu. (2015): On a limit behavior of a sequence of Markov processes perturbed in a neighborhood of a singular point, Ukrainian mathematical journal, vol.67, No.4, 564 583.

3.             Pilipenko, A. and Tantsiura M. (2014): On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift, Theory of Stochastic Processes, vol. 19(35), no.2, 52 63.

4.             Aryasova, O. and Pilipenko, A. (2014): On differentiability of stochastic flow for multidimensional SDE with discontinuous drift. Electron. Commun. Probab., 19, No. 45, 1 17.

5.             Fang, S. and Pilipenko, A. (2014): Additive functionals and push forward measures under Veretennikov's flow. In: Festschrift Masatoshi Fukushima: In Honor of Masatoshi Fukushima's Sanju (Interdisciplinary Mathematical Sciences), World Scientific,163 178.

6.             Bogachev V., Pilipenko, A. and Shaposhnikov A. (2014): Sobolev functions on infinite-dimensional domains, Journal of Mathematical Analysis and Applications, Volume 419, Issue 2, 15 November, 1023 1044.

7.             Iksanov A. and Pilipenko, A. (2014): On the maximum of a perturbed random walk, Statistics & Probability Letters, Volume 92, September 2014, 168 172.

8.             Aryasova, O. and Pilipenko, A. (2014): On differentiability with respect to the initial data of a solution of an SDE with Lévy noise and discontinuous coefficients. Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports, 86(4), 643 654.

9.             Pilipenko, A. and Prykhodko, Yu. (2014): Limit behavior of a simple random walk with non-integrable jump from a barrier, Theory of Stochastic Processes. 19(35), no.1, 52 61.

10.         Bogachev, V., Pilipenko, A. and Rebrova, E. (2013): Classes of functions of bounded variation on infinite-dimensional domains. Dokl. Russian Acad. Sci. Vol. 451, No. 2, 127 131.

11.         Pilipenko, A. (2013): On differentiability of stochastic reflecting flow with respect to starting point, Communications on Stochastic Analysis, vol. 7, No. 1, 17 37.

12.         Pilipenko, A. and Cherdyntseva, V. (2013) Analysis of the Buffers Increment for the Billing. Bulletin of V.Karazin Kharkiv National University, series Mathematical modeling. Information technology. Automated control systems, No. 1063, issue 22, 137-143.

13.         Pilipenko, A., Uryvskyi, L. and Trach, B. (2013): Asymptotic properties of self-similar traffic models based on discrete-time and continuous-time martingales, Telecommunication Sciences, 2, 19 21.

14.         Pilipenko, A. (2012): On existence and properties of strong solutions of one-dimensional stochastic equations with an additive Levy noise. Theory of Stochastic Processes, 18(34), no.2, 77 82.

15.         Dolzhenko M.N., Nosenko N.M., Globa L.S., Pilipenko, A., Prykhodko O.O. and Rudenko S.A. (2012): Patients prognosis after coronary artery bypass grafting. Medicines in Ukraine , 1 2 (9 - 10). p. 3339. (in Ukrainian)

16.         Aryasova, O. and Pilipenko, A. (2012): On properties of a flow generated by an SDE with discontinuous drift. Electronic Journal of Probability, v. 17, article 106, 1 20.

17.         Aryasova, O. and Pilipenko, A. (2011): On the strong uniqueness of a solution to singular stochastic differential equations. Theory of Stochastic Processes, vol.17(33), N 2, 1 15.

18.         Pilipenko, A. (2011): On properties of Brownian reflecting flow in a wedge, Theory of Stochastic Processes. 17(33), no.1, 79 89.

19.         Pilipenko, A. and Prykhodko, Yu. (2011): On a limit behavior of symmetric random walks with membranes, Teor. Imovir. Mat. Stat. No. 85, 84 94 (Ukrainian); translation in Theory Probab. Math. Statist. No. 85 (2012).

20.         Pilipenko, A. (2011): On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary, Ukrainian mathematical journal, Volume 63, Issue 9, 1415 1432.

21.         Bogachev, V., Korolev, A. and Pilipenko, A. (2010): Non uniform averaging in the ergodic theorem for stochastic flows, Doklady Mathematics, vol. 81, no. 3, 422 425.

22.         Aryasova, O. and Pilipenko, A. (2009): On simultaneous hitting of membrane by two skew Brownian motions. Theory of Stochastic Processes, vol. 15(31), N 1, 1 7.

23.         Aryasova, O. and Pilipenko, A. (2009): On Brownian motion on the plane with membranes on rays with a common endpoint. Random Oper. and Stoch. Equ., Vol. 17, No. 2, 137 156.

24.         Pilipenko, A. (2007): Liouville theorem and its generalizations, Mathematics today (Matematika Segodnya), vol. 13, 47 77 (in Russian).

25.         Pilipenko, A. (2006): On the generalized differentiability with initial data of a flow generated by a stochastic equation with reflection. (Ukrainian) Teor. Imovir. Mat. Stat. No. 75 (2006), 127139; translation in Theory Probab. Math. Statist. No. 75 (2007), 147 160.

26.         Pilipenko, A. (2006): Transformation of Gaussian measure by infinite-dimensional stochastic flow, Random Oper. and Stoch. Equ., vol.14, No 3, 275 290.

27.         Pilipenko, A. (2006): Functional central limit theorem for flows generated by stochastic equations with reflection, Nonlinear Oscillations, vol.9, 1, 85 97.

28.         Pilipenko, A. (2006): Propagation of absolute continuity by a flow generated by stochastic equation with reflection, Ukrainian mathematical journal, vol.58, 12, 1663 1673.

29.         Pilipenko, A. (2006): Support theorem on stochastic flows with interaction, Theory of Stochastic Processes, vol. 12(28), No.1-2, 127 141.

30.         Pilipenko, A. (2006): Measure-Valued Diffusions and Corresponding Evolutionary Flows, Doklady Mathematics, vol. 73, No. 2, 245247.

31.         Pilipenko, A. (2005): Measure-valued diffusions and continual systems of interacting particles in random media, Ukrainian mathematical journal, 57(9), 1507 1521.

32.         Pilipenko, A. (2005): Properties of the flows generated by stochastic equations with reflection, Ukrainian mathematical journal, 8, p.1069-1078.

33.         Pilipenko, A. (2005): Stochastic reflecting flows, Dopovidi Nats. Akad. Nauk Ukraini, 10, 23 29 (in Russian). (English translation available at arXiv:0810.4644)

34.         Mohammed, S. and Pilipenko, A. (2005): Absolute continuity of stationary measure-valued processes generated by stochastic equations with interaction, Theory of Stochastic Processes, vol.11(27), issue 1-2, 96 111.

35.         Pilipenko, A. (2004): Flows generated by stochastic equations with reflection, Random Oper. and Stoch. Equ., Vol. 12, No. 4, 389 396.

36.         Pilipenko, A. (2003): Transformation of measures in infinite-dimensional spaces by the flow induced by a stochastic dierential equation, Sbornik: Mathematics, 194:4, 551573, (Matematicheski˘ı Sbornik 194:4 85106).

37.         Pilipenko, A. (2003): Approximation theorem for stochastic differential equations with interaction. Random Oper. and Stoch. Equ., Vol. 11, No.3, 213 228.

38.         Pilipenko, A. (2002): Stroock and Varadhan theorem for flows generated by stochastic differential equations with interaction, Ukrainian mathematical journal, vol. 54, 2, 280 291.

39.         Pilipenko, A. (2001): Smoothness of distribution for solutions of SDE's with interaction, Theory of Stochastic Processes, vol.7(23), no. 3-4, 113 117.

40.         Pilipenko, A. (2001): Stationary measure-valued processes generated by a flow of interacted particles, Ukrainian Mathematical Congress, Proceedings, 123 130.

41.         Kulik, A. and Pilipenko, A. (2000): Nonlinear transformations of smooth measures on infinite-dimensional spaces, Ukrainian mathematical journal, v.52, no.9, 1403 1431.

42.         Pilipenko, A. (1999): The evolution of a system of particles and measure-valued processes, Theory of Stochastic Processes, vol. 5(21), no.3-4, 188 197.

43.         Alexandrova, D., Bogachev, V. and Pilipenko, A. (1999): On the convergence in the variation norm for the images of measures under differentiable mappings - C.R.Acad.Sci.Paris, t.328, Seria 1, 1055 1060.

44.         Alexandrova, D., Bogachev, V. and Pilipenko, A. (1999): On the convergence of induced measures in variation, Sbornik: Mathematics, vol.190, no.9, 1229 1245.

45.         Pilipenko, A. (1998): Convergence of random vectors distributions in variation.- Theory of Stochastic Processes, vol. 4(20), no.1-2, 238 251.

46.         Pilipenko, A. (1997): On existence and uniqueness for a solution of linear stochastic differential equation with respect to a logarithmic process, Ukrainian mathematical journal, v.49, no.6, 863 871.

47.         Pilipenko, A. (1997): Anticipative analogues of diffusion processes, Theory of Stochastic Processes, vol. 3(19), no.3-4, 363 372.

48.         Pilipenko, A. (1996): About properties of stochastic differential operator constructed by a group, Ukrainian mathematical journal, vol. 48, no.4, 563 568.

49.         Pilipenko, A. (1995): On locality of operators defined on the spaces of square integrated functions, Mathematics today (Matematika Segodnya), vol. 10, 26 41 (in Russian).

50.         Pilipenko, A. (1995): On local operators which are diagonal with respect to Hermite polynomial system, Ukrainian mathematical journal, vol. 47, no.4, 555 561.

51.         Pilipenko, A. (1995): On locality of the closure of differential operators, Theory of Stochastic Processes, vol. 1(17), no.1, 95 101 (in Russian).

Submitted for publication

1.     Mandrekar, V. and Pilipenko, A. Brownian motion with a hard membrane. (accepted to Statistics and Probability Letters)

2.     Iksanov, A. and Pilipenko, A. A functional limit theorem for locally perturbed random walks. (accepted to Probability and Mathematical Statistics)

3.     Pilipenko, A. and Proske, F. On a Selection Problem for Small Noise Perturbation in Multidimensional Case.

4.     Pilipenko, A. and Sakhanenko, L. On a limit behavior of one-dimensional random walk with non-integrable impurity. (accepted to Theory of Stochastic Processes)