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).
583.3.
Pilipenko, A. and Tantsiura M.
5.
Fang, S. and Pilipenko, A.
(2014): Additive functionals and push forward
measures under Veretennikov's flow. 6.
Bogachev V., Pilipenko, A. and Shaposhnikov
A. (2014): Sobolev functions on
infinite-dimensional domains, 7.
Iksanov A. and Pilipenko, A. (2014): On the maximum of a perturbed
random walk, 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. 9.
Pilipenko, A. and Prykhodko, Yu. (2014): Limit behavior of a simple random
walk with non-integrable jump from a barrier, 10.
Bogachev, V., Pilipenko, A. and Rebrova, E.
(2013): Classes of functions of bounded variation on infinite-dimensional
domains. 11.
Pilipenko, A. (2013): On differentiability
of stochastic reflecting flow with respect to starting point, 12.
Pilipenko, A. and Cherdyntseva, V. (2013) Analysis of the Buffer’s
Increment for the Billing. 13.
Pilipenko, A., Uryvskyi, L. and Trach, B. (2013):
Asymptotic properties of self-similar traffic models based on discrete-time
and continuous-time martingales, 14.
Pilipenko, A. (2012): On
existence and properties of strong solutions of one-dimensional stochastic
equations with an additive Levy noise. 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. 16.
Aryasova, O. and Pilipenko, A. (2012): On properties of a flow generated
by an SDE with discontinuous drift. 17.
Aryasova, O. and Pilipenko, A. (2011): On the strong uniqueness of a
solution to singular stochastic differential equations. 18.
Pilipenko, A. (2011): On
properties of Brownian reflecting flow in a wedge, 19.
Pilipenko, A. and Prykhodko, Yu. (2011): On a limit behavior of symmetric
random walks with membranes, 20.
Pilipenko, A. (2011): On
the Skorokhod mapping for equations with reflection
and possible jump-like exit from a boundary, 21.
Bogachev, V., Korolev, A. and Pilipenko, A. 22.
Aryasova, O. and Pilipenko, A. (2009): On simultaneous hitting of membrane
by two skew Brownian motions. 23.
Aryasova, O. and Pilipenko, A. (2009): On Brownian motion on the plane
with membranes on rays with a common endpoint. 24.
Pilipenko, A. (2007): Liouville theorem and its generalizations, 25.
Pilipenko, A. (2006): On
the generalized differentiability with initial data of a flow generated by a
stochastic equation with reflection. (Ukrainian) 26.
Pilipenko, A. (2006): Transformation
of Gaussian measure by infinite-dimensional stochastic flow, 27.
Pilipenko, A. (2006):
Functional central limit theorem for flows generated by stochastic equations
with reflection, 28.
Pilipenko, A. (2006): Propagation of absolute continuity by a flow
generated by stochastic equation with reflection, 29.
Pilipenko, A. (2006): Support
theorem on stochastic flows with interaction, 30.
Pilipenko, A. (2006): Measure-Valued Diffusions and Corresponding
Evolutionary Flows, 31.
Pilipenko, A. (2005): Measure-valued
diffusions and continual systems of interacting particles in random media, 32.
Pilipenko, A. (2005): Properties
of the flows generated by stochastic equations with reflection, 33.
Pilipenko, A. (2005): Stochastic
reflecting flows, 34.
Mohammed, S. and Pilipenko,
A. (2005): Absolute continuity of stationary measure-valued processes
generated by stochastic equations with interaction 35.
Pilipenko, A. (2004): Flows
generated by stochastic equations with reflection, 36.
Pilipenko, A. (2003): Transformation
of measures in inﬁnite-dimensional spaces by
the ﬂow induced by a stochastic diﬀerential
equation, 37.
Pilipenko, A. (2003): Approximation
theorem for stochastic differential equations with interaction. 38.
Pilipenko, A. (2002): Stroock and Varadhan theorem
for flows generated by stochastic differential equations with interaction, 39.
Pilipenko, A. (2001): Smoothness
of distribution for solutions of SDE's with interaction, 40.
Pilipenko, A. (2001): Stationary
measure-valued processes generated by a flow of interacted particles, 41.
Kulik, A. and Pilipenko, A. (2000): Nonlinear transformations of smooth
measures on infinite-dimensional spaces, 42.
Pilipenko, A. (1999): The
evolution of a system of particles and measure-valued processes 43.
Alexandrova, D., Bogachev, V. and Pilipenko, A. (1999):
On the convergence in the variation norm for the images of measures under
differentiable mappings - 44.
Alexandrova, D., Bogachev, V. and Pilipenko, A. (1999):
On the convergence of induced measures in variation, 45.
Pilipenko, A. (1998): Convergence
of random vectors distributions in variation.- 46.
Pilipenko, A. (1997): On
existence and uniqueness for a solution of linear stochastic differential
equation with respect to a logarithmic process, 47.
Pilipenko, A. (1997): Anticipative
analogues of diffusion processes, 48.
Pilipenko, A. (1996): About
properties of stochastic differential operator constructed by a group, 49.
Pilipenko, A. (1995): On
locality of operators defined on the spaces of square integrated functions, 50.
Pilipenko, A. (1995): On
local operators which are diagonal with respect to Hermite
polynomial system, 51.
Pilipenko, A. (1995): On
locality of the closure of differential operators,
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) |