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Andrey Pilipenko

Andrey Pilipenko

Institute of Mathematics National Academy of Sciences of Ukraine - Kyiv / Ukraine
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 4428358
Институт математики Национальная академия наук Украины
person_outline Andrey Pilipenko's MOST POPULAR ARTICLES
1-) An introduction to stochastic differential equations with reflection Universitätsverlag Potsdam, 2014
2-) Theory of stochastic processes Springer, 2010
3-) On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary. Ukrainian Mathematical Journal 63 (9), 2012
4-) Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise Journal of Theoretical Probability 35 (2), 714-771, 2022
5-) Functional Limit Theorems for Locally Perturbed Random Walks Locally Perturbed Random Walks, 73-203, 2025