Pavlyukevich Il'ya Evgen'evich

Publications in Math-Net.Ru

1. Drift estimation for a Lévy–driven Ornstein–Uhlenbeck process with heavy tails
   
   Stat. Inference Stoch. Process., 23:3 (2020),  553–570
2. First order convergence of weak Wong–Zakai approximations of Lévy-driven Marcus SDEs
   
   Theory Stoch. Process., 24(40):2 (2019),  32–60
3. On the calculation of probability characteristics of some optimal stopping times
   
   Uspekhi Mat. Nauk, 52:1(313) (1997),  233–234