Borodin Andrei Nikolaevich

Publications in Math-Net.Ru

1. Distribution of functionals of branching diffusion pro- cess
   
   Zap. Nauchn. Sem. POMI, 544 (2025),  61–72
2. Local time of reflecting Brownian motion
   
   Zap. Nauchn. Sem. POMI, 544 (2025),  40–60
3. Transformation of measure for diffusions with double-break drift
   
   Zap. Nauchn. Sem. POMI, 535 (2024),  58–69
4. On the distribution of inhomogeneous functionals of Brownian local time at the inverse local time moment
   
   Zap. Nauchn. Sem. POMI, 535 (2024),  40–57
5. On the distribution of inhomogeneous functionals of Brownian local time
   
   Zap. Nauchn. Sem. POMI, 526 (2023),  52–77
6. The second order local time of the Bessel process at the moment inverse to local time
   
   Zap. Nauchn. Sem. POMI, 525 (2023),  30–50
7. Transformation of measure for diffusions with discontinuous drift
   
   Zap. Nauchn. Sem. POMI, 515 (2022),  72–82
8. Brownian local time of the second order at the inverse local time moment
   
   Zap. Nauchn. Sem. POMI, 510 (2022),  51–64
9. Brownian local time of the second order
   
   Zap. Nauchn. Sem. POMI, 505 (2021),  75–86
10. Distribution of functionals of Brownian motion with linear drift killed elastically at zero
    
    Zap. Nauchn. Sem. POMI, 505 (2021),  62–74
11. Distributions of functionals of local time of a skew Brownian motion with discontinuous drift
    
    Zap. Nauchn. Sem. POMI, 501 (2021),  36–51
12. Distribution of functionals of local time of Brownian motion with discontinuous drift
    
    Zap. Nauchn. Sem. POMI, 495 (2020),  102–120
13. Distributions of functionals of diffusions with non-standard switching
    
    Zap. Nauchn. Sem. POMI, 495 (2020),  87–101
14. Limit behaviour of a compound Poisson process with switching between multiple values
    
    Zap. Nauchn. Sem. POMI, 486 (2019),  44–62
15. Distributions of functionals of Brownian motion with non-standard switching
    
    Zap. Nauchn. Sem. POMI, 486 (2019),  35–43
16. Limit behavior of a compound Poisson process with switching and dominated terms
    
    Zap. Nauchn. Sem. POMI, 474 (2018),  46–62
17. Distributions of functionals of switching diffusions with jumps
    
    Zap. Nauchn. Sem. POMI, 474 (2018),  28–45
18. Limit behaviour of a compound Poisson process with switching
    
    Zap. Nauchn. Sem. POMI, 466 (2017),  54–66
19. Joint distributions of functionals of telegraph process and switching diffusions
    
    Zap. Nauchn. Sem. POMI, 466 (2017),  38–53
20. Distributions of functionals of switching diffusions
    
    Zap. Nauchn. Sem. POMI, 454 (2016),  52–81
21. On distributions of integral functionals of diffusions stopped at inverse range time
    
    Zap. Nauchn. Sem. POMI, 454 (2016),  43–51
22. Hyperbolic Ornstein–Uhlenbeck process
    
    Zap. Nauchn. Sem. POMI, 441 (2015),  45–55
23. Distributions of functionals of special diffusions with jumps
    
    Zap. Nauchn. Sem. POMI, 431 (2014),  37–55
24. Distributions of functionals of diffusions with jumps stopped at random moments
    
    Zap. Nauchn. Sem. POMI, 420 (2013),  5–22
25. Probabilistic approach to the ordinary differential equations
    
    Zap. Nauchn. Sem. POMI, 412 (2013),  47–68
26. Distributions of integral functionals of bridges of Gaussian diffusions
    
    Zap. Nauchn. Sem. POMI, 408 (2012),  74–83
27. Joint distributions of the infimum, the supremum and the end of Brownian motion with jumps
    
    Zap. Nauchn. Sem. POMI, 396 (2011),  73–87
28. Distributions of functionals of diffusions with jumps connected with the location of the maximum or minimum
    
    Zap. Nauchn. Sem. POMI, 384 (2010),  78–104
29. Distributions of the location of the maximum and minimum for diffusions with jumps
    
    Zap. Nauchn. Sem. POMI, 368 (2009),  75–94
30. On first exit time from an interval for diffusions with jumps
    
    Zap. Nauchn. Sem. POMI, 364 (2009),  70–87
31. On hypergeometric diffusion
    
    Zap. Nauchn. Sem. POMI, 361 (2008),  29–44
32. On distributions of passage times of Brownian motion with jumps
    
    Zap. Nauchn. Sem. POMI, 351 (2007),  101–116
33. Transformations of diffusions with jumps
    
    Zap. Nauchn. Sem. POMI, 351 (2007),  79–100
34. Distributions of functionals of bridges of diffusions with jumps
    
    Zap. Nauchn. Sem. POMI, 341 (2007),  34–47
35. Distributions of functionals of diffusions with jumps
    
    Zap. Nauchn. Sem. POMI, 339 (2006),  15–36
36. Distributions of functionals of diffusions with jumps
    
    Zap. Nauchn. Sem. POMI, 328 (2005),  27–41
37. On distributions of special non-homogenious functionals of Brownian motion
    
    Zap. Nauchn. Sem. POMI, 320 (2004),  5–29
38. On some exponential integral functionals of BM($\mu$) and BES(3)
    
    Zap. Nauchn. Sem. POMI, 311 (2004),  51–78
39. On distributions of some functionals of Brownian local time
    
    Zap. Nauchn. Sem. POMI, 298 (2003),  22–35
40. On distributions of functionals of Brownian motion stopped at the moment inverse to a linear combination of local times
    
    Zap. Nauchn. Sem. POMI, 294 (2002),  43–54
41. On diffusions with identical bridges
    
    Zap. Nauchn. Sem. POMI, 294 (2002),  29–42
42. Distribution of functionals of certain non-Markovian processes
    
    Teor. Veroyatnost. i Primenen., 44:3 (1999),  481–505
43. On distributions of functionals of Brownian motion stopped at inverse range time
    
    Zap. Nauchn. Sem. POMI, 260 (1999),  50–72
44. Versions of the Feynman–Kac formula
    
    Zap. Nauchn. Sem. POMI, 244 (1997),  46–60
45. On distributions of functionals of Brownian motion stopped at the moment inverse to sojourn time
    
    Zap. Nauchn. Sem. POMI, 228 (1996),  39–56
46. Limit theorems for functionals of random walks
    
    Trudy Mat. Inst. Steklov., 195 (1994),  3–285
47. On distribution of functionals of Brownian motion, stopped at the moment inverse to local time
    
    Zap. Nauchn. Sem. LOMI, 194 (1992),  30–43
48. Tables of the distributions of the functionals of Brownian motion
    
    Zap. Nauchn. Sem. LOMI, 194 (1992),  8–20
49. On distribution of functionals of Brownian motion, stopped at the moment inverse to local time
    
    Zap. Nauchn. Sem. LOMI, 184 (1990),  37–61
50. Brownian local time
    
    Uspekhi Mat. Nauk, 44:2(266) (1989),  7–48
51. Distributions of Functionals in Brownian Local Time. II
    
    Teor. Veroyatnost. i Primenen., 34:4 (1989),  636–649
52. Distributions of Functionals of the Brownian Local Time. I
    
    Teor. Veroyatnost. i Primenen., 34:3 (1989),  433–450
53. On distribution of integral type functionals of local time of Bessel process
    
    Zap. Nauchn. Sem. LOMI, 177 (1989),  8–27
54. Weak invariance principles,for local times
    
    Zap. Nauchn. Sem. LOMI, 158 (1987),  14–31
55. Asymptotic behaviour of local times of recurrent random walks with infinite variance
    
    Teor. Veroyatnost. i Primenen., 29:2 (1984),  312–326
56. On the character of convergence to Brownian local time
    
    Dokl. Akad. Nauk SSSR, 269:4 (1983),  784–788
57. Limit theorems for sums of independent random variables defined on a recurrent random walk
    
    Teor. Veroyatnost. i Primenen., 28:1 (1983),  98–114
58. An asymptotic behaviour of local time of two-parameter random walk with finite variance
    
    Zap. Nauchn. Sem. LOMI, 130 (1983),  36–55
59. On distribution of integrable type functionals of Brownian motion
    
    Zap. Nauchn. Sem. LOMI, 119 (1982),  19–38
60. An asymptotic behaviour of local times of a recurrent random walk with finite variance
    
    Teor. Veroyatnost. i Primenen., 26:4 (1981),  769–783
61. A limit theorem for sums of independent random variables defined on a recurrent random walk
    
    Dokl. Akad. Nauk SSSR, 246:4 (1979),  786–788
62. Some limit theorems for the processes with random time
    
    Teor. Veroyatnost. i Primenen., 24:4 (1979),  754–770
63. A stochastic approximation procedure in the case of weakly dependent observations
    
    Teor. Veroyatnost. i Primenen., 24:1 (1979),  34–51
64. Limit theorems for sums of independent random variables defined on non-recurrent random walk
    
    Zap. Nauchn. Sem. LOMI, 85 (1979),  17–29
65. Quasi-martingales
    
    Teor. Veroyatnost. i Primenen., 23:3 (1978),  661–664
66. A limit theorem for solutions of differential equations with random right hand side
    
    Teor. Veroyatnost. i Primenen., 22:3 (1977),  498–512


67. In memory of M. S. Nikulin
    
    Zap. Nauchn. Sem. POMI, 495 (2020),  7–8
68. From editors
    
    Zap. Nauchn. Sem. POMI, 368 (2009),  5–6