Lebedev Vladimir Aleksandrovich

Publications in Math-Net.Ru

1. On the existence of weak solutions for stochastic differential equations with driving $L^0$-valued measures
   
   Teor. Veroyatnost. i Primenen., 47:4 (2002),  672–685
2. Conditions for the absence of blow-up and the trajectorywise-uniqueness of solutions of stochastic differential equations with $L^0$-valued random measures
   
   Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2002, no. 2,  7–15
3. $L^p$-Valued Random Measures and Good Extensions of a Stochastic Basis
   
   Teor. Veroyatnost. i Primenen., 46:3 (2001),  563–568
4. Behavior of random measures under filtration change
   
   Teor. Veroyatnost. i Primenen., 40:4 (1995),  754–763
5. The Fubini theorem for stochastic integrals with respect to $L^0$-valued random measures depending on a parameter
   
   Teor. Veroyatnost. i Primenen., 40:2 (1995),  313–323
6. Generalization of the expectation for a unified description of random and indefinite factors
   
   Teor. Veroyatnost. i Primenen., 38:3 (1993),  529–539
7. The absence of an explosion and trajectory uniqueness for a solution of a stochastic differential equation with coefficients that depend on the past
   
   Izv. Vyssh. Uchebn. Zaved. Mat., 1990, no. 12,  44–55
8. Stochastic Integration with Respect to Semimartingale Random Measures
   
   Teor. Veroyatnost. i Primenen., 34:4 (1989),  792–794
9. Convergence of a difference scheme for solving a system of partial differential equations of the particle method for the Boltzmann equation
   
   Zh. Vychisl. Mat. Mat. Fiz., 28:8 (1988),  1264–1267
10. On the natural predictability of increasing processes
    
    Izv. Vyssh. Uchebn. Zaved. Mat., 1987, no. 4,  45–47
11. On sequences of stochastic processes with tight majoration of jumps
    
    Teor. Veroyatnost. i Primenen., 31:3 (1986),  602–605
12. Moment inequalities for increments of solutions of stochastic differential equations
    
    Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 1986, no. 4,  3–10
13. On the uniqueness of a solution of a stochastic differential equation with driving martingale and random measure
    
    Teor. Veroyatnost. i Primenen., 30:1 (1985),  152–156
14. On the regularity of a solution of a stochastic equation with respect to a martingale and a random measure
    
    Teor. Veroyatnost. i Primenen., 28:3 (1983),  579–583
15. New criteria of relative compactness of sequences of probability measures
    
    Uspekhi Mat. Nauk, 37:6(228) (1982),  29–37
16. On the weak compactness for families of distributions of general semi-martingales
    
    Teor. Veroyatnost. i Primenen., 27:1 (1982),  15–23
17. On the relative compactness for the families of distributions of semimartingales
    
    Teor. Veroyatnost. i Primenen., 26:1 (1981),  143–151
18. A weak compactness condition for semimartingales
    
    Dokl. Akad. Nauk SSSR, 254:1 (1980),  36–39
19. On the uniqueness of a relaxed solution for a system of stochastic differential equations
    
    Teor. Veroyatnost. i Primenen., 23:1 (1978),  153–161
20. Certain properties of an elliptic problem of Sobolev
    
    Differ. Uravn., 13:4 (1977),  758–760
21. On moment estimates for the solution of a system of stochastic differential equations
    
    Teor. Veroyatnost. i Primenen., 21:3 (1976),  599–606
22. On a condition for uniqueness of a solution of a system of stochastic differential equations
    
    Teor. Veroyatnost. i Primenen., 21:2 (1976),  423–430
23. On the first passage time of diffusion processes for time-dependent boundaries
    
    Teor. Veroyatnost. i Primenen., 16:3 (1971),  551–556