Sil'vestrov Dmitrii Sergeevich

Publications in Math-Net.Ru

1. Nonlinearly perturbed stochastic processes
   
   Theory Stoch. Process., 14(30):4 (2008),  129–164
2. Convergence in skorokhod $J$-topology for compositions of stochastic processes
   
   Theory Stoch. Process., 14(30):1 (2008),  126–143
3. The analytical finance package
   
   Theory Stoch. Process., 13(29):4 (2007),  201–209
4. Convergence of option rewards for Markov type price processes
   
   Theory Stoch. Process., 13(29):4 (2007),  189–200
5. Asymptotic expansions for distributions of the surplus prior and at the time of ruin
   
   Theory Stoch. Process., 13(29):4 (2007),  183–188
6. Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-markov processes
   
   Theory Stoch. Process., 13(29):2 (2007),  267–271
7. Dual processes and ergodic type theorems for Markov chains in the scheme of series
   
   Teor. Veroyatnost. i Primenen., 39:4 (1994),  716–730
8. The invariance principle for accumulation processes with semi-Markov switchings in a scheme of arrays
   
   Teor. Veroyatnost. i Primenen., 36:3 (1991),  505–520
9. Entry times into asymptotically receding regions for random processes with semi-Markov switchings
   
   Teor. Veroyatnost. i Primenen., 29:3 (1984),  539–544
10. The moments of the first entrance into asymptotically retiring domains for ergodic Markov chains
    
    Teor. Veroyatnost. i Primenen., 28:2 (1983),  410–420
11. The invariance principle type theorems for recurrent semi-Markov processes with a general state space
    
    Teor. Veroyatnost. i Primenen., 24:3 (1979),  529–541
12. Remarks on the weak limit of the superposition of asymptotically independent random functions
    
    Teor. Veroyatnost. i Primenen., 24:1 (1979),  150–155
13. Conditions for convergence of the superposition of stochastic processes in J-topology
    
    Teor. Veroyatnost. i Primenen., 18:3 (1973),  605–608
14. On convergence of complex random functions in the $J$-topology
    
    Dokl. Akad. Nauk SSSR, 202:3 (1972),  539–540
15. Remarks about the limit of composite random function
    
    Teor. Veroyatnost. i Primenen., 17:4 (1972),  707–715
16. Limit theorems for functionals of integral type on diffusion processes
    
    Dokl. Akad. Nauk SSSR, 200:3 (1971),  545–547
17. On convergence of stochastic processes in the uniform topology
    
    Dokl. Akad. Nauk SSSR, 200:1 (1971),  43–44
18. Limiting distributions for compositions of random functions
    
    Dokl. Akad. Nauk SSSR, 199:6 (1971),  1251–1252
19. Limit of a complex random function
    
    Mat. Zametki, 10:1 (1971),  113–123
20. Limit theorems for functionals of a process with piecewise constant sums of random variables determined on a semi-Markov process with a finite set of states
    
    Dokl. Akad. Nauk SSSR, 195:5 (1970),  1036–1038
21. Asymptotic behavior of the time of attainment for sums of random values controlled by a regular semi-Markov process
    
    Dokl. Akad. Nauk SSSR, 189:5 (1969),  949–951


22. Letter to the editor
    
    Mat. Zametki, 18:1 (1975),  151