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1

New and refined bounds for expected maxima of fractional Brownian motion

Borovkov, Konstantin, Mishura, Yuliya, Novikov, Alexander, Zhitlukhin, Mikhail

Journal:

Statistics & Probability Letters

Year:

2018

Language:

english

File:

PDF, 298 KB

english, 2018

2

On exit times of Levy-driven Ornstein–Uhlenbeck processes

Konstantin Borovkov, Alexander Novikov

Journal:

Statistics & Probability Letters

Year:

2008

Language:

english

File:

PDF, 265 KB

english, 2008

3

On the ruin time distribution for a Sparre Andersen process with exponential claim sizes

Konstantin A. Borovkov, David C.M. Dickson

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 367 KB

english, 2008

4

Bounds for expected maxima of Gaussian processes and their discrete approximations

Borovkov, Konstantin, Mishura, Yuliya, Novikov, Alexander, Zhitlukhin, Mikhail

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2015

Language:

english

File:

PDF, 1.51 MB

english, 2015

5

Random step functions model for interest rates

Konstantin Borovkov, Fima C. Klebaner, Eleanor Virag

Journal:

Finance and Stochastics

Year:

2003

Language:

english

File:

PDF, 230 KB

english, 2003

6

The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem

Pan, Yuqing, Borovkov, Konstantin A.

Journal:

Advances in Applied Probability

Year:

2019

Language:

english

File:

PDF, 578 KB

english, 2019

7

On limiting cluster size distributions for processes of exceedances for stationary sequences

Konstantin Borovkov, Serguei Novak

Journal:

Statistics & Probability Letters

Year:

2010

Language:

english

File:

PDF, 203 KB

english, 2010

8

Jump-Diffusion Modeling in Emission Markets

Borovkov, Konstantin, Decrouez, Geoffrey, Hinz, Juri

Journal:

Stochastic Models

Year:

2011

Language:

english

File:

PDF, 428 KB

english, 2011

9

Radical Cationic Pathway for the Decay of Ionized Glyme Molecules in Liquid Solution

Taletskiy, Konstantin S., Borovkov, Vsevolod I., Shchegoleva, Lyudmila Nikolaevna, Beregovaya, Irina V., Taratayko, Andrey, Molin, Yuri N.

Journal:

Journal of Physical Chemistry B

Year:

2015

Language:

english

File:

PDF, 1.51 MB

english, 2015

10

First Passage Densities and Boundary Crossing Probabilities for Diffusion Processes

Andrew N. Downes, Konstantin Borovkov

Journal:

Methodology and Computing in Applied Probability

Year:

2008

Language:

english

File:

PDF, 532 KB

english, 2008

11

On the expectations of maxima of sets of independent random variables

Daniel V. Tokarev, Konstantin A. Borovkov

Journal:

Statistics & Probability Letters

Year:

2009

Language:

english

File:

PDF, 556 KB

english, 2009

12

The exact asymptotics of the large deviation probabilities in the multivariate boundary crossing problem

Pan, Yuqing, Borovkov, Konstantin A.

Journal:

Advances in Applied Probability

Year:

2019

File:

PDF, 578 KB

2019

13

The uniform law for sojourn measures of random fields

Konstantin Borovkov, Shaun McKinlay

Journal:

Statistics & Probability Letters

Year:

2012

Language:

english

File:

PDF, 300 KB

english, 2012

14

Elements of Stochastic Modelling || Introduction

Borovkov, Konstantin

Year:

2014

Language:

english

File:

PDF, 204 KB

english, 2014

15

On record indices and record times

Konstantin Borovkov, Dietmar Pfeifer

Journal:

Journal of Statistical Planning and Inference

Year:

1995

Language:

english

File:

PDF, 496 KB

english, 1995

16

Longitudinal Electron Spin Relaxation Induced by Degenerate Electron Exchange as Studied by Time-Resolved Magnetic Field Effects

Borovkov, Vsevolod I., Ivanov, Konstantin L., Bagryansky, Victor A., Molin, Yuri N.

Journal:

Journal of Physical Chemistry A

Year:

2006

Language:

english

File:

PDF, 152 KB

english, 2006

17

A refined version of the integro-local Stone theorem

Borovkov, Alexander A., Borovkov, Konstantin A.

Journal:

Statistics & Probability Letters

Year:

2017

Language:

english

File:

PDF, 388 KB

english, 2017

18

Elements of Stochastic Modelling || FRONT MATTER

Borovkov, Konstantin

Year:

2014

Language:

english

File:

PDF, 261 KB

english, 2014

19

On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter

Borovkov, Konstantin, Zhitlukhin, Mikhail

Journal:

Electronic Communications in Probability

Year:

2018

Language:

english

File:

PDF, 239 KB

english, 2018

20

Approximating the equilibrium quantity traded and welfare in large markets

Muir, Ellen V., Borovkov, Konstantin

Journal:

Stochastic Models

Year:

2017

Language:

english

File:

PDF, 1.05 MB

english, 2017

21

On random walks with jumps scaled by cumulative sums of random variables

Konstantin Borovkov

Journal:

Statistics & Probability Letters

Year:

1997

Language:

english

File:

PDF, 351 KB

english, 1997

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