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  1. A Construction of Reflecting Levy Processes

    Ibragimov, I. A., Smorodina, N. V. & Faddeev, M. M., 1 Jan 2019, In: Doklady Mathematics. 99, 1, p. 71-74 4 p.

    Research output: Contribution to journal › Article › peer-review

  2. A Limit Theorem for Regime-Switching Diffusion Processes

    Смородина, Н. В. & Фаддеев, М. М., 2022, In: Journal of Mathematical Sciences (United States). 268, 5, p. 704 -- 710

    Research output: Contribution to journal › Article › peer-review

  3. A Limit Theorem on the Convergence of Random Walk Functionals to a Solution of the Cauchy Problem for the Equation ∂u∂t=σ22Δu with Complex σ.

    Ibragimov, I. A., Smorodina, N. V. & Faddeev, M. M., 2015, In: Journal of Mathematical Sciences. 206, 2, p. 171-180

    Research output: Contribution to journal › Article › peer-review

  4. Analytic diffusion processes: Definition, properties, limit theorems

    Ibragimov, I. A., Smorodina, N. V. & Faddeev, M. M., 1 Jan 2017, In: Theory of Probability and its Applications. 61, 2, p. 255-276 22 p.

    Research output: Contribution to journal › Article › peer-review

  5. An Extension of Local Time

    Ibragimov, I. A., Smorodina, N. V. & Faddeev, M. M., 15 Oct 2021, In: Journal of Mathematical Sciences (United States). 258, 6, p. 838-844 7 p.

    Research output: Contribution to journal › Article › peer-review

  6. APPROXIMATION OF A WIENER PROCESS LOCAL TIME BY FUNCTIONALS OF RANDOM WALKS

    Ibragimov, I. A., Smorodina, N. V. & Faddeev, M. M., 2021, In: Theory of Probability and its Applications. 66, 1, p. 58-74

    Research output: Contribution to journal › Article › peer-review

  7. Approximation of the evolution operator by expectations of functionals of sums of independent random variables

    Ibragimov, I. A., Smorodina, N. V. & Faddeev, M. M., 1 Jan 2019, In: Theory of Probability and its Applications. 64, 1, p. 12-26 15 p.

    Research output: Contribution to journal › Article › peer-review

  8. A Probabilistic Approximation of the Evolution Operator exp (t (S∇, ∇)) with a Complex Matrix S

    Ibragimov, I. A., Smorodina, N. V. & Faddeev, M. M., Feb 2020, In: Journal of Mathematical Sciences (United States). 244, 5, p. 789-795 7 p.

    Research output: Contribution to journal › Article › peer-review

  9. A Stochastic Interpretation of the Cauchy Problem Solution for the Equation ∂u/∂t=(σ^2/2)Δu+V(x)u with Complex σ.

    Faddeev, M. M., Ibragimov, I. A. & Smorodina, N. V., 2016, In: Markov Processes and Related Fields. 22, 2, p. 203-226

    Research output: Contribution to journal › Article

  10. Convergence of independent random variable sum distributions to signed measures and applications to the large deviations problem

    Smorodina, N. V. & Faddeev, M. M., 2010, In: Theory of Stochastic Processes. 16(32), 1, p. 94-102

    Research output: Contribution to journal › Article

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