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  1. 2010

  2. Пуассоновские субординаторы, поле Винера-Орнштейна-Уленбека и связь броуновских мостов с переходными характеристиками процессов Орнштейна-Уленбека

    Русаков, О. В., 2010, In: ЗАПИСКИ НАУЧНЫХ СЕМИНАРОВ САНКТ-ПЕТЕРБУРГСКОГО ОТДЕЛЕНИЯ МАТЕМАТИЧЕСКОГО ИНСТИТУТА ИМ. В.А. СТЕКЛОВА РАН. 384, 16, p. 225-237

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

  3. 2009

  4. Sums of Independent Poisson Subordinators and Their Connection with Strictly \alpha -stable Processes of Ornstein-Uhlenbeck Type

    Rusakov, O. V., 2009, In: Journal of Mathematical Sciences. 159, 3, p. 350-357

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

  5. 2007

  6. Limit theorems for a nonhomogeneous Ornstein-Uhlenbeck process

    Rusakov, O. V. & Chuprunov, A. N., Aug 2007, In: Journal of Mathematical Sciences . 145, 2, p. 4900-4913 14 p.

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

  7. 2005

  8. Random broken lines that weakly converge to a fractional Ornstein-Uhlenbeck process

    Liber, A. V. & Rusakov, O. V., Jul 2005, In: Journal of Mathematical Sciences . 128, 1, p. 2569-2577 9 p.

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

  9. 2003

  10. Convergence for step line processes under summation of random indicators and models of market pricing

    Chuprunov, A. N. & Rusakov, O. V., 2003, In: Lobachevskii Journal of Mathematics. 12, p. 11-39 29 p.

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

  11. 2002

  12. Functional Poissonian limit theorem and its applications

    Chuprunov, A. N. & Rusakov, O. V., 2002, In: Journal of Mathematical Sciences . 112, 2, p. 4119-4125 7 p.

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

  13. 1998

  14. Asymptotical behavior of the variance of sums of random variables with random replacements

    Rusakov, O. V., 1998, In: Journal of Mathematical Sciences . 88, 1, p. 86-98 13 p.

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

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