1. 2021
  2. 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 journalArticlepeer-review

  3. 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 journalArticlepeer-review

  4. Local Time and Local Reflection of the Wiener Process

    Ibragimov, I. A., Smorodina, N. V. & Faddeev, M. M., 2021, Operator Theory and Harmonic Analysis, OTHA 2020. Karapetyants, A. N., Pavlov, I. V. & Shiryaev, A. N. (eds.). Springer Nature, p. 233-242 10 p. (Springer Proceedings in Mathematics and Statistics; vol. 358).

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

  5. 2020
  6. 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 journalArticlepeer-review

  7. 2019
  8. 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 journalArticlepeer-review

  9. 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 journalArticlepeer-review

  10. REFLECTING LEVY PROCESSES AND ASSOCIATED FAMILIES OF LINEAR OPERATORS

    Ibragimov, I. A., Smorodina, N. V. & Faddeev, M. M., 1 Jan 2019, In: Theory of Probability and its Applications. 64, 3, p. 335-354 20 p.

    Research output: Contribution to journalArticlepeer-review

  11. Об одном обобщении понятия локального времени

    Ибрагимов, И. А., Смородина, Н. В. & Фаддеев, М. М., 2019, In: ЗАПИСКИ НАУЧНЫХ СЕМИНАРОВ САНКТ-ПЕТЕРБУРГСКОГО ОТДЕЛЕНИЯ МАТЕМАТИЧЕСКОГО ИНСТИТУТА ИМ. В.А. СТЕКЛОВА РАН. 486, p. 148-157

    Research output: Contribution to journalArticlepeer-review

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