Dmitrii Silvestrov

发表

A Journey in the World of Stochastic Processes

Dmitrii Silvestrov, 2017 .

Examples and Survey of Applied Perturbed Stochastic Models

Sergei Silvestrov, Dmitrii Silvestrov, D. Silvestrov, 2017 .

Monte Carlo semi-Markov methods for credit risk migration and Basel II rules II

Raimondo Manca, Jacques Janssen, Dmitrii Silvestrov, 2008 .

Nonlinearly Perturbed Markov Chains and Information Networks

Sergei Silvestrov, Dmitrii Silvestrov, Benard Abola, 2019 .

Structure of Optimal Stopping Strategies for American Type Options

Alexander Kukush, Dmitrii Silvestrov, 2000 .

Proceedings of the International Summer School “Educational Measurements: Teaching, Research, and Practice”

Dmitrii Silvestrov, V. Sergienko, Yuriy Kovalchuk, 2010 .

THE ANALYTICAL FINANCE PACKAGE

Dmitrii Silvestrov, Anatoliy Malyarenko, 2007 .

Chapter 7. Nonlinearly perturbed risk processes

Mats Gyllenberg, Dmitrii Silvestrov, 2008 .

Training of Specialists on Educational Measurements in Ukraine. Part I.

Dmitrii Silvestrov, 2012 .

Modern Problems in Insurance Mathematics

Dmitrii Silvestrov, Anders Martin-Löf, 2014 .

Ergodic Theorems for Iterated Function Systems Controlled by Regenerative Sequences

Örjan Stenflo, Dmitrii Silvestrov, 1998 .

Recurrence relations for generalized hitting times for semi-Markov processes

Dmitrii Silvestrov, 1996 .

An Algorithmic Approach to Discrete Time Non-homogeneous Backward Semi-Markov Reward Processes with an Application to Disability Insurance

Raimondo Manca, Dmitrii Silvestrov, Fredrik Stenberg, 2007 .

Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems

Mats Gyllenberg, Dmitrii Silvestrov, M. Gyllenberg, 2000 .

Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems

Mats Gyllenberg, Dmitrii Silvestrov, 2007 .

Nonlinearly perturbed stochastic processes

Dmitrii Silvestrov, 2008 .

Quasi-stationary distributions of a stochastic metapopulation model

Mats Gyllenberg, Dmitrii Silvestrov, M. Gyllenberg, 1994 .

A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process

Dmitrii Silvestrov, Fredrik Stenberg, 2004 .

Quasi-Stationary Phenomena for Semi-Markov Processes

Mats Gyllenberg, Dmitrii Silvestrov, 1999 .

Limit theorems for randomly stopped stochastic processes

Dmitrii Silvestrov, 2004 .

Cramer-Lundberg approximation for nonlinearly perturbed risk processes

Mats Gyllenberg, Dmitrii Silvestrov, M. Gyllenberg, 2000 .