Gusak, D. V.; Karnaukh, E. V. On the lack of memory for distributions of overshoot functionals in the case of upper almost semicontinuous processes defined on a Markov chain. (English. Ukrainian original) Zbl 1431.60126 Theory Probab. Math. Stat. 99, 77-89 (2019); translation from Teor. Jmovirn. Mat. Stat. 99, 71-82 (2018). MSC: 60K37 60G51 PDFBibTeX XMLCite \textit{D. V. Gusak} and \textit{E. V. Karnaukh}, Theory Probab. Math. Stat. 99, 77--89 (2019; Zbl 1431.60126); translation from Teor. Jmovirn. Mat. Stat. 99, 71--82 (2018) Full Text: DOI
Karnaukh, É. V. On the resolvent of the Lévy process with matrix-exponential distribution of jumps. (English. Ukrainian original) Zbl 1490.60113 Ukr. Math. J. 68, No. 12, 1884-1899 (2017); translation from Ukr. Mat. Zh. 68, No. 12, 1629-1640 (2016). MSC: 60G51 60J76 PDFBibTeX XMLCite \textit{É. V. Karnaukh}, Ukr. Math. J. 68, No. 12, 1884--1899 (2017; Zbl 1490.60113); translation from Ukr. Mat. Zh. 68, No. 12, 1629--1640 (2016) Full Text: DOI
Karnaukh, E. V. Distribution of some functionals for a Lévy process with matrix-exponential jumps of the same sign. (English) Zbl 1313.60085 Theory Stoch. Process. 19, No. 1, 26-36 (2014). MSC: 60G51 60K10 PDFBibTeX XMLCite \textit{E. V. Karnaukh}, Theory Stoch. Process. 19, No. 1, 26--36 (2014; Zbl 1313.60085) Full Text: arXiv
Karnaukh, E. V. Behaviour of an almost semicontinuous Poisson process on a Markov chain upon attainment of a level. (Ukrainian, English) Zbl 1224.60105 Ukr. Mat. Zh. 62, No. 1, 81-89 (2010); translation in Ukr. Math. J. 62, No. 1, 87-96 (2010). MSC: 60G51 60J10 PDFBibTeX XMLCite \textit{E. V. Karnaukh}, Ukr. Mat. Zh. 62, No. 1, 81--89 (2010; Zbl 1224.60105); translation in Ukr. Math. J. 62, No. 1, 87--96 (2010) Full Text: DOI arXiv
Karnaukh, E. V. Overshoot functionals for almost semicontinuous processes defined on a Markov chain. (Ukrainian, English) Zbl 1199.60163 Teor. Jmovirn. Mat. Stat. 76, 45-52 (2007); translation in Theory Probab. Math. Stat. 76, 49-57 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G50 60J70 60K10 60K15 PDFBibTeX XMLCite \textit{E. V. Karnaukh}, Teor. Ĭmovirn. Mat. Stat. 76, 45--52 (2007; Zbl 1199.60163); translation in Theory Probab. Math. Stat. 76, 49--57 (2008) Full Text: arXiv Link
Karnaukh, E. V. Two-limit problems for almost semicontinuous processes defined on a Markov chain. (Ukrainian, English) Zbl 1142.60375 Ukr. Mat. Zh. 59, No. 4, 555-565 (2007); translation in Ukr. Math. J. 59, No. 4, 620-632 (2007). MSC: 60J10 PDFBibTeX XMLCite \textit{E. V. Karnaukh}, Ukr. Mat. Zh. 59, No. 4, 555--565 (2007; Zbl 1142.60375); translation in Ukr. Math. J. 59, No. 4, 620--632 (2007) Full Text: DOI arXiv
Karnaukh, E. V. The distribution of overshoots for the almost semi-continuous processes defined on a Markov chain. (Ukrainian. English summary) Zbl 1116.60036 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2007, No. 2, 13-17 (2007). MSC: 60J10 PDFBibTeX XMLCite \textit{E. V. Karnaukh}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2007, No. 2, 13--17 (2007; Zbl 1116.60036)
Gusak, D. V.; Karnaukh, E. V. On the exit from a finite interval for the risk processes with stochastic premiums. (English) Zbl 1142.60344 Theory Stoch. Process. 11, No. 27, Part 3-4, 71-81 (2005). MSC: 60G50 60K10 PDFBibTeX XMLCite \textit{D. V. Gusak} and \textit{E. V. Karnaukh}, Theory Stoch. Process. 11(27), No. 3--4, 71--81 (2005; Zbl 1142.60344) Full Text: arXiv
Gusak, D. V.; Karnaukh, E. V. Matrix factorization identity for almost semi-continuous processes on a Markov chain. (English) Zbl 1142.60343 Theory Stoch. Process. 11, No. 27, Part 1-2, 40-47 (2005). MSC: 60G50 60J70 60K10 60K15 PDFBibTeX XMLCite \textit{D. V. Gusak} and \textit{E. V. Karnaukh}, Theory Stoch. Process. 11(27), No. 1--2, 40--47 (2005; Zbl 1142.60343) Full Text: arXiv