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Gusak, Dmytro V.

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Author ID: gusak.dmytro-v Recent zbMATH articles by "Gusak, Dmytro V."
Published as: Gusak, D.; Gusak, D. V.; Gusak, Dmytro; Gusak, Dmytro V.
Documents Indexed: 119 Publications since 1962, including 5 Books

Publications by Year

Citations contained in zbMATH

34 Publications have been cited 82 times in 57 Documents Cited by Year
On the joint distribution of the first exit time and exit value for homogeneous processes with independent increments. Zbl 0281.60079
Gusak, D. V.
11
1969
Theory of stochastic processes. With applications to financial mathematics and risk theory. Zbl 1189.60001
Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey
7
2010
On the first passage time across a given level for processes with independent increments. Zbl 0177.21304
Gusak, D. V.; Korolyuk, V. S.
7
1968
Boundary problems for processes with independent increments. Zbl 0758.60074
Bratijchuk, N. S.; Gusak, D. V.
5
1990
The asymptotic behaviour of semi-Markov processes with a decomposable set of states. Zbl 0234.60105
Gusak, D. V.; Korolyuk, V. S.
5
1971
On the joint distribution of a process with stationary increments and its maximum. Zbl 0281.60032
Gusak, D. V.; Korolyuk, V. S.
5
1970
Processes with independent increments in risk theory. Zbl 1249.60001
Gusak, D. V.
4
2011
Boundary value problems for processes with independent increments in risk theory. Zbl 1199.60001
Gusak, D. V.
3
2007
On crossing of a level by process defined by sums of a random number of terms. Zbl 0943.60042
Gusak, D. V.
3
1995
Boundary problems for processes with independent increments on Markov chains and for semi-Markov processes. Zbl 0909.60051
Gusak, D. V.
2
1998
Oscillating processes with independent increments and nondegenerate Wiener component. Zbl 0732.60082
Gusak, D. V.
2
1990
On oscillating random walk schemes. II. Zbl 0714.60053
Gusak, D. V.
2
1990
Ergodic distribution of an oscillating process with independent increments. Zbl 0623.60096
Bratijchuk, N. S.; Gusak, D. V.
2
1986
How often is the sum of independent random variables larger than a given number? Zbl 0505.60057
Gusak, D. V.
2
1983
On the joint distribution of a process with stationary increments and its maximum. Zbl 0199.52502
Gusak, D. V.; Korolyuk, V. S.
2
1969
On the first passage time of a given level for processes with independent increments. Zbl 0165.19303
Gusak, D. V.; Korolyuk, V. S.
2
1968
On the exit from a finite interval for the risk processes with stochastic premiums. Zbl 1142.60344
Gusak, D. V.; Karnaukh, E. V.
1
2005
Matrix factorization identity for almost semi-continuous processes on a Markov chain. Zbl 1142.60343
Gusak, D. V.; Karnaukh, E. V.
1
2005
Compound Poisson processes with two-sided reflection. Zbl 1020.60077
Gusak, D. V.
1
2002
Distribution of overjump functionals of a semicontinuous homogeneous process with independent increments. Zbl 1005.60061
Gusak, D. V.
1
2002
Fundamental identities for boundary functionals of additive sequences. Zbl 0967.60054
Gusak, D. V.
1
1995
On extrema of integer-valued processes, defined by sums of a random number of addenda. Zbl 0826.60041
Gusak, D. V.; Rozumenko, A. M.
1
1995
On oscillating random walk schemes. I. Zbl 0713.60077
Gusak, D. V.
1
1989
On oscillating schemes of a random walk. I. Zbl 0669.60066
Gusak, D. V.
1
1988
On lattice semicontinuous Poisson processes on a Markov chain. Zbl 0645.60079
Gusak, D. V.; Tureniyazova, A. I.
1
1987
The distribution of the sojourn time of the homogeneous process with independent increments above an arbitrary level. Zbl 0518.60081
Gusak, D. V.
1
1983
The distribution of the time of staying above an arbitrary level for a homogeneous process with indendent increments. Zbl 0454.60066
Gusak, D. V.
1
1981
On the level-crossing from homogeneous processes with independent increments and non-degenerative Wiener component. Zbl 0436.60033
Gusak, D. V.
1
1980
On the moment of reaching the maximum for homogeneous processes with independent increments controlled by a Markov chain. Zbl 0301.60049
Gusak, D. V.; Peresypkina, S. I.
1
1974
On the continuous passage through a fixed level of a homogeneous process with independent increments on a Markov chain. Zbl 0261.60047
Gusak, D. V.
1
1973
On the joint distribution of the first overshoot time and the overshoot value for homogeneous processes with independent increments. Zbl 0201.19104
Gusak, D. V.
1
1969
On canonical and infinitely divisible factorization. Zbl 0169.21003
Gusak, D. V.
1
1969
The asymptotic behavior of distributions of maximal deviations in a Poisson process. Zbl 0158.35301
Korolyuk, V. S.; Gusak, D. V.
1
1965
Zur Asymptotik der Verteilungen der maximalen Abweichungen bei einem Poissonschen Prozeß. Zbl 0119.34501
Korolyuk, V. S.; Gusak, D. V.
1
1962
Processes with independent increments in risk theory. Zbl 1249.60001
Gusak, D. V.
4
2011
Theory of stochastic processes. With applications to financial mathematics and risk theory. Zbl 1189.60001
Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey
7
2010
Boundary value problems for processes with independent increments in risk theory. Zbl 1199.60001
Gusak, D. V.
3
2007
On the exit from a finite interval for the risk processes with stochastic premiums. Zbl 1142.60344
Gusak, D. V.; Karnaukh, E. V.
1
2005
Matrix factorization identity for almost semi-continuous processes on a Markov chain. Zbl 1142.60343
Gusak, D. V.; Karnaukh, E. V.
1
2005
Compound Poisson processes with two-sided reflection. Zbl 1020.60077
Gusak, D. V.
1
2002
Distribution of overjump functionals of a semicontinuous homogeneous process with independent increments. Zbl 1005.60061
Gusak, D. V.
1
2002
Boundary problems for processes with independent increments on Markov chains and for semi-Markov processes. Zbl 0909.60051
Gusak, D. V.
2
1998
On crossing of a level by process defined by sums of a random number of terms. Zbl 0943.60042
Gusak, D. V.
3
1995
Fundamental identities for boundary functionals of additive sequences. Zbl 0967.60054
Gusak, D. V.
1
1995
On extrema of integer-valued processes, defined by sums of a random number of addenda. Zbl 0826.60041
Gusak, D. V.; Rozumenko, A. M.
1
1995
Boundary problems for processes with independent increments. Zbl 0758.60074
Bratijchuk, N. S.; Gusak, D. V.
5
1990
Oscillating processes with independent increments and nondegenerate Wiener component. Zbl 0732.60082
Gusak, D. V.
2
1990
On oscillating random walk schemes. II. Zbl 0714.60053
Gusak, D. V.
2
1990
On oscillating random walk schemes. I. Zbl 0713.60077
Gusak, D. V.
1
1989
On oscillating schemes of a random walk. I. Zbl 0669.60066
Gusak, D. V.
1
1988
On lattice semicontinuous Poisson processes on a Markov chain. Zbl 0645.60079
Gusak, D. V.; Tureniyazova, A. I.
1
1987
Ergodic distribution of an oscillating process with independent increments. Zbl 0623.60096
Bratijchuk, N. S.; Gusak, D. V.
2
1986
How often is the sum of independent random variables larger than a given number? Zbl 0505.60057
Gusak, D. V.
2
1983
The distribution of the sojourn time of the homogeneous process with independent increments above an arbitrary level. Zbl 0518.60081
Gusak, D. V.
1
1983
The distribution of the time of staying above an arbitrary level for a homogeneous process with indendent increments. Zbl 0454.60066
Gusak, D. V.
1
1981
On the level-crossing from homogeneous processes with independent increments and non-degenerative Wiener component. Zbl 0436.60033
Gusak, D. V.
1
1980
On the moment of reaching the maximum for homogeneous processes with independent increments controlled by a Markov chain. Zbl 0301.60049
Gusak, D. V.; Peresypkina, S. I.
1
1974
On the continuous passage through a fixed level of a homogeneous process with independent increments on a Markov chain. Zbl 0261.60047
Gusak, D. V.
1
1973
The asymptotic behaviour of semi-Markov processes with a decomposable set of states. Zbl 0234.60105
Gusak, D. V.; Korolyuk, V. S.
5
1971
On the joint distribution of a process with stationary increments and its maximum. Zbl 0281.60032
Gusak, D. V.; Korolyuk, V. S.
5
1970
On the joint distribution of the first exit time and exit value for homogeneous processes with independent increments. Zbl 0281.60079
Gusak, D. V.
11
1969
On the joint distribution of a process with stationary increments and its maximum. Zbl 0199.52502
Gusak, D. V.; Korolyuk, V. S.
2
1969
On the joint distribution of the first overshoot time and the overshoot value for homogeneous processes with independent increments. Zbl 0201.19104
Gusak, D. V.
1
1969
On canonical and infinitely divisible factorization. Zbl 0169.21003
Gusak, D. V.
1
1969
On the first passage time across a given level for processes with independent increments. Zbl 0177.21304
Gusak, D. V.; Korolyuk, V. S.
7
1968
On the first passage time of a given level for processes with independent increments. Zbl 0165.19303
Gusak, D. V.; Korolyuk, V. S.
2
1968
The asymptotic behavior of distributions of maximal deviations in a Poisson process. Zbl 0158.35301
Korolyuk, V. S.; Gusak, D. V.
1
1965
Zur Asymptotik der Verteilungen der maximalen Abweichungen bei einem Poissonschen Prozeß. Zbl 0119.34501
Korolyuk, V. S.; Gusak, D. V.
1
1962

Citations by Year