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Silvestrov, Dmitrii

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Author ID: silvestrov.dmitrii-s Recent zbMATH articles by "Silvestrov, Dmitrii"
Published as: Sil’vestrov, D. S.; Silvestrov, D.; Silvestrov, D. S.; Silvestrov, Dimitri S.; Silvestrov, Dimitrii S.; Silvestrov, Dmitrii; Silvestrov, Dmitrii S.; Silvestrov, Dmitrij S.
Homepage: http://people.su.se/~dsilv/
External Links: MGP · Math-Net.Ru · Wikidata · ORCID
Documents Indexed: 182 Publications since 1968, including 8 Books
Biographic References: 2 Publications
all top 5

Serials

26 Theory of Stochastic Processes
21 Theory of Probability and Mathematical Statistics
14 Dopovidi Akademiï Nauk Ukraïns’koï RSR. Seriya A
7 Theory of Probability and its Applications
6 Soviet Mathematics. Doklady
6 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka
5 Teoriya Veroyatnosteĭ i eë Primeneniya
5 Communications in Statistics. Theory and Methods
5 Zhurnal Obchyslyuval’noïta Prykladnoï Matematyky
4 Doklady Akademii Nauk Ukrainskoĭ SSR, Seriya A
4 Methodology and Computing in Applied Probability
3 Mathematische Operationsforschung und Statistik. Series Optimization
2 Mathematical Notes
2 The Annals of Applied Probability
2 Elektronische Informationsverarbeitung und Kybernetik
2 De Gruyter Studies in Mathematics
1 Advances in Applied Probability
1 Journal of Mathematical Biology
1 Lithuanian Mathematical Journal
1 Matematicheskie Zametki
1 Ukrainian Mathematical Journal
1 Doklady Akademii Nauk UzSSR
1 Selected Translations in Mathematical Statistics and Probability
1 Studia Scientiarum Mathematicarum Hungarica
1 Insurance Mathematics & Economics
1 Acta Applicandae Mathematicae
1 Journal of Theoretical Probability
1 Litovskiĭ Matematicheskiĭ Sbornik
1 Stochastic Processes and their Applications
1 Journal of Mathematical Sciences (New York)
1 Teoriya Sluchaĭnykh Protsessov
1 Dopovidi Natsional’noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky
1 De Gruyter Expositions in Mathematics
1 Translations of Mathematical Monographs
1 SpringerBriefs in Probability and Mathematical Statistics
1 Probability and its Applications
1 EAA Series

Publications by Year

Citations contained in zbMATH

81 Publications have been cited 315 times in 148 Documents Cited by Year
Limit theorems for randomly stopped stochastic processes. Zbl 1057.60021
Silvestrov, Dimitrii S.
23
2004
Quasi-stationary phenomena in nonlinearity perturbed stochastic systems. Zbl 1175.60002
Gyllenberg, Mats; Silvestrov, Dmitrii S.
18
2008
Quasi-stationary distributions of a stochastic metapopulation model. Zbl 0816.92016
Gyllenberg, Mats; Silvestrov, Dmitrij S.
18
1994
An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance. Zbl 1146.60320
Stenberg, Fredrik; Manca, Raimondo; Silvestrov, Dmitrii
16
2007
Limit theorems for mixed max-sum processes with renewal stopping. Zbl 1076.60040
Silvestrov, Dmitrii S.; Teugels, Jozef L.
14
2004
Limit theorems for extremes with random sample size. Zbl 0916.60017
Silvestrov, Dmitrii S.; Teugels, Jozef L.
13
1998
Asymptotic expansions for stationary distributions of perturbed semi-Markov processes. Zbl 1361.60062
Silvestrov, Dmitrii; Silvestrov, Sergei
9
2016
Mixed large deviation and ergodic theorems for nonlinear perturbed regenerative processes. Zbl 0946.60079
Englund, Erling; Silvestrov, Dmitrii S.
9
1997
Recurrence relations for generalized hitting times for semi-Markov processes. Zbl 0869.60082
Silvestrov, Dimitri S.
9
1996
Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings. Zbl 0802.60078
Silvestrov, Dmitrij S.
9
1994
Ergodic theorems for iterated function systems controlled by regenerative sequences. Zbl 0920.28015
Silvestrov, Dmitrii S.; Stenflo, Örjan
8
1998
Semi-Markov reward models for disability insurance. Zbl 1141.60056
Stenberg, Fredrik; Manca, Raimondo; Silvestrov, Dmitrii
7
2006
Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems. Zbl 1028.60067
Gyllenberg, Mats; Silvestrov, Dmitrii S.
7
2000
Cramér-Lundberg approximation for nonlinearly perturbed risk processes. Zbl 0956.91044
Gyllenberg, Mats; Silvestrov, Dmitrii S.
7
2000
Exponential asymptotic for a perturbed renewal equation. Zbl 0946.60080
Silvestrov, D. S.
7
1995
Nonlinearly perturbed semi-Markov processes. Zbl 1404.60003
Silvestrov, Dmitrii; Silvestrov, Sergei
6
2017
Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations. Zbl 1164.60062
Ni, Ying; Silvestrov, Dmitrii; Malyarenko, Anatoliy
6
2008
Quasi-stationary phenomena for semi-Markov processes. Zbl 0966.60086
Gyllenberg, Mats; Silvestrov, Dmitrii S.
6
1999
Threshold structure of optimal stopping strategies for American type option. II. Zbl 1102.91048
Jönsson, H.; Kukush, A. G.; Silvestrov, D. S.
5
2005
Cramér-Lundberg and diffusion approximations for nonlinearly perturbed risk processes including numerical calculation of ruin probabilities. Zbl 0952.60080
Gyllenberg, Mats; Silvestrov, Dmitrii S.
5
1999
Threshold structure of optimal stopping strategies for American type option. I. Zbl 1101.91040
Jönsson, H.; Kukush, A. G.; Silvestrov, D. S.
4
2004
Optimal pricing for American type options with discrete time. Zbl 1063.91036
Kukush, Alexander G.; Silvestrov, Dmitrii S.
4
2004
A pricing process with stochastic volatility controlled by a semi-Markov process. Zbl 1114.60328
Silvestrov, Dmitrii; Stenberg, Fredrik
4
2004
Method of a certain probability space in ergodic theorems for regenerative processes. I. Zbl 0534.60078
Sil’vestrov, D. S.
4
1983
American-type options. Stochastic approximation methods. Volume 2. Zbl 1380.91006
Silvestrov, Dmitrii S.
3
2015
American-type options. Stochastic approximation methods. Volume 1. Zbl 1282.91007
Silvestrov, Dmitrii S.
3
2014
Reselling of options and convergence of option rewards. Zbl 1164.60054
Lundgren, Robin; Silvestrov, Dmitrii; Kukush, Alexander
3
2008
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I. Zbl 1141.60054
Silvestrov, D. S.; Drozdenko, M. O.
3
2006
Limit theorems for randomly stopped stochastic processes. Zbl 1120.60020
Silvestrov, D.
3
2006
Structure of optimal stopping strategies for American type options. Zbl 0989.91034
Kukush, Alexander G.; Silvestrov, Dmitrii S.
3
2000
Nonlinearly perturbed Markov chains and large deviations for lifetime functionals. Zbl 0961.60072
Silvestrov, Dmitrii S.
3
2000
Theorems of the invariance principle type for recurrent semi-Markov processes with arbitrary phase space. Zbl 0435.60032
Kaplan, E. I.; Sil’vestrov, D. S.
3
1980
The renewal theorem in the scheme of series. II. Zbl 0431.60084
Silvestrov, D. S.
3
1979
The renewal theorem in the scheme of series. I. Zbl 0415.60080
Silvestrov, D. S.
3
1978
On convergence of complex random functions in the J-topology. Zbl 0252.60017
Sil’vestrov, D. S.
3
1972
Reward algorithms for semi-Markov processes. Zbl 1387.60114
Silvestrov, Dmitrii; Manca, Raimondo
2
2017
Computational algorithms for moments of accumulated Markov and semi-Markov rewards. Zbl 1422.91772
Silvestrov, Dmitrii; Manca, Raimondo; Silvestrova, Evelina
2
2014
Convergence of option rewards for multivariate price processes. Zbl 1274.91443
Silvestrov, D. S.; Lundgren, R.
2
2012
Coupling and explicit rate of convergence in Cramér-Lundberg approximation for reinsurance risk processes. Zbl 1315.91032
Ekheden, Erland; Silvestrov, Dmitrii
2
2011
Convergence of option rewards for Markov type price processes modulated by stochastic indices. I. Zbl 1224.91199
Silvestrov, D. S.; Jönsson, H.; Stenberg, F.
2
2008
Asymptotic expansions for distributions of the surplus prior and at the time of ruin. Zbl 1164.60068
Silvestrov, Dmitrii S.
2
2007
Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes. Zbl 1142.60397
Silvestrov, Dmitrii S.
2
2007
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II. Zbl 1142.60058
Silvestrov, D. S.; Drozdenko, M. O.
2
2006
Innovation methods, algorithms, and software for analysis of reinsurance contracts. Zbl 1142.62093
Silvestrov, Dmitrii; Teugels, Jozef; Masol, Viktoriya; Malyarenko, Anatoliy
2
2006
Necessary and sufficient conditions for the weak convergence of first-rare-event times for semi-Markov processes. Zbl 1088.60088
Sil’vestrov, D. S.; Drozdenko, M. O.
2
2005
OptAn - a pilot program system for analysis of options. Zbl 0979.91033
Silvestrov, Dmitrii S.; Galochkin, Victor G.; Malyarenko, Anatoliy A.
2
2001
Skeleton approximations of optimal stopping strategies for American type options with continuous time. Zbl 0976.60067
Kukush, Alexander G.; Silvestrov, Dmitrii S.
2
2001
The perturbed renewal equation and diffusion type approximation for risk processes. Zbl 1004.60086
Silvestrov, D. S.
2
2000
Algorithms and programs for optimal Monte Carlo pricing of American options. Zbl 0940.62102
Silvestrov, Dmitrii S.; Galochkin, Viktor G.; Sibirtsev, Valeriy G.
2
1999
Probability theory: collection of problems. Transl. from the Russian by O. I. Klesov and V. A. Kotov. Zbl 0880.60001
Dorogovtsev, A. Ya.; Silvestrov, D. S.; Skorokhod, A. V.; Yadrenko, M. I.
2
1997
Remarks about strong law of large numbers for processes of accumulation. Zbl 0425.60023
Silvestrov, D. S.
2
1980
Conditions for convergence of the superposition of random processes in the J-topology. Zbl 0298.60018
Sil’vestrov, D. S.
2
1973
Remarks on the limit of a composite random function. Zbl 0289.60019
Sil’vestrov, D. S.
2
1972
Nonlinearly perturbed birth-death-type models. Zbl 1423.60136
Silvestrov, Dmitrii; Petersson, Mikael; Hössjer, Ola
1
2018
Individual ergodic theorems for perturbed alternating regenerative processes. Zbl 1423.60135
Silvestrov, Dmitrii
1
2018
Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes. Zbl 1409.60108
Silvestrov, D. S.; Silvestrov, S. D.
1
2018
Improved asymptotics for ruin probabilities. Zbl 1325.60145
Silvestrov, Dmitrii
1
2014
Convergence of option rewards for Markov type price processes modulated by stochastic indices. II. Zbl 1224.91200
Silvestrov, D. S.; Jönsson, H.; Stenberg, F.
1
2009
Nonlinearly perturbed stochastic processes. Zbl 1224.60001
Silvestrov, Dmitrii
1
2008
Stochastically ordered models for credit rating dynamics. Zbl 1164.60057
Silvestrov, Dmitrii; Silvestrova, Evelina; Manca, Raimondo
1
2008
Monte Carlo semi-Markov methods for credit risk migration models and Basel II rules. I. Zbl 1164.60063
Biffi, Elena; D’Amico, Guglielmo; Di Biase, Giuseppe; Janssen, Jacques; Manca, Raimondo; Silvestrov, Dmitrii
1
2008
Convergence of option rewards for Markov type price processes. Zbl 1164.60055
Silvestrov, D.; Jönsson, H.; Stenberg, F.
1
2007
Upper bounds for exponential moments of hitting times for semi-Markov processes. Zbl 1114.60325
Silvestrov, Dmitrii
1
2004
Limit theorems for generalized exceeding times, renewal and risk type processes. Zbl 0973.60100
Silvestrov, Dmitrii S.
1
2000
Convergence in Skorokhod topology for compositions of stochastic processes. Zbl 0973.60029
Silvestrov, Dmitrii S.
1
2000
Asymptotics of multivariate extremes with random sample size. Zbl 0933.60004
Silvestrov, D. S.; Teugels, L. J.
1
1998
Asymptotics of extremal statistics and functionals of additive type for Markov chains. Zbl 0893.60042
Motsa, Andrei I.; Silvestrov, Dmitrii S.
1
1996
The invariance principle for accumulation processes with semi-Markov switchings in the series scheme. Zbl 0748.60089
Sil’vestrov, D. S.
1
1991
An invariance principle for sums of stationary sequences of random variables with uniform strong mixing with a weight. Zbl 0702.60037
Sil’vestrov, D. S.; Brusilovskij, I. L.
1
1990
Explicit estimates of the convergence rate in ergodic theorems for stochastic processes with semi-Markov switchings. Zbl 0603.60086
Silvestrov, D. S.; Pezhinska, G.
1
1984
Method of a certain probability space in ergodic theorems for regenerative processes. III. Zbl 0551.60091
Sil’vestrov, D. S.
1
1984
Method of a certain probability space in ergodic theorems for regenerative processes. II. Zbl 0551.60090
Sil’vestrov, D. S.
1
1984
Asymptotics for exponential moments of sums of random values determined on exponentially ergodic Markov chains. Zbl 0535.60056
Sil’vestrov, D. S.; Abadov, Z. A.
1
1984
Entry times into asymptotically receding domains for ergodic Markov chains. Zbl 0533.60079
Korolyuk, D. V.; Sil’vestrov, D. S.
1
1984
Invariance principle for the processes with semi-Markov switch-overs with an arbitrary state space. Zbl 0535.60083
Sil’vestrov, D. S.
1
1983
The moments of the first entrance into asymptotically retiring domains for ergodic Markov chains. Zbl 0513.60065
Korolyuk, D. V.; Sil’vestrov, D. S.
1
1983
The renewal theorem in a series scheme. II. Zbl 0487.60070
Sil’vestrov, D. S.
1
1980
Mean hitting times of semi-Markov processes and queueing networks. Zbl 0474.60076
Sil’vestrov, D. S.
1
1980
The renewal theorem in a series scheme. I. Zbl 0434.60089
Sil’vestrov, D. S.
1
1979
A remark on limit distributions for reaching moments for asymptotically recurrent Markov chains. Zbl 0423.60024
Silvestrov, D. S.
1
1979
On convergence of weakly dependent processes in the uniform topology. II. Zbl 0358.60012
Sil’vestrov, D. S.
1
1977
Nonlinearly perturbed birth-death-type models. Zbl 1423.60136
Silvestrov, Dmitrii; Petersson, Mikael; Hössjer, Ola
1
2018
Individual ergodic theorems for perturbed alternating regenerative processes. Zbl 1423.60135
Silvestrov, Dmitrii
1
2018
Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes. Zbl 1409.60108
Silvestrov, D. S.; Silvestrov, S. D.
1
2018
Nonlinearly perturbed semi-Markov processes. Zbl 1404.60003
Silvestrov, Dmitrii; Silvestrov, Sergei
6
2017
Reward algorithms for semi-Markov processes. Zbl 1387.60114
Silvestrov, Dmitrii; Manca, Raimondo
2
2017
Asymptotic expansions for stationary distributions of perturbed semi-Markov processes. Zbl 1361.60062
Silvestrov, Dmitrii; Silvestrov, Sergei
9
2016
American-type options. Stochastic approximation methods. Volume 2. Zbl 1380.91006
Silvestrov, Dmitrii S.
3
2015
American-type options. Stochastic approximation methods. Volume 1. Zbl 1282.91007
Silvestrov, Dmitrii S.
3
2014
Computational algorithms for moments of accumulated Markov and semi-Markov rewards. Zbl 1422.91772
Silvestrov, Dmitrii; Manca, Raimondo; Silvestrova, Evelina
2
2014
Improved asymptotics for ruin probabilities. Zbl 1325.60145
Silvestrov, Dmitrii
1
2014
Convergence of option rewards for multivariate price processes. Zbl 1274.91443
Silvestrov, D. S.; Lundgren, R.
2
2012
Coupling and explicit rate of convergence in Cramér-Lundberg approximation for reinsurance risk processes. Zbl 1315.91032
Ekheden, Erland; Silvestrov, Dmitrii
2
2011
Convergence of option rewards for Markov type price processes modulated by stochastic indices. II. Zbl 1224.91200
Silvestrov, D. S.; Jönsson, H.; Stenberg, F.
1
2009
Quasi-stationary phenomena in nonlinearity perturbed stochastic systems. Zbl 1175.60002
Gyllenberg, Mats; Silvestrov, Dmitrii S.
18
2008
Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations. Zbl 1164.60062
Ni, Ying; Silvestrov, Dmitrii; Malyarenko, Anatoliy
6
2008
Reselling of options and convergence of option rewards. Zbl 1164.60054
Lundgren, Robin; Silvestrov, Dmitrii; Kukush, Alexander
3
2008
Convergence of option rewards for Markov type price processes modulated by stochastic indices. I. Zbl 1224.91199
Silvestrov, D. S.; Jönsson, H.; Stenberg, F.
2
2008
Nonlinearly perturbed stochastic processes. Zbl 1224.60001
Silvestrov, Dmitrii
1
2008
Stochastically ordered models for credit rating dynamics. Zbl 1164.60057
Silvestrov, Dmitrii; Silvestrova, Evelina; Manca, Raimondo
1
2008
Monte Carlo semi-Markov methods for credit risk migration models and Basel II rules. I. Zbl 1164.60063
Biffi, Elena; D’Amico, Guglielmo; Di Biase, Giuseppe; Janssen, Jacques; Manca, Raimondo; Silvestrov, Dmitrii
1
2008
An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance. Zbl 1146.60320
Stenberg, Fredrik; Manca, Raimondo; Silvestrov, Dmitrii
16
2007
Asymptotic expansions for distributions of the surplus prior and at the time of ruin. Zbl 1164.60068
Silvestrov, Dmitrii S.
2
2007
Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes. Zbl 1142.60397
Silvestrov, Dmitrii S.
2
2007
Convergence of option rewards for Markov type price processes. Zbl 1164.60055
Silvestrov, D.; Jönsson, H.; Stenberg, F.
1
2007
Semi-Markov reward models for disability insurance. Zbl 1141.60056
Stenberg, Fredrik; Manca, Raimondo; Silvestrov, Dmitrii
7
2006
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I. Zbl 1141.60054
Silvestrov, D. S.; Drozdenko, M. O.
3
2006
Limit theorems for randomly stopped stochastic processes. Zbl 1120.60020
Silvestrov, D.
3
2006
Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II. Zbl 1142.60058
Silvestrov, D. S.; Drozdenko, M. O.
2
2006
Innovation methods, algorithms, and software for analysis of reinsurance contracts. Zbl 1142.62093
Silvestrov, Dmitrii; Teugels, Jozef; Masol, Viktoriya; Malyarenko, Anatoliy
2
2006
Threshold structure of optimal stopping strategies for American type option. II. Zbl 1102.91048
Jönsson, H.; Kukush, A. G.; Silvestrov, D. S.
5
2005
Necessary and sufficient conditions for the weak convergence of first-rare-event times for semi-Markov processes. Zbl 1088.60088
Sil’vestrov, D. S.; Drozdenko, M. O.
2
2005
Limit theorems for randomly stopped stochastic processes. Zbl 1057.60021
Silvestrov, Dimitrii S.
23
2004
Limit theorems for mixed max-sum processes with renewal stopping. Zbl 1076.60040
Silvestrov, Dmitrii S.; Teugels, Jozef L.
14
2004
Threshold structure of optimal stopping strategies for American type option. I. Zbl 1101.91040
Jönsson, H.; Kukush, A. G.; Silvestrov, D. S.
4
2004
Optimal pricing for American type options with discrete time. Zbl 1063.91036
Kukush, Alexander G.; Silvestrov, Dmitrii S.
4
2004
A pricing process with stochastic volatility controlled by a semi-Markov process. Zbl 1114.60328
Silvestrov, Dmitrii; Stenberg, Fredrik
4
2004
Upper bounds for exponential moments of hitting times for semi-Markov processes. Zbl 1114.60325
Silvestrov, Dmitrii
1
2004
OptAn - a pilot program system for analysis of options. Zbl 0979.91033
Silvestrov, Dmitrii S.; Galochkin, Victor G.; Malyarenko, Anatoliy A.
2
2001
Skeleton approximations of optimal stopping strategies for American type options with continuous time. Zbl 0976.60067
Kukush, Alexander G.; Silvestrov, Dmitrii S.
2
2001
Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems. Zbl 1028.60067
Gyllenberg, Mats; Silvestrov, Dmitrii S.
7
2000
Cramér-Lundberg approximation for nonlinearly perturbed risk processes. Zbl 0956.91044
Gyllenberg, Mats; Silvestrov, Dmitrii S.
7
2000
Structure of optimal stopping strategies for American type options. Zbl 0989.91034
Kukush, Alexander G.; Silvestrov, Dmitrii S.
3
2000
Nonlinearly perturbed Markov chains and large deviations for lifetime functionals. Zbl 0961.60072
Silvestrov, Dmitrii S.
3
2000
The perturbed renewal equation and diffusion type approximation for risk processes. Zbl 1004.60086
Silvestrov, D. S.
2
2000
Limit theorems for generalized exceeding times, renewal and risk type processes. Zbl 0973.60100
Silvestrov, Dmitrii S.
1
2000
Convergence in Skorokhod topology for compositions of stochastic processes. Zbl 0973.60029
Silvestrov, Dmitrii S.
1
2000
Quasi-stationary phenomena for semi-Markov processes. Zbl 0966.60086
Gyllenberg, Mats; Silvestrov, Dmitrii S.
6
1999
Cramér-Lundberg and diffusion approximations for nonlinearly perturbed risk processes including numerical calculation of ruin probabilities. Zbl 0952.60080
Gyllenberg, Mats; Silvestrov, Dmitrii S.
5
1999
Algorithms and programs for optimal Monte Carlo pricing of American options. Zbl 0940.62102
Silvestrov, Dmitrii S.; Galochkin, Viktor G.; Sibirtsev, Valeriy G.
2
1999
Limit theorems for extremes with random sample size. Zbl 0916.60017
Silvestrov, Dmitrii S.; Teugels, Jozef L.
13
1998
Ergodic theorems for iterated function systems controlled by regenerative sequences. Zbl 0920.28015
Silvestrov, Dmitrii S.; Stenflo, Örjan
8
1998
Asymptotics of multivariate extremes with random sample size. Zbl 0933.60004
Silvestrov, D. S.; Teugels, L. J.
1
1998
Mixed large deviation and ergodic theorems for nonlinear perturbed regenerative processes. Zbl 0946.60079
Englund, Erling; Silvestrov, Dmitrii S.
9
1997
Probability theory: collection of problems. Transl. from the Russian by O. I. Klesov and V. A. Kotov. Zbl 0880.60001
Dorogovtsev, A. Ya.; Silvestrov, D. S.; Skorokhod, A. V.; Yadrenko, M. I.
2
1997
Recurrence relations for generalized hitting times for semi-Markov processes. Zbl 0869.60082
Silvestrov, Dimitri S.
9
1996
Asymptotics of extremal statistics and functionals of additive type for Markov chains. Zbl 0893.60042
Motsa, Andrei I.; Silvestrov, Dmitrii S.
1
1996
Exponential asymptotic for a perturbed renewal equation. Zbl 0946.60080
Silvestrov, D. S.
7
1995
Quasi-stationary distributions of a stochastic metapopulation model. Zbl 0816.92016
Gyllenberg, Mats; Silvestrov, Dmitrij S.
18
1994
Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings. Zbl 0802.60078
Silvestrov, Dmitrij S.
9
1994
The invariance principle for accumulation processes with semi-Markov switchings in the series scheme. Zbl 0748.60089
Sil’vestrov, D. S.
1
1991
An invariance principle for sums of stationary sequences of random variables with uniform strong mixing with a weight. Zbl 0702.60037
Sil’vestrov, D. S.; Brusilovskij, I. L.
1
1990
Explicit estimates of the convergence rate in ergodic theorems for stochastic processes with semi-Markov switchings. Zbl 0603.60086
Silvestrov, D. S.; Pezhinska, G.
1
1984
Method of a certain probability space in ergodic theorems for regenerative processes. III. Zbl 0551.60091
Sil’vestrov, D. S.
1
1984
Method of a certain probability space in ergodic theorems for regenerative processes. II. Zbl 0551.60090
Sil’vestrov, D. S.
1
1984
Asymptotics for exponential moments of sums of random values determined on exponentially ergodic Markov chains. Zbl 0535.60056
Sil’vestrov, D. S.; Abadov, Z. A.
1
1984
Entry times into asymptotically receding domains for ergodic Markov chains. Zbl 0533.60079
Korolyuk, D. V.; Sil’vestrov, D. S.
1
1984
Method of a certain probability space in ergodic theorems for regenerative processes. I. Zbl 0534.60078
Sil’vestrov, D. S.
4
1983
Invariance principle for the processes with semi-Markov switch-overs with an arbitrary state space. Zbl 0535.60083
Sil’vestrov, D. S.
1
1983
The moments of the first entrance into asymptotically retiring domains for ergodic Markov chains. Zbl 0513.60065
Korolyuk, D. V.; Sil’vestrov, D. S.
1
1983
Theorems of the invariance principle type for recurrent semi-Markov processes with arbitrary phase space. Zbl 0435.60032
Kaplan, E. I.; Sil’vestrov, D. S.
3
1980
Remarks about strong law of large numbers for processes of accumulation. Zbl 0425.60023
Silvestrov, D. S.
2
1980
The renewal theorem in a series scheme. II. Zbl 0487.60070
Sil’vestrov, D. S.
1
1980
Mean hitting times of semi-Markov processes and queueing networks. Zbl 0474.60076
Sil’vestrov, D. S.
1
1980
The renewal theorem in the scheme of series. II. Zbl 0431.60084
Silvestrov, D. S.
3
1979
The renewal theorem in a series scheme. I. Zbl 0434.60089
Sil’vestrov, D. S.
1
1979
A remark on limit distributions for reaching moments for asymptotically recurrent Markov chains. Zbl 0423.60024
Silvestrov, D. S.
1
1979
The renewal theorem in the scheme of series. I. Zbl 0415.60080
Silvestrov, D. S.
3
1978
On convergence of weakly dependent processes in the uniform topology. II. Zbl 0358.60012
Sil’vestrov, D. S.
1
1977
Conditions for convergence of the superposition of random processes in the J-topology. Zbl 0298.60018
Sil’vestrov, D. S.
2
1973
On convergence of complex random functions in the J-topology. Zbl 0252.60017
Sil’vestrov, D. S.
3
1972
Remarks on the limit of a composite random function. Zbl 0289.60019
Sil’vestrov, D. S.
2
1972
all top 5

Cited by 194 Authors

23 Silvestrov, Dmitrii
11 D’Amico, Guglielmo
11 Manca, Raimondo
7 Limnios, Nikolaos
7 Silvestrov, Sergei D.
5 Petersson, Mikael
4 Becker-Kern, Peter
4 Gyllenberg, Mats
3 Guillen, Montserrat
3 Janssen, Jacques
3 Korolyuk, Volodymyr Semenovych
3 Kozubowski, Tomasz J.
3 Ni, Ying
3 Panorska, Anna K.
3 Papadopoulou, Aleka A.
2 Allen, Benjamin L.
2 Alsmeyer, Gerold
2 Anichkin, S. A.
2 Buchmann, Boris
2 Engström, Christopher
2 Fuh, Cheng-Der
2 Grabski, Franciszek
2 Hees, Katharina
2 Khametov, V. M.
2 Lundgren, Robin
2 Maegebier, Alexander
2 Maller, Ross Arthur
2 Meerschaert, Mark M.
2 Mitov, Ivan K.
2 Petroni, Filippo
2 Pollett, Philip K.
2 Qeadan, Fares
2 Samoilenko, Igor V.
2 Scheffler, Hans-Peter
2 Shelemekh, E. A.
2 Stenflo, Orjan
2 Tan, Zhongquan
2 Teugels, Jozef L.
2 Zwart, Bert P.
1 Abola, Benard
1 Adan, Ivo J. B. F.
1 Alimov, D. A.
1 Arendarczyk, Marek
1 Arrigoni, Francesca
1 Avrachenkov, Konstantin Evgen’evich
1 Barakat, Haroon Mohamed
1 Barbour, Andrew D.
1 Barbu, Vlad Stefan
1 Basrak, Bojan
1 Beghin, Luisa
1 Berti, Patrizia
1 Bessho, Kazuhiro
1 Biganda, Pitos Seleka
1 Blanchet, Jose H.
1 Bouzebda, Salim
1 Butenko, Sergiy I.
1 Canhanga, Betuel
1 Castella, François
1 Chernecky, V. A.
1 Crimaldi, Irene
1 Csáki, Endre
1 Csörgő, Miklós
1 Dai Pra, Paolo
1 Di Biase, Giuseppe
1 Drechsler, Martin
1 Dujardin, Guillaume Michel
1 Ekheden, Erland
1 Elgawad, Mohamed A. Abd
1 Escudero, Laureano Fernando
1 Fabozzi, Frank J.
1 Fan, Yuguang
1 Farcomeni, Alessio
1 Ferriere, Regis
1 Freitas, Adelaide Valente
1 Fukker, Gábor
1 Garg, Lalit
1 Gatzert, Nadine
1 Golodnikov, Alexandr N.
1 Golomozyĭ, V. V.
1 Gómez-Corral, Antonio
1 Gosselin, Frédéric
1 Griebeler, Eva Maria
1 Guerry, Marie-Anne
1 Guionnet, Alice
1 Guo, Xianping
1 Györfi, László
1 Hanski, Ilkka A.
1 Henry, Bruce I.
1 Hess, Christian
1 Hori, Masakazu
1 Horii, Toyomitsu
1 Huang, Yonghui
1 Hüsler, Jürg
1 Ipsen, Yuguang F.
1 Izmirlian, Grant
1 Jurlewicz, Agnieszka
1 Kakuba, Godwin
1 Kevei, Péter
1 Kopp, Christoph
1 Koroliouk, V. S.
...and 94 more Authors
all top 5

Cited in 55 Serials

16 Methodology and Computing in Applied Probability
13 Theory of Probability and Mathematical Statistics
11 Communications in Statistics. Theory and Methods
9 Stochastic Processes and their Applications
6 Insurance Mathematics & Economics
6 Statistics & Probability Letters
4 Journal of Mathematical Biology
4 Theoretical Population Biology
3 Advances in Applied Probability
3 Journal of Applied Probability
3 The Annals of Applied Probability
3 Extremes
2 Journal of Statistical Physics
2 Ukrainian Mathematical Journal
2 Applied Mathematics and Computation
2 Journal of Multivariate Analysis
2 Journal of Soviet Mathematics
2 Journal of Statistical Planning and Inference
2 Probability and Mathematical Statistics
2 Automation and Remote Control
2 Linear Algebra and its Applications
2 Test
2 Journal of Mathematical Sciences (New York)
2 Bernoulli
2 International Journal of Theoretical and Applied Finance
2 Quantitative Finance
1 Computers & Mathematics with Applications
1 Mathematical Biosciences
1 Rocky Mountain Journal of Mathematics
1 Scandinavian Journal of Statistics
1 Theory of Probability and its Applications
1 Applied Mathematics and Optimization
1 Journal of Computational and Applied Mathematics
1 Journal of Optimization Theory and Applications
1 Mathematics and Computers in Simulation
1 Mathematische Nachrichten
1 Transactions of the American Mathematical Society
1 Acta Applicandae Mathematicae
1 Journal of Theoretical Probability
1 Applied Mathematical Modelling
1 European Journal of Operational Research
1 Computational Optimization and Applications
1 Computational Economics
1 Journal of Difference Equations and Applications
1 Journal of Applied Analysis
1 Mathematical Methods of Operations Research
1 Journal of Applied Mathematics and Decision Sciences
1 Chaos
1 Acta Mathematica Sinica. English Series
1 Decisions in Economics and Finance
1 North American Actuarial Journal
1 Sankhyā. Series A
1 Annals of Finance
1 Journal of Theoretical Biology
1 Modern Stochastics. Theory and Applications

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