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Author ID: pavlyukevich.ilya Recent zbMATH articles by "Pavlyukevich, Ilya"
Published as: Pavlyukevich, Ilya; Pavlyukevich, I.; Pavlyukevich, I. E.
External Links: MGP · Math-Net.Ru
Documents Indexed: 38 Publications since 1997, including 1 Book
Reviewing Activity: 110 Reviews
Co-Authors: 26 Co-Authors with 32 Joint Publications
444 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

27 Publications have been cited 227 times in 127 Documents Cited by Year
First exit times of SDEs driven by stable Lévy processes. Zbl 1104.60030
Imkeller, P.; Pavlyukevich, I.
41
2006
Lévy flights, non-local search and simulated annealing. Zbl 1125.65009
Pavlyukevich, Ilya
22
2007
Lévy flights: transitions and meta-stability. Zbl 1088.37023
Imkeller, Peter; Pavlyukevich, Ilya
20
2006
Metastable behaviour of small noise Lévy-driven diffusions. Zbl 1205.60113
Imkeller, Peter; Pavlyukevich, Ilya
18
2008
First exit times for Lévy-driven diffusions with exponentially light jumps. Zbl 1184.60019
Imkeller, Peter; Pavlyukevich, Ilya; Wetzel, Torsten
17
2009
Marcus versus Stratonovich for systems with jump noise. Zbl 1326.60083
Chechkin, Alexei; Pavlyukevich, Ilya
16
2014
The exit problem from a neighborhood of the global attractor for dynamical systems perturbed by heavy-tailed Lévy processes. Zbl 1296.60150
Högele, Michael; Pavlyukevich, Ilya
11
2014
First exit times of solutions of stochastic differential equations driven by multiplicative Lévy noise with heavy tails. Zbl 1235.60069
Pavlyukevich, Ilya
11
2011
Model reduction and stochastic resonance. Zbl 1027.60059
Imkeller, P.; Pavlyukevich, I.
9
2002
Cooling down Lévy flights. Zbl 1142.60051
Pavlyukevich, Ilya
7
2007
Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise. Zbl 1316.60095
Högele, Michael; Pavlyukevich, Ilya
7
2015
Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes. Zbl 1309.60059
Hintze, Robert; Pavlyukevich, Ilya
6
2014
Stochastic resonance in two-state Markov chains. Zbl 1021.60051
Imkeller, P.; Pavlyukevich, I.
6
2001
First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise. Zbl 1202.37074
Imkeller, Peter; Pavlyukevich, Ilya; Stauch, Michael
5
2010
Limit theorems for \(p\)-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for Paleo-climatic data. Zbl 1218.60027
Hein, Claudia; Imkeller, Peter; Pavlyukevich, Ilya
5
2010
Stochastic resonance. A mathematical approach in the small noise limit. Zbl 1416.60008
Herrmann, Samuel; Imkeller, Peter; Pavlyukevich, Ilya; Peithmann, Dierk
4
2014
Simulated annealing for Lévy-driven jump-diffusions. Zbl 1215.60041
Pavlyukevich, Ilya
4
2008
Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise. Zbl 1466.60046
Kulik, Alexei; Pavlyukevich, Ilya
3
2019
Random perturbations of a periodically driven nonlinear oscillator: escape from a resonance zone. Zbl 1370.34113
Lingala, Nishanth; Namachchivaya, N. Sri; Pavlyukevich, Ilya
3
2017
Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails. Zbl 1465.62142
Gushchin, Alexander; Pavlyukevich, Ilya; Ritsch, Marian
3
2020
One-dimensional space-discrete transport subject to Lévy perturbations. Zbl 1155.82018
Pavlyukevich, Ilya; Sokolov, Igor M.
2
2008
Non-standard Skorokhod convergence of Lévy-driven convolution integrals in Hilbert spaces. Zbl 1314.60021
Pavlyukevich, Ilya; Riedle, Markus
2
2015
The first passage problem for stable linear delay equations perturbed by power law Lévy noise. Zbl 1416.34062
Högele, Michael A.; Pavlyukevich, Ilya
1
2019
Two mathematical approaches to stochastic resonance. Zbl 1095.82009
Herrmann, Samuel; Imkeller, Peter; Pavlyukevich, Ilya
1
2005
Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process. Zbl 1353.60074
Kuhwald, Isabelle; Pavlyukevich, Ilya
1
2016
Ruin probability of small noise jump-diffusions with heavy tails. Zbl 1164.91035
Pavlyukevich, Ilya
1
2008
Stochastic resonance with multiplicative heavy-tailed Lévy noise: optimal tuning on an algebraic time scale. Zbl 1367.60069
Kuhwald, Isabelle; Pavlyukevich, Ilya
1
2017
Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails. Zbl 1465.62142
Gushchin, Alexander; Pavlyukevich, Ilya; Ritsch, Marian
3
2020
Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise. Zbl 1466.60046
Kulik, Alexei; Pavlyukevich, Ilya
3
2019
The first passage problem for stable linear delay equations perturbed by power law Lévy noise. Zbl 1416.34062
Högele, Michael A.; Pavlyukevich, Ilya
1
2019
Random perturbations of a periodically driven nonlinear oscillator: escape from a resonance zone. Zbl 1370.34113
Lingala, Nishanth; Namachchivaya, N. Sri; Pavlyukevich, Ilya
3
2017
Stochastic resonance with multiplicative heavy-tailed Lévy noise: optimal tuning on an algebraic time scale. Zbl 1367.60069
Kuhwald, Isabelle; Pavlyukevich, Ilya
1
2017
Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process. Zbl 1353.60074
Kuhwald, Isabelle; Pavlyukevich, Ilya
1
2016
Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise. Zbl 1316.60095
Högele, Michael; Pavlyukevich, Ilya
7
2015
Non-standard Skorokhod convergence of Lévy-driven convolution integrals in Hilbert spaces. Zbl 1314.60021
Pavlyukevich, Ilya; Riedle, Markus
2
2015
Marcus versus Stratonovich for systems with jump noise. Zbl 1326.60083
Chechkin, Alexei; Pavlyukevich, Ilya
16
2014
The exit problem from a neighborhood of the global attractor for dynamical systems perturbed by heavy-tailed Lévy processes. Zbl 1296.60150
Högele, Michael; Pavlyukevich, Ilya
11
2014
Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes. Zbl 1309.60059
Hintze, Robert; Pavlyukevich, Ilya
6
2014
Stochastic resonance. A mathematical approach in the small noise limit. Zbl 1416.60008
Herrmann, Samuel; Imkeller, Peter; Pavlyukevich, Ilya; Peithmann, Dierk
4
2014
First exit times of solutions of stochastic differential equations driven by multiplicative Lévy noise with heavy tails. Zbl 1235.60069
Pavlyukevich, Ilya
11
2011
First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise. Zbl 1202.37074
Imkeller, Peter; Pavlyukevich, Ilya; Stauch, Michael
5
2010
Limit theorems for \(p\)-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for Paleo-climatic data. Zbl 1218.60027
Hein, Claudia; Imkeller, Peter; Pavlyukevich, Ilya
5
2010
First exit times for Lévy-driven diffusions with exponentially light jumps. Zbl 1184.60019
Imkeller, Peter; Pavlyukevich, Ilya; Wetzel, Torsten
17
2009
Metastable behaviour of small noise Lévy-driven diffusions. Zbl 1205.60113
Imkeller, Peter; Pavlyukevich, Ilya
18
2008
Simulated annealing for Lévy-driven jump-diffusions. Zbl 1215.60041
Pavlyukevich, Ilya
4
2008
One-dimensional space-discrete transport subject to Lévy perturbations. Zbl 1155.82018
Pavlyukevich, Ilya; Sokolov, Igor M.
2
2008
Ruin probability of small noise jump-diffusions with heavy tails. Zbl 1164.91035
Pavlyukevich, Ilya
1
2008
Lévy flights, non-local search and simulated annealing. Zbl 1125.65009
Pavlyukevich, Ilya
22
2007
Cooling down Lévy flights. Zbl 1142.60051
Pavlyukevich, Ilya
7
2007
First exit times of SDEs driven by stable Lévy processes. Zbl 1104.60030
Imkeller, P.; Pavlyukevich, I.
41
2006
Lévy flights: transitions and meta-stability. Zbl 1088.37023
Imkeller, Peter; Pavlyukevich, Ilya
20
2006
Two mathematical approaches to stochastic resonance. Zbl 1095.82009
Herrmann, Samuel; Imkeller, Peter; Pavlyukevich, Ilya
1
2005
Model reduction and stochastic resonance. Zbl 1027.60059
Imkeller, P.; Pavlyukevich, I.
9
2002
Stochastic resonance in two-state Markov chains. Zbl 1021.60051
Imkeller, P.; Pavlyukevich, I.
6
2001
all top 5

Cited by 237 Authors

18 Pavlyukevich, Ilya
14 Duan, Jinqiao
10 Högele, Michael Anton
9 Imkeller, Peter
7 Li, Xiaofan
6 Manna, Utpal
5 Gairing, Jan M.
5 Kulik, Alexey M.
4 Capała, Karol
4 Dybiec, Bartłomiej
4 Hausenblas, Erika
4 Kurths, Jürgen
4 Monahan, Adam Hugh
4 Razafimandimby, Paul André
3 Brzeźniak, Zdzisław
3 Herrmann, Samuel
3 Kosenkova, Tetiana
3 Liu, Xianming
3 Zheng, Yayun
2 Albeverio, Sergio A.
2 Barrera, Gerardo
2 Bessaih, Hakima
2 Chechkin, Aleksei V.
2 Chevyrev, Ilya
2 Fischer, Markus
2 Friz, Peter Karl
2 Hassanien, Aboul Ella
2 He, Ziying
2 Kühn, Christian
2 Kuhwald, Isabelle
2 Kuske, Rachel A.
2 Landim, Claudio
2 Li, Yongge
2 Lin, Zhengyan
2 Melbourne, Ian
2 Mukherjee, Debopriya
2 Panda, Akash Ashirbad
2 Pilipenko, Andrey Yu.
2 Thompson, William F.
2 Tong, Changqing
2 Wang, Xiao
2 Yang, Xinshe
2 Zheng, Jing
2 Zhou, Shudao
1 Antsaklis, Panos J.
1 Arapostathis, Aristotle
1 Arya, Karm Veer
1 Avalos, Omar
1 Bansal, Jagdish Chand
1 Befekadu, Getachew K.
1 Belomestny, Denis
1 Berglund, Nils
1 Biswas, Anup
1 Blekhman, Ilya Izrailevich
1 Bódai, Tamás
1 Borkar, Vivek Shripad
1 Brassesco, Stella
1 Burghoff, Toralf
1 Cai, Rui
1 Calabrese, Salvatore
1 Chen, Haolong
1 Chen, Huiling
1 Chen, Huiqin
1 Chen, Wei
1 Chen, Xiaoli
1 Chen, Yong
1 Cheng, Xiujun
1 Cordoni, Francesco Giuseppe
1 Courgeau, Valentin
1 Cuevas, Erik
1 D’Ambrosio, Raffaele
1 Darwish, Ashraf A.
1 Das, Swagatam
1 Dasgupta, Preetam
1 Deb, Suash
1 Deligiannidis, George
1 Deugoue, Gabriel
1 Di Persio, Luca
1 Ding, Shuai
1 D’Odorico, Paolo
1 Dubkov, Alexander A.
1 Emary, E.
1 Erdogdu, Murat A.
1 Feng, Chunrong
1 Feng, Jing
1 Fernando, Pani W.
1 Forman, Julie Lyng
1 Fu, Hongbo
1 Gálvez, Jorge A.
1 Gao, Hongjun
1 Gao, Ting
1 Ge, Hao
1 Gentz, Barbara
1 Gomes, André de Oliveira
1 Gottwald, Georg A.
1 Gugushvili, Shota
1 Hamagami, Kunihiko
1 Han, Guangyue
1 Hartmann, Lena-Susanne
1 Hayashi, Masafumi
...and 137 more Authors
all top 5

Cited in 64 Serials

11 Stochastics and Dynamics
10 Chaos
7 Stochastic Processes and their Applications
6 Journal of Statistical Physics
4 The Annals of Probability
4 Journal of Differential Equations
4 Stochastic Analysis and Applications
4 Journal of Statistical Mechanics: Theory and Experiment
3 Journal of Mathematical Analysis and Applications
3 Applied Mathematics and Computation
3 Applied Mathematical Modelling
3 Discrete and Continuous Dynamical Systems. Series B
2 Communications in Mathematical Physics
2 Physica A
2 Chaos, Solitons and Fractals
2 Physica D
2 Computers & Operations Research
2 Journal of Theoretical Probability
2 The Annals of Applied Probability
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Statistical Inference for Stochastic Processes
2 Multiscale Modeling & Simulation
2 Journal of Physics A: Mathematical and Theoretical
1 Computers & Mathematics with Applications
1 Journal of Computational Physics
1 Nonlinearity
1 Ukrainian Mathematical Journal
1 Journal of Statistical Planning and Inference
1 Kybernetika
1 SIAM Journal on Control and Optimization
1 Statistics & Probability Letters
1 Journal of Classification
1 Applied Numerical Mathematics
1 Probability Theory and Related Fields
1 European Journal of Applied Mathematics
1 Annals of Operations Research
1 Neural Computation
1 Communications in Partial Differential Equations
1 SIAM Journal on Mathematical Analysis
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Journal of Nonlinear Science
1 Potential Analysis
1 NoDEA. Nonlinear Differential Equations and Applications
1 Advances in Computational Mathematics
1 Engineering Analysis with Boundary Elements
1 Electronic Communications in Probability
1 Bernoulli
1 Mathematical Problems in Engineering
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Nonlinear Dynamics
1 Abstract and Applied Analysis
1 Nonlinear Analysis. Real World Applications
1 Decisions in Economics and Finance
1 Journal of Applied Mathematics
1 Mathematical Biosciences and Engineering
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Advances in Data Analysis and Classification. ADAC
1 Discrete and Continuous Dynamical Systems. Series S
1 Probability Surveys
1 International Journal of Stochastic Analysis
1 Stochastic and Partial Differential Equations. Analysis and Computations
1 International Journal of Systems Science. Principles and Applications of Systems and Integration
1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences

Citations by Year