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Borodin, Andreĭ Nikolaevich

Author ID: borodin.andrei-nikollaevich Recent zbMATH articles by "Borodin, Andreĭ Nikolaevich"
Published as: Borodin, A. N.; Borodin, Andrei N.; Borodin, Andrei; Borodin, A.
Further Spellings: Borodin, Andrei Nikolaevich; Бородин Андрей Николаевич
Homepage: https://www.pdmi.ras.ru/pdmi/en/staff/andrei-borodin
External Links: MGP · Google Scholar · Math-Net.Ru · GND

Publications by Year

Citations contained in zbMATH Open

57 Publications have been cited 1,220 times in 1,111 Documents Cited by Year
Handbook of Brownian motion: Facts and formulae. 2nd ed. Zbl 1012.60003
Borodin, A. N.; Salminen, Paavo
636
2002
Handbook of Brownian motion - facts and formulae. Zbl 0859.60001
Borodin, A. N.; Salminen, Paavo
254
1996
Limit theorems for functionals of random walks. Zbl 0855.60001
Borodin, A. N.; Ibragimov, I. A.
39
1995
Limit theorems for functionals of random walks. (Predel’nye teoremy dlya funktsionalov ot sluchajnykh bluzhdanij.) Zbl 0840.60002
Borodin, A. N.; Ibragimov, I. A.
24
1994
On the character of convergence to Brownian local time. II. Zbl 0572.60079
Borodin, A. N.
19
1986
On the character of convergence to Brownian local time. I. Zbl 0572.60078
Borodin, A. N.
17
1986
Brownian local time. Zbl 0697.60080
Borodin, A. N.
17
1989
A limit theorem for solutions of differential equations with random right-hand side. Zbl 0412.60067
Borodin, A. N.
17
1977
Limit theorems for sums of independent random variables defined on a non- recurrent random walk. Zbl 0417.60027
Borodin, A. N.
17
1979
An asymptotic behaviour of local times of a recurrent random walk with finite variance. Zbl 0474.60056
Borodin, A. N.
15
1981
A limit theorem for sums of independent random variables defined on a recurrent random walk. Zbl 0423.60025
Borodin, A. N.
15
1979
On the asymptotic behavior of local times of recurrent random walks with finite variance. Zbl 0488.60078
Borodin, A. N.
14
1982
Fast oscillating random perturbations of dynamical systems with conservation laws. Zbl 0831.60066
Borodin, A. N.; Freidlin, M. I.
14
1995
The distribution of integral functionals of Brownian motions. Zbl 0491.60082
Borodin, A. N.
13
1982
Stochastic processes. Translated from the Russian. Original Russian edition published by LAN Publishing, St. Petersburg 2013. Zbl 1390.60003
Borodin, Andrei N.
10
2017
Distribution of integral functionals of a Brownian motion process. Zbl 0549.60074
Borodin, A. N.
7
1984
The asymptotic behavior of local times of recurrent random walks with infinite variance. Zbl 0557.60055
Borodin, A. N.
7
1985
Brownian local time. Zbl 0705.60064
Borodin, A. N.
7
1989
Distributions of functionals of diffusions with jumps. Zbl 1121.60082
Borodin, A. N.
5
2006
Hypergeometric diffusion. Zbl 1181.60120
Borodin, A. N.
5
2009
Asymptotic behavior of local times of recurrent random walks with infinite variance. Zbl 0542.60068
Borodin, A. N.
4
1984
Distributions of functionals of switching diffusions. Zbl 1386.60270
Borodin, A. N.
4
2018
On the distribution of functionals of Brownian motion stopped at the moment inverse the local time. Zbl 0742.60073
Borodin, A. N.
4
1990
Distribution of functionals of some processes with independent increments. Zbl 1272.60026
Borodin, A. N.
4
2005
On the local time process of a skew Brownian motion. Zbl 1481.60160
Borodin, Andrei; Salminen, Paavo
4
2019
Distributions of functionals of bridges of diffusions with jumps. Zbl 1117.60078
Borodin, A. N.
3
2007
On the character of convergence to Brownian local time. Zbl 0534.60032
Borodin, A. N.
3
1983
On the distribution for the supremum of increments of Brownian local time. Zbl 0569.60077
Borodin, A. N.
3
1985
Tables of distributions of functionals of Brownian motion. Zbl 0830.60070
Baskakova, P. E.; Borodin, A. N.
3
1992
A stochastic approximation procedure in the case of weakly dependent observations. Zbl 0438.62068
Borodin, A. N.
3
1979
Diffusion processes with identical bridges. Zbl 1080.60075
Borodin, A. N.
2
2002
Distributions of functionals of diffusions with jumps. Zbl 1100.60046
Borodin, A. N.
2
2005
On the distribution of random walk local time. Zbl 0608.60065
Borodin, A. N.
2
1987
Distributions of functionals of the Brownian local time. I. Zbl 0693.60065
Borodin, A. N.
2
1989
Tables of distributions of functionals of the Brownian motion. Zbl 0766.60099
Baskakova, P. E.; Borodin, A. N.
2
1992
Joint distributions of functionals of the telegraph process and switching diffusions. Zbl 1459.60158
Borodin, A. N.
2
2020
On the first exit time from an interval for diffusions with jumps. Zbl 1288.60103
Borodin, A. N.
2
2009
The weak invariance principle for local times. Zbl 0635.60034
Borodin, A. N.
1
1987
Weak invariance principle for local times. Zbl 0668.60034
Borodin, A. N.
1
1988
Limit theorems for sums of independent random variables defined on a recurrent random walk. Zbl 0517.60021
Borodin, A. N.
1
1983
On some exponential integral functionals of \(\text{BM}(\mu)\) and \(\text{BES}(3)\). Zbl 1074.60088
Borodin, A. N.; Salminen, P.
1
2004
Distribution of functionals of Brownian motion stopped at a moment inverse to the linear combination of local times. Zbl 1080.60073
Borodin, A. N.
1
2002
Asymptotic behavior of the local times of a two-parameter random walk with finite variance. Zbl 0562.60081
Borodin, A. N.
1
1984
On distribution of functionals of a Brownian motion stopped at the inverse range time. Zbl 0998.60083
Borodin, A. N.
1
1999
Distributions of functionals of the Brownian motion stopped at the moment inverse to the sojourn time. Zbl 0929.60064
Borodin, A. N.
1
1996
On functionals of branching Brownian motion. Zbl 0820.60064
Borodin, A. N.; Salminen, P. H.
1
1993
Probability and statistics. Part 7. Transl. from the Russian. Zbl 1087.60502
1
2006
Distributions of functionals of Brownian local time. II. Zbl 0734.60081
Borodin, A. N.
1
1989
Quasi-martingales. Zbl 0389.60034
Borodin, A. N.
1
1978
A stochastic approximation procedure in the case of weakly dependent observations. Zbl 0399.62086
Borodin, A. N.
1
1979
Some limit theorems for processes with random time. Zbl 0441.60034
Borodin, A. N.
1
1980
Hyperbolic Ornstein-Uhlenbeck process. Zbl 1356.60120
Borodin, A. N.
1
2016
On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema. Zbl 1509.01064
Borodin, A. N.; Davydov, Yu. A.; Nevzorov, V. B.
1
2018
Limit behavior of a compound Poisson process with switching and dominated summands. Zbl 1460.60018
Borodin, A. N.
1
2020
Limit behavior of a compound Poisson process with switching. Zbl 1459.60076
Borodin, A. N.
1
2020
Transformations of diffusions with jumps. Zbl 1288.60101
Borodin, A. N.
1
2008
Estimation and prediction dynamics of the spread of the coronavirus infection using minimax approximation criterion and polynomial splines. Zbl 07601679
Abbasov, A. M.; Mamedov, Z. F.; Tvaronavičienė, M.; Borodin, A.; Vygodchikova, I. Y.; Aliev, A. A.
1
2022
Estimation and prediction dynamics of the spread of the coronavirus infection using minimax approximation criterion and polynomial splines. Zbl 07601679
Abbasov, A. M.; Mamedov, Z. F.; Tvaronavičienė, M.; Borodin, A.; Vygodchikova, I. Y.; Aliev, A. A.
1
2022
Joint distributions of functionals of the telegraph process and switching diffusions. Zbl 1459.60158
Borodin, A. N.
2
2020
Limit behavior of a compound Poisson process with switching and dominated summands. Zbl 1460.60018
Borodin, A. N.
1
2020
Limit behavior of a compound Poisson process with switching. Zbl 1459.60076
Borodin, A. N.
1
2020
On the local time process of a skew Brownian motion. Zbl 1481.60160
Borodin, Andrei; Salminen, Paavo
4
2019
Distributions of functionals of switching diffusions. Zbl 1386.60270
Borodin, A. N.
4
2018
On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema. Zbl 1509.01064
Borodin, A. N.; Davydov, Yu. A.; Nevzorov, V. B.
1
2018
Stochastic processes. Translated from the Russian. Original Russian edition published by LAN Publishing, St. Petersburg 2013. Zbl 1390.60003
Borodin, Andrei N.
10
2017
Hyperbolic Ornstein-Uhlenbeck process. Zbl 1356.60120
Borodin, A. N.
1
2016
Hypergeometric diffusion. Zbl 1181.60120
Borodin, A. N.
5
2009
On the first exit time from an interval for diffusions with jumps. Zbl 1288.60103
Borodin, A. N.
2
2009
Transformations of diffusions with jumps. Zbl 1288.60101
Borodin, A. N.
1
2008
Distributions of functionals of bridges of diffusions with jumps. Zbl 1117.60078
Borodin, A. N.
3
2007
Distributions of functionals of diffusions with jumps. Zbl 1121.60082
Borodin, A. N.
5
2006
Probability and statistics. Part 7. Transl. from the Russian. Zbl 1087.60502
1
2006
Distribution of functionals of some processes with independent increments. Zbl 1272.60026
Borodin, A. N.
4
2005
Distributions of functionals of diffusions with jumps. Zbl 1100.60046
Borodin, A. N.
2
2005
On some exponential integral functionals of \(\text{BM}(\mu)\) and \(\text{BES}(3)\). Zbl 1074.60088
Borodin, A. N.; Salminen, P.
1
2004
Handbook of Brownian motion: Facts and formulae. 2nd ed. Zbl 1012.60003
Borodin, A. N.; Salminen, Paavo
636
2002
Diffusion processes with identical bridges. Zbl 1080.60075
Borodin, A. N.
2
2002
Distribution of functionals of Brownian motion stopped at a moment inverse to the linear combination of local times. Zbl 1080.60073
Borodin, A. N.
1
2002
On distribution of functionals of a Brownian motion stopped at the inverse range time. Zbl 0998.60083
Borodin, A. N.
1
1999
Handbook of Brownian motion - facts and formulae. Zbl 0859.60001
Borodin, A. N.; Salminen, Paavo
254
1996
Distributions of functionals of the Brownian motion stopped at the moment inverse to the sojourn time. Zbl 0929.60064
Borodin, A. N.
1
1996
Limit theorems for functionals of random walks. Zbl 0855.60001
Borodin, A. N.; Ibragimov, I. A.
39
1995
Fast oscillating random perturbations of dynamical systems with conservation laws. Zbl 0831.60066
Borodin, A. N.; Freidlin, M. I.
14
1995
Limit theorems for functionals of random walks. (Predel’nye teoremy dlya funktsionalov ot sluchajnykh bluzhdanij.) Zbl 0840.60002
Borodin, A. N.; Ibragimov, I. A.
24
1994
On functionals of branching Brownian motion. Zbl 0820.60064
Borodin, A. N.; Salminen, P. H.
1
1993
Tables of distributions of functionals of Brownian motion. Zbl 0830.60070
Baskakova, P. E.; Borodin, A. N.
3
1992
Tables of distributions of functionals of the Brownian motion. Zbl 0766.60099
Baskakova, P. E.; Borodin, A. N.
2
1992
On the distribution of functionals of Brownian motion stopped at the moment inverse the local time. Zbl 0742.60073
Borodin, A. N.
4
1990
Brownian local time. Zbl 0697.60080
Borodin, A. N.
17
1989
Brownian local time. Zbl 0705.60064
Borodin, A. N.
7
1989
Distributions of functionals of the Brownian local time. I. Zbl 0693.60065
Borodin, A. N.
2
1989
Distributions of functionals of Brownian local time. II. Zbl 0734.60081
Borodin, A. N.
1
1989
Weak invariance principle for local times. Zbl 0668.60034
Borodin, A. N.
1
1988
On the distribution of random walk local time. Zbl 0608.60065
Borodin, A. N.
2
1987
The weak invariance principle for local times. Zbl 0635.60034
Borodin, A. N.
1
1987
On the character of convergence to Brownian local time. II. Zbl 0572.60079
Borodin, A. N.
19
1986
On the character of convergence to Brownian local time. I. Zbl 0572.60078
Borodin, A. N.
17
1986
The asymptotic behavior of local times of recurrent random walks with infinite variance. Zbl 0557.60055
Borodin, A. N.
7
1985
On the distribution for the supremum of increments of Brownian local time. Zbl 0569.60077
Borodin, A. N.
3
1985
Distribution of integral functionals of a Brownian motion process. Zbl 0549.60074
Borodin, A. N.
7
1984
Asymptotic behavior of local times of recurrent random walks with infinite variance. Zbl 0542.60068
Borodin, A. N.
4
1984
Asymptotic behavior of the local times of a two-parameter random walk with finite variance. Zbl 0562.60081
Borodin, A. N.
1
1984
On the character of convergence to Brownian local time. Zbl 0534.60032
Borodin, A. N.
3
1983
Limit theorems for sums of independent random variables defined on a recurrent random walk. Zbl 0517.60021
Borodin, A. N.
1
1983
On the asymptotic behavior of local times of recurrent random walks with finite variance. Zbl 0488.60078
Borodin, A. N.
14
1982
The distribution of integral functionals of Brownian motions. Zbl 0491.60082
Borodin, A. N.
13
1982
An asymptotic behaviour of local times of a recurrent random walk with finite variance. Zbl 0474.60056
Borodin, A. N.
15
1981
Some limit theorems for processes with random time. Zbl 0441.60034
Borodin, A. N.
1
1980
Limit theorems for sums of independent random variables defined on a non- recurrent random walk. Zbl 0417.60027
Borodin, A. N.
17
1979
A limit theorem for sums of independent random variables defined on a recurrent random walk. Zbl 0423.60025
Borodin, A. N.
15
1979
A stochastic approximation procedure in the case of weakly dependent observations. Zbl 0438.62068
Borodin, A. N.
3
1979
A stochastic approximation procedure in the case of weakly dependent observations. Zbl 0399.62086
Borodin, A. N.
1
1979
Quasi-martingales. Zbl 0389.60034
Borodin, A. N.
1
1978
A limit theorem for solutions of differential equations with random right-hand side. Zbl 0412.60067
Borodin, A. N.
17
1977
all top 5

Cited by 1,293 Authors

34 Borodin, Andreĭ Nikolaevich
20 Ferrari, Giorgio
19 Salminen, Paavo H.
18 Alvarez, Luis H. R.
14 Wiśniewolski, Maciej
13 Linetsky, Vadim
12 Ekström, Erik
11 Csáki, Endre
11 Földes, Antónia
10 Jakubowski, Jacek
10 Lempa, Jukka
10 Patie, Pierre
10 Peligrad, Magda
10 Révész, Pál
9 Zhou, Xiaowen
8 Csörgő, Miklós
8 Cui, Zhenyu
8 De Angelis, Tiziano
8 Eisenberg, Julia
8 Fatalov, Vadim Rolandovich
8 Gapeev, Pavel V.
8 Katori, Makoto
8 Song, Shiyu
8 Vallois, Pierre
8 Wang, Yongjin
8 Zervos, Mihail
7 Bayraktar, Erhan
7 Li, Lingfei
7 Li, Yingqiu
7 Pène, Françoise
6 Çetin, Umut
6 Evans, Steven Neil
6 Guasoni, Paolo
6 Hening, Alexandru
6 Leonenko, Nikolai N.
6 Mordecki, Ernesto
6 Park, Joon Y.
6 Phillips, Peter Charles Bonest
6 Pitman, Jim William
6 Remenik, Daniel
6 Shi, Zhan
6 Stockbridge, Richard H.
6 Vostrikova, Lioudmila
6 Yor, Marc
6 Zhang, Hongzhong
5 Alili, Larbi
5 Arkin, Vadim I.
5 Dębicki, Krzysztof
5 Egami, Masahiko
5 Guillotin-Plantard, Nadine
5 Hamana, Yuji
5 Kharlamov, Boris Pavlovich
5 Johnson, Timothy C.
5 Khoshnevisan, Davar
5 Mandjes, Michel Robertus Hendrikus
5 Mendoza-Arriaga, Rafael
5 Nikitin, Yakov Yur’evich
5 Orsingher, Enzo
5 Šuvak, Nenad
5 Zhang, Gongqiu
4 Alvarez E., Luis H. R.
4 Barczy, Mátyás
4 Borovkov, Konstantin A.
4 Castell, Fabienne
4 Chen, Ye
4 Christensen, Soren
4 Dassios, Angelos
4 Dayanik, Savas
4 Dolgopyat, Dmitry
4 Drewitz, Alexander
4 Faddeev, Mikhaĭl Mikhaĭlovich
4 Grebenkov, Denis S.
4 Hariya, Yuu
4 Hefter, Mario
4 Helmes, Kurt L.
4 Ibragimov, Il’dar Abdullovich
4 Kasahara, Yuji
4 Koch, Torben
4 Korolev, Alekseĭ V.
4 Lejay, Antoine
4 Liang, Zongxia
4 Lorig, Matthew J.
4 Małecki, Jacek
4 Mijatović, Aleksandar
4 Mishura, Yuliya Stepanivna
4 Muhle-Karbe, Johannes
4 Nowak, Adam
4 Prévost, Alexis
4 Quastel, Jeremy
4 Smorodina, Natal’ya Vasil’evna
4 Villeneuve, Stéphane
4 Zhu, Chao
3 Assiotis, Theodoros
3 Avram, Florin
3 Azcue, Pablo
3 Bocharov, Sergey S.
3 Bressloff, Paul C.
3 Cai, Ning
3 Carr, Peter Paul
3 Chen, Nan
...and 1,193 more Authors
all top 5

Cited in 213 Serials

102 Stochastic Processes and their Applications
48 Journal of Mathematical Sciences (New York)
39 Statistics & Probability Letters
37 The Annals of Applied Probability
36 Journal of Applied Probability
36 Probability Theory and Related Fields
33 The Annals of Probability
29 Mathematical Finance
25 Advances in Applied Probability
24 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
24 Finance and Stochastics
23 Journal of Theoretical Probability
20 Journal of Statistical Physics
18 Insurance Mathematics & Economics
17 Bernoulli
16 Electronic Journal of Probability
16 Quantitative Finance
15 Methodology and Computing in Applied Probability
15 Journal of Physics A: Mathematical and Theoretical
13 Journal of Economic Dynamics & Control
13 SIAM Journal on Financial Mathematics
12 Mathematical Methods of Operations Research
12 Stochastics
11 Communications in Mathematical Physics
11 Journal of Mathematical Analysis and Applications
11 Applied Mathematics and Optimization
11 Journal of Econometrics
11 Potential Analysis
10 SIAM Journal on Control and Optimization
8 Theory of Probability and its Applications
8 Stochastic Models
7 Lithuanian Mathematical Journal
7 Transactions of the American Mathematical Society
7 Electronic Communications in Probability
7 Econometric Theory
6 Journal of Functional Analysis
6 European Journal of Operational Research
6 Stochastics and Dynamics
6 Journal of Statistical Mechanics: Theory and Experiment
5 Physica A
5 Problems of Information Transmission
5 Applied Mathematics and Computation
5 Journal of Mathematical Psychology
5 Stochastic Analysis and Applications
5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
5 International Journal of Theoretical and Applied Finance
5 Statistical Inference for Stochastic Processes
5 ALEA. Latin American Journal of Probability and Mathematical Statistics
5 Modern Stochastics. Theory and Applications
4 Israel Journal of Mathematics
4 Journal of Mathematical Physics
4 Journal of Computational and Applied Mathematics
4 Journal of Differential Equations
4 Journal of Soviet Mathematics
4 Operations Research
4 Publications of the Research Institute for Mathematical Sciences, Kyoto University
4 Acta Applicandae Mathematicae
4 Communications in Statistics. Theory and Methods
4 Applied Mathematical Finance
4 Scandinavian Actuarial Journal
4 Frontiers of Mathematics in China
4 Mathematics and Financial Economics
4 Electronic Journal of Statistics
3 Journal of Computational Physics
3 Journal of Mathematical Biology
3 Periodica Mathematica Hungarica
3 Russian Mathematical Surveys
3 Journal of Mathematical Economics
3 Journal of the Mathematical Society of Japan
3 Journal of Statistical Planning and Inference
3 Mathematics and Computers in Simulation
3 Mathematische Nachrichten
3 Osaka Journal of Mathematics
3 Proceedings of the American Mathematical Society
3 Sequential Analysis
3 Econometric Reviews
3 Queueing Systems
3 Annals of Operations Research
3 Acta Mathematica Sinica. English Series
3 Communications in Nonlinear Science and Numerical Simulation
3 Journal of Evolution Equations
3 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
2 Computers & Mathematics with Applications
2 Journal of Fluid Mechanics
2 Mathematical Biosciences
2 Scandinavian Journal of Statistics
2 Theoretical and Mathematical Physics
2 Ukrainian Mathematical Journal
2 Automatica
2 Inventiones Mathematicae
2 Journal of Economic Theory
2 Siberian Mathematical Journal
2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2 Statistics
2 Mathematical and Computer Modelling
2 Discrete Mathematics and Applications
2 Games and Economic Behavior
2 Automation and Remote Control
2 Journal of Statistical Computation and Simulation
2 SIAM Journal on Applied Mathematics
...and 113 more Serials
all top 5

Cited in 45 Fields

919 Probability theory and stochastic processes (60-XX)
310 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
122 Statistics (62-XX)
84 Systems theory; control (93-XX)
74 Partial differential equations (35-XX)
64 Statistical mechanics, structure of matter (82-XX)
44 Numerical analysis (65-XX)
37 Calculus of variations and optimal control; optimization (49-XX)
34 Ordinary differential equations (34-XX)
28 Operations research, mathematical programming (90-XX)
27 Biology and other natural sciences (92-XX)
26 Dynamical systems and ergodic theory (37-XX)
21 Special functions (33-XX)
18 Operator theory (47-XX)
17 Global analysis, analysis on manifolds (58-XX)
13 Harmonic analysis on Euclidean spaces (42-XX)
12 Combinatorics (05-XX)
9 Measure and integration (28-XX)
9 Integral transforms, operational calculus (44-XX)
8 Integral equations (45-XX)
7 Potential theory (31-XX)
7 Fluid mechanics (76-XX)
6 Functions of a complex variable (30-XX)
5 Linear and multilinear algebra; matrix theory (15-XX)
5 Functional analysis (46-XX)
5 Differential geometry (53-XX)
5 Quantum theory (81-XX)
4 History and biography (01-XX)
4 Topological groups, Lie groups (22-XX)
4 Real functions (26-XX)
4 Abstract harmonic analysis (43-XX)
4 Mechanics of particles and systems (70-XX)
4 Information and communication theory, circuits (94-XX)
3 Number theory (11-XX)
3 Approximations and expansions (41-XX)
3 Computer science (68-XX)
3 Relativity and gravitational theory (83-XX)
2 Classical thermodynamics, heat transfer (80-XX)
1 Algebraic geometry (14-XX)
1 Nonassociative rings and algebras (17-XX)
1 Group theory and generalizations (20-XX)
1 Sequences, series, summability (40-XX)
1 Convex and discrete geometry (52-XX)
1 Algebraic topology (55-XX)
1 Mathematics education (97-XX)

Citations by Year