Edit Profile (opens in new tab) Silvestrov, Dmitrii Co-Author Distance Author ID: silvestrov.dmitrii-s Published as: Sil’vestrov, D. S.; Silvestrov, Dmitrii; Silvestrov, Dmitrii S.; Silvestrov, D. S.; Silvestrov, D.; Silvestrov, Dmitrij S.; Silvestrov, Dimitrii S.; Silvestrov, Dimitri S. more...less Further Spellings: Sil’vestrov, Dmytro Sergiĭovych; Сільвестров Дмитро Сергійович Homepage: http://people.su.se/~dsilv/ External Links: MGP · ORCID · Wikidata · Math-Net.Ru · GND · IdRef Documents Indexed: 188 Publications since 1968, including 9 Books and 1 Additional arXiv Preprint 1 Contribution as Editor Biographic References: 2 Publications Co-Authors: 48 Co-Authors with 97 Joint Publications 762 Co-Co-Authors all top 5 Co-Authors 91 single-authored 8 Kaplan, Eh. I. 8 Kukush, Oleksandr Georgiĭovych 8 Silvestrov, Sergei D. 8 Tursunov, G. T. 7 Manca, Raimondo 6 Gyllenberg, Mats 6 Motsa, Andrei I. 6 Stenberg, Fredrik 5 Malyarenko, Anatoliy A. 4 Silvestrova, Evelina D. 4 Teugels, Jozef L. 3 Abadov, Zakir A. 3 Abola, Benard 3 Biganda, Pitos Seleka 3 Drozdenko, Myroslav O. 3 Engström, Christopher 3 Kakuba, Godwin 3 Korolyuk, Dmitrii V. 3 Lundgren, Robin 3 Mango, John Magero 3 Mishura, Yuliya Stepanivna 3 Pezhinska, G. 3 Yadrenko, Mykhaĭlo Ĭosypovych 2 Biffi, Elena 2 Brusilovskij, I. L. 2 D’Amico, Guglielmo 2 Di Biase, Giuseppe 2 Didkovskij, I. R. 2 Galochkin, Victor G. 2 Janssen, Jacques 2 Khusanbaev, Ya. M. 2 Mirzakhmedov, Mirfazil Abdilkhakovich 2 Velikij, Yu. A. 2 Zinchenko, Nadiya M. 1 Banakh, D. 1 Dorogovtsev, Anatoliĭ Yakovych 1 Ekheden, Erland 1 Englund, Erling 1 Li, Yanxiong 1 Martin-Löf, Anders 1 Masol, Viktoriya V. 1 Mil’osina, R. I. 1 Ni, Ying 1 Petersson, Mikael 1 Sibirtsev, Valeriy G. 1 Silvetrova, Evelina 1 Skorokhod, Anatoliĭ Volodymyrovych 1 Stenflo, Orjan all top 5 Serials 26 Theory of Stochastic Processes 22 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 Methodology and Computing in Applied Probability 5 Zhurnal Obchyslyuval’noïta Prykladnoï Matematyky 4 Doklady Akademii Nauk Ukrainskoĭ SSR, Seriya A 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 all top 5 Fields 177 Probability theory and stochastic processes (60-XX) 37 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 16 Statistics (62-XX) 16 Numerical analysis (65-XX) 6 General and overarching topics; collections (00-XX) 5 Operations research, mathematical programming (90-XX) 3 Measure and integration (28-XX) 3 Systems theory; control (93-XX) 3 Mathematics education (97-XX) 2 Computer science (68-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 94 Publications have been cited 421 times in 171 Documents Cited by ▼ Year ▼ Limit theorems for randomly stopped stochastic processes. Zbl 1057.60021 Silvestrov, Dimitrii S. 31 2004 Quasi-stationary phenomena in nonlinearity perturbed stochastic systems. Zbl 1175.60002 Gyllenberg, Mats; Silvestrov, Dmitrii S. 24 2008 Quasi-stationary distributions of a stochastic metapopulation model. Zbl 0816.92016 Gyllenberg, Mats; Silvestrov, Dmitrij S. 22 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 20 2007 Limit theorems for mixed max-sum processes with renewal stopping. Zbl 1076.60040 Silvestrov, Dmitrii S.; Teugels, Jozef L. 15 2004 Limit theorems for extremes with random sample size. Zbl 0916.60017 Silvestrov, Dmitrii S.; Teugels, Jozef L. 15 1998 Asymptotic expansions for stationary distributions of perturbed semi-Markov processes. Zbl 1361.60062 Silvestrov, Dmitrii; Silvestrov, Sergei 14 2016 Recurrence relations for generalized hitting times for semi-Markov processes. Zbl 0869.60082 Silvestrov, Dimitri S. 11 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. 11 1994 Nonlinearly perturbed semi-Markov processes. Zbl 1404.60003 Silvestrov, Dmitrii; Silvestrov, Sergei 11 2017 Mixed large deviation and ergodic theorems for nonlinear perturbed regenerative processes. Zbl 0946.60079 Englund, Erling; Silvestrov, Dmitrii S. 10 1997 Ergodic theorems for iterated function systems controlled by regenerative sequences. Zbl 0920.28015 Silvestrov, Dmitrii S.; Stenflo, Örjan 9 1998 Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems. Zbl 1028.60067 Gyllenberg, Mats; Silvestrov, Dmitrii S. 9 2000 Exponential asymptotic for a perturbed renewal equation. Zbl 0946.60080 Silvestrov, D. S. 8 1995 Semi-Markov reward models for disability insurance. Zbl 1141.60056 Stenberg, Fredrik; Manca, Raimondo; Silvestrov, Dmitrii 8 2006 Quasi-stationary phenomena for semi-Markov processes. Zbl 0966.60086 Gyllenberg, Mats; Silvestrov, Dmitrii S. 7 1999 Cramér-Lundberg approximation for nonlinearly perturbed risk processes. Zbl 0956.91044 Gyllenberg, Mats; Silvestrov, Dmitrii S. 7 2000 Method of a certain probability space in ergodic theorems for regenerative processes. I. Zbl 0534.60078 Sil’vestrov, D. S. 7 1983 Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations. Zbl 1164.60062 Ni, Ying; Silvestrov, Dmitrii; Malyarenko, Anatoliy 7 2008 Threshold structure of optimal stopping strategies for American type option. II. Zbl 1102.91048 Jönsson, H.; Kukush, A. G.; Silvestrov, D. S. 7 2005 A pricing process with stochastic volatility controlled by a semi-Markov process. Zbl 1114.60328 Silvestrov, Dmitrii; Stenberg, Fredrik 6 2004 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 Optimal pricing for American type options with discrete time. Zbl 1063.91036 Kukush, Alexander G.; Silvestrov, Dmitrii S. 5 2004 American-type options. Stochastic approximation methods. Volume 2. Zbl 1380.91006 Silvestrov, Dmitrii S. 5 2015 American-type options. Stochastic approximation methods. Volume 1. Zbl 1282.91007 Silvestrov, Dmitrii S. 5 2014 Threshold structure of optimal stopping strategies for American type option. I. Zbl 1101.91040 Jönsson, H.; Kukush, A. G.; Silvestrov, D. S. 5 2004 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. 4 2006 Nonlinearly perturbed Markov chains and large deviations for lifetime functionals. Zbl 0961.60072 Silvestrov, Dmitrii S. 4 2000 Structure of optimal stopping strategies for American type options. Zbl 0989.91034 Kukush, Alexander G.; Silvestrov, Dmitrii S. 4 2000 Limit theorems for randomly stopped stochastic processes. Zbl 1120.60020 Silvestrov, D. 4 2006 Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes. Zbl 1409.60108 Silvestrov, D. S.; Silvestrov, S. D. 4 2018 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. 3 1997 Entry times into asymptotically receding domains for ergodic Markov chains. Zbl 0533.60079 Korolyuk, D. V.; Sil’vestrov, D. S. 3 1984 The renewal theorem in the scheme of series. I. Zbl 0415.60080 Silvestrov, D. S. 3 1978 The renewal theorem in a series scheme. II. Zbl 0487.60070 Sil’vestrov, D. S. 3 1980 Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes. Zbl 1142.60397 Silvestrov, Dmitrii S. 3 2007 The renewal theorem in a series scheme. I. Zbl 0434.60089 Sil’vestrov, D. S. 3 1979 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 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. 3 2006 Method of a certain probability space in ergodic theorems for regenerative processes. II. Zbl 0551.60090 Sil’vestrov, D. S. 3 1984 Method of a certain probability space in ergodic theorems for regenerative processes. III. Zbl 0551.60091 Sil’vestrov, D. S. 3 1984 Reward algorithms for semi-Markov processes. Zbl 1387.60114 Silvestrov, Dmitrii; Manca, Raimondo 3 2017 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. 3 2005 Reselling of options and convergence of option rewards. Zbl 1164.60054 Lundgren, Robin; Silvestrov, Dmitrii; Kukush, Alexander 3 2008 On convergence of complex random functions in the J-topology. Zbl 0252.60017 Sil’vestrov, D. S. 3 1972 Conditions for convergence of the superposition of random processes in the J-topology. Zbl 0298.60018 Sil’vestrov, D. S. 3 1973 Remarks on the limit of a composite random function. Zbl 0289.60019 Sil’vestrov, D. S. 3 1972 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 Asymptotics of extremal statistics and functionals of additive type for Markov chains. Zbl 0893.60042 Motsa, Andrei I.; Silvestrov, Dmitrii S. 2 1996 Upper bounds for exponential moments of hitting times for semi-Markov processes. Zbl 1114.60325 Silvestrov, Dmitrii 2 2004 The perturbed renewal equation and diffusion type approximation for risk processes. Zbl 1004.60086 Silvestrov, D. S. 2 2000 Skeleton approximations of optimal stopping strategies for American type options with continuous time. Zbl 0976.60067 Kukush, Alexander G.; Silvestrov, Dmitrii S. 2 2001 OptAn - a pilot program system for analysis of options. Zbl 0979.91033 Silvestrov, Dmitrii S.; Galochkin, Victor G.; Malyarenko, Anatoliy A. 2 2001 Mean hitting times of semi-Markov processes and queueing networks. Zbl 0474.60076 Sil’vestrov, D. S. 2 1980 Convergence of option rewards for multivariate price processes. Zbl 1274.91443 Silvestrov, D. S.; Lundgren, R. 2 2012 Entry times into asymptotically receding regions for processes with semi- Markov switchings. Zbl 0568.60082 Korolyuk, D. V.; Sil’vestrov, D. S. 2 1985 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 Convergence of option rewards for Markov type price processes modulated by stochastic indices. II. Zbl 1224.91200 Silvestrov, D. S.; Jönsson, H.; Stenberg, F. 2 2009 On maximally coinciding random variables. Zbl 0626.60022 Sil’vestrov, D. S.; Pieżyńska, G. 2 1986 Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. II. Zbl 1428.60106 Silvestrov, Dmitrii; Silvestrov, Sergei 2 2019 Individual ergodic theorems for perturbed alternating regenerative processes. Zbl 1423.60135 Silvestrov, Dmitrii 2 2018 Nonlinearly perturbed birth-death-type models. Zbl 1423.60136 Silvestrov, Dmitrii; Petersson, Mikael; Hössjer, Ola 2 2018 Coupling and explicit rate of convergence in Cramér-Lundberg approximation for reinsurance risk processes. Zbl 1315.91032 Ekheden, Erland; Silvestrov, Dmitrii 2 2011 Asymptotic expansions for distributions of the surplus prior and at the time of ruin. Zbl 1164.60068 Silvestrov, Dmitrii S. 2 2007 Stochastically ordered models for credit rating dynamics. Zbl 1164.60057 Silvestrov, Dmitrii; Silvestrova, Evelina; Manca, Raimondo 2 2008 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 2 2014 Asymptotics of multivariate extremes with random sample size. Zbl 0933.60004 Silvestrov, D. S.; Teugels, L. J. 1 1998 The invariance principle for accumulation processes with semi-Markov switchings in the series scheme. Zbl 0748.60089 Sil’vestrov, D. S. 1 1991 Uniform representations of exponential moments of sums of random variables defined on a Markov chain, and of distributions of passage times. II. Zbl 0842.60045 Sil’vestrov, D. S.; Abadov, Z. A. 1 1993 Uniform representations of exponential moments of sums of random variables defined on a Markov chain, and of distributions of passage times. I. Zbl 0834.60085 Sil’vestrov, D. S.; Abadov, Z. A. 1 1991 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 A remark on limit distributions for reaching moments for asymptotically recurrent Markov chains. Zbl 0423.60024 Silvestrov, D. S. 1 1979 Exponential bounds in ergodic theorems for regenerative processes. Zbl 0458.60084 Sil’vestrov, D. S. 1 1980 Theorems of large deviation type for entry times of a sequence with mixing. Zbl 0504.60030 Sil’vestrov, D. S. 1 1982 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 Invariance principle for the processes with semi-Markov switch-overs with an arbitrary state space. Zbl 0535.60083 Sil’vestrov, D. S. 1 1983 Remarks about strong law of large numbers for processes of accumulation. Zbl 0425.60023 Silvestrov, D. S. 1 1980 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 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 Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I. Zbl 1428.60105 Silvestrov, Dmitrii; Silvestrov, Sergei 1 2019 Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes. Zbl 1390.60270 Silvestrov, D. S. 1 2017 Convergence of option rewards for Markov type price processes. Zbl 1164.60055 Silvestrov, D.; Jönsson, H.; Stenberg, F. 1 2007 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 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 Nonlinearly perturbed stochastic processes. Zbl 1224.60001 Silvestrov, Dmitrii 1 2008 On convergence of weakly dependent processes in the uniform topology. II. Zbl 0358.60012 Sil’vestrov, D. S. 1 1977 Limit theorems for semi-Markov summation schemes. I. Zbl 0231.60077 Sil’vestrov, D. S. 1 1971 Limiting distributions for compositions of random functions. Zbl 0277.60012 Sil’vestrov, D. S. 1 1971 Limit theorems for semi-Markov processes, and their applications. I., II. Zbl 0352.60068 Sil’vestrov, D. S. 1 1975 Perturbed semi-Markov type processes II. Ergodic theorems for multi-alternating regenerative processes. Zbl 1508.60001 Silvestrov, Dmitrii 1 2022 Optimal stopping and reselling of European options. Zbl 1405.91641 Lundgren, Robin; Silvestrov, Dmitrii S. 1 2010 Perturbed semi-Markov type processes II. Ergodic theorems for multi-alternating regenerative processes. Zbl 1508.60001 Silvestrov, Dmitrii 1 2022 Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. II. Zbl 1428.60106 Silvestrov, Dmitrii; Silvestrov, Sergei 2 2019 Asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes. I. Zbl 1428.60105 Silvestrov, Dmitrii; Silvestrov, Sergei 1 2019 Asymptotic expansions for power-exponential moments of hitting times for nonlinearly perturbed semi-Markov processes. Zbl 1409.60108 Silvestrov, D. S.; Silvestrov, S. D. 4 2018 Individual ergodic theorems for perturbed alternating regenerative processes. Zbl 1423.60135 Silvestrov, Dmitrii 2 2018 Nonlinearly perturbed birth-death-type models. Zbl 1423.60136 Silvestrov, Dmitrii; Petersson, Mikael; Hössjer, Ola 2 2018 Nonlinearly perturbed semi-Markov processes. Zbl 1404.60003 Silvestrov, Dmitrii; Silvestrov, Sergei 11 2017 Reward algorithms for semi-Markov processes. Zbl 1387.60114 Silvestrov, Dmitrii; Manca, Raimondo 3 2017 Necessary and sufficient conditions for convergence of first-rare-event-time processes for perturbed semi-Markov processes. Zbl 1390.60270 Silvestrov, D. S. 1 2017 Asymptotic expansions for stationary distributions of perturbed semi-Markov processes. Zbl 1361.60062 Silvestrov, Dmitrii; Silvestrov, Sergei 14 2016 American-type options. Stochastic approximation methods. Volume 2. Zbl 1380.91006 Silvestrov, Dmitrii S. 5 2015 American-type options. Stochastic approximation methods. Volume 1. Zbl 1282.91007 Silvestrov, Dmitrii S. 5 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 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 Optimal stopping and reselling of European options. Zbl 1405.91641 Lundgren, Robin; Silvestrov, Dmitrii S. 1 2010 Convergence of option rewards for Markov type price processes modulated by stochastic indices. II. Zbl 1224.91200 Silvestrov, D. S.; Jönsson, H.; Stenberg, F. 2 2009 Quasi-stationary phenomena in nonlinearity perturbed stochastic systems. Zbl 1175.60002 Gyllenberg, Mats; Silvestrov, Dmitrii S. 24 2008 Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations. Zbl 1164.60062 Ni, Ying; Silvestrov, Dmitrii; Malyarenko, Anatoliy 7 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 Stochastically ordered models for credit rating dynamics. Zbl 1164.60057 Silvestrov, Dmitrii; Silvestrova, Evelina; Manca, Raimondo 2 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 Nonlinearly perturbed stochastic processes. Zbl 1224.60001 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 20 2007 Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes. Zbl 1142.60397 Silvestrov, Dmitrii S. 3 2007 Asymptotic expansions for distributions of the surplus prior and at the time of ruin. Zbl 1164.60068 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 8 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. 4 2006 Limit theorems for randomly stopped stochastic processes. Zbl 1120.60020 Silvestrov, D. 4 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. 3 2006 Threshold structure of optimal stopping strategies for American type option. II. Zbl 1102.91048 Jönsson, H.; Kukush, A. G.; Silvestrov, D. S. 7 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. 3 2005 Limit theorems for randomly stopped stochastic processes. Zbl 1057.60021 Silvestrov, Dimitrii S. 31 2004 Limit theorems for mixed max-sum processes with renewal stopping. Zbl 1076.60040 Silvestrov, Dmitrii S.; Teugels, Jozef L. 15 2004 A pricing process with stochastic volatility controlled by a semi-Markov process. Zbl 1114.60328 Silvestrov, Dmitrii; Stenberg, Fredrik 6 2004 Optimal pricing for American type options with discrete time. Zbl 1063.91036 Kukush, Alexander G.; Silvestrov, Dmitrii S. 5 2004 Threshold structure of optimal stopping strategies for American type option. I. Zbl 1101.91040 Jönsson, H.; Kukush, A. G.; Silvestrov, D. S. 5 2004 Upper bounds for exponential moments of hitting times for semi-Markov processes. Zbl 1114.60325 Silvestrov, Dmitrii 2 2004 Skeleton approximations of optimal stopping strategies for American type options with continuous time. Zbl 0976.60067 Kukush, Alexander G.; Silvestrov, Dmitrii S. 2 2001 OptAn - a pilot program system for analysis of options. Zbl 0979.91033 Silvestrov, Dmitrii S.; Galochkin, Victor G.; Malyarenko, Anatoliy A. 2 2001 Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems. Zbl 1028.60067 Gyllenberg, Mats; Silvestrov, Dmitrii S. 9 2000 Cramér-Lundberg approximation for nonlinearly perturbed risk processes. Zbl 0956.91044 Gyllenberg, Mats; Silvestrov, Dmitrii S. 7 2000 Nonlinearly perturbed Markov chains and large deviations for lifetime functionals. Zbl 0961.60072 Silvestrov, Dmitrii S. 4 2000 Structure of optimal stopping strategies for American type options. Zbl 0989.91034 Kukush, Alexander G.; Silvestrov, Dmitrii S. 4 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. 7 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. 15 1998 Ergodic theorems for iterated function systems controlled by regenerative sequences. Zbl 0920.28015 Silvestrov, Dmitrii S.; Stenflo, Örjan 9 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. 10 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. 3 1997 Recurrence relations for generalized hitting times for semi-Markov processes. Zbl 0869.60082 Silvestrov, Dimitri S. 11 1996 Asymptotics of extremal statistics and functionals of additive type for Markov chains. Zbl 0893.60042 Motsa, Andrei I.; Silvestrov, Dmitrii S. 2 1996 Exponential asymptotic for a perturbed renewal equation. Zbl 0946.60080 Silvestrov, D. S. 8 1995 Quasi-stationary distributions of a stochastic metapopulation model. Zbl 0816.92016 Gyllenberg, Mats; Silvestrov, Dmitrij S. 22 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. 11 1994 Uniform representations of exponential moments of sums of random variables defined on a Markov chain, and of distributions of passage times. II. Zbl 0842.60045 Sil’vestrov, D. S.; Abadov, Z. A. 1 1993 The invariance principle for accumulation processes with semi-Markov switchings in the series scheme. Zbl 0748.60089 Sil’vestrov, D. S. 1 1991 Uniform representations of exponential moments of sums of random variables defined on a Markov chain, and of distributions of passage times. I. Zbl 0834.60085 Sil’vestrov, D. S.; Abadov, Z. A. 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 On maximally coinciding random variables. Zbl 0626.60022 Sil’vestrov, D. S.; Pieżyńska, G. 2 1986 Entry times into asymptotically receding regions for processes with semi- Markov switchings. Zbl 0568.60082 Korolyuk, D. V.; Sil’vestrov, D. S. 2 1985 Entry times into asymptotically receding domains for ergodic Markov chains. Zbl 0533.60079 Korolyuk, D. V.; Sil’vestrov, D. S. 3 1984 Method of a certain probability space in ergodic theorems for regenerative processes. II. Zbl 0551.60090 Sil’vestrov, D. S. 3 1984 Method of a certain probability space in ergodic theorems for regenerative processes. III. Zbl 0551.60091 Sil’vestrov, D. S. 3 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 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. I. Zbl 0534.60078 Sil’vestrov, D. S. 7 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 Invariance principle for the processes with semi-Markov switch-overs with an arbitrary state space. Zbl 0535.60083 Sil’vestrov, D. S. 1 1983 Theorems of large deviation type for entry times of a sequence with mixing. Zbl 0504.60030 Sil’vestrov, D. S. 1 1982 The renewal theorem in a series scheme. II. Zbl 0487.60070 Sil’vestrov, D. S. 3 1980 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 Mean hitting times of semi-Markov processes and queueing networks. Zbl 0474.60076 Sil’vestrov, D. S. 2 1980 Exponential bounds in ergodic theorems for regenerative processes. Zbl 0458.60084 Sil’vestrov, D. S. 1 1980 Remarks about strong law of large numbers for processes of accumulation. Zbl 0425.60023 Silvestrov, D. S. 1 1980 The renewal theorem in a series scheme. I. Zbl 0434.60089 Sil’vestrov, D. S. 3 1979 The renewal theorem in the scheme of series. II. Zbl 0431.60084 Silvestrov, D. S. 3 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 Limit theorems for semi-Markov processes, and their applications. I., II. Zbl 0352.60068 Sil’vestrov, D. S. 1 1975 Conditions for convergence of the superposition of random processes in the J-topology. Zbl 0298.60018 Sil’vestrov, D. S. 3 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. 3 1972 Limit theorems for semi-Markov summation schemes. I. Zbl 0231.60077 Sil’vestrov, D. S. 1 1971 Limiting distributions for compositions of random functions. Zbl 0277.60012 Sil’vestrov, D. S. 1 1971 all cited Publications top 5 cited Publications all top 5 Cited by 226 Authors 26 Silvestrov, Dmitrii 15 D’Amico, Guglielmo 11 Manca, Raimondo 8 Silvestrov, Sergei D. 7 Limnios, Nikolaos 6 Petroni, Filippo 5 Petersson, Mikael 4 Becker-Kern, Peter 4 Gyllenberg, Mats 4 Korolyuk, Volodymyr Semenovych 4 Ni, Ying 3 Engström, Christopher 3 Guillen, Montserrat 3 Hees, Katharina 3 Janssen, Jacques 3 Kozubowski, Tomasz J. 3 Panorska, Anna K. 3 Papadopoulou, Aleka A. 2 Abola, Benard 2 Allen, Benjamin L. 2 Alsmeyer, Gerold 2 Anichkin, S. A. 2 Basrak, Bojan 2 Biganda, Pitos Seleka 2 Buchmann, Boris 2 Dai Pra, Paolo 2 Fuh, Cheng-Der 2 Golomoziy, Vitaliy 2 Kakuba, Godwin 2 Khametov, V. M. 2 Lundgren, Robin 2 Maegebier, Alexander 2 Maller, Ross Arthur 2 Mango, John Magero 2 Meerschaert, Mark Marvin 2 Mishura, Yuliya Stepanivna 2 Mitov, Ivan K. 2 Pollett, Philip K. 2 Prattico, Flavio 2 Qeadan, Fares 2 Samoilenko, Igor V. 2 Shelemekh, E. A. 2 Stenflo, Orjan 2 Straka, Peter 2 Tan, Zhongquan 2 Teugels, Jozef L. 2 Tovazzi, Daniele 2 Zwart, Bert P. 1 Adan, Ivo J. B. F. 1 Aleandri, Michele 1 Arendarczyk, Marek 1 Arrigoni, Francesca 1 Ascione, Giacomo 1 Avrachenkov, Konstantin Evgen’evich 1 Barakat, Haroon Mohamed 1 Barbour, Andrew David 1 Barbu, Vlad Stefan 1 Beghin, Luisa 1 Berti, Patrizia 1 Bessho, Kazuhiro 1 Blanchet, Jose H. 1 Bouzebda, Salim 1 Budhiraja, Amarjit S. 1 Butenko, Sergiy I. 1 Canhanga, Betuel 1 Castella, François 1 Cerf, Raphaël 1 Chapkin, Robert S. 1 Chernecky, V. A. 1 Crimaldi, Irene 1 Cronie, Ottmar 1 Csáki, Endre 1 Csörgő, Miklós 1 Denuit, Michel M. 1 Di Basilio, Bice 1 Di Biase, Giuseppe 1 Dimitrov, Marko 1 Donnelly, Christl A. 1 Drechsler, Martin 1 Dujardin, Guillaume Michel 1 Ekheden, Erland 1 Fabozzi, Frank J. 1 Fan, Yuguang 1 Farcomeni, Alessio 1 Ferguson, Neil M. 1 Ferriere, Regis 1 Formentin, Marco 1 Fraiman, Nicolas 1 Freitas, Adelaide Valente 1 Fukker, Gábor 1 Gajek, Lesław 1 Garg, Lalit 1 Gatzert, Nadine 1 Ghorbani, Mohammad 1 Gismondi, Fulvio 1 Golodnikov, Alexandr N. 1 Gosselin, Frédéric 1 Grabski, Franciszek 1 Granovski, Yaroslav I. 1 Griebeler, Eva Maria ...and 126 more Authors all top 5 Cited in 63 Serials 18 Methodology and Computing in Applied Probability 15 Theory of Probability and Mathematical Statistics 11 Communications in Statistics. Theory and Methods 9 Stochastic Processes and their Applications 7 Statistics & Probability Letters 5 Journal of Mathematical Biology 5 Insurance Mathematics & Economics 4 Advances in Applied Probability 4 Journal of Applied Probability 4 Theoretical Population Biology 3 The Annals of Applied Probability 3 Test 3 Journal of Mathematical Sciences (New York) 3 Extremes 2 Journal of Statistical Physics 2 Scandinavian Journal of Statistics 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 Bernoulli 2 International Journal of Theoretical and Applied Finance 2 Quantitative Finance 2 Journal of Theoretical Biology 1 Computers & Mathematics with Applications 1 Mathematical Biosciences 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Physica A 1 Rocky Mountain Journal of Mathematics 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 Results in Mathematics 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 Statistics and Data Analysis 1 Computational Optimization and Applications 1 Computational Economics 1 Journal of Difference Equations and Applications 1 Electronic Journal of Probability 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 Applied Stochastic Models in Business and Industry 1 Decisions in Economics and Finance 1 North American Actuarial Journal 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Sankhyā. Series A 1 Dynamic Games and Applications 1 Annals of Finance 1 Modern Stochastics. Theory and Applications all top 5 Cited in 21 Fields 148 Probability theory and stochastic processes (60-XX) 46 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Statistics (62-XX) 17 Numerical analysis (65-XX) 15 Biology and other natural sciences (92-XX) 12 Operations research, mathematical programming (90-XX) 7 Dynamical systems and ergodic theory (37-XX) 6 Ordinary differential equations (34-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Measure and integration (28-XX) 3 Partial differential equations (35-XX) 3 Computer science (68-XX) 2 Systems theory; control (93-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Global analysis, analysis on manifolds (58-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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