 |
|
- Telegraph Processes and Option Pricing.
Ratanov N., Kolesnik A.D. 2nd edition, Springer, Berlin-Heidelberg 456 pp., 2022. - Markov Random Flights.
Kolesnik A.D. CRC Press, 2021. - Spherically restricted random hyperbolic diffusion.
Broadbridge P., Kolesnik A.D., Leonenko N., Olenko A., Omari D., Entropy, 2020, 22, 217-248. - Random spherical hyperbolic diffusion.
Broadbridge P., Kolesnik A.D., Leonenko N., Olenko A., J. Statist. Phys., 2019, 177, 889-916. - Linear combinations of the telegraph random processes driven by partial differential equations.
Kolesnik A.D., Stoch. Dynam., 2018, vol. 18, no. 4, 1850020, 24 pp. - Slow diffusion by Markov random flights.
Kolesnik A.D., Physica A: Statist. Mech. Appl., 2018, 499, 186-197. - Asymptotic relation for the transition density of the three-dimensional Markov random flight on small time intervals.
Kolesnik A.D., J. Statist. Phys., 2017, 166, 434-452. - Integral equation for the transition density of the multidimensional Markov random flight.
Kolesnik A.D., Theory Stoch. Process., 2015, 20(36), 42-53. - The explicit probability distribution of the sum of two telegraph processes.
Kolesnik A.D., Stoch. Dynam., 2015, vol. 15, no. 2, ID 1550013, 32 pp. - Probability distribution function for the Euclidean distance between two telegraph processes.
Kolesnik A.D., Adv. Appl. Probab., 2014, 46, 1172-1193. - Probability law for the Euclidean distance between two planar random flights.
Kolesnik A.D., J. Statist. Phys., 2014, 154, 1124-1152. - Telegraph Processes and Option Pricing.
Kolesnik A.D., Ratanov N., Springer, 2013. - Random evolutions are driven by the hyperparabolic operators.
Kolesnik A.D., Pinsky M.A., J. Statist. Phys., 2011, 142, 828-846. - The explicit probability distribution of a six-dimensional random flight.
Kolesnik A.D., Theory Stoch. Process., 2009, 15(1), 33-39. - Asymptotic relation for the density of a multidimensional random evolution with rare Poisson switchings.
Kolesnik A.D., Ukrain. Math. J., 2008, 60, 1915-1926. - Random motions at finite speed in higher dimensions.
Kolesnik A.D. J. Statist. Phys., 2008, 131, 1039-1065. - A limit theorem for symmetric Markovian random evolutions in Rm.
Kolesnik A.D. Theory Stoch. Process., 2008, 14(1), 69-75. - A note on planar random motion at finite speed.
Kolesnik A.D. J. Appl. Probab., 2007, 44, 838-842. - A four-dimensional random motion at finite speed.
Kolesnik A.D. J. Appl. Probab., 2006, 43, 1107-1118. - A planar random motion with an infinite number of directions controlled by the damped wave equation.
Kolesnik A.D. and Orsingher E. J. Appl. Probab., 2005, 42, 1168-1182. - Analysis of a finite-velocity planar random motion with reflection.
Kolesnik A.D. and Orsingher E. Theory Probab. Appl., 2002, 46, 132-140. - Weak convergence of a planar random evolution to the Wiener process.
Kolesnik A.D. J. Theoret. Probab., 2001, 14, 485-494. - The equation of symmetric Markovian random evolution in a plane.
Kolesnik A.D. and Turbin A.F. Stoch. Process. Appl., 1998, 75, 67-87. - The equations of Markovian random evolution on the line.
Kolesnik A.D. J. Appl. Probab., 1998, 35, 27-35. - Hyperbolic equations of the random evolutions in Rm.
Turbin A.F. and Kolesnik A.D. In: "Probability Theory and Mathematical Statistics", 1992, World Scientific, 397-402. - Infinitesimal hyperbolic operator of the Markovian random evolutions in Bbb Rn.
Kolesnik A.D. and Turbin A.F. Dokl. Akad. Nauk Ukrain., 1991, 1, 11-14. (Russian)
- Reviewer for journal "Stochastic Processes and Their Applications".
- Reviewer for journal "Journal of Theoretical Probability".
- Reviewer for journal "Journal of Applied Probability".
- Reviewer for journal "Advances in Applied Probability".
- Reviewer for journal "Stochastics and Stochastics Reports".
- Reviewer for journal "Mathematika".
- Reviewer for journal "Stochastic Analysis and Applications".
- Reviewer for journal "Journal of Statistical Physics".
- Reviewer for journal "Bernoulli".
- Reviewer for journal "Stochastic Models".
- Reviewer for journal "Physica A".
- Reviewer for journal "Physics Letters A".
- Reviewer for journal "ESAIM: Probability and Statistics".
- Reviewer for journal "Theory of Stochastic Processes".
- Reviewer for journal "Ukrainian Mathematical Journal".
- Editor of journal "Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica"
- Member of the Section "Exact Sciences and Engineering" of the Academy of Sciences of Moldova.
- Member of the Assembly of the Academy of Sciences of Moldova.
- Member of the Board of Global Advisors of the International Federation of Nonlinear Analysts (IFNA) (USA).
- Member of the Expert Board on Mathematics of the National Council for Accreditation and Attestation of Moldova. (2014-2018)
- Member of the Scientific Council of the Institute of Mathematics and Computer Science.
- Member of international scientific society: the Institute of Mathematical Statistics (USA).
- Member of international scientific society: Gesellschaft für Angewandte Mathematik und Mechanik (GAMM) (Germany).
- 2012
- 2009
- 2008
- 2008
- 2006
- 2006
- 2004
- 2003
- 2000
- 1995
- 1994
- 1993