Yaroslav Lyulko

Yaroslav Lyulko

National Research University Higher School of Economics - Moscow / Russia
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5751762
Национальный исследовательский университет
person_outline Yaroslav Lyulko's MOST POPULAR ARTICLES
1-) On the distribution of time spent by a Markov chain at different levels until achieving a fixed state Theory of Probability & Its Applications 56 (1), 140-149, 2012
2-) Stochastic representations of max-type functionals of a random walk Theory of Probability & Its Applications 54 (3), 516-525, 2010
3-) Stochastic representations of max-type functionals of a random walkYA LyulkoTheory of Probability & Its Applications 54 (3), 516-525, 201012010
4-) On the distribution properties of skew Brownian motion’s local timeY LyulkoWorkshop on Stochastic Methods in Financial Markets, 1-2, 01
5-) On the distribution of maxima of a skew Brownian motion and a skew random walk on some random time intervalsYA LyulkoRussian Mathematical Surveys 68 (6), 1131, 20132013