28 citations · 255 across the 46 of their papers we have counts for
4 papers · 1 filter
Random walk in mixed random environment without uniform ellipticity
Ostap Hryniv, Mikhail V. Menshikov, Andrew R. Wade
We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptoti…
Excursions and path functionals for stochastic processes with asymptotically zero drifts
Ostap Hryniv, Mikhail V. Menshikov, Andrew R. Wade
We study discrete-time stochastic processes on with asymptotically zero mean drifts. Specifically, we consider the critical (Lamperti-type) situation in which…
Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach
Mikhail Menshikov, Dimitri Petritis
We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on co…
On range and local time of many-dimensional submartingales
Mikhail Menshikov, Serguei Popov
We consider a discrete-time process adapted to some filtration which lives on a (typically countable) subset of , . For this process, we assume that it has u…