6 citations · 10 across the 4 of their papers we have counts for
4 papers
Conditions for existence and smoothness of the distribution density for an Ornstein-Uhlenbeck process with Levy noise
Semen V. Bodnarchuk, Alexey M. Kulik
Conditions are given, sufficient for the distribution of an Ornstein-Uhlenbeck process with Lévy noise to be absolutely continuous or to possess a smooth density. For the processes…
Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure
Alexey M. Kulik
General sufficient conditions are given for absolute continuity and convergence in variation of the distributions of the unctionals on a probability space, generated by a Poisson p…
Invariance principle for additive functionals of Markov chains
Yuri N. Kartashov, Alexey M. Kulik
We consider a sequence of additive functionals {ϕ_n}, set on a sequence of Markov chains {X_n} that weakly converges to a Markov process X. We give sufficient condition for such a…
Exponential ergodicity of the solutions to SDE's with a jump noise
Alexey M. Kulik
The mild sufficient conditions for exponential ergodicity of a Markov process, defined as the solution to SDE with a jump noise, are given. These conditions include three principal…