Ilya Pavlyukevich

most citedFirst exit times for Lévy-driven diffusions with exponentially light jumps

40 citations · 43 across the 2 of their papers we have counts for

collaborators

2 papers

math-ph2008★ 3 cited

One-dimensional space-discrete transport subject to Levy perturbations

I. Pavlyukevich, I. M. Sokolov

In this paper we study a one-dimensional space-discrete transport equation subject to additive Levy forcing. The explicit form of the solutions allows their analytic study. In part…

math.PR2007★ 40 cited

First exit times for Lévy-driven diffusions with exponentially light jumps

Peter Imkeller, Ilya Pavlyukevich, Torsten Wetzel

We consider a dynamical system described by the differential equation $Y ˙_{t} = - U^{'} (Y_{t})$ with a unique stable point at the origin. We perturb the system by the Lévy noise of inte…