A. Kulik

activity

20122021

most citedPoincare inequality and exponential integrability of the hitting times of a Markov process

5 citations · 15 across the 9 of their papers we have counts for

collaborators

Showing 2016Show all

3 papers · 1 filter

math.PR2016★ 2 cited

Large deviation principle for one-dimensional SDEs with discontinuous coefficients

Alexei Kulik, Daryna Sobolieva

We establish the large deviation principle for solutions of one-dimensional SDEs with discontinuous coefficients. The main statement is formulated in a form similar to the classica…

math.PR2016

Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance

Alexei Kulik, Daryna Sobolieva

We prove a large deviation type estimate for the asymptotic behavior of a weighted local time of $ε W$ as $ε \to 0$ .

math.ST2016

Long time behavior of stochastic hard ball systems

Patrick Cattiaux, Myriam Fradon, Alexei M. Kulik +1

We study the long time behavior of a system of $n = 2, 3$ Brownian hard balls, living in $R^{d}$ for $d \geq 2$ , submitted to a mutual attraction and to elastic collisions.