I. Pavlyukevich

activity

20032025

most citedLevy Flights, Non-local Search and Simulated Annealing

680 citations · 965 across the 33 of their papers we have counts for

collaborators

Showing 2012 · math.PRShow all

2 papers · 2 filters

math.PR2012★ 27 cited

First exit times of solutions of stochastic differential equations driven by multiplicative Levy noise with heavy tails

Ilya Pavlyukevich

In this paper we study first exit times from a bounded domain of a gradient dynamical system $Y ˙_{t} = - \nabla U (Y_{t})$ perturbed by a small multiplicative Lévy noise with heavy tai…

math.PR2012★ 18 cited

Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by $α$ -stable Lévy processes

Robert Hintze, Ilya Pavlyukevich

In this paper, we study the asymptotic behaviour of one-dimensional integrated Ornstein-Uhlenbeck processes driven by $α$ -stable Lévy processes of small amplitude. We prove that th…

First exit times of solutions of stochastic differential equations driven by multiplicative Levy noise with heavy tails

Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by α-stable Lévy processes

Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by $α$ -stable Lévy processes