1.
Pilipenko, A. (2014): An introduction to
stochastic differential equations with reflection. Potsdam: Universitätsverlag, 2014. – ix,
75 S. graph. Darst. (Lectures in pure and applied
mathematics 1); ISSN
(print) 2199-4951; ISSN (online) 2199-496X ISBN 978-3-86956-297-1. 2.
Gusak, D., Kukush, A., Kulik, A., Mishura, Y. and Pilipenko A.
(2009): Theory of Stochastic Processes with Applications to Financial Mathematics
and Risk Theory Series: Problem Books in Mathematics, Springer, 375 p. 6
illus., Hardcover ISBN: 978-0-387-87861-4. 3.
Nischenko, I. and Pilipenko, A. (2009): Probability theory and Mathematical
Statistics. Collection of problems
for students of Kiev Polytechnic Institute, Kiev, “Polytechnika”.
– 80p. (in Ukrainian). 4.
Gusak, D., Kukush, A., Kulik, A., Mishura, Y. and Pilipenko, A.
(2008): Collection of problems on Theory of Stochastic Processes and its
Applications, Kiev, VPC “Kiev University”, 398 p. (in Ukrainian). 5.
Gusak, D., Kulik, A., Mishura, Y. and Pilipenko, A. (2008): Collection of problems on Theory of
Stochastic Processes and its Applications in Financial Mathematics and Risk
Theory, Kiev, VPC “Kiev University”,
287 p. (in Ukrainian).
6.
Globa, L.S., Dyadenko, O.M., Pilipenko, A, and
Skulysh, M.A. Mathematical methods of analysis and
control of telecommunication networks. Kiev, “Polytechnika”.
– 284p. (Ukrainian), 2017.
A.A. Dorogovtsev, A. Kulik, A. Pilipenko, M.I. Portenko, A.N. Shiryaev. (Eds.)
1.
Kindermann
S., Pereverzyev Jr S., Pilipenko A. (2018) The
quasi-optimality criterion in the linear functional strategy. 2.
Pilipenko, A. and Proske, F.N. (2018) On
perturbations of an ODE with non-Lipschitz
coefficients by a small self-similar noise. 3.
Pilipenko, A. and Proske, F.N. (2018) On a Selection Problem for Small
Noise Perturbation in the Multidimensional Case. 4.
Iksanov, A., Pilipenko, A. and Samoilenko, I.
(2017) Functional limit theorems for the maxima of perturbed random walks and
divergent perpetuities in the M1 topology. 5.
Pilipenko, A. (2017) A
functional limit theorem for excited random walks. 6.
Pilipenko, A. and Khomenko, V. (2017)
On a limit behavior of a random walk with
modifications upon each visit to zero. 7.
Aryasova,
O. and Pilipenko, A. (2017) A representation for the derivative with respect to the initial data
of the solution of an SDE with a non-regular drift. 8.
Mandrekar,
V. and Pilipenko, A. (2016) On a Brownian motion with a hard
membrane. 9.
Bogachev,
V.I. and Pilipenko, A. 10.
Pilipenko,
A., Tantsiura, M. (2016) A limit theorem for
countable systems of stochastic differential equations. 11.
Iksanov,
A. and Pilipenko, A. (2016) A functional limit
theorem for locally perturbed random walks. 12.
Pilipenko,
A., Prykhodko, Yu. (2016) A limit theorem for
singular stochastic differential equations. 13.
Bogachev, V.I. and Pilipenko, A. 14.
Pilipenko, A. and Sakhanenko, L. (2015) On a limit
behavior of one-dimensional random walk with non-integrable
impurity.
583.16.
Pilipenko,
A. and Tantsiura M.
18.
Fang, S. and Pilipenko,
A. (2014): Additive functionals and push forward measures under Veretennikov's flow. 19.
Bogachev
V., Pilipenko, A. and Shaposhnikov
A. (2014): Sobolev functions on
infinite-dimensional domains, 20.
Iksanov
A. and Pilipenko, A. (2014): On the maximum of a
perturbed random walk, 21.
Aryasova,
O. and Pilipenko, A. (2014): On differentiability
with respect to the initial data of a solution of an SDE with Lévy noise and discontinuous coefficients. 22.
Pilipenko,
A. and Prykhodko, Yu. (2014): Limit behavior of a
simple random walk with non-integrable jump from a
barrier, 23.
Bogachev,
V., Pilipenko, A. and Rebrova,
E. (2013): Classes of functions of bounded variation on infinite-dimensional
domains. 24.
Pilipenko,
A. (2013): On differentiability of stochastic reflecting flow with respect to
starting point, 25.
Pilipenko,
A. and Cherdyntseva, V. (2013) Analysis of the
Buffer’s Increment for the Billing. 26.
Pilipenko,
A., Uryvskyi, L. and Trach,
B. (2013): Asymptotic properties of self-similar traffic models based on
discrete-time and continuous-time martingales, 27.
Pilipenko,
A. (2012): On existence and properties of strong solutions of one-dimensional
stochastic equations with an additive Levy noise. 28.
Dolzhenko
M.N., Nosenko N.M., Globa
L.S., Pilipenko, A., Prykhodko
O.O. and Rudenko S.A. (2012): Patients’ prognosis after coronary artery bypass grafting. 29.
Aryasova,
O. and Pilipenko, A. (2012): On properties of a
flow generated by an SDE with discontinuous drift. 30.
Aryasova,
O. and Pilipenko, A. (2011): On the strong
uniqueness of a solution to singular stochastic differential equations. 31.
Pilipenko,
A. (2011): On properties of Brownian reflecting flow in a wedge, 32.
Pilipenko,
A. and Prykhodko, Yu. (2011): On a limit behavior
of symmetric random walks with membranes, 33.
Pilipenko,
A. (2011): On the Skorokhod mapping for equations
with reflection and possible jump-like exit from a boundary, 34.
Bogachev,
V., Korolev, A. and Pilipenko,
A. 35.
Aryasova,
O. and Pilipenko, A. (2009): On simultaneous
hitting of membrane by two skew Brownian motions. 36.
Aryasova,
O. and Pilipenko, A. (2009): On Brownian motion on
the plane with membranes on rays with a common endpoint. 37.
Pilipenko,
A. (2007): Liouville theorem and its
generalizations, 38.
Pilipenko,
A. (2006): On the generalized differentiability with initial data of a flow
generated by a stochastic equation with reflection. (Ukrainian) 39.
Pilipenko,
A. (2006): Transformation of Gaussian measure by infinite-dimensional
stochastic flow, 40.
Pilipenko,
A. (2006): Functional central limit
theorem for flows generated by stochastic equations with reflection, 41.
Pilipenko,
A. (2006): Propagation of absolute
continuity by a flow generated by stochastic equation with reflection, 42.
Pilipenko,
A. (2006): Support theorem on stochastic flows with interaction, 43.
Pilipenko,
A. (2006): Measure-Valued Diffusions and Corresponding Evolutionary Flows, 44.
Pilipenko,
A. (2005): Measure-valued diffusions and continual systems of interacting
particles in random media, 45.
Pilipenko,
A. (2005): Properties of the flows generated by stochastic equations with
reflection, 46.
Pilipenko,
A. (2005): Stochastic reflecting flows, 47.
Mohammed, S. and Pilipenko, A. (2005): Absolute continuity of stationary
measure-valued processes generated by stochastic equations with interaction 48.
Pilipenko,
A. (2004): Flows generated by stochastic equations with reflection, 49.
Pilipenko,
A. (2003): Transformation of measures in inﬁnite-dimensional
spaces by the ﬂow induced by a stochastic diﬀerential
equation, 50.
Pilipenko,
A. (2003): Approximation theorem for stochastic differential equations with
interaction. 51.
Pilipenko,
A. (2002): Stroock and Varadhan
theorem for flows generated by stochastic differential equations with
interaction, 52.
Pilipenko,
A. (2001): Smoothness of distribution for solutions of SDE's with
interaction, 53.
Pilipenko,
A. (2001): Stationary measure-valued processes generated by a flow of
interacted particles, 54.
Kulik,
A. and Pilipenko, A. (2000): Nonlinear
transformations of smooth measures on infinite-dimensional spaces, 55.
Pilipenko,
A. (1999): The evolution of a system of particles and measure-valued
processes 56.
Alexandrova,
D., Bogachev, V. and Pilipenko,
A. (1999): On the convergence in the variation norm for the images of
measures under differentiable mappings - 57.
Alexandrova,
D., Bogachev, V. and Pilipenko,
A. (1999): On the convergence of induced measures in variation, 58.
Pilipenko,
A. (1998): Convergence of random vectors distributions in variation.- 59.
Pilipenko,
A. (1997): On existence and uniqueness for a solution of linear stochastic
differential equation with respect to a logarithmic process, 60.
Pilipenko,
A. (1997): Anticipative analogues of diffusion processes, 61.
Pilipenko,
A. (1996): About properties of stochastic differential operator constructed
by a group, 62.
Pilipenko,
A. (1995): On locality of operators defined on the spaces of square
integrated functions, 63.
Pilipenko,
A. (1995): On local operators which are diagonal with respect to Hermite polynomial system, 64.
Pilipenko,
A. (1995): On locality of the closure of differential operators, |