**Preprints:**

- V. P. Kurenok, A note on SDEs with unbounded drift driven by symmetric stable processes, under review

**Peer-review publications:**

29. V. P. Kurenok, On solutions of equations with measurable coefficients driven by alpha-stable processes, to appear in * Stochastics, *published online

28. H. J. Engelbert, V. P. Kurenok, The Tanaka Formula for Symmetric Stable Processes with Index alpha, 0<alpha<2,* Theory Probab. Appl.* 64-2 (2019), pp. 264-289

27. V. P. Kurenok, On some integral estimates for solutions of stochastic equations driven by symmetric stable processes, ** ALEA, Lat. Am. Probab. Math. Stat.** 15 (2018), 49-66

26. V. P. Kurenok, On stochastic equations with measurable coefficients driven by symmetric stable processes,* International Journal of Stochastic Analysis*, Vol. 2012 (2012), 1-17

25. V. P. Kurenok, Time change method and SDEs with nonnegative drift, * Canadian Mathematical Bulletin*, Vol. 53 (3) (2010), 503-515

24. V. P. Kurenok, On degenerate stochastic equations of Ito’s type with jumps, * Statistics and Probability Letters*, Vol. 78 (2008), 2917-2925

23. V. P. Kurenok, Stochastic equations driven by a Cauchy process, * IMS Collections “Markov processes and related topics: A Festschrift for Thomas G. Kurtz”, *Vol. 4 (2008), 99-106

22. V. P. Kurenok, A note on L2-estimates for stable integrals with drift, * Transactions of AMS*, Vol. 300 (2) (2008), 925-938

21. V. P. Kurenok and A. N. Lepeyev, On multidimensional SDEs with locally integrable coefficients, * Rocky Mountain Journal of Mathematics*, Vol. 38 (1) (2008), 139-174

20. V. P. Kurenok, On a model of term structure of interest rate processes of stable type, * New Zealand Journal of Mathematics*, Vol. 38 (2008), 149-160

19. V. P. Kurenok, On driftless one-dimensional SDEs with respect to stable Levy processes, * Lithuanian Mathematical Journal*, Vol. 47 (4) (2007), 423-435

18. V. P. Kurenok, Stochastic equations with time-dependent drift driven by Levy processes, * Journal of Theoretical Probability*, Vol. 20 (4) (2007), 859-869

17. V. P. Kurenok: Stochastic equations with multidimensional drift driven by Levy processes,* Random Operators and Stochastic Equations*, Vol. 14 (4) (2006), 311-324

16. H. J. Engelbert, V. P. Kurenok and A. Zalinescu, On existence and uniqueness of reflected solutions of stochastic equations driven by symmetric stable processes,

In: * “From Stochastic Calculus to Mathematical Finance”, The Shiryaev Festschrift*, Springer Verlag, 2006, 227-249

15. V. P. Kurenok and A. N. Lepeyev, Multidimensional SDEs with unbounded drift, ** Proceedings of the Academy of Sciences of Belarus**, Vol. 12 (2004), 107-110

14. H. J. Engelbert and V. P. Kurenok, On one-dimensional stochastic equations driven by symmetric stable processes, **Series Stochastic Monographs,**

* Vol. 12, Stochastic Processes and Related Topics*, edited by R. Buckdahn, H. J. Engelbert, and M. Yor, Taylor and Francis, 2002, 81-110

13. V. P. Kurenok: Existence of solutions of stochastic equations driven by stable Levy processes, ** Reports of the Academy of Sciences of Belarus**, No.1 (2001), 63-68

12. H. J. Engelbert and V. P. Kurenok, On multidimensional SDEs without drift and with time-dependent diffusion matrix, ** Georgian Mathematical Journal**,

Vol. 7 (4) (2000), 643-664

11. V. P. Kurenok, On the “zero-one law” of the integral functional of quasi-stable processes, ** Proceedings of the Academy of Sciences of Belarus**,

Vol. 44 (3) (2000), 33-36.

10. V. P. Kurenok, On weak convergence of random walks to symmetric stable processes, ** Proceedings of AMADE**, Institute of Mathematics of the Academy of Sciences of Belarus, Minsk, Vol. 6 (2000), 109-112.

9. V. P. Kurenok, On the existence of global solutions of stochastic differential equations with time-dependent coefficients, ** Proceedings of the Academy of Sciences of Belarus,** Vol. 44 (1) (2000), 30-34.

8. V. P. Kurenok, On multidimensional stochastic differential equations driven by Brownian motion, ** Proceedings of the conference “Dynamical Systems: Stability, Control, Optimization”**, Minsk, Vol. 2 (1998), 168-170.

7. V. P. Kurenok, On the representation property of some diffusion processes, ** “Operators and Operator Equations”, **Novocherkassk, 1995, 39-44.

6. V. P. Kurenok, On weak solutions of SDEs with singular diffusion coefficient, ** Proceedings of the conference “Modern Problems of Informatics”, **Minsk, 1990, 75-79.

5. V. P. Kurenok, On some properties of solutions of stochastic differential equations with special diffusion coefficient, ** Reports of the Academy of Sciences of Belarus**,

1990, Dep. 31.01.90, No. 602-B90, 1-16.

4. V. P. Kurenok, Existence of solutions of stochastic differential equations without drift by local integrability of the coefficient a-2, ** Vestnik of Belarus State University**,

Ser. 1, 1990, No. 1, 43-46.

3. V. P. Kurenok, On the existence of solutions of one-dimensional stochastic differential equations, ** Reports of the Academy of Sciences of Belarus**, 1989, No. 4, 38-43.

2. V. P. Kurenok, On the classification of solutions of stochastic differential equations with a special diffusion coefficient, ** Vestnik of Belarus State University**,

Ser. 1, 1989, No. 1, 64-66.1.

- V. P. Kurenok, On the existence of solutions of multidimensional stochastic differential equations,
, Dep. 11.04.88, No. 2686-B88, 1988, 1-16.*Reports of the Academy of Sciences of Belarus*