**Preprints:**

- V. P. Kurenok, A note on SDEs with unbounded drift driven by symmetric stable processes, under review
- V. P. Kurenok, On solutions of equations with measurable coefficients driven by alpha-stable processes, under review

**Peer-review publications:**

- H. J. Engelbert, V. P. Kurenok, The Tanaka Formula for Symmetric Stable Processes with Index alpha, 0<alpha<2,
64-2 (2019), pp. 264-289**Theory Probab. Appl.** - V. P. Kurenok, On some integral estimates for solutions of stochastic equations driven by symmetric stable processes,
15 (2018), 49-66*ALEA, Lat. Am. Probab. Math. Stat*. - V. P. Kurenok, On stochastic equations with measurable coefficients driven by symmetric stable processes,
**International Journal of Stochastic Analysis** - V. P. Kurenok, Time change method and SDEs with nonnegative drift,
, Vol. 53 (3) (2010), 503-515**Canadian Mathematical Bulletin** - V. P. Kurenok, On degenerate stochastic equations of Ito’s type with jumps,
, Vol. 78 (2008), 2917-2925**Statistics and Probability Letters** - V. P. Kurenok, Stochastic equations driven by a Cauchy process,
Vol. 4 (2008), 99-106**IMS Collections “Markov processes and related topics: A Festschrift for Thomas G. Kurtz”**, - V. P. Kurenok, A note on L2-estimates for stable integrals with drift,
, Vol. 300 (2) (2008), 925-938**Transactions of AMS** - V. P. Kurenok and A. N. Lepeyev, On multidimensional SDEs with locally integrable coefficients,
, Vol. 38 (1) (2008), 139-174**Rocky Mountain Journal of Mathematics** - V. P. Kurenok, On a model of term structure of interest rate processes of stable type,
, Vol. 38 (2008), 149-160**New Zealand Journal of Mathematics** - V. P. Kurenok, On driftless one-dimensional SDEs with respect to stable Levy processes,
, Vol. 47 (4) (2007), 423-435**Lithuanian Mathematical Journal** - V. P. Kurenok, Stochastic equations with time-dependent drift driven by Levy processes,
, Vol. 20 (4) (2007), 859-869**Journal of Theoretical Probability** - V. P. Kurenok: Stochastic equations with multidimensional drift driven by Levy processes,
, Vol. 14 (4) (2006), 311-324**Random Operators and Stochastic Equations** - 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:, Springer Verlag, 2006, 227-249**“From Stochastic Calculus to Mathematical Finance”, The Shiryaev Festschrift** - V. P. Kurenok and A. N. Lepeyev, Multidimensional SDEs with unbounded drift,
, Vol. 12 (2004), 107-110*Proceedings of the Academy of Sciences of Belarus* - H. J. Engelbert and V. P. Kurenok, On one-dimensional stochastic equations driven by symmetric stable processes,
**Series Stochastic Monographs,**

, edited by R. Buckdahn, H. J. Engelbert, and M. Yor, Taylor and Francis, 2002, 81-110**Vol. 12, Stochastic Processes and Related Topics** - V. P. Kurenok: Existence of solutions of stochastic equations driven by stable Levy processes,
, No.1 (2001), 63-68*Reports of the Academy of Sciences of Belarus* - 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 - 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. - V. P. Kurenok, On weak convergence of random walks to symmetric stable processes,
, Institute of Mathematics of the Academy of Sciences of Belarus, Minsk, Vol. 6 (2000), 109-112.*Proceedings of AMADE* - V. P. Kurenok, On the existence of global solutions of stochastic differential equations with time-dependent coefficients,
Vol. 44 (1) (2000), 30-34.*Proceedings of the Academy of Sciences of Belarus*, - V. P. Kurenok, On multidimensional stochastic differential equations driven by Brownian motion,
, Minsk, Vol. 2 (1998), 168-170.*Proceedings of the conference “Dynamical Systems: Stability, Control*, Optimization” - V. P. Kurenok, On the representation property of some diffusion processes,
Novocherkassk, 1995, 39-44.*“Operators and Operator Equations”,* - V. P. Kurenok, On weak solutions of SDEs with singular diffusion coefficient,
Minsk, 1990, 75-79.*Proceedings of the conference “Modern Problems of Informatics”,* - 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. - 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. - V. P. Kurenok, On the existence of solutions of one-dimensional stochastic differential equations,
, 1989, No. 4, 38-43.*Reports of the Academy of Sciences of Belarus* - 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*