Publications

eprints:

• 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, Stochastics, Vol. 92 (2020), 1021-1042

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), 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.

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