A. Yu. Pilipenko

Scientific papers:

1. Anticipative analogues of diffusion processes Theory of Stochastic Processes, vol. 3(19), no.3-4, 1997, pp.363-372

2. On locality of the closure of differential operators, Theory of Stochastic Processes, vol. 1(17), no.1, 1995, pp.95-101.(Russian)

3. On local operators which are diagonal with respect to Hermite polinomial system, Ukrainian mathematical journal, 1995, vol.47, no.4, pp. 555-561.

4. About properties of stochastic differential operator constructed by a group, Ukrainian mathematical journal, 1996, vol.48, no.4, p. 563-568.

5. On existence and uniqueness for a solution of linear stochastic differential equation with respect to a logarithmic process, Ukrainian mathematical journal, 1997, v.49, no.6, pp.863-871

6. On locality of operators defined on the spaces of square integrated functions, Mathematics today (Matematika Segodnya), vol. 10(1995), pp.26-41.(Russian)

7. On the convergence of induced measures in variation (with D.E.Alexandrova, V.I.Bogachev), Sbornik: Mathematics, 1999, vol.190, no.9, pp.1229-1245. (Matematicheskiy Sbornik, 1999, vol.190, no.9, pp.3-20) (Russian)

8. On the convergence in the variation norm for the images of measures under differentiable mappings (with D.E.Alexandrova, V.I.Bogachev).- Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, t.328,Seria 1,pp. 1055-1060,1999.

9. The evolution of a system of particles and measure-valued processes, Theory of Stochastic Processes, vol.5(21), no.3-4, 1999, pp.188-197.

10. Nonlinear transformations of smooth measures on infinitedimensional spaces (with A.M.Kulik), Ukrainskii matematicheski zhurnal, 2000, v.52, no.9, pp.1226-1250 (Russian), Translation: Ukrainian mathematical journal, 2000, v.52, no.9, pp.1403-1431(English).

11. Stationary measure-valued processes generated by a flow of interacted particles, Ukrainian Mathematical Congress, 2001, Proceedings, pp.123-130.

12. Smoothness of distribution for solutions of SDE's with interaction, Theory of Stochastic Processes, vol.7(23), 2001, no. 3-4, p.113-117.

13. Stroock-Varadhan theorem for flows generated by stochastic differential equations with interaction , Ukrainian mathematical journal, 2002, v.54, №2, pp.280-291.

14. Approximation theorem for stochastic differential equations with interaction. Random Oper. and Stoch. Equ., Vol. 11, No.3, pp. 213-228 (2003)

15. Transformation of measures in inﬁnite-dimensional spaces by the ﬂow induced by a stochastic diﬀerential equation, Sbornik: Mathematics 194:4, pp.551–573, (2003), (Matematicheski˘ı Sbornik 194:4 85–106)

16. Flows generated by stochastic equations with reflection, Random Oper. and Stoch. Equ., Vol. 12, No. 4, pp. 389--396 (2004)

17. Absolute continuity of stationary measure-valued processes generated by stochastic equations with interaction (with S.Mohammed), Theory of Stochastic Processes, 2005, vol.11(27), issue 1-2, pp. 96-111

18. Stochastic reflecting flows, Dopovidi Nats. Akad. Nauk Ukraini, 2005, №10, p.23-29. (Available at arXiv:0810.4644)

19. Properties of the flows generated by stochastic equations with reflection, Ukrainian mathematical journal, 2005, №8, p. 1262-1274

20. Measure-valued diffusions and continual systems of interacting particles in random media, Ukrainian mathematical journal, 2005, №9, p.1289-1301

21. Measure-Valued Diffusions and Corresponding Evolutionary Flows Measure-Valued Diffusions and Corresponding Evolutionary Flows, Doklady Mathematics, 2006, Vol. 73, No. 2, pp. 245–247

22. Support theorem on stochastic flows with interaction, Theory of Stochastic Processes – 2006. – Vol.12(28), No.1-2. – P.127-141.

23. Transfer of absolute continuity by a flow generated by stochastic equation with reflection, Ukrainian mathematical journal, – 2006. – vol.58, № 12. – P.1663-1673.

24. Functional central limit theorem for flows generated by stochastic equations with interaction, Nonlinear Oscillations – 2006. – vol.9, № 1. – P.85-97.

25. Transformation of Gaussian measure by infinite-dimensional stochastic flow, Random Oper. and Stoch. Equ. – 2006. – vol.14, No 3. – P.275-290

26. On the generalized differentiability with initial data of a flow generated by a stochastic equation with reflection. Teor. Imovir. Mat. Stat. No. 75 (2006), 127-139; translation in Theory Probab. Math. Statist. No. 75 (2007), 147—160

27. Liouville theorem and its generalizations, Mathematics today (Matematika Segodnya), vol. 13 (2007), pp.47-77. (Russian)

28. Collection of problems on Theory of Stochastic Processes and its Applications in Financial Mathematics and Risk Theory, (with Gusak D., Kukush A., Kulik A., Mishura Y.) 2008, , VPC “ ”, 287 p. (Ukrainian)

29. Collection of problems on Theory of Stochastic Processes and its Applications, (with Gusak D., Kukush A., Kulik A., Mishura Y.) 2008, , VPC “ ”, 398 p. (Ukrainian)

30. Theory of Stochastic Processes With Applications to Financial Mathematics and Risk Theory Series: Problem Books in Mathematics, (with Gusak D., Kukush A., Kulik A., Mishura Y.) 2009, Springer, 375 p. 6 illus., Hardcover ISBN: 978-0-387-87861-4.

31. On Brownian motion on the plane with membranes on rays with a common endpoint. (with Aryasova O.V) Random Oper. and Stoch. Equ., Vol. 17, No. 2, pp.137--156 (2009) (Available at arXiv:0902.0067)

32. On simultaneous hitting of membrane by two skew Brownian motions (with Aryasova O.V) Theory of Stochastic Processes, 2009, vol.15(31), N 1, P.1-7. (Available at arXiv:0906.1695)

33. Nonuniform averagings in the ergodic theorem for stochastic flows (with Bogachev, V. I.) Dokl. Akad. Nauk 432 (2010), no. 4, 443—446 (Russian); translation in Doklady Mathematics, 81 (2010), no. 3, 422–425.

34. On Skorokhod-type reflection map for equations with a possibility of jump exit from a boundary, Ukrainian mathematical journal, – 2011. – vol.63, №9. – P. 1241-1256.

35. On properties of Brownian reflecting flow in a wedge, Theory of Stochastic Processes – 2011. – 17(33), no.1, 2011. – P. 79-89.

36. On limit behavior of symmetric random walks with membranes, (with Yu.Prykhodko) Teoriya Imovirnostei ta Matematichna Statistika, 85 (2011), 84–94 (Ukrainian); English translation in Theor. Probability and Math. Statist. 85 (2012) 93-105