| A note on the existence of transition probability densities of Lévy processes V Knopova, RL Schilling Forum Mathematicum 25 (1), 125-149, 2013 | 118 | 2013 |
| Transition density estimates for a class of Lévy and Lévy-type processes V Knopova, RL Schilling Journal of Theoretical Probability 25, 144-170, 2012 | 52 | 2012 |
| Parametrix construction of the transition probability density of the solution to an SDE driven by -stable noise V Knopova, A Kulik | 47 | 2018 |
| Continuous‐Time Stochastic Processes with Cyclical Long‐Range Dependence VV Anh, VP Knopova, NN Leonenko Australian & New Zealand Journal of Statistics 46 (2), 275-296, 2004 | 39 | 2004 |
| Heat kernel of anisotropic nonlocal operators K Bogdan, P Sztonyk, V Knopova Documenta Mathematica 25, 1-54, 2020 | 35 | 2020 |
| A geometric interpretation of the transition density of a symmetric Lévy process N Jacob, V Knopova, S Landwehr, RL Schilling Science China Mathematics 55 (6), 1099-1126, 2012 | 33 | 2012 |
| Exact asymptotic for distribution densities of Lévy functionals V Knopova, A Kulik | 29* | 2011 |
| Intrinsic small time estimates for distribution densities of Lévy processes V Knopova, A Kulik Random Operators and Stochastic Equations 21 (4), 321-344, 2013 | 26 | 2013 |
| Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications V Knopova, A Kulik Probab. Math. Statist 37 (1), 53-100, 2017 | 23 | 2017 |
| Parametrix construction for certain Lévy-type processes V Knopova, A Kulik Random Operators and Stochastic Equations 23 (2), 111-136, 2015 | 23 | 2015 |
| Compound kernel estimates for the transition probability density of a Lévy process in ℝⁿ V Knopova Theory of Probability and Mathematical Statistics 89, 57-70, 2014 | 18 | 2014 |
| Construction and heat kernel estimates of general stable-like Markov processes V Knopova, A Kulik, R Schilling arXiv preprint arXiv:2005.08491, 2020 | 17 | 2020 |
| Spaces of generalized smoothness on h-sets and related Dirichlet forms V Knopova, M Zähle Studia Math 174 (3), 277-308, 2006 | 16 | 2006 |
| On the small-time behaviour of Lévy-type processes V Knopova, RL Schilling Stochastic Processes and their Applications 124 (6), 2249-2265, 2014 | 15 | 2014 |
| Compound kernel estimates for the transition probability density of a L\'evy process in $\rn$ V Knopova arXiv preprint arXiv:1310.7081, 2013 | 15 | 2013 |
| Gaussian limiting behavior of the rescaled solution to the linear Korteweg–de Vries equation with random initial conditions L Beghin, VP Knopova, NN Leonenko, E Orsingher Journal of Statistical Physics 99, 769-781, 2000 | 14 | 2000 |
| Parametrix construction of the transition probability density of the solution to an SDE driven by -stable noise V Knopova, A Kulik arXiv preprint arXiv:1412.8732, 2014 | 13 | 2014 |
| The parametrix method and the weak solution to an SDE driven by an α-stable noise V Knopova, A Kulik arXiv preprint arXiv:1412.8732, 2014 | 13 | 2014 |
| Lower bounds of the Hausdorff dimension for the images of Feller processes V Knopova, RL Schilling, J Wang Statistics & Probability Letters 97, 222-228, 2015 | 12 | 2015 |
| Accuracy of discrete approximation for integral functionals of Markov processes I Ganychenko, V Knopova, A Kulik Modern Stochastics: Theory and Applications 2 (4), 401-420, 2015 | 11 | 2015 |
Alexei KulikLeading researcher, Institute of mathematics, Ukrainian Academy of ScienceVerified email at imath.kiev.ua
