Density of skew Brownian motion and its functionals with application in finance A Gairat, V Shcherbakov Mathematical Finance 27 (4), 1069-1088, 2017 | 61 | 2017 |
Asymptotic analysis of a particle system with mean-field interaction A Manita, V Shcherbakov arXiv preprint math/0408372, 2004 | 25 | 2004 |
Stability of a growth process generated by monomer filling with nearest-neighbour cooperative effects V Shcherbakov, S Volkov Stochastic processes and their applications 120 (6), 926-948, 2010 | 15 | 2010 |
Queueing with neighbours V Shcherbakov, S Volkov arXiv preprint arXiv:0907.1826, 2009 | 11 | 2009 |
Long term behaviour of locally interacting birth-and-death processes V Shcherbakov, S Volkov Journal of Statistical Physics 158, 132-157, 2015 | 10 | 2015 |
Limit theorems for random point measures generated by cooperative sequential adsorption V Shcherbakov Journal of statistical physics 124, 1425-1441, 2006 | 10 | 2006 |
Maximum likelihood estimation for cooperative sequential adsorption MD Penrose, V Shcherbakov Advances in Applied Probability 41 (4), 978-1001, 2009 | 8 | 2009 |
Localisation in a growth model with interaction M Costa, M Menshikov, V Shcherbakov, M Vachkovskaia Journal of Statistical Physics 171, 1150-1175, 2018 | 6 | 2018 |
Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption MD Penrose, V Shcherbakov Advances in Applied Probability 43 (3), 636-648, 2011 | 5 | 2011 |
Stochastic particle system with non-local mean-field interaction V Shcherbakov, A Manita Proceedings of Int. Conf.“Kolmogorov and Contemporary Mathematics”, Moscow …, 2003 | 5 | 2003 |
Long term behaviour of a reversible system of interacting random walks S Janson, V Shcherbakov, S Volkov Journal of Statistical Physics 175, 71-96, 2019 | 4 | 2019 |
Long term behaviour of two interacting birth-and-death processes M Menshikov, V Shcherbakov arXiv preprint arXiv:1605.09607, 2016 | 4 | 2016 |
On a model of sequential point patterns V Shcherbakov Annals of the Institute of Statistical Mathematics 61, 371-390, 2009 | 4 | 2009 |
Elements of stochastic analysis for the case of Grassmann variables. II. Stochastic partial differential equations for Grassmann processes VV Shcherbakov Theoretical and Mathematical Physics 97 (2), 1229-1235, 1993 | 4 | 1993 |
Elements of stochastic analysis for the case of Grassmann variables. I. Grassmann stochastic integrals and random processes VV Shcherbakov Theoretical and Mathematical Physics 96 (1), 792-800, 1993 | 4 | 1993 |
Localisation in a growth model with interaction. Arbitrary graphs M Menshikov, V Shcherbakov arXiv preprint arXiv:1903.04418, 2019 | 3 | 2019 |
On equilibrium distribution of a reversible growth model V Shcherbakov, A Yambartsev Journal of Statistical Physics 148 (1), 53-66, 2012 | 3 | 2012 |
Balls-in-bins models with asymmetric feedback and reflection M Menshikov, V Shcherbakov arXiv preprint arXiv:2204.05724, 2022 | 2 | 2022 |
Boundary effect in competition processes V Shcherbakov, S Volkov Journal of Applied Probability 56 (3), 750-768, 2019 | 2 | 2019 |
Discrete SIR model on a homogeneous tree and its continuous limit A Gairat, V Shcherbakov Journal of Physics A: Mathematical and Theoretical 55 (43), 434004, 2022 | 1 | 2022 |