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Rusakov, Oleg Vital'evich
(1956–2024)

Statistics Math-Net.Ru
Total publications: 12
Scientific articles: 12
Presentations: 3

Number of views:
This page:3399
Abstract pages:2752
Full texts:1317
References:314
Associate professor
Candidate of physico-mathematical sciences
Website: http://www.math.spbu.ru/Teorver/#/staff/rusakov

https://www.mathnet.ru/eng/person31875
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/361789
https://elibrary.ru/author_items.asp?authorid=8502

Publications in Math-Net.Ru Citations
2022
1. Yuri Yakubovich, Oleg Rusakov, Alexander Gushchin, “Functional limit theorem for the sums of PSI-processes with random intensities”, Mathematics, 10:21 (2022),  3955–17  mathnet  scopus 1
2. O. V. Rusakov, R. A. Ragozin, “On extremes of PSI-processes and Gaussian limits of their normalized independent identical distributed sums”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 9:2 (2022),  269–277  mathnet; Vestn. St. Petersbg. Univ., Math., 9:2 (2022), 269–277
2021
3. Yu. V. Yakubovich, O. V. Rusakov, “On spectral properties of stationary random processes connected by a special random time change”, Zap. Nauchn. Sem. POMI, 501 (2021),  315–334  mathnet
2020
4. O. V. Rusakov, Yu. V. Yakubovich, B. A. Baev, “On some local asymptotic properties of sequences with a random index”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 7:3 (2020),  453–468  mathnet; Vestn. St. Petersbg. Univ., Math., 7:3 (2020), 308–319 1
2015
5. O. V. Rusakov, “Tightness of the sums of independent identically distributed pseudo-poissonian processes in the Skorokhod space”, Zap. Nauchn. Sem. POMI, 442 (2015),  122–132  mathnet  mathscinet; J. Math. Sci. (N. Y.), 225:5 (2017), 805–811 7
2010
6. O. V. Rusakov, “Poissonian subordinators, the Wiener–Ornstein–Uhlenbeck field, and a relation between the Ornstein–Uhlenbeck processes and the Brownian bridges”, Zap. Nauchn. Sem. POMI, 384 (2010),  225–237  mathnet; J. Math. Sci. (N. Y.), 176:2 (2011), 232–238  scopus 4
2008
7. O. V. Rusakov, “Sums of independent Poisson subordinators and their connections with strictly $\alpha$-stable processes of the Ornstein–Uhlenbeck type”, Zap. Nauchn. Sem. POMI, 361 (2008),  123–137  mathnet  zmath; J. Math. Sci. (N. Y.), 159:3 (2009), 350–357  scopus 6
2006
8. O. V. Rusakov, A. N. Chuprunov, “Limit theorems for nonhomogeneous Ornstein–Uhlenbeck process”, Zap. Nauchn. Sem. POMI, 339 (2006),  111–134  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 145:2 (2007), 4900–4913  scopus
2003
9. A. N. Chuprunov, O. V. Rusakov, “Convergence for step line processes under summation of random indicators and models of market pricing”, Lobachevskii J. Math., 12 (2003),  11–39  mathnet  mathscinet  zmath 1
10. A. V. Liber, O. V. Rusakov, “On random broken lines weakly converging to fractional Ornstein–Uhlenbeck process”, Zap. Nauchn. Sem. POMI, 298 (2003),  134–149  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 128:1 (2005), 2569–2577
1995
11. O. V. Rusakov, “A functional limit theorem for random variables with strong residual dependence”, Teor. Veroyatnost. i Primenen., 40:4 (1995),  813–832  mathnet  mathscinet  zmath; Theory Probab. Appl., 40:4 (1995), 714–728  isi 2
1994
12. O. V. Rusakov, “Asymptotical behavior of the variance of sums of random variables with random replacements”, Zap. Nauchn. Sem. POMI, 216 (1994),  124–143  mathnet  mathscinet  zmath; J. Math. Sci. (New York), 88:1 (1998), 86–98 1

Presentations in Math-Net.Ru
1. On convergence of the PSI-processes to processes of the Ornstein-Uhlenbeck type with an infinitely divisible distribution
O. V. Rusakov
9th International Conference on Stochastic Methods
June 5, 2024 17:15   
2. Sums of Independent Pseudopoissonian Processes and Their Convergence to the $\alpha$-stable and Fractional Ornstein-Uhlenbeck-Levy Processes
O. V. Rusakov
Principle Seminar of the Department of Probability Theory, Moscow State University
November 6, 2013 16:45   
3. Процессы Орнштейна–Уленбека как пределы процессов Пуассона и модель внутреннего времени финансового рынка
O. V. Rusakov
Principle Seminar of the Department of Probability Theory, Moscow State University
May 16, 2007 16:20

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