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Publications in Math-Net.Ru |
Citations |
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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 |
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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 ; Vestn. St. Petersbg. Univ., Math., 9:2 (2022), 269–277 |
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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 |
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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 ; Vestn. St. Petersbg. Univ., Math., 7:3 (2020), 308–319 |
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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 ; J. Math. Sci. (N. Y.), 225:5 (2017), 805–811 |
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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 ; J. Math. Sci. (N. Y.), 176:2 (2011), 232–238 |
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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 ; J. Math. Sci. (N. Y.), 159:3 (2009), 350–357 |
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2006 |
8. |
O. V. Rusakov, A. N. Chuprunov, “Limit theorems for nonhomogeneous Ornstein–Uhlenbeck process”, Zap. Nauchn. Sem. POMI, 339 (2006), 111–134 ; J. Math. Sci. (N. Y.), 145:2 (2007), 4900–4913 |
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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 |
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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 ; J. Math. Sci. (N. Y.), 128:1 (2005), 2569–2577 |
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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 ; Theory Probab. Appl., 40:4 (1995), 714–728 |
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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 ; J. Math. Sci. (New York), 88:1 (1998), 86–98 |
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