Persons
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
 
Borodin, Andrei Nikolaevich
Statistics Math-Net.Ru
Total publications: 64
Scientific articles: 62
Presentations: 15

Number of views:
This page:3747
Abstract pages:13912
Full texts:5836
References:1318
Doctor of physico-mathematical sciences
E-mail:

https://www.mathnet.ru/eng/person22095
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/190985

Publications in Math-Net.Ru Citations
2023
1. A. N. Borodin, “On the distribution of inhomogeneous functionals of Brownian local time”, Zap. Nauchn. Sem. POMI, 526 (2023),  52–77  mathnet
2. A. N. Borodin, “The second order local time of the Bessel process at the moment inverse to local time”, Zap. Nauchn. Sem. POMI, 525 (2023),  30–50  mathnet
2022
3. A. N. Borodin, “Transformation of measure for diffusions with discontinuous drift”, Zap. Nauchn. Sem. POMI, 515 (2022),  72–82  mathnet
4. A. N. Borodin, “Brownian local time of the second order at the inverse local time moment”, Zap. Nauchn. Sem. POMI, 510 (2022),  51–64  mathnet 1
2021
5. A. N. Borodin, “Brownian local time of the second order”, Zap. Nauchn. Sem. POMI, 505 (2021),  75–86  mathnet 2
6. A. N. Borodin, “Distribution of functionals of Brownian motion with linear drift killed elastically at zero”, Zap. Nauchn. Sem. POMI, 505 (2021),  62–74  mathnet
7. A. N. Borodin, “Distributions of functionals of local time of a skew Brownian motion with discontinuous drift”, Zap. Nauchn. Sem. POMI, 501 (2021),  36–51  mathnet 2
2020
8. A. N. Borodin, “Distribution of functionals of local time of Brownian motion with discontinuous drift”, Zap. Nauchn. Sem. POMI, 495 (2020),  102–120  mathnet 2
9. A. N. Borodin, “Distributions of functionals of diffusions with non-standard switching”, Zap. Nauchn. Sem. POMI, 495 (2020),  87–101  mathnet
2019
10. A. N. Borodin, “Limit behaviour of a compound Poisson process with switching between multiple values”, Zap. Nauchn. Sem. POMI, 486 (2019),  44–62  mathnet 1
11. A. N. Borodin, “Distributions of functionals of Brownian motion with non-standard switching”, Zap. Nauchn. Sem. POMI, 486 (2019),  35–43  mathnet
2018
12. A. N. Borodin, “Limit behavior of a compound Poisson process with switching and dominated terms”, Zap. Nauchn. Sem. POMI, 474 (2018),  46–62  mathnet 1
13. A. N. Borodin, “Distributions of functionals of switching diffusions with jumps”, Zap. Nauchn. Sem. POMI, 474 (2018),  28–45  mathnet 2
2017
14. A. N. Borodin, “Limit behaviour of a compound Poisson process with switching”, Zap. Nauchn. Sem. POMI, 466 (2017),  54–66  mathnet 3
15. A. N. Borodin, “Joint distributions of functionals of telegraph process and switching diffusions”, Zap. Nauchn. Sem. POMI, 466 (2017),  38–53  mathnet 6
2016
16. A. N. Borodin, “Distributions of functionals of switching diffusions”, Zap. Nauchn. Sem. POMI, 454 (2016),  52–81  mathnet  mathscinet; J. Math. Sci. (N. Y.), 229:6 (2018), 632–650  scopus 8
17. A. N. Borodin, “On distributions of integral functionals of diffusions stopped at inverse range time”, Zap. Nauchn. Sem. POMI, 454 (2016),  43–51  mathnet  mathscinet; J. Math. Sci. (N. Y.), 229:6 (2018), 626–631  scopus
2015
18. A. N. Borodin, “Hyperbolic Ornstein–Uhlenbeck process”, Zap. Nauchn. Sem. POMI, 441 (2015),  45–55  mathnet  mathscinet; J. Math. Sci. (N. Y.), 219:5 (2016), 631–638 1
2014
19. A. N. Borodin, “Distributions of functionals of special diffusions with jumps”, Zap. Nauchn. Sem. POMI, 431 (2014),  37–55  mathnet  mathscinet; J. Math. Sci. (N. Y.), 214:4 (2016), 443–455  scopus
2013
20. A. N. Borodin, “Distributions of functionals of diffusions with jumps stopped at random moments”, Zap. Nauchn. Sem. POMI, 420 (2013),  5–22  mathnet; J. Math. Sci. (N. Y.), 206:2 (2015), 115–126  scopus
21. A. N. Borodin, “Probabilistic approach to the ordinary differential equations”, Zap. Nauchn. Sem. POMI, 412 (2013),  47–68  mathnet  mathscinet; J. Math. Sci. (N. Y.), 204:1 (2015), 28–41  scopus
2012
22. A. N. Borodin, “Distributions of integral functionals of bridges of Gaussian diffusions”, Zap. Nauchn. Sem. POMI, 408 (2012),  74–83  mathnet  mathscinet; J. Math. Sci. (N. Y.), 199:2 (2014), 107–112  scopus
2011
23. A. N. Borodin, “Joint distributions of the infimum, the supremum and the end of Brownian motion with jumps”, Zap. Nauchn. Sem. POMI, 396 (2011),  73–87  mathnet  mathscinet; J. Math. Sci. (N. Y.), 188:6 (2013), 677–685  scopus
2010
24. A. N. Borodin, “Distributions of functionals of diffusions with jumps connected with the location of the maximum or minimum”, Zap. Nauchn. Sem. POMI, 384 (2010),  78–104  mathnet; J. Math. Sci. (N. Y.), 176:2 (2011), 146–161  scopus
2009
25. A. N. Borodin, “Distributions of the location of the maximum and minimum for diffusions with jumps”, Zap. Nauchn. Sem. POMI, 368 (2009),  75–94  mathnet; J. Math. Sci. (N. Y.), 167:4 (2010), 474–485  scopus 1
26. A. N. Borodin, “On first exit time from an interval for diffusions with jumps”, Zap. Nauchn. Sem. POMI, 364 (2009),  70–87  mathnet; J. Math. Sci. (N. Y.), 163:4 (2010), 352–362  scopus 2
2008
27. A. N. Borodin, “On hypergeometric diffusion”, Zap. Nauchn. Sem. POMI, 361 (2008),  29–44  mathnet  zmath; J. Math. Sci. (N. Y.), 159:3 (2009), 295–304  scopus 9
2007
28. A. N. Borodin, “On distributions of passage times of Brownian motion with jumps”, Zap. Nauchn. Sem. POMI, 351 (2007),  101–116  mathnet; J. Math. Sci. (N. Y.), 152:6 (2008), 853–861  scopus
29. A. N. Borodin, “Transformations of diffusions with jumps”, Zap. Nauchn. Sem. POMI, 351 (2007),  79–100  mathnet; J. Math. Sci. (N. Y.), 152:6 (2008), 840–852  scopus 1
30. A. N. Borodin, “Distributions of functionals of bridges of diffusions with jumps”, Zap. Nauchn. Sem. POMI, 341 (2007),  34–47  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 147:4 (2007), 6864–6872  scopus 3
2006
31. A. N. Borodin, “Distributions of functionals of diffusions with jumps”, Zap. Nauchn. Sem. POMI, 339 (2006),  15–36  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 145:2 (2007), 4843–4855  scopus 7
2005
32. A. N. Borodin, “Distributions of functionals of diffusions with jumps”, Zap. Nauchn. Sem. POMI, 328 (2005),  27–41  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 139:3 (2006), 6510–6519  scopus 3
2004
33. A. N. Borodin, “On distributions of special non-homogenious functionals of Brownian motion”, Zap. Nauchn. Sem. POMI, 320 (2004),  5–29  mathnet  mathscinet  zmath  elib; J. Math. Sci. (N. Y.), 137:1 (2006), 4487–4501
34. A. N. Borodin, P. Salminen, “On some exponential integral functionals of BM($\mu$) and BES(3)”, Zap. Nauchn. Sem. POMI, 311 (2004),  51–78  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 133:3 (2006), 1231–1248 7
2003
35. A. N. Borodin, “On distributions of some functionals of Brownian local time”, Zap. Nauchn. Sem. POMI, 298 (2003),  22–35  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 128:1 (2005), 2503–2510
2002
36. A. N. Borodin, “On distributions of functionals of Brownian motion stopped at the moment inverse to a linear combination of local times”, Zap. Nauchn. Sem. POMI, 294 (2002),  43–54  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 127:1 (2005), 1696–1702 1
37. A. N. Borodin, “On diffusions with identical bridges”, Zap. Nauchn. Sem. POMI, 294 (2002),  29–42  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 127:1 (2005), 1687–1695 2
1999
38. A. N. Borodin, “Distribution of functionals of certain non-Markovian processes”, Teor. Veroyatnost. i Primenen., 44:3 (1999),  481–505  mathnet  mathscinet  zmath; Theory Probab. Appl., 44:3 (2000), 433–452  isi
39. A. N. Borodin, “On distributions of functionals of Brownian motion stopped at inverse range time”, Zap. Nauchn. Sem. POMI, 260 (1999),  50–72  mathnet  mathscinet  zmath; J. Math. Sci. (New York), 109:6 (2002), 2061–2078 3
1997
40. A. N. Borodin, “Versions of the Feynman–Kac formula”, Zap. Nauchn. Sem. POMI, 244 (1997),  46–60  mathnet  mathscinet  zmath; J. Math. Sci. (New York), 99:2 (2000), 1044–1052 3
1996
41. A. N. Borodin, “On distributions of functionals of Brownian motion stopped at the moment inverse to sojourn time”, Zap. Nauchn. Sem. POMI, 228 (1996),  39–56  mathnet  mathscinet  zmath; J. Math. Sci. (New York), 93:3 (1999), 276–286 4
1994
42. A. N. Borodin, I. A. Ibragimov, “Limit theorems for functionals of random walks”, Trudy Mat. Inst. Steklov., 195 (1994),  3–285  mathnet  mathscinet  zmath; Proc. Steklov Inst. Math., 195 (1995), 1–259 33
1992
43. A. N. Borodin, S. A. Samsonova, “On distribution of functionals of Brownian motion, stopped at the moment inverse to local time”, Zap. Nauchn. Sem. LOMI, 194 (1992),  30–43  mathnet  mathscinet; J. Math. Sci., 75:5 (1995), 1890–1893
44. P. E. Baskakova, A. N. Borodin, “Tables of the distributions of the functionals of Brownian motion”, Zap. Nauchn. Sem. LOMI, 194 (1992),  8–20  mathnet  mathscinet; J. Math. Sci., 75:5 (1995), 1873–1883 4
1990
45. A. N. Borodin, “On distribution of functionals of Brownian motion, stopped at the moment inverse to local time”, Zap. Nauchn. Sem. LOMI, 184 (1990),  37–61  mathnet  mathscinet  zmath; J. Math. Sci., 68:4 (1994), 419–437 1
1989
46. A. N. Borodin, “Brownian local time”, Uspekhi Mat. Nauk, 44:2(266) (1989),  7–48  mathnet  mathscinet  zmath; Russian Math. Surveys, 44:2 (1989), 1–51  isi 38
47. A. N. Borodin, “Distributions of Functionals in Brownian Local Time. II”, Teor. Veroyatnost. i Primenen., 34:4 (1989),  636–649  mathnet  mathscinet  zmath; Theory Probab. Appl., 34:4 (1989), 576–590  isi 3
48. A. N. Borodin, “Distributions of Functionals of the Brownian Local Time. I”, Teor. Veroyatnost. i Primenen., 34:3 (1989),  433–450  mathnet  mathscinet  zmath; Theory Probab. Appl., 34:3 (1989), 385–401  isi 3
49. A. N. Borodin, “On distribution of integral type functionals of local time of Bessel process”, Zap. Nauchn. Sem. LOMI, 177 (1989),  8–27  mathnet  mathscinet  zmath; J. Soviet Math., 61:1 (1992), 1827–1840
1987
50. A. N. Borodin, “Weak invariance principles,for local times”, Zap. Nauchn. Sem. LOMI, 158 (1987),  14–31  mathnet  zmath 1
1984
51. A. N. Borodin, “Asymptotic behaviour of local times of recurrent random walks with infinite variance”, Teor. Veroyatnost. i Primenen., 29:2 (1984),  312–326  mathnet  mathscinet  zmath; Theory Probab. Appl., 29:2 (1985), 318–333  isi 12
1983
52. A. N. Borodin, “On the character of convergence to Brownian local time”, Dokl. Akad. Nauk SSSR, 269:4 (1983),  784–788  mathnet  mathscinet  zmath
53. A. N. Borodin, “Limit theorems for sums of independent random variables defined on a recurrent random walk”, Teor. Veroyatnost. i Primenen., 28:1 (1983),  98–114  mathnet  mathscinet  zmath; Theory Probab. Appl., 28:1 (1984), 105–121  isi 2
54. A. N. Borodin, “An asymptotic behaviour of local time of two-parameter random walk with finite variance”, Zap. Nauchn. Sem. LOMI, 130 (1983),  36–55  mathnet  mathscinet  zmath
1982
55. A. N. Borodin, “On distribution of integrable type functionals of Brownian motion”, Zap. Nauchn. Sem. LOMI, 119 (1982),  19–38  mathnet  mathscinet  zmath 2
1981
56. A. N. Borodin, “An asymptotic behaviour of local times of a recurrent random walk with finite variance”, Teor. Veroyatnost. i Primenen., 26:4 (1981),  769–783  mathnet  mathscinet  zmath; Theory Probab. Appl., 26:4 (1982), 758–772  isi 34
1979
57. A. N. Borodin, “A limit theorem for sums of independent random variables defined on a recurrent random walk”, Dokl. Akad. Nauk SSSR, 246:4 (1979),  786–788  mathnet  mathscinet  zmath
58. A. N. Borodin, “Some limit theorems for the processes with random time”, Teor. Veroyatnost. i Primenen., 24:4 (1979),  754–770  mathnet  mathscinet  zmath; Theory Probab. Appl., 24:4 (1980), 755–771  isi 1
59. A. N. Borodin, “A stochastic approximation procedure in the case of weakly dependent observations”, Teor. Veroyatnost. i Primenen., 24:1 (1979),  34–51  mathnet  mathscinet  zmath; Theory Probab. Appl., 24:1 (1979), 34–52  isi 11
60. A. N. Borodin, “Limit theorems for sums of independent random variables defined on non-recurrent random walk”, Zap. Nauchn. Sem. LOMI, 85 (1979),  17–29  mathnet  mathscinet  zmath; J. Soviet Math., 20:3 (1982), 2130–2137
1978
61. A. N. Borodin, “Quasi-martingales”, Teor. Veroyatnost. i Primenen., 23:3 (1978),  661–664  mathnet  mathscinet  zmath; Theory Probab. Appl., 23:3 (1979), 637–641 4
1977
62. A. N. Borodin, “A limit theorem for solutions of differential equations with random right hand side”, Teor. Veroyatnost. i Primenen., 22:3 (1977),  498–512  mathnet  mathscinet  zmath; Theory Probab. Appl., 22:3 (1978), 482–497 35
2020
63. A. N. Borodin, A. Yu. Zaitsev, I. A. Ibragimov, M. A. Lifshits, V. N. Solev, “In memory of M. S. Nikulin”, Zap. Nauchn. Sem. POMI, 495 (2020),  7–8  mathnet
2009
64. A. N. Borodin, A. Yu. Zaitsev, I. A. Ibragimov, M. A. Lifshits, “From editors”, Zap. Nauchn. Sem. POMI, 368 (2009),  5–6  mathnet; J. Math. Sci. (N. Y.), 167:4 (2010), 435  scopus

Presentations in Math-Net.Ru
1. Преобразование меры для диффузий с разрывным сносом
A. N. Borodin
Seminar on Probability Theory and Mathematical Statistics
March 22, 2024 18:00
2. On the distribution of functionals of Brownian local time
A. N. Borodin
General Mathematics Seminar of the St. Petersburg Division of Steklov Institute of Mathematics, Russian Academy of Sciences
May 18, 2023 13:00   
3. Броуновское локальное время второго порядка
A. N. Borodin
Seminar on Probability Theory and Mathematical Statistics
September 23, 2022 18:00
4. Распределения функционалов от локального времени броуновского движения с разрывным сносом
A. N. Borodin
Seminar on Probability Theory and Mathematical Statistics
April 16, 2021 18:00
5. Распределения функционалов от броуновского процесса с нестандартным переключением
A. N. Borodin
Seminar on Probability Theory and Mathematical Statistics
February 14, 2020 18:00   
6. Процессы с переключениями
A. N. Borodin
Seminar on Probability Theory and Mathematical Statistics
November 9, 2018 18:00
7. Предельное поведение сложного пуассоновского процесса с переключениями
A. N. Borodin
Seminar on Probability Theory and Mathematical Statistics
November 17, 2017 18:00
8. Скошенное (несимметричное в нуле) броуновское движение
A. N. Borodin
Seminar on Probability Theory and Mathematical Statistics
April 7, 2017 18:00
9. Гиперболические диффузионные процессы
A. N. Borodin
Seminar on Probability Theory and Mathematical Statistics
October 7, 2016 18:00
10. О распределении функционалов от специальных диффузий со скачками
A. N. Borodin
Seminar on Probability Theory and Mathematical Statistics
November 13, 2015 18:00
11. О распределении интегральных функционалов от мостов гауссовских диффузий
A. N. Borodin
Seminar on Probability Theory and Mathematical Statistics
December 28, 2012 18:00
12. Броуновское локальное время. II
A. N. Borodin
Seminar on Stochastics
September 30, 2011 15:30
13. Броуновское локальное время. I
A. N. Borodin
Seminar on Stochastics
September 23, 2011 15:30
14. О распределении функционалов от диффузий в моменты достижения диффузиями минимальных и максимальных значений
A. N. Borodin
Seminar on Probability Theory and Mathematical Statistics
May 13, 2011 18:00
15. Probabilistic solution of the heat equation
A. N. Borodin
General Mathematics Seminar of the St. Petersburg Division of Steklov Institute of Mathematics, Russian Academy of Sciences
February 28, 2000

Organisations
 
  Contact us:
  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024