01.01.05 (Probability theory and mathematical statistics)
E-mail:
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Main publications:
Stokhasticheskii analiz i sluchainye otobrazheniya v gilbertovom prostranstve / Dorogovtsev A. A.; otv. red. Skorokhod A. V. ; AN Ukrainy, Institut matematiki. - Kiev : Naukova dumka, 1992. - 120 s.
A. A. Dorogovtsev, I. I. Nishchenko, “Loop-erased random walks associated with Markov processes”, Theory Stoch. Process., 25(41):2 (2020), 15–24
2.
Jasmina Đorđević, Andrey Dorogovtsev, “Clark representation formula for the solution to equation with interaction”, Theory Stoch. Process., 25(41):2 (2020), 9–14
3.
A. A. Dorogovtsev, M. B. Vovchanskii, “Representations of the finite-dimensional point densities in Arratia flows with drift”, Theory Stoch. Process., 25(41):1 (2020), 25–36
2017
4.
A. A. Dorogovtsev, Ia. A. Korenovska, E. V. Glinyanaya, “On some random integral operators generated by an Arratia flow”, Theory Stoch. Process., 22(38):2 (2017), 8–18
5.
A. A. Dorogovtsev, Ia. A. Korenovska, “Some random integral operators related to a point processes”, Theory Stoch. Process., 22(38):1 (2017), 16–21
A. A. Dorogovtsev, O. L. Izyumtseva, “On self-intersection local times for generalized Brownian bridges and the distance between step functions”, Theory Stoch. Process., 20(36):1 (2015), 1–13
2014
7.
Andrey Dorogovtsev, Mikhail Popov, “Geometric entropy in Banach spaces”, Theory Stoch. Process., 19(35):2 (2014), 10–30
2012
8.
A. A. Dorogovtsev, A. V. Gnedin, M. B. Vovchanskii, “Iterated logarithm law for sizes of clusters in Arratia flow”, Theory Stoch. Process., 18(34):2 (2012), 1–7
A. A. Dorogovtsev, O. L. Izyumtseva, “On regularization of the formal Fourier–Wiener transform of the self-intersection local time of a planar Gaussian process”, Theory Stoch. Process., 17(33):1 (2011), 28–38
Andrey A. Dorogovtsev, “Conditioning of gaussian functionals
and orthogonal expansion”, Theory Stoch. Process., 13(29):3 (2007), 29–37
2006
12.
A. M. Gomilko, A. A. Dorogovtsev, “Localization of the extended stochastic integral”, Mat. Sb., 197:9 (2006), 19–42; Sb. Math., 197:9 (2006), 1273–1295
A. A. Dorogovtsev, V. V. Bakunin, “Random mappings and a generalized additive functionals of a Wiener process”, Teor. Veroyatnost. i Primenen., 48:1 (2003), 43–61; Theory Probab. Appl., 48:1 (2004), 63–79
A. A. Dorogovtsev, “On a type of stochastic differential equations with anticipation”, Teor. Veroyatnost. i Primenen., 40:4 (1995), 903–907; Theory Probab. Appl., 40:4 (1995), 753–756
15.
A. A. Dorogovtsev, “On solutions of integral equations with an extended stochastic integral”, Teor. Veroyatnost. i Primenen., 40:3 (1995), 508–522; Theory Probab. Appl., 40:3 (1995), 456–468
1993
16.
A. A. Dorogovtsev Jr, “On a certain property of paths of extended stochastic integrals”, Sibirsk. Mat. Zh., 34:5 (1993), 38–42; Siberian Math. J., 34:5 (1993), 825–828
A. A. Dorogovtzev, “Fourier Transformation of Wiener Functionals and Various Methods of Stochastic Integration”, Teor. Veroyatnost. i Primenen., 34:4 (1989), 769–773; Theory Probab. Appl., 34:4 (1989), 705–709
A. A. Dorogovtzev, “Composition of Random Mappings in Hilbert Space”, Teor. Veroyatnost. i Primenen., 34:2 (1989), 364–370; Theory Probab. Appl., 34:2 (1989), 322–327
A. A. Dorogovcev, “On the application of a Gaussian random operator to random elements”, Teor. Veroyatnost. i Primenen., 31:4 (1986), 811–814; Theory Probab. Appl., 31:4 (1987), 717–720
A. A. Dorogovtsev, “International scientific conference “Stochastic analysis and dynamical
stochastic systems””, Teor. Veroyatnost. i Primenen., 54:4 (2009), 829; Theory Probab. Appl., 54:4 (2010), 733
Stochastic semi-groups and Levy noise A. A. Dorogovtsev Principle Seminar of the Department of Probability Theory, Moscow State University March 29, 2017 16:45
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