01.01.01 (Real analysis, complex analysis, and functional analysis)
Birth date:
20.01.1974
E-mail:
Keywords:
malliavin calculus; measure theory in infinite absolute continuity of induced dimensional spaces; absolute continuity of induced measures; stochastic flows; measure-valued processes.
Main publications:
D. E. Alexandrova, V. I. Bogachev, A. Yu. Pilipenko. On the convergence in variation for the images of measures under differentiable mappings // C. R. Acad. Sci. Paris, 1999, t. 328, Serie I, p. 1055–1060.
A. Pilipenko, O. O. Prykhodko, “On a limit behaviour of a random walk penalised in the lower half-plane”, Theory Stoch. Process., 25(41):2 (2020), 81–88
2019
2.
O. Aryasova, A. Pilipenko, “On exponential decay of a distance between solutions of an SDE with non-regular drift”, Theory Stoch. Process., 24(40):2 (2019), 1–13
2017
3.
Andrey Pilipenko, Vladislav Khomenko, “On a limit behavior of a random walk with modifications upon each visit to zero”, Theory Stoch. Process., 22(38):1 (2017), 71–80
2015
4.
Andrey Pilipenko, Lyudmila Sakhanenko, “On a limit behavior of a one-dimensional random walk with non-integrable impurity”, Theory Stoch. Process., 20(36):2 (2015), 97–104
Andrey Pilipenko, Maksym Tantsiura, “On the strong existence and uniqueness to a solution of a countable system of SDEs with measurable drift”, Theory Stoch. Process., 19(35):2 (2014), 52–63
A. Yu. Pilipenko, Yu. E. Prykhodko, “Limit behavior of a simple random walk with non-integrable jump from a barrier”, Theory Stoch. Process., 19(35):1 (2014), 52–61
A. Yu. Pilipenko, “On strong existence and continuous dependence for solutions of one-dimensional stochastic equations with additive Lévy noise”, Theory Stoch. Process., 18(34):2 (2012), 77–82
2011
8.
Olga V. Aryasova, Andrey Yu. Pilipenko, “On the strong uniqueness of a solution to singular stochastic differential equations”, Theory Stoch. Process., 17(33):2 (2011), 1–15
9.
Andrey Pilipenko, “On properties of Brownian reflecting flow in a wedge”, Theory Stoch. Process., 17(33):1 (2011), 79–89
2009
10.
O. V. Aryasova, A. Yu. Pilipenko, “On simultaneous hitting of membranes by two skew
Brownian motions”
2003
11.
A. Yu. Pilipenko, “Transformation of measures in infinite-dimensional spaces by the flow induced by a stochastic differential equation”, Mat. Sb., 194:4 (2003), 85–106; Sb. Math., 194:4 (2003), 551–573
D. E. Aleksandrova, V. I. Bogachev, A. Yu. Pilipenko, “On the convergence of induced measures in variation”, Mat. Sb., 190:9 (1999), 3–20; Sb. Math., 190:9 (1999), 1229–1245
On Brownian motion with membranes A. Yu. Pilipenko Principle Seminar of the Department of Probability Theory, Moscow State University November 26, 2008 16:45
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