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Публикации в базе данных Math-Net.Ru |
Цитирования |
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2020 |
| 1. |
Ie. Karnaukh, “Exit problems for Kou's process in a Markovian environment”, Theory Stoch. Process., 25(41):2 (2020), 37–60  |
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2014 |
| 2. |
Ie. V. Karnaukh, “Distribution of some functionals for a Lévy process with matrix-exponential jumps of the same sign”, Theory Stoch. Process., 19(35):1 (2014), 26–36  |
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2012 |
| 3. |
D. Gusak, Ie. Karnaukh, “The unified form of Pollaczek–Khinchine formula for Lévy processes with matrix-exponential negative jumps”, Theory Stoch. Process., 18(34):2 (2012), 15–23  |
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