Н. Е. Кордзахия, А. А. Новиков, А. Н. Ширяев, “Неравенство Колмогорова для максимума суммы случайных величин и его мартингальные аналоги”, Теория вероятн. и ее примен., 68:3 (2023), 565–585 ; N. E. Kordzakhia, A. A. Novikov, A. N. Shiryaev, “Kolmogorov's inequality for the maximum of the sum of random variables and its martingale analogues”, Theory Probab. Appl., 68:3 (2023), 457–472
E Ben-Naim, P L Krapivsky, “Statistical properties of sites visited by independent random walks”, J. Stat. Mech., 2022:10 (2022), 103208
Sloothaak F. Wachtel V. Zwart B., “First-Passage Time Asymptotics Over Moving Boundaries For Random Walk Bridges”, J. Appl. Probab., 55:2 (2018), 627–651
D. Denisov, A. Sakhanenko, V. Wachtel, “First-passage times over moving boundaries for asymptotically stable walks”, Теория вероятн. и ее примен., 63:4 (2018), 755–778 ; Theory Probab. Appl., 63:4 (2019), 613–633
Denisov D. Sakhanenko A. Wachtel V., “First-Passage Times For Random Walks With Nonidentically Distributed Increments”, Ann. Probab., 46:6 (2018), 3313–3350
Aurzada F., Kramm T., “The First Passage Time Problem Over a Moving Boundary for Asymptotically Stable Lévy Processes”, J. Theor. Probab., 29:3 (2016), 737–760
Sh. Kaji, “First passage problems over increasing boundaries for Lévy processes with exponentially decayed Lévy measures”, Теория вероятн. и ее примен., 61:1 (2016), 186–198 ; Sh. Kaji, “First passage problems over increasing boundaries for Lévy processes with exponentially decayed Lévy measures”, Theory Probab. Appl., 61:1 (2017), 140–151
Loïc Chaumont, Jacek Małecki, “On the asymptotic behavior of the density of the supremum of Lévy processes”, Ann. Inst. H. Poincaré Probab. Statist., 52:3 (2016)
В. И. Вахтель, Д. Э. Денисов, “Точная асимптотика момента пересечения криволинейной границы асимптотически устойчивым случайным блужданием”, Теория вероятн. и ее примен., 60:3 (2015), 459–481 ; V. I. Vakhtel', D. È. Denisov, “Exact asymptotics for the instant of crossing a curved boundary by an asymptotically stable random walk”, Theory Probab. Appl., 60:3 (2016), 481–500
Aurzada F., Kramm T., Savov M., “First Passage Times of Levy Processes Over a One-Sided Moving Boundary”, Markov Process. Relat. Fields, 21:1 (2015), 1–38