Publications - Dmitrii Silvestrov

1. Papers Artiklar publicerade i vetenskapligt granskade, internationella tidskrifter
Paper 117: Stochastically ordered models for credit rating dynamics
Authors: D. Silvestrov, E. Silvestrova, R. Manca
Journal: J. Numer. Appl. Math., 1(96) 1 (2008) 206-215

Paper 116: Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations
Authors: Y. Ni , D. Silvestrov, A. Malyarenko
Journal: J. Numer. Appl. Math., 1(96) 1 (2008) 173-197

Paper 115: Reselling of options and convergence of option rewards
Authors: R. Lundgren, D. Silvestrov, A. Kukush
Journal: J. Numer. Appl. Math., 1(96) 1 (2008) 149-172

Paper 114: Monte Carlo semi-Markov methods for credit risk migration and Basel II rules. II
Authors: E. Biffi, G. D’amigo, G. Di Biase, J. Janssen, R. Manca, D. Silvestrov
Journal: J. Numer. Appl. Math., 1(96) 1 (2008) 59-86

Paper 113: Monte Carlo semi-Markov methods for credit risk migration and Basel II rules. I
Authors: E. Biffi, G. D’amigo, G. Di Biase, J. Janssen, R. Manca, D. Silvestrov
Journal: J. Numer. Appl. Math., 1(96) 1 (2008) 28-58

Paper 112: Convergence in Skorokhod J-topology for compositions of stochastic processes
Authors: D. Silvestrov
Journal: Theory Stoch. Proces., 14(30) 1 (2008) 126-143

Paper 111: The analytical finance package
Authors: D. Silvestrov, A. Malyarenko
Journal: Theory Stoch. Proces., 13(29) 4 (2007) 201-209

Paper 110: Convergence of option rewards for Markov type price processes
Authors: D. Silvestrov, H. Jönsson, F. Stenberg
Journal: Theory Stoch. Proces., 13(29) 4 (2007) 189-200

Paper 109: Asymptotic expansions for distributions of the surplus prior and at the time of ruin
Authors: D. Silvestrov
Journal: Theory Stoch. Proces., 13(29) 4 (2007) 183-188

Paper 108: An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward process with an application to disability insurance
Authors: F. Stenberg, R. Manca, D. Silvestrov
Journal: Metodol. Comput. Appl. Probab., 9 (2007) 497-519

Paper 107: Asymptotic expansions for quasi-stationary distributions of nonlinearly perturbed semi-Markov processes
Authors: D. Silvestrov
Journal: Theory Stoch. Proces., 13(29) 1-2 (2007) 267-271

Paper 106: Limit theorems for randomly stopped stochastic processes
Authors: D. Silvestrov
Journal: J. Math. Sci., 138 1 (2006) 5467-5471

Paper 105: Semi-Markov reward models for disability insurance
Authors: F. Stenberg, R. Manca, D. Silvestrov
Journal: Theory Stoch. Proces., 12(28) 3-4 (2006) 255-270

Paper 104: Innovation methods, algorithms, and software for analysis of reinsurance contracts
Authors: D. Silvestrov, J. Teugels, V. Masol, A. Malyarenko
Journal: Theory Stoch. Proces., 12(28) 3-4 (2006) 217-254

Paper 103: Necessary and Sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. II
Authors: D.S. Silvestrov, O.M. Drozdenko
Journal: Theory Stoch. Proces., 12(28) 3-4 (2006) 200-216

Paper 102: Necessary and Sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I
Authors: D.S. Silvestrov, O.M. Drozdenko
Journal: Theory Stoch. Proces., 12(28) 3-4 (2006) 161-199

Paper 101: Threshold structure of optimal stopping strategies for American type options. II
Authors: H. Jönsson, A. Kukush, D. Silvestrov
Journal: Theor. Imovirn. Mat. Stat., 72 (2005) 42-53 (Eng. translation was published in Theory Probab. Math. Statist, 72 (2006) 47-58)

Paper 100: Threshold structure of optimal stopping strategies for American type options. I
Authors: H. Jönsson, A. Kukush, D. Silvestrov
Journal: Theor. Imovirn. Mat. Stat., 71 (2004) 113-123 (Eng. translation was published in Theory Probab. Math. Statist, 71 (2005) 93-103)

Paper 99: Limit theorems for mixed max-sum processes with renewal stopping
Authors: D. Silvestrov, J. Teugels
Journal: Ann. Appl. Probab., 14 (2004) 1838-1868

Paper 98: A pricing process with stochastic volatility controlled by a semi-Markov process
Authors: D. Silvestrov, F. Stenberg
Journal: Comm. Statist., 33 (2004) 591-608

Paper 97: Upper bounds for exponential moments of hitting times for semi-Markov processes
Authors: D. Silvestrov
Journal: Comm. Statist., 33 (2004) 533-544

Paper 96: Limit theorems for stochastic Riemann-Stieltjes integrals
Authors: Yu. Mishura, D. Silvestrov
Journal: Theory Stoch. Proces., 10(26) 1-2 (2004) 122-140

Paper 95: Optimal pricing of American type options with discrete time
Authors: A. Kukush, D. Silvestrov
Journal: Theory Stoch. Proces., 10(26) 1-2 (2004) 72-96

Paper 94: Stochastic modelling of insurance business with dynamical control of investments
Authors: D. Silvestrov, A. Malyarenko, E. Silvestrova
Journal: Theory Stoch. Proces., 9(25) 3-4 (2003) 184-205

Paper 93: Limit theorems for randomly stopped stochastic processes
Authors: D. Silvestrov
Journal: Theory Stoch. Proces., 8(24) 3-4 (2002) 318-327

Paper 92: Threshold structure of optimal stopping domains for american type options
Authors: H. Jönsson, A. Kukush, D. Silvestrov
Journal: Theory Stoch. Proces., 8(24) 1-2 (2002) 170-177

Paper 91: Perturbed renewal equation and diffusion type approximation for risk processes.
Authors: D.S. Silvestrov
Journal: Theor. Imovirn. Math. Stat., 62 (2001) 134-144 (Eng. translation was published in Theory Probab. Math. Statist, 72 (2002) 145-156)

Paper 90: OPTAN – a pilot program system for analysis of options.
Authors: D. Silvestrov, V. Galochkin, A. Malyarenko
Journal: Theory Stoch. Proces., 7(23) 1-2 (2001) 291-300

Paper 89: Skeleton approximations of optimal stopping strategies for American type options with continuous time.
Authors: A. Kukush and D. Silvestrov
Journal: Theory Stoch. Proces., 7(23) 1-2 (2001) 215-230

Paper 88: Generalized exceeding times, renewal and risk processes
Authors: D.S. Silvestrov
Journal: Theory Stoch. Proces., 6(22) 3-4 (2000) 125-182

Paper 87: Cramér-Lundberg approximation for nonlinearly perturbed risk processes.
Authors: M. Gyllenberg and D.S. Silvestrov
Journal: Insurance: Mathematics and Economics , 26 (2000) 75-90

Paper 86: Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems.
Authors: M. Gyllenberg and D.S. Silvestrov
Journal: Stoch. Process. Appl., 86 (2000) 1-27

Paper 85: Algorithms and programs for optimal Monte Carlo pricing of American options.
Authors: D.S. Silvestrov, V. Galochkin, G. Sibirtsev
Journal: Theory Stoch. Proces., 5(21) 1-2 (1999) 175-187

Paper 84: Optimal stopping strategies for American type options with discrete and continuous time.
Authors: A. Kukush, D. Silvestrov
Journal: Theory Stoch. Proces., 5(21) 1-2 (1999) 71-79

Paper 83: Cramér-Lundberg approximation for nonlinearly perturbed risk processes including numerical computation of ruin probabilities.
Authors: M. Gyllenberg and D.S. Silvestrov
Journal: Theory Stoch. Proces., 5(21) (1999) 6-21

Paper 82: Limit theorems for extremes with random sample size.
Authors: D.S. Silvestrov and J.L. Teugels
Journal: Adv. Appl. Probab., 30 (1998) 777-806

Paper 81: Asymptotic of multivariate extremes with random sample size.
Authors: D.S. Silvestrov, J.L. Teugels
Journal: Studia Scient. Math. Hungarica , 34 (1998) 391-400

Paper 80: Ergodic theorems for iterated function systems controlled by regenerative sequences.
Authors: D.S. Silvestrov, Ö. Stenflo
Journal: J. Theor. Probab., 11 (1998) 589-608

Paper 79: Mixed large deviation and ergodic therems for regenerative processes with discrete time.
Authors: E. Englund, D.S. Silvestrov
Journal: Theory Stoch. Proces., 3(19) 1-2 (1997) 164-176

Paper 78: Recurrence relations for generalised hitting times for semi-Markov processes.
Authors: D.S. Silvestrov
Journal: Ann. Appl. Probab., 6 (1996) 617-649

Paper 77: Hitting times for semi-Markov dynamical systems.
Authors: D.S. Silvestrov
Journal: Theory Stoch. Proces., 2(18) 1-2 (1996) 260-268

Paper 76: Asymptotics of extremal statistics and functionals of additive type for Markov chains.
Authors: A.I. Motsa, D.S. Silvestrov
Journal: Theory Stoch. Proces., 2(18) (1996) 217-224

Paper 75: Exponential asymptotic for perturbed renewal equations.
Authors: D.S. Silvestrov
Journal: Theor. Imovirn. Mat. Stat., 52 (1995) 143-153 (Eng. translation was published in Theory Probab. Math. Statist., 52 (1996) 153-162)

Paper 74: Dual processes and ergodic type theorems for Markov chains in the triangular array scheme.
Authors: Yu.A. Velikii, A.I. Motsa, D.S. Silvestrov
Journal: Theor. Veroyatn. Primen., 39 (1994) 716-730 (Eng. translation was published in Theory Probab. Appl., 39 (1994) 642-653)

Paper 73: Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings.
Authors: D.S. Silvestrov
Journal: Acta Applic. Math., 34 (1994) 109-124

Paper 72: Quasi-Stationary Distributions of a stochastic metapopulation model.
Authors: M. Gyllenberg and D.S. Silvestrov
Journal: J. Math. Biology, 33 (1994) 35-70

Paper 71: Uniform asymptotic expansions for exponential moments of sums of random variables defined on Markov chain and distributions of entry times.2.
Authors: D.S. Silvestrov, Z.A. Abadov
Journal: Theor. Imovirn. Math. Stat., 48 (1993) 175-183. (Eng. translation was published in Theory Probab. Math. Statist., 48 (1994) 125-130)

Paper 70: Principle of invariance for accumulation processes with semi-Markov switchovers in series scheme.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Primen., 34 (1991) 505-520 (Eng. translation was published in Theory Probab. Appl., 34 (1992) 519-535)

Paper 69: Uniform asymptotic expansions for exponential moments of sums of random variables defined on Markov chain and distributions of entry times.1.
Authors: D.S. Silvestrov, Z.A. Abadov
Journal: Theor. Veroyatn. Mat. Statist., 45 (1991) 108-127. (Eng. translation was published in Theory Probab. Math. Statist., 45 (1992) 105-120)

Paper 68: Limit theorems for integral-type functionals of homogeneous Markov processes in a scheme of series.
Authors: I.R. Didkovskii, D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 41 (1989) 36-42. (Eng. translation was published in Theory Probab. Math. Statist., 41 (1990) 41-48)

Paper 67: Conditions for the convergence in the J-topology of accumulation processes with semi-Markov switchings.
Authors: D.S. Silvestrov
Journal: Dokl. Acad. Nauk Ukr., A1 (1990) 40-42

Paper 66: An invariance principle for sums stationary connected random variables satisfying a uniform strong mixing condition with weight.
Authors: D.S. Silvestrov, I.L. Brusilovskii
Journal: Theor. Veroyatn. Mat. Stat., 40 (1989) 99-107. (Eng. translation was published in Theory Probab. Math. Statist., 40 (1990) 117-127)

Paper 65: A characteristic and a limit theorem for processes of the attainment of a level.
Authors: I.R. Didkovskii, D.S. Silvestrov, A.I. Motsa
Journal: Theor. Veroyatn. Mat. Stat., 39 (1988) 39-47. (Eng. translation was published in Theory Probab. Math. Statist., 39 (1989) 47-54)

Paper 64: A new type of mixing coefficient and invariance principle for sums of stationary connected random variables.
Authors: D.S. Silvestrov and I.A. Brusilovskii
Journal: Dokl. Acad. Nauk Ukr., A7 (1986) 7-9

Paper 63: On maximally coinciding random variables.
Authors: D.S. Silvestrov and G. Pezhinska
Journal: Theor. Veroyatn. Mat. Stat., 32 (1985) 102-105 (Eng. translation was published in Theory Probab. Math. Statist., 32 (1986) 113-115)

Paper 62: Attainment times of asymptotically receding domainss for processes with semi-Markov switchings.
Authors: D.V. Korolyuk and D.S. Silvestrov
Journal: Theor. Veroyatn. Primen., 29 (1984) 539-544 (Eng. translation was published in Theory Probab. Appl., 29 (1985) 558-563

Paper 61: Method of a probability space in ergodic theorems for regenerative processes.3.
Authors: D.S. Silvestrov
Journal: Math. Operationsforsch. Statist, Ser. Optim., 15 (1984) 613-622

Paper 60: Method of a probability space in ergodic theorems for regenerative processes.2.
Authors: D.S. Silvestrov
Journal: Math. Operationsforsch. Statist, Ser. Optim., 15 (1984) 601-612

Paper 59: Asymptotic behaviour for exponential moments of sums of random variables defined on exponentially ergodic Markov chains.
Authors: D.S. Silvestrov, Z.A. Abadov
Journal: Dokl. Acad. Nauk Ukr., A4 (1984) 23-25

Paper 58: Method of a probability space in ergodic theorems for regenerative processes.1.
Authors: D.S. Silvestrov
Journal: Math. Operationsforsch. Statist, Ser. Optim., 14 (1983) 285-299

Paper 57: Time of reaching asymptotically receding domains for ergodic Markov chains.
Authors: D.V. Korolyuk and D.S. Silvestrov
Journal: Theor. Veroyatn. Primen., 28 (1983) 410-420 (Eng. translation was published in Theory Probab. Appl., 28 (1984) 432-442)

Paper 56: Resolvent conditions of uniform strong mixing and stability of frequency characteristics for recurrent Markov chains with an arbitrary phase space.
Authors: D.S. Silvestrov
Journal: Dokl. Acad. Nauk Ukr., A10 (1983) 18-21

Paper 55: Limit theorems for additive functionals that are defined on asymptotically recurrent Markov chains.2.
Authors: E.I. Kaplan, A.I. Motsa, D.S. Silvestrov
Journal: Theory Veroyatn. Mat. Stat., 28 (1983) 31-40. (Eng. translation was published in Theory Probab. Math. Statist., 28 (1984) 35-43)

Paper 54: Limit theorems for additive functionals that are defined on asymptotically recurrent Markov chains.1.
Authors: E.I. Kaplan, A.I. Motsa and D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 27 (1982) 34-51. (Eng. translation was published in Theory Probab. Math. Statist., 27 (1983) 39-54)

Paper 53: General limit theorems for random processes with conditionally independent increments.
Authors: D.S. Silvestrov, Ya.M. Khusanbayev
Journal: Theor. Veroyatn. Mat. Stat., 27 (1982) 130-139. (Eng. translation was published in Theory Probab. Math. Statist, 27 (1983) 147-155)

Paper 52: Theorems of large deviation type for attainment times for mixing sequences.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 24 (1981) 129-135 (Eng. translation was published in Theory Probab. Math. Statist, 24 (1982) 145-151)

Paper 51: Explicit formulas for some functionals of Levy-Prokhorov metric a type for distribution in metric spaces.
Authors: D.S. Silvestrov and G. Pezhinska
Journal: Dokl. Acad. Nauk Ukr., A3 (1981) 18-21

Paper 50: Uniform mean ergodic theorems for accumulation processes.
Authors: D.S. Silvestrov, D. Banakh
Journal: Dokl. Acad. Nauk Ukr., A2 (1981) 36-38

Paper 49: General limit theorems for sums of controlled random variables with an arbitrary state space for the controlling sequence.
Authors: E.I. Kaplan and D.S. Silvestrov
Journal: Litov. Mat. Sbornik, 20 (1980) 61-72. (Eng. translation was published in Litov. Mat. Sbornik , 20 (1981) 286-293)

Paper 48: Remarks on the strong law of large numbers for processes of accumulation.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 22 (1980) 118-130 (Eng. translation was published in Theory Probab. Math. Statist., 22 (1981) 131-143)

Paper 47: Explicit estimates in ergodic theorems for regenerative processes.
Authors: D.S. Silvestrov
Journal: Elektronische Information. Kybernetik, 16 (1980) 461-463

Paper 46: Mean hitting times for semi-Markov processes, and queueing networks.
Authors: D.S. Silvestrov
Journal: Elektronische Information. Kybernetik, 16 (1980) 399-415

Paper 45: Synchronised regenerative processes and explicit estimates for the rate of convergence in ergodic theorems.
Authors: D.S. Silvestrov
Journal: Dokl. Acad. Nauk Ukr., A11 (1980) 22-25

Paper 44: Theorems of invariance principle type for recurrent semi-Markov processes with an arbitrary phase space.
Authors: E.I. Kaplan, D.S. Silvestrov
Journal: Theor. Veroyatn. Primen., 24 (1979) 529-541. (Eng. translation was published in Theory Probab. Appl, 24 (1980) 537-547)

Paper 43: A remark on limit distributions for times of attainment for asymptotically recurrent Markov chains.
Authors: D.S. Silvestrov
Journal: Theor. Stoch. Proces., 7 (1979) 106-109

Paper 42: General limit theorems for sums of controlled random variables.2.
Authors: D.S. Silvestrov, G.T. Tursunov
Journal: Theor. Veroyatn. Mat. Stat., 20 (1979) 116-126. (Eng. translation was published in Theory Probab. Math. Statist., 20 (1980) 131-141)

Paper 41: The renewal theorem in a scheme of serirs.2.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 20 (1979) 97-116 (Eng. translation was published in Theory Probab. Math. Statist., 20 (1980),113-130)

Paper 40: Remarks on the weak limit of a superposition of asymptotically independent random functions.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Primen., 24 (1979) 150-155 (Eng. translation was published in Theory Probab. Appl., 24 (1980) 151-156)

Paper 39: The renewal theorem in a scheme of series.1.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 18 (1978) 144-161 (Eng. translation was published in Theory Probab. Math. Statist, 18 (1979) 155-172)

Paper 38: A remark on the iterated weak limit of the superposition of random functions.
Authors: Yu.S. Mishura, D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 18 (1978) 101-105. (Eng. translation was published in Theory Probab. Math. Statist., 18 (1979) 109-114)

Paper 37: Conditions for the convergence of randomly stopped processes of Markovian type in the J-topology.
Authors: D.S. Silvestrov
Journal: Dokl. Acad. Nauk Ukr., A8 (1977) 697-698

Paper 36: General limit theorems for sums of controlled random variables.1.
Authors: D.S. Silvestrov and G.T. Tursunov
Journal: Theor. Veroyatn. Mat. Stat., 17 (1977) 120-134. (Eng. translation was published in Theory Probab. Math. Statist., 17 (1979) 131-146)

Paper 35: Maximally coinciding random variables with given distributions.
Authors: D.S. Silvestrov
Journal: Dokl. Acad. Nauk Ukr., A1 (1977) 16-19

Paper 34: Certain limit theorems for queueing systems M/G/1.
Authors: D.S. Silvestrov, G.T. Tursunov
Journal: Dokl. Acad. Nauk Uzb., 6 (1976) 10-12

Paper 33: A generalisation of the renewal theorem.
Authors: D.S. Silvestrov
Journal: Dokl. Acad. Nauk Ukr., A11 (1976) 978-982

Paper 32: On the applications of limit theorems for composite random functions to certain problems in statistics.
Authors: D.S. Silvestrov, M.A. Mirzahmedov and G.T. Tursunov
Journal: Theor. Veroyatn. Mat. Stat., 14 (1976) 124-137. (Eng. translation was published in Theory Probab. Math. Statist, 14 (1977) 133-147)

Paper 31: General conditions for the convergence of sums of controlled random variables.
Authors: D.S. Silvestrov, G.T. Tursunov
Journal: Dokl. Acad. Nauk Ukr, A9 (1976) 782-785

Paper 30: Limit theorems for functionals of integral form of a Wiener process that is controlled by a Markov chain.
Authors: D.S. Silvestrov, R.I. Mileshina
Journal: Dokl. Acad. Nauk Ukr, A2 (1976) 118-122

Paper 29: Cyclic conditions for the convergence of sums of random variables defined on a recurrent Markov chain.
Authors: D.S. Silvestrov, V.S. Poleshchuk
Journal: Dokl. Acad. Nauk Ukr., A9 (1975) 790-792

Paper 28: Conditions for the convergence of a superposition of random processes in J- topology.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Primen., 18 (1973) 605-608 (Eng. translation was published in Theory Probab. Appl., 18 (1974) 579-582)

Paper 27: Limit theorems for semi-Markov processes with countable set of states.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 8 (1973) 145-157 (Eng. translation was published in Theory Probab. Math. Statist., 8 (1975) 145-157)

Paper 26: Remarks on the limit of a composite random function.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Primen., 17 (1972) 707-715 (Eng. translation was published Theory Probab. Appl., 17 (1973) 669-677)

Paper 25: On convergence of weakly dependent processes in the uniform topology.2.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 7 (1972) 132-145 (Eng. translation was published in Theory Probab. Math. Statist, 7 (1975) 125-138)

Paper 24: On convergence of weakly dependent processes in the uniform topology.1.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 6 (1972) 109-117 (Eng. translation was published in Theory Probab. Math. Statist., 6 (1975) 109-119)

Paper 23: Record values of the occupation time of a semi-Markov process.
Authors: V.I. Masol, D.S. Silvestrov
Journal: Visnik Kiev Univer., Ser. Mat. Meh., 14 (1972) 81-89

Paper 22: Estimation of the rate of convergence for sums of random variables that are defined on a countable Markov chain with absorption.
Authors: D.S. Silvestrov
Journal: Dokl. Acad. Nauk Ukr., A5 (1972) 436-438

Paper 21: Limit distributions for sums of random variables that are defined on a countable Markov chain with absorption.
Authors: D.S. Silvestrov
Journal: Dokl. Acad. Nauk Ukr., A4 (1972) 337- 340

Paper 20: On convergence of composite random functions in the J-topology.
Authors: D.S. Silvestrov
Journal: Soviet Math. Dokl., 202 (1972) 539-540 (Eng. translation was published in Soviet Math. Dokl, 13 (1972) 152-154)

Paper 19: Limit theorems for semi-Markov processes.
Authors: D.S. Silvestrov
Journal: Dokl. Acad. Nauk Ukr., A11 (1971) 987-989

Paper 18: Limit theorems for functionals of integral form of diffusion processes.
Authors: D.S. Silvestrov
Journal: Soviet Math. Dokl., 200 (1971) 545-547 (Eng. translation was published in Soviet Math. Dokl., 12 (1971) 1450-1453)

Paper 17: The convergence of stochastic processes in the uniform topology.
Authors: D.S. Silvestrov
Journal: Soviet Math. Dokl., 200 (1971) 43-44 (Eng. translation was published in Soviet Math. Dokl, 12 (1971) 1335-1338)

Paper 16: Uniform estimates of the rate of convergence for sums of random variables that are defined on a finite homogeneous Markov chain with absorption.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 5 (1971) 116-127 (Eng. translation was published in Theory Probab. Math. Statist., 5 (1975) 123-135)

Paper 15: Limit distributions for superposition of random functions.
Authors: D.S. Silvestrov
Journal: Soviet Math. Dokl., 199 (1971) 1251-1252 (Eng. translation was published in Soviet Math. Dokl, 12 (1971) 1282-1285)

Paper 14: Limit theorems for semi-Markov sum schemes.1.
Authors: D.S. Silvestrov
Journal: Theory Veroyatn. Mat. Stat., 4 (1971) 153-170 (Eng. translation was published in Theory Probab. Math. Statist, 4 (1974),101-157)

Paper 13: Two limit theorems for a certain type of random walk on the line.
Authors: D.S. Silvestrov
Journal: Dokl. Acad. Nauk Ukr., A1 (1971) 37-39

Paper 12: The limit of a composite random function.
Authors: D.S. Silvestrov
Journal: Mat. Zametki, 10 (1971) 113-123 (Eng. translation was published in Math. Notes, 10 (1971) 490-495)

Paper 11: Limit theorems for semi-Markov processes and their applications.2.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 3 (1970) 173-194 (Eng. translation was published in Theory Probab. Math. Statist., 3 (1974) 177-198)

Paper 10: Limit theorems for semi-Markov processes and their applications.1.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 3 (1970) 155-172 (Eng. translation was published in Theory Probab. Math. Statist., 3 (1974) 159-176)

Paper 9: Limit theorems for functionalss of a process with piece wise constant sums of random variables determined on a semi-Markov process with a finite set of states.
Authors: D.S. Silvestrov
Journal: Soviet Math. Dokl., 195 (1970) 1036-1038 (Eng. translation was published in Soviet Math. Dokl, 11 (1970) 1623-1626)

Paper 8: Limit distributions for a random walk on a line that is connected into a Markov chain.
Authors: D.S. Silvestrov
Journal: Dokl. Acad. Nauk Ukr., A4 (1970) 326-329

Paper 7: Limit theorems for a continuous random walk on the half-line that is controlled by a two-state Markov process in a triangular scheme.2.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 2 (1970) 167-171 (Eng. translation was published in Theory Probab. Math. Statist., 2 (1974) 169-174)

Paper 6: Limit theorems for a discrete random walk on the half-line that is controlled by a Markov chain.2.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 2 (1970) 158-166 (Eng. translation was published in Theory Probab. Math. Statist., 2 (1974) 161- 168)

Paper 5: Limit theorems for a continuous random walk on the half-line that is controlled by a two-state Markov process in a triangular scheme.1.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 1 (1970) 205-215 (Eng. translation was published in Theory Probab. Math. Statist., 1 (1974) 205-214)

Paper 4: Limit theorems for a discrete random walk on the half-line that is controlled by a Markov chain.1.
Authors: D.S. Silvestrov
Journal: Theor. Veroyatn. Mat. Stat., 1 (1970) 193-204 (Eng. translation was published in Theory Probab. Math. Statist., 1 (1974) 191- 204)

Paper 3: Limit theorems for a non-recurrent walk connected with a Markov chain.
Authors: D.S. Silvestrov
Journal: Ukr. Mat. Zh., 21 (1969) 790-804

Paper 2: Asymptotic behaviour of the time of attainment for sums of random variables controlled by a regular semi-Markov process.
Authors: D.S. Silvestrov
Journal: Soviet Math. Dokl., 189 (1969) 949- 951 (Eng. translation was published in Soviet Math. Dokl, 10 (1969) 1541- 1544)

Paper 1: A generalisation of the Polya's theorem.
Authors: D.S. Silvestrov
Journal: Dokl. Acad. Nauk Ukr., A10 (1968) 906-909 (Eng. translation was published in Selected Translations in Math. Statist. Probab., 10 (1972) 32-34)


2. c2Proceedings Bidrag i vetenskapligt granskade, internationella konferensproceedings
Contribution 4: Une nouvelle methode d'evaluation des exercices de gymnastique.
Authors: Yu. Titov, A.S. Kremer, M.V. Voznyuk and D.S. Silvestrov
Proceedings: Proceedings of Symposium Internationale sur le Jury, (Rome 1985) 136-145

Contribution 3: Invariance principle for the processes with semi-Markov switchovers with an arbitrary state space.
Authors: D.S. Silvestrov
Proceedings: Proceedings of the Fourth USSR-Japan Symposium on Probability Theory and Mathematical Statistics, (Tbilisi 1982). Published as Lecture Notes in Mathematics, 1021 (1983) 617-628

Contribution 2: Large deviations in theorems on asymptotical behaviour of entry times.
Authors: D.S. Silvestrov
Proceedings: The Works of All-Union Workshop on Queueing, Baku, VNIISI, (1981) 171-173

Contribution 1: Limit theorems for entry times.
Authors: D.S. Silvestrov
Proceedings: The Works of All-Union Workshop on Queueing, Baku, VNIISI, (1981) 167-171


2.X Editorial works Redaktörskap för internationella konferensproceedings
Proceedings 12: Proceedings of the International Summer School “Insurance and Finance: Science, Practice and Education”, , Foros, 2008.
Editors: D.S. Silvestrov, O. Borisenko
Published in: Theory of Stochastic Processes 14(30) (2008)

Proceedings 11: Proceedings of the International School “Finance, Insurance, and Energy Markets – Sustainable Development”, Västerås, 2008.
Editors: D.S. Silvestrov, E. Dahlquist, A. Malyarenko, and O. Borisenko
Published in: Journal of Numerical and Applied Mathematics 1 (96) (2008) i-v +1-268

Proceedings 10: Proceedings of the International Summer School “Insurance and Finance: Science, Practice and Education”, , Foros, 2007.
Editors: D.S. Silvestrov, O. Borisenko
Published in: Theory of Stochastic Processes 13(29) 4 (2007) 1-261

Proceedings 9: Proceedings of the International Summer School “Insurance and Finance: Science, Practice and Education”, , Foros, 2006.
Editors: D.S. Silvestrov, O. Borisenko
Published in: Theory of Stochastic Processes 12(28)1-2 (2006) 1-275

Proceedings 8: Proceedings of the Eighth International School on Mathematical and Statistical Methods in Economics, Finance and Insurance., Foros, 2004.
Editors: D.S. Silvestrov, Yu. Kazachenko, and O. Borisenko
Published in: Theory of Stochastic Processes 10(26)1-2 (2004) 1-221

Proceedings 7: Proceedings of the Seventh International School on Mathematical and Statistical Methods in Economics, Finance and Insurance., Laspi, 2003.
Editors: D.S. Silvestrov, Yu. Kazachenko, and O. Borisenko
Published in: Theory of Stochastic Processes 9(25) 3-4 (2003) 1-217

Proceedings 6: Proceedings of the Sixth International School on Mathematical and Statistical Methods in Economics, Finance and Insurance., Laspi, 2002.
Editors: D.S. Silvestrov, Yu. Kazachenko, and O. Borisenko
Published in: Notes of Kiev University 5 1-2 (2002) 1-180

Proceedings 5: Proceedings of the International School on Mathematical and Statistical Applications in Economics., Västerås, 2001.
Editors: D.S. Silvestrov, A. Martin-Löf, and O. Borisenko
Published in: Theory of Stochastic Processes 7(23) 1-2 (2001) 1-375

Proceedings 4: Proceedings of the Third International School on Applied Statistics, Financial and Actuarial Mathematics., Feodosiya, 2000.
Editors: D.S. Silvestrov, M. Yadrenko, A. Olenko, and N. Zinchenko
Published in: In Theory Stoc. Proc. 6(22) 3-4 (2000) 1-270

Proceedings 3: Proceedings of the Second International School on Actuarial and Financial Mathematics, Kiev, 1999.
Editors: D.S. Silvestrov, M. Yadrenko, O. Borisenko, and N. Zinchenko
Published in: Theory of Stochastic Processes 5(21) 1-2 (1999) 1-211

Proceedings 2: Proceedings of the Second Scandinavian-Ukrainian Conference in Mathematical Statistics. Umeå, 1997.
Editors: P. Jagers, G. Kulldorff, N. Portenko, and D.S. Silvestrov
Published in: Theory of Stochastic Processes, 3(19) 1-2 (vol 1) (1997) 1-285, 3(19) 3-4 (vol 2) (1997) 286-557

Proceedings 1: Proceedings of the First Ukrainian-Scandinavian Conference on Stochastic Dynamical Systems: Theory and Applications. Uzhgorod, 1995.
Editors: O.I. Klesov, V.S. Korolyuk, G. Kulldorff, and D.S. Silvestrov
Published in: Theory of Stochastic Processes 2(18) 1-2 (1996) 1-331


3. Theses Doktors- och licentiatsavhandlingar
Thesis 2: Limit Theorems for Composite Random Functions
Author: D.S. Silvestrov
Published: Kiev University, Doctor of Science degree dissertation (1972) 395 pages

Thesis 1: Limit Theorems for Semi-Markov Processes and their Applications to Random Walks
Author: D.S. Silvestrov
Published: Kiev University, Candidate's degree dissertation [PhD] (1969) 205 pages


4. Other papers Övriga vetenskapligt granskade forskningspublikationer
Paper 9: Structure of optimal stopping strategies for American type options.
Authors: A. Kukush and D.S. Silvestrov
Published in: In the book Probabilistic Constrained Optimisation: Methodology and Applications. Ed. by S. Uryasev, Kluwer,, (2000) 173-185

Paper 8: Convergence in Skorokhod topology for compositions of stochastic processes.
Authors: D.S. Silvestrov
Published in: In the book Skorokhod's Ideas in Probability Theory. Ed. by V. Korpluyk, N. Portenko and H. Syta, Proceed. Inst. Math., 32, Kyiv, (2000) 298-306

Paper 7: Nonlinearly perturbed Markov chains and large deviations for lifetime functionals.
Authors: D.S. Silvestrov
Published in: In the book Recent Advances in Reliability Theory. Methodology, Practice and Inference. Ed. by N. Limnios and M. Nikulin, Birkhäuser, (2000) 135-144

Paper 6: Quasi-stationary phenomena for semi-Markov processes.
Authors: M. Gyllenberg and D.S. Silvestrov
Published in: In the book Semi-Markov Models and Applications. Ed. J. Janssen and N. Limnios, Kluwer Publishers, (1999) 33-60

Paper 5: Necessary and sufficient conditions for the convergence of attainment times.
Authors: D.S. Silvestrov and Yu.A. Velikii
Published in: In Stability Problems for Stochastic Models, VNIISI, Moscow (1988) 129-137. (Eng. translation was published in the J. Soviet. Math. 57 (1991) 3317-3324

Paper 4: Explicit estimates for the rate of convergence in ergodic theorems for random processes with semi-Markov switchings.
Authors: D.S. Silvestrov and G. Pezhinska
Published in: In the collection of papers Random Analysis and Asymptotical Problems of Probability Theory and Mathematical Statistics, Mitsnerba Publishers, Tbilisi, (1984) 72-78

Paper 3: Asymptotic analysis of statistics with a random sample size.
Authors: D.S. Silvestrov, M.A. Mirzahmedov and G.T. Tursunov
Published in: In the book Random Processes and Mathematical Statistics, FAN Publishers, Tashkent, (1983) 188-193

Paper 2: Theorems of the type of the invariance principle for semi-Markov processes with an arbitrary state set.
Authors: E.I. Kaplan and D.S. Silvestrov
Published in: In the book Asymptotical Methods in the Theory of Probability, Kiev, (1979) 121-125

Paper 1: On convergence of random fields that are stopped at a random point.
Authors: D.S. Silvestrov
Published in: In the book Random Processes and Statistical Inference, FAN Publishers, Tashkent, (1973) 165-169


5. Books Övriga monografier
Book 7: Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems
Authors: M. Gyllenberg, D.S. Sivestrov
Publisher: Walter de Gruyter, (Berlin 2008) XII + 579 pages

Book 6: Limit Theorems for Randomly Stopped Stochastic Processes
Authors: D.S. Sivestrov
Publisher: Springer, (London 2004) XIV + 398 pages

Book 5: Elsevier's Dictionary of Statistical Terminology. English-Russian, Russian-English
Authors: D.S. Silvestrov and E.D. Silvestrova
Publisher: Elsevier Scientific Publisher, (Amsterdam 1995) 496 pages

Book 4: Packages of Applied Programs of Statistical Analysis
Authors: D.S. Silvestrov, N.A. Semenov and V.V. Maristhuk
Publisher: "Tekhnika" Publishers, (Kiev 1990) 174 pages

Book 3: A Software of Applied Statistics
Authors: D.S. Silvestrov
Publisher: "Finansi and Statistika" Publishers, (Moscow 1988) 240 pages

Book 2: Semi-Markov Processes with a Discrete State Space. Library for the Engineer in Reliability
Authors: D.S. Silvestrov
Publisher: "Soviet Radio" Publishers, (Moscow 1980) 272 pages

Book 1: Limit Theorems for Composite Random Functions
Authors: D.S. Silvestrov
Publisher: "Vysca Scola" Publishers and Kiev University Press, (Kiev 1974) 318 pages


6. Other c2Proceedings Övriga konferensbidrag
Contribution 4: Homogeneous backward semi-Markov Reward Models for Insurance contracts
Authors: R. Manca, D. Silvestrov, and F. Stenberg
Proceedings: ASMDA 2005 Conference "Applied Stochastic Models and Data Analysis (Brest 2005) 959-967

Contribution 3: An introduction to mathematical finance with MATLAB
Authors: A. Malyarenko and D.S. Silvestrov
Proceedings: Nordic MATLAB Conference (edited by Tore I. Bjrnara), (Oslo 2001) 234-239

Contribution 2: Quasi-stationary phenomena in semi-Markov models.
Authors: M. Gyllenberg and D.S. Silvestrov
Proceedings: Proceedings of the Second International Symposium on Semi-Markov Models: Theory and Applications, (Compiegne 1998) 87-93

Contribution 1: A statistical software. A survey of a modern state. Tendency of development.
Authors: D.S. Silvestrov
Proceedings: Communications of the 3rd All-Union scientific and technical conference "Application of Multivariate Statistical Analysis in Economy and Evaluation of Quality of Production", Tartu, (1985) 92-100


7. Reports Övriga forskningspublikationer
Report 30: Convergence opf option rewards for Markov type price processes modulated by stochastic indices
Authors: Dmitrii Silvestrov, Henrik Jönsson, Fredrik Stenberg
Series Eurandom research report 2008-041, Eurandom, Technical University of Eindhoven (TU/e), (2008) 34 pages

Report 29: Convergence of option rewards for Markov type price processes controlled by stochastic indices. 1
Authors: Dmitrii Silvestrov, Henrik Jönsson, Fredrik Stenberg
Series Research reports MDH/IMA, Department of Mathematics and Physics, Mälardalen University, 1 (2006) 36 pages

Report 28: Reinsurance Analyser
Authors: Anatoliy Malyarenko, Viktoriya Masol, Dmitrii Silvestrov, Josef Teugels
Series Research reports MDH/IMA, Department of Mathematics and Physics, Mälardalen University, 4 (2005) 35 pages

Report 27: Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes with applications to risk theory
Authors: Dmitrii Silvestrov, Miroslav Drozdenko
Series Research reports MDH/IMA, Department of Mathematics and Physics, Mälardalen University, 2 (2005) 59 pages

Report 26: Discrete time backward semi-Markov reward processes and an aplication to disability insurance problems
Authors: Fredrik Stenberg, Raimondo Manca, Dmitrii Silvestrov
Series Research reports MDH/IMA, Department of Mathematics and Physics, Mälardalen University, 1 (2005) 44 pages

Report 25: Threshold structure of optimal stopping strategies for American type options
Authors: Henrik Jönsson, Alexander Kukush, Dmitrii Silvestrov
Series Research reports MDH/IMA, Department of Mathematics and Physics, Mälardalen University, 2 (2004) 33 pages

Report 24: Limit Theorems for Randomly Stopped Stochastic Processes
Authors: Dmitrii S. Silvestrov
Series Research reports MDH/IMA, Department of Mathematics and Physics, Mälardalen University, 1-4 (2002) 417 pages

Report 23: An introduction to financial mathematics with MATLAB
Authors: D.S. Silvestrov, A.A. Malyarenko
Series Research report MDH/IMA, Department of Mathematics and Physics, Mälardalen University, 4 (2001) 50 pages

Report 22: Limit theorems for mixed max-sum processes with renewal stopping
Authors: D.S. Silvestrov, J.L. Teugels
Series Research report MDH/IMA, Department of Mathematics and Physics, Mälardalen University, 2 (2001) 44 pages

Report 21: Optimal pricing for American type options with discrete time
Authors: A. Kukush, D. Silvestrov
Series: Research report MDH/IMA, Department of Mathematics and Physics, Mälardalen University, 1 (2000) 26 pages

Report 20: Perturbed renewal equation and diffusion approximation for risk processes
Authors: D.S. Silvestrov
Series: Research Report, Department of Mathematical Statistics, Umeå University, 6 (1998) 13 pages
Post scriptum: Published in Theor. Probab. Math. Stat., 62 (2001), 134-144

Report 19: Generalised exceeding times, renewal and risk type processes
Authors: D.S. Silvestrov
Series: Lecture Notes, Department of Mathematical Statistics, Umeå University, 2 (1998) 80 pages
Post scriptum: Published in Theory of Stochastic Processes, 6(22) 3-4 (2000), 177-238

Report 18: Cramér-Lundberg approximation for nonlinearly perturbed risk processes
Authors: M. Gyllenberg, D.S. Silvestrov
Series: Research Report, Institute of Applied Mathematics, University of Turku, A26 (1998) 30 pages
Post scriptum: Published in Insurance: Mathematics and Economics, 26 (2000) 75-90

Report 17: Nonlinearly perturbed regenerative processes and pseudo-stationary phenomena for stochastic systems
Authors: M. Gyllenberg, D.S. Silvestrov
Series: Research Report, Institute of Applied Mathematics, University of Turku, A22 (1998) 44 pages
Post scriptum: Published in Stochastic Processes and their Applications, 86 (2000) 1-27

Report 16: Exponential asymptotics for perturbed renewal equation and pseudo-stationary phenomena for stochastic systems
Authors: M. Gyllenberg and D.S. Silvestrov
Series: Research Report, Department of Mathematical Statistics, Umeå University, 3 (1997) 50 pages

Report 15: Mixed large deviation and ergodic therems for regenerative processes with discrete time
Authors: E. Englund, D.S. Silvestrov
Series: Research Report, Department of Mathematical Statistics, Umeå University, 2 (1997) 18 pages
Post scriptum: Published in Theory of Stochastic Processes 3(19) 1-2 (1997), 164-176

Report 14: Limit theorems for extremes with random sample size
Authors: D.S. Silvestrov, J.L. Teugels
Series: Research Report, Department of Mathematical Statistics, Umeå University, 1 (1997) 45 pages
Post scriptum: Published in Advances in Applied Probability, 30 (1998), 777-806

Report 13: Ergodic theorems for iterated function systems controlled by regenerative sequences
Authors: D.S. Silvestrov, Ö. Stenflo
Series: Research Report, Department of Mathematical Statistics, Umeå University, 11 (1996) 21 pages
Post scriptum: Published in Journal of Theoretical Probability, 11 (1998), 589-608

Report 12: Recurrent relations for generalised hitting times
Authors: D.S. Silvestrov
Series: Research Report, Department of Mathematical Statistics, Umeå University, 9 (1994) 17 pages

Report 11: Exponential asymptotic for perturbed renewal equations
Authors: D.S. Silvestrov
Series: Research Report, Department of Mathematical Statistics, Umeå University, 8 (1994) 17 pages
Post scriptum: Published in Theory Probab. Math. Statist., 52 (1995), 143-153

Report 10: Quasi-Stationary Distributions of a Stochastic Metapopulation Model
Authors: M. Gyllenberg, D.S. Silvestrov
Series: Research Report, Department of Applied Mathematics, Luleå University of Technology, 5 (1993) 57 pages
Post scriptum: Published in Journal of Mathematical Biology, 33 (1994), 35-70

Report 9: Upper bounds for Moments of hitting times for semi-Markov processes
Authors: D.S. Silvestrov
Series: Research Report, Department of Mathematics, Luleå University of Technology, 14 (1993) 39 pages

Report 8: Coupling and ergodic theorems for processes with semi-Markov switchings
Authors: D.S. Silvestrov
Series: Research Report, Department of Mathematics, Luleå University of Technology, 11 (1993) 20 pages
Post scriptum: Published in Acta Applicandae Mathematica, 34 (1994), 109-124

Report 7: Recurrent upper bounds for moments of hitting times for semi-Markov processes.I
Authors: D.S. Silvestrov
Series: Research Report, Institute of Mathematical Statistics, Umeå University, 4 (1992) 21 pages

Report 6: Ergodic theorems that are uniform with respect to class in the mean and estimates for approach times for semi-Markov processes
Authors: D.S. Silvestrov
Series: Preprint, Institute of Mathematics, Acad. Sci. Ukr., Kiev, (1987) 3-13

Report 5: Packages of applied programs of statistical analysis of data
Authors: D.S. Silvestrov, V.F. Zapotylko
Series: "Znanie", Ukrainian Society Publishers, Kiev, (1987) 17 pages

Report 4: A software of applied statistics
Authors: D.S. Silvestrov, O.I. Klesov
Series: "Znanie", Ukrainian Society Publishers, Kiev, (1984) 19 pages

Report 3: Laboratory classes on the course "Operation research". Methodical instructions
Authors: D.S. Silvestrov, N.V. Kartashov, M.P. Mokljachuk
Series: Kiev University, (1978) 24 pages

Report 2: Processes with discrete component of semi-Markov type. Manual of a special course
Authors: D.S. Silvestrov
Series: Kiev University, (1977) 50 pages

Report 1: Semi-Markov processes with a discrete set of states. Manual on special course
Authors: D.S. Silvestrov
Series: Kiev University, (1971) 133 pages


8. Popular science articles Publicerade, populärvetenskapliga artiklar
Paper 9: About my teacher
Authors: D. Silvestrov
Journal: In World of Mathematics 11 (2005) 33-37

Paper 8: Improvement of economic-statistical education in Ukraine and TEMPUS Networking project 22012-2001
Authors: D. Silvestrov, M. Yadrenko, N. Zinchenko
Journal: Theory Stoch. Proces., 10(26) (2004) 162-171

Paper 7: Wiener Integral
Authors: D. Silvestrov
Journal: InEncyclopaedic Dictionary Probability and Mathematical StatisticsScientific Publishers “Great Russian Encyclopaedia”, 10(26) (2003) 108

Paper 6: Wiener Measure
Authors: D. Silvestrov
Journal: InEncyclopaedic Dictionary Probability and Mathematical StatisticsScientific Publishers “Great Russian Encyclopaedia”, 10(26) (2003) 107

Paper 5: Magister educational programme on analytical finance
Authors: D.S. Silvestrov, E.D. Silvestrova
Journal: Notes Kiev Univer., 5 (2002) 168-172

Paper 4: Prospectives of implementation of project Tempus NP 22012-2002 "Improvement of Education in Statistical Applications in Economics"
Authors: N.M. Zinchenko, D.S. Silvestrov, M.I. Yadrenko
Journal: Notes Kiev Univer., 5 (2002) 38-44

Paper 3: New educational programme on applied statistics, financial and actuarial mathematics and TEMPUS TACIS JEP “Statistical Aspects of Economics”.
Authors: M. Yadrenko, N. Zinchenko and D.S. Silvestrov
Journal: Theory Stoch. Proces., 7(23) 1-2 (2001) 321-332

Paper 2: Professorship in Mathematics/ Applied Mathematics at the Mälardalen University.
Authors: D.S. Silvestrov
Published in: Qvartilen 2 (2000) 4-8

Paper 1: An outline of Master programme in actuarial and financial mathematics.
Authors: D.S. Silvestrov, E.D. Silvestrova
Journal: Theory Stoch. Proces., 5(21) 1-2 (1999) 188-195


9. Textbooks Läroböcker
Book 3: Translations of Mathematical Monographs, volume 163: Probability Theory: Collection of Problems
Authors: A.Ya. Dorogovtsev, D.S. Silvestrov, A.V. Skorokhod and M.I. Yadrenko
Publisher: American Mathematical Society, (1997) 347 pages

Book 2: Probability Theory. A Collection of Problems (2nd ed.)
Authors: A.Ya. Dorogovtsev, D.S. Silvestrov, A.V. Skorokhod and M.I. Yadrenko
Publisher: "Vysca Scola" Publishers, (Kiev 1980) 432 pages

Book 1: Probability Theory. A Collection of Problems
Authors: A.Ya. Dorogovtsev, D.S. Silvestrov, A.V. Skorokhod and M.I. Yadrenko
Publisher: "Vysca Scola" Publishers, (Kiev 1976) 384 pages