Exponential ergodicity of the solutions to SDE’s with a jump noise AM Kulik
Stochastic Processes and their Applications 119 (2), 602-632, 2009
106 2009 Ergodic behavior of Markov processes: with applications to limit theorems A Kulik
Walter de Gruyter GmbH & Co KG, 2017
78 2017 Theory of stochastic processes D Gusak, A Kukush, A Kulik, Y Mishura, A Pilipenko
Problem Books in Math. Springer, New York, 2010
53 2010 Parametrix construction of the transition probability density of the solution to an SDE driven by V Knopova, A Kulik
52 2018 On weak uniqueness and distributional properties of a solution to an SDE with α-stable noise AM Kulik
Stochastic Processes and their Applications 129 (2), 473-506, 2019
51 2019 Generalized couplings and ergodic rates for SPDEs and other Markov models O Butkovsky, A Kulik, M Scheutzow
The Annals of Applied Probability 30 (1), 1-39, 2020
48 2020 Generalized couplings and convergence of transition probabilities A Kulik, M Scheutzow
Probability Theory and Related Fields 171 (1), 333-376, 2018
43 2018 Malliavin calculus for Lévy processes with arbitrary Lévy measures A Kulik
Theory of Probability and Mathematical Statistics 72, 75-92, 2006
36 2006 Intrinsic small time estimates for distribution densities of Lévy processes V Knopova, A Kulik
Random Operators and Stochastic Equations 21 (4), 321-344, 2013
29 2013 Exact asymptotic for distribution densities of Lévy functionals V Knopova, A Kulik
29 * 2011 Brownian motion and parabolic Anderson model in a renormalized Poisson potential X Chen, AM Kulik
Annales de l'IHP Probabilités et statistiques 48 (3), 631-660, 2012
27 2012 Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications V Knopova, A Kulik
Probab. Math. Statist 37 (1), 53-100, 2017
24 2017 Parametrix construction for certain Lévy-type processes V Knopova, A Kulik
Random Operators and Stochastic Equations 23 (2), 111-136, 2015
24 2015 The extended Poisson equation for weakly ergodic Markov processes AY Veretennikov
Theory of Probability and Mathematical Statistics 85, 22, 2011
24 2011 Construction and heat kernel estimates of general stable-like Markov processes V Knopova, A Kulik, R Schilling
arXiv preprint arXiv:2005.08491, 2020
22 2020 Asymptotic and spectral properties of exponentially ϕ-ergodic Markov processes AM Kulik
Stochastic processes and their applications 121 (5), 1044-1075, 2011
22 2011 Stochastic calculus of variations for general L\'evy processes and its applications to jump-type SDE's with non-degenerated drift A Kulik
arXiv preprint math/0606427, 2006
21 2006 Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential X Chen, A Kulik
International Journal of Stochastic Analysis 2011 (1), 803683, 2011
19 2011 Nonlinear transformations of smooth measures on infinite-dimensional spaces AM Kulik, AY Pilipenko
Ukrainian Mathematical Journal 52 (9), 1403-1431, 2000
19 2000 Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure AM Kulik
Journal of Theoretical Probability 24 (1), 1-38, 2011
18 2011 