Andrey Pilipenko

An introduction to stochastic differential equations with reflection

Andrey Pilipenko · publish.UP (University of Potsdam) · 2014 · 59 citations · Full text

Engineering, Mathematics, Probability Theory +16

On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary

Andrey Pilipenko · Ukrainian Mathematical Journal · 2012 · 18 citations

Natural Sciences, Mathematics, Physics +11

Sobolev functions on infinite-dimensional domains

Andrey Pilipenko, A. V. Shaposhnikov · Journal of Mathematical Analysis and Applications · 2014 · 18 citations

Natural Sciences, Physics, Fluid Dynamics +11

On the Limit Behavior of a Sequence of Markov Processes Perturbed in a Neighborhood of the Singular Point

Andrey Pilipenko, Yu. E. Prikhod’ko · Ukrainian Mathematical Journal · 2015 · 15 citations

Natural Sciences, Mathematics, Dynamical Systems +13

Strong Solutions of Stochastic Differential Equations with Generalized Drift and Multidimensional Fractional Brownian Initial Noise

David Baños, Salvador Ortiz-Latorre, Andrey Pilipenko et al. · Journal of Theoretical Probability · 2021 · 12 citations · Full text

Engineering, Mathematics, Differential Equations +12