Svyatoslav Novikov

Publications | Mémoires et thèses

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3 publications

Sous presse
 
Sojourns of locally self-similar Gaussian processes
Novikov Svyatoslav M. Stochastics pp. 1-31. Peer-reviewed.
[DOI][serval:BIB_D0EA71E27C1D]
2024
Probability of entering an orthant by correlated fractional Brownian motion with drift: exact asymptotics
Dȩbicki Krzysztof, Ji Lanpeng, Novikov Svyatoslav, 2024/12. Extremes, 27 (4) pp. 613-641. Peer-reviewed.
[URN][DOI][WoS][Pmid][serval:BIB_6331F66077F7]
2023
 
A matrix-valued Schoenberg's problem and its applications
Ievlev Pavel, Novikov Svyatoslav, 2023/01/01. Electronic Communications in Probability, 28 (none). Peer-reviewed.
[DOI][serval:BIB_2102B4B54133]
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