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Vadim Shcherbakov
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Year
Density of skew Brownian motion and its functionals with application in finance
A Gairat, V Shcherbakov
Mathematical Finance 27 (4), 1069-1088, 2017
592017
Asymptotic analysis of a particle system with mean-field interaction
A Manita, V Shcherbakov
arXiv preprint math/0408372, 2004
252004
Stability of a growth process generated by monomer filling with nearest-neighbour cooperative effects
V Shcherbakov, S Volkov
Stochastic processes and their applications 120 (6), 926-948, 2010
152010
Queueing with neighbours
V Shcherbakov, S Volkov
arXiv preprint arXiv:0907.1826, 2009
112009
Long term behaviour of locally interacting birth-and-death processes
V Shcherbakov, S Volkov
Journal of Statistical Physics 158, 132-157, 2015
102015
Limit theorems for random point measures generated by cooperative sequential adsorption
V Shcherbakov
Journal of statistical physics 124, 1425-1441, 2006
102006
Maximum likelihood estimation for cooperative sequential adsorption
MD Penrose, V Shcherbakov
Advances in Applied Probability 41 (4), 978-1001, 2009
82009
Localisation in a growth model with interaction
M Costa, M Menshikov, V Shcherbakov, M Vachkovskaia
Journal of Statistical Physics 171, 1150-1175, 2018
62018
Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption
MD Penrose, V Shcherbakov
Advances in Applied Probability 43 (3), 636-648, 2011
52011
Stochastic particle system with non-local mean-field interaction
V Shcherbakov, A Manita
Proceedings of Int. Conf.“Kolmogorov and Contemporary Mathematics”, Moscow …, 2003
52003
Long term behaviour of a reversible system of interacting random walks
S Janson, V Shcherbakov, S Volkov
Journal of Statistical Physics 175, 71-96, 2019
42019
Long term behaviour of two interacting birth-and-death processes
M Menshikov, V Shcherbakov
arXiv preprint arXiv:1605.09607, 2016
42016
On a model of sequential point patterns
V Shcherbakov
Annals of the Institute of Statistical Mathematics 61, 371-390, 2009
42009
Elements of stochastic analysis for the case of Grassmann variables. II. Stochastic partial differential equations for Grassmann processes
VV Shcherbakov
Theoretical and Mathematical Physics 97 (2), 1229-1235, 1993
41993
Elements of stochastic analysis for the case of Grassmann variables. I. Grassmann stochastic integrals and random processes
VV Shcherbakov
Theoretical and Mathematical Physics 96 (1), 792-800, 1993
41993
Localisation in a growth model with interaction. Arbitrary graphs
M Menshikov, V Shcherbakov
arXiv preprint arXiv:1903.04418, 2019
32019
On equilibrium distribution of a reversible growth model
V Shcherbakov, A Yambartsev
Journal of Statistical Physics 148 (1), 53-66, 2012
32012
Balls-in-bins models with asymmetric feedback and reflection
M Menshikov, V Shcherbakov
arXiv preprint arXiv:2204.05724, 2022
22022
Boundary effect in competition processes
V Shcherbakov, S Volkov
Journal of Applied Probability 56 (3), 750-768, 2019
22019
Discrete SIR model on a homogeneous tree and its continuous limit
A Gairat, V Shcherbakov
Journal of Physics A: Mathematical and Theoretical 55 (43), 434004, 2022
12022
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