Complete list of publications

• Removable Singularities for Lu=\Psi(u) and Orlicz Capacities, Journal of Functional Analysis, (2000), 170, no.2, pp428-449
  
• On uniqueness of a solution of Lu =u^a with given trace, Electronic Communications in Probability, 5, (2000), to appear
  Postscript file (Revised)
• Solutions of a class of semilinear differential equations: trace and singularities on the boundary (with E. B. Dynkin), Operator Theory: Advances and Applications (1999), 110, pp 69-80
• Extinction of Superdiffusions and Semilinear PDEs (with E. B. Dynkin), J. Functional Analysis, 162, (1999), no. 2, pp 346-378
  Math Reviews: MR 2000b:60204
• Removable Lateral Singularities of Semilinear Parabolic PDE's and Besov Capacities, J. Functional Analysis, 156, (1998), no. 2, pp 366-383
  Math Reviews: MR 99m:35095
• Fine topology and fine trace on the boundary associated with a class of semilinear differential equations (with E. B. Dynkin), Comm. Pure Appl.Math., 51, (1998), no. 8, pp 897-936.
  Math Reviews: MR 99f:35046
• Sigma-moderate solutions of Lu =u^a and fine trace on the boundary, C.R. Acad. Sci. Paris, 326, (1998), no. 10, pp 1189-1194
  Math Reviews: MR 99g:35032
• Solutions of nonlinear differential equations on a Riemannian manifold and their trace on the Martin boundary (with E. B. Dynkin), Trans. Amer. Math. Soc., 350 (1998), no. 11, pp 4521-4552
  Math Reviews: MR 99c:60168c (Featured Review)
• Trace on the boundary for solutions of nonlinear differential equations (with E. B. Dynkin), Trans. of Amer. Math. Soc., 350 (1998), no. 11, pp 4499-4519
  Math Reviews: MR 99a:60084
• Polar boundary sets for superdiffusions and removable lateral singularities for nonlinear parabolic PDE's, Communications on Pure and Applied Mathematics, 51 (1998), no. 3, pp 303-340.
  Math Reviews: MR 99c:35111
• On Removable Lateral Singularities for Quasilinear Parabolic PDE's, C.R. Acad. Sci. Paris, 325 (1997), no. 6, pp 627-632
  Math Reviews: MR 98h:35124
• Nonlinear parabolic P.D.E. and additive functionals of superdiffusions (with E. B. Dynkin), Annals Probab., 25 (1997), no. 2, pp 662-701
  Math Reviews: MR 99c:60168b(Featured Review)
• Natural linear additive functionals of superprocesses (with E. B. Dynkin), Ann. Probab., 25 (1997), no. 2, pp 640-661
  Math Reviews: MR 99c:60168a(Featured Review)
• Linear additive functionals of superdiffusions and related nonlinear P.D.E. (with E. B. Dynkin), Trans. Amer. Math. Soc. 348 (1996), pp 1959-1987
  Math Reviews: MR 97d:60135
• Solutions of Lu =u^a dominated by L-harmonic functions (with E. B. Dynkin), J. Anal. Math., 68 (1996), pp 15-37
  Math Reviews: MR 97f:35048
• Superdiffusions and removable singularities for quasilinear partial differential equations (with E. B. Dynkin), Comm. Pure Appl.Math. 49 (1996), pp 125-176
  Math Reviews: MR 97m:60114
• Markov snakes and superprocesses (with E. B. Dynkin), Probab. Theor. Rel. Fields , 103 (1995), no. 4, pp 433-473
  Math Reviews: MR 96k:60188
• Regularity properties of a supercritical superprocess, The Dynkin Festschrift. Markov Processes and Their Applications M. I. Freidlin, ed. Birkhauser, Boston etc. (1994), pp 221-236
  Math Reviews: MR 96m:60168
• Branching measure-valued processes (with E. B. Dynkin and A. V. Skorokhod), Probab. Theory Rel. Fields 99 (1994), pp 55-96
  Math Reviews: MR 95g:60112
• Time Series Analysis Package MESOSAUR Version 1.1 (with A.A.Khalileev, D.V.Levando and L.A.Leschinskii), Computational Statistics. Proceedings of the 10th Symposium on Computational Statistics, Vol. 3. Presses Academiques Neuchatel, Neuchatel, Switzerland, 1992
• On existence of a dual semigroup, Seminaire de Probabilites XXVI. Lecture Notes in Mathematics, 1526 (1992), 473-484
  Math Reviews: MR 94j:60137
• More on existence and uniqueness of decomposition of excessive functions and measures to extremes, Seminaire de Probabilites XXVI. Lecture Notes in Mathematics, 1526 (1992), 445-472
  Math Reviews: MR 94i:60088
• MESOSAUR 1.1 (with A.A.Khalileev, D.V.Levando and L.A.Leschinskii), 4-th All-Union school on Software and Algorithms for Multivariate Analysis, Erevan, 1991
• MESOSAUR: A companion to SYSTAT (with A.A.Khalileev). Evanston, IL:SYSTAT, Inc (1991)
• On dual semigroups, 6-th Soviet-Japan symposium on Probability Theory and Mathematical Statistics, Abstracts of Communications, Kiev, 1991
• Statistical system for time series analysis MESOSAUR. User's Guide (with A.A.Khalileev). JV Dialog, Moscow, 1990
• On statistical system for time series analysis MESOSAUR (with A.A.Khalileev, L.A.Leschinskii and D.V.Levando), All-Union School on Statistical data analysis by Computers, Kiev, 1990
• On unbiased statistical estimation of powers of unknown matrix (with V.I.Orlov), Multivariate analysis and stochastic modeling of real processes, Nauka, Moscow, 1990
• Expert support for selection of Box-Jenkins model in time series analysis system MESOSAUR (with D.V.Levando), 4-th All-Union conference on Applications of Multivariate Analysis in Economics and Quality Control, Tartu, 1989
• Statistical system for time series analysis MESOSAUR (with A.A.Khalileev), 4-th All-Union conference on Applications of Multivariate Analysis in Economics and Quality Control, Tartu, 1989
• Necessary and sufficient conditions for the decomposition of excessive functions into extremes, 5-th International Vilnius conference on Probability Theory and Mathematical Statistics, Vilnius, 1989
• Concepts of development of a statistical expert system on time series analysis MESOSAUR (with A.A.Khalileev), 3-rd All-Union school on Software and Algorithms for Multivariate Analysis, Erevan, 1987
• On unbiased estimation of a power of unknown matrix (with V.I.Orlov), 3-rd All-Union school on Software and Algorithms for Multivariate Analysis, Erevan, 1987
• Homogeneous transition functions and dual semigroups, 1-st Bernoulli Society World Congress, Abstracts. Tashkent, 1986
• On existence of a homogeneous transition function, Teoria Veroyatn. i ee Primen. 31 (1986), 290-300
  {Theor. Prob. Appl. 31 (1987)}
  Math Reviews: MR 88c:60139
• Unbiased forecasting in matrix models (with V.I.Orlov), 3-rd All-Union conference on Applications of Multivariate Analysis in Economics and Quality Control, Tartu, 1985
• Excessive functions: decomposition into a quasi-harmonic function and a D-potential, Statistics. Probability. Economics, Nauka, Moscow, 1985
• On existence of a homogeneous transition function, 4-th International Vilnius conference on Probability Theory and Mathematical Statistics, Vilnius, 1985
• Specifications and stopping theorem for random fields, Teoria Veroyatn. i ee Primen. 29 (1984), 65-77
  {Theor. Prob. Appl. 29 (1985)}
  Math Reviews: MR 86h:60102
• Models of dynamics of planed economical characteristics, Mathematical Economics and Extremal Problems, Nauka, Moscow, 1984
• Stochastic models of economical growth and equilibrium (with I.V.Evstigneev, Yu.M.Kabanov and P.K.Katyshev), Mathematical tools of economical modeling, Nauka, Moscow, 1983
• Stochastic analog of von Neumann - Gale model: asymptotic of equilibrium trajectories (with I.V.Evstigneev), Applied Statistics, Nauka, Moscow, 1983
• Stochastic version of a turnpike theorem for homogeneous convex controlled models (with I.V.Evstigneev), Mat. Zametki, 33 (1983), 147-156
  Math Reviews: MR 84f:90017
• Unbiased estimation in Markov type models (with V.I.Orlov), 2-nd All-Union school on Software and Algorithms for Multivariate Analysis, Proceedings, Erevan, 1983
• On absolute continuous Markov processes, Teoria Veroyatn. i ee Primen. 28 (1983)
  {Theor. Prob. Appl. 28 (1984)}
• Foundations of the Theory of Nonhomogeneous Markov processes, Doctor of Sciences degree Thesis, Vilnius State University, Vilnius, 1983
• Nonhomogeneous Markov processes, Sovremennye Problemy Matematiki 20 (1982), 37-178, VINITI, Moscow
  {J.Soviet Math. 25 (1984), 1380 - 1498}
  Math Reviews: MR 85f:60104
• Nonstationary stochastic model of expanding economy (with I.V.Evstigneev), preprint, CEMI, Moscow, 1982.
• Models of economical growth under uncertainty (with I.V.Evstigneev), Ekonomika i Mat. Metody 18 (1982), 1125-1132
  Math Reviews: MR 84e:90023
• Two theorems on right processes, 4-th USSR-Japan symposium on Probability Theory and Mathematical Statistics, Abstracts of Communications, Vol. 2. Tbilisi, 1982
• Construction of specifications for random fields, 15-th All-Union Colloquium on Probability Theory and Mathematical Statistics, Proceedings, Tbilisi, 1981
• Construction of regular consistent distributions, Teoria Veroyatn. i ee Primen. 26 (1981), 647-648
  {Theor. Prob. Appl. 26 (1982)}
• Problems of stochastic control in nonstationary economical models (with I.V.Evstigneev), 2-nd All-Union conference on Applications of Multivariate Analysis in Economics and Quality Control, Tartu, 1981.
• Transition functions for Markov processes and specifications for random fields, 3-rd International Vilnius conference on Probability Theory and Mathematical Statistics, Vilnius, 1981
• Nonstationary stochastic analog of the von Neumann-Gale model of an expanding economy (with I.V.Evstigneev), Econometric Society World Congress, Abstracts, Madrid, (1980)
• Every Markov process in a Borel space has a transition function, Teoria Veroyatn. i ee Primen. 25, (1980), 389 - 393
  {Theor. Prob. Appl. 25 (1981)}
  Math Reviews: MR 82d:60131
• Right (non-homogeneous) Markov processes and their relation to the homogeneous theory, Dokl. AN SSSR 250 (1980), 276 - 280
  {Soviet Math. Dokl. (1980)}
  Math Reviews: MR 81f:60104
• On a library of statistical routines on statistical inference of Markov type dependences, All-Union school on Software and Algorithms for Multivariate Analysis, Erevan, 1979
• Transformation of a Markov process by means of excessive functions, Multivariate analysis, CEMI, Moscow (1979)
  {Selected Transl. in Math. Statist. and Probability 16 (1985)}
• Regularity criteria for Markov processes, Multivariate analysis, CEMI, Moscow (1979)
  {Selected Transl. in Math. Statist. and Probability 16 (1985)}
• Construction of a regular split process (random interval), Multivariate analysis, CEMI, Moscow (1979)
  {Selected Transl. in Math. Statist. and Probability 16 (1985)}
• Behavior of excessive functions along trajectories of a Markov process, Teoria Veroyatn. i ee Primen. 24 (1979), 486 - 502
  {Theor. Prob. Appl. 24 (1980)}
  Math Reviews: MR 80k:60095
• On existence of a transition function, 12-th European Meeting of Statisticians, Abstracts, Varna, 1979.
• Models of dynamics of controlled economical characteristics, Soviet-Polish seminar on Mathematical methods in Planning and Controlling of Economy, Abstracts, Moscow, 1979.
• Statistical analysis of the models of dynamics of controlled economical characteristics, Applied multivariate analysis Nauka, Moscow, 1978.
• Estimation of parameters of the model of planning of economical characteristics and necessary conditions for existence of consistent estimates for trend parameters of a time series, All-Union Conference on Theory and Practice of Forecasting in Branches of the National Economy, Tashkent, 1978
• Stationary plans and their stimulating prices in stochastic models of economical dynamics (with I.V.Evstigneev), Stochastic models and controlling of economical processes, CEMI, Moscow, 1978
• On transformation of a Markov process by excessive functions, Teoriya Veroyatn. i ee Primen. 23 (1978), 876-877
  {Theor. Prob. Appl. 23 (1979)}
• Construction of the regular split process, Teoria Veroyatn. i ee Primen. 22 (1977), 791 - 812
  {Theor. Prob. Appl. 22 (1978)}
  Math Reviews: MR 58 #3061
• Restrictions on forecast in stochastic programming (with I.V.Evstigneev), Soviet-Polish seminar on mathematical methods in programming and economics control, CEMI, Moscow, 1977.
• ``Skew products'' of measurable spaces (with I.V.Evstigneev), Selected problems of Probability theory and Mathematical Economics, CEMI, Moscow, 1977.
• Stationary programs in stochastic models of economical development (with I.V.Evstigneev), Selected problems of Probability theory and Mathematical Economics, CEMI, Moscow, 1977.
• Left continuous martingales, Selected problems of Probability theory and Mathematical Economics, CEMI, Moscow, 1977.
• Regularization of a Markov process, Selected problems of Probability theory and Mathematical Economics, CEMI, Moscow, 1977
• On regular Markov processes, 2-nd International Vilnius conference on Probability Theory and Mathematical Statistics, Abstracts, Vilnius, 1977
• Excessive functions and transformations of Markov processes, Ph.D. Thesis, Inst. Matem. AN UkrSSR. Kiev, 1976
• Excessive functions, connected with a regular split process, 3-rd USSR-Japan Symposium on Probability Theory, Abstracts, Vol. 1, Tashkent, 1975
• Regular topological representations, Uspekhi Mat. Nauk 30 (1975), 96-99
  {Russian Math. Surveys 30 (1975)}
• Excessive functions associated with regular split Markov processes, Teoria Veroyatn. i ee Primen. 20 (1975), 144-150
  {Theor. Prob. Appl. 20 (1976)}
  Math Reviews: MR 51 #4427
• On decomposition of excessive functions, Dokl. AN SSSR 214 (1974), 276-278
  {Soviet Math. Dokl. 15 (1974)}
  Math Reviews: MR 49 #4101
• Determining functions of Markov processes and corresponding dual regular classes (with E. B. Dynkin), Dokl. AN SSSR 214, 1 (1974), 25-28
  {Soviet Math. Dokl. 15, 1 20-23}
  Math Reviews: MR 49 #8119
• On decomposition of excessive functions, International Vilnius conference on Probability Theory and Mathematical Statistics, Abstracts of Communications, Vol. 2, Vilnius, 1973
• Weakly optimal programs in models with changing technology, Mathematical models in Economics, Polish Scient. Publishers, Warszawa, 1974
  Math Reviews: MR 53 #4922
• Construction of a Markov process with random moments of birth and death, Teoria Veroyatn. i ee Primen. 18 (1973), 596-601
  { Theor. Prob. Appl. 18 (1974)}
  Math Reviews: MR 49 #8118
• On differential equations with random parameters (with I. V. Evstigneev), Teoria Veroyatn. i ee Primen. 17 (1972), 188 - 194
  {Theor. Prob. Appl. 17 (1973)}
  Math Reviews: MR 45 #7840
• On a functional equation with applications in games theory (with S.M. Natanson), Sibirskii Matematicheckii Zhournal 11 (1970), 128 - 136
  Math Reviews: MR 46 #2292

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