| Asymptotic analysis of random walks AA Borovkov Cambridge University Press, 2008 | 274 | 2008 |
| Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model A Matoussi, D Possamaï, C Zhou Mathematical Finance 25 (2), 258-287, 2015 | 103 | 2015 |
| On the ruin time distribution for a Sparre Andersen process with exponential claim sizes KA Borovkov, DCM Dickson Insurance: Mathematics and Economics 42 (3), 1104-1108, 2008 | 75 | 2008 |
| On a new approach to calculating expectations for option pricing K Borovkov, A Novikov Journal of applied probability 39 (4), 889-895, 2002 | 72 | 2002 |
| Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process K Borovkov, A Novikov Journal of Applied Probability 42 (1), 82-92, 2005 | 57 | 2005 |
| Kendall's identity for the first crossing time revisited K Borovkov, Z Burq | 54 | 2001 |
| On distribution tails and expectations of maxima in critical branching processes KA Borovkov, VA Vatutin Journal of Applied Probability 33 (3), 614-622, 1996 | 50 | 1996 |
| Elements of stochastic modelling K Borovkov | 49 | 2003 |
| Bounds for expected maxima of Gaussian processes and their discrete approximations K Borovkov, Y Mishura, A Novikov, M Zhitlukhin Stochastics 89 (1), 21-37, 2017 | 39 | 2017 |
| Reduced critical branching processes in random environment KA Borovkov, VA Vatutin Stochastic processes and their applications 71 (2), 225-240, 1997 | 38 | 1997 |
| On probabilities of large deviations for random walks. I. Regularly varying distribution tails AA Borovkov, KA Borovkov Theory of Probability & Its Applications 46 (2), 193-213, 2002 | 37* | 2002 |
| Jump-diffusion modeling in emission markets K Borovkov, G Decrouez, J Hinz Stochastic Models 27 (1), 50-76, 2011 | 36 | 2011 |
| First passage densities and boundary crossing probabilities for diffusion processes AN Downes, K Borovkov Methodology and Computing in Applied Probability 10, 621-644, 2008 | 28 | 2008 |
| On exit times of Lévy-driven Ornstein–Uhlenbeck processes K Borovkov, A Novikov Statistics & Probability Letters 78 (12), 1517-1525, 2008 | 28 | 2008 |
| On the asymptotic behaviour of random recursive trees in random environments KA Borovkov, VA Vatutin Advances in applied probability 38 (4), 1047-1070, 2006 | 28 | 2006 |
| A stochastic two-node stress transfer model reproducing Omori's law K Borovkov, MS Bebbington pure and applied geophysics 160 (8), 1429-1445, 2003 | 24 | 2003 |
| On record indices and record times K Borovkov, D Pfeifer Journal of statistical planning and inference 45 (1-2), 65-79, 1995 | 24 | 1995 |
| On records and related processes for sequences with trends K Borovkov Journal of applied probability 36 (3), 668-681, 1999 | 23 | 1999 |
| On level crossings for a general class of piecewise-deterministic Markov processes K Borovkov, G Last Advances in Applied Probability 40 (3), 815-834, 2008 | 19 | 2008 |
| Asymptotic analysis of random walks, volume 118 of Encyclopedia of Mathematics and its Applications AA Borovkov, KA Borovkov Cambridge University Press, Cambridge, 2008 | 19 | 2008 |
Dietmar PfeiferUniversity of Oldenburg, Mathematical InstituteVerified email at uni-oldenburg.de
