Prof Konstantin Borovkov
Professor
School of Mathematics and Statistics
112 Scholarly works
5 Projects
HIGHLIGHTS
2026
Journal article
О принципах больших уклонений для произвольных случайных процессов
DOI: 10.4213/tvp59412026
Journal article
О вероятностях больших уклонений самонормированных сумм случайных величин
DOI: 10.4213/tvp57902025
Journal article
On time-dependent boundary crossing probabilities of diffusion processes as differentiable functionals of the boundary
DOI: 10.1016/j.spa.2025.1047422024
Book
Elements of STOCHASTIC MODELLING: 3rd Edition
DOI: 10.1142/52172024
Book Chapter
On Ruin Probabilities in a Sparre Andersen Type Model in the Presence of Risky Investments and Random Switching
DOI: 10.1007/978-3-031-47417-0_212024
Book Chapter
On Extension of the Markov Chain Approximation Method for Computing Feynman–Kac Type Expectations
DOI: 10.1007/978-3-031-47417-0_202023
Journal article
On Markov chain approximations for computing boundary crossing probabilities of diffusion processes
DOI: 10.1017/jpr.2023.11
RECENT SCHOLARLY WORKS
2023
Journal article
Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes
DOI: 10.1016/j.insmatheco.2023.02.0012022
Journal article
A note on recovering the Brownian motion component from a Lévy process
DOI: 10.1214/22-ECP4772021
Journal article
Gaussian process approximations for multicolor Pólya urn models
DOI: 10.1017/jpr.2020.89
RECENT PROJECTS
2015
Research Grant
New Approaches to Modelling and Analysing Long-Memory Random Processes
2012
Research Grant
Random Network Models With Applications in Biology
2003
Research Grant
ARC Centre of Excellence for Mathematical and Statistical Modelling of Complex Systems
2008
Research Contracts
Boundary Crossing Analysis for Random Processes With Applications to Risk Management
Research Grant
ARC Centre of Excellence for Mathematical & Statistical Modelling of Complex Systems