Items where Author is "Wachtel, Vitali"

Journal Article

Denisov, D. E. and Gotthard, N and Korshunov, Dmitry and Wachtel, Vitali (2024) Probabilistic approach to risk processes with level-dependent premium rate. Insurance: Mathematics and Economics, 118. pp. 143-156. ISSN 0167-6687

Denisov, Denis and Korshunov, Dmitry and Wachtel, Vitali (2020) Renewal Theory for Transient Markov Chains with Asymptotically Zero Drift. Transactions of the American Mathematical Society, 373 (10). pp. 7253-7286. ISSN 0002-9947

Denisov, Denis and Korshunov, Dmitry and Wachtel, Vitali (2013) Potential analysis for positive recurrent Markov chains with asymptotically zero drift : power-type asymptotics. Stochastic Processes and their Applications, 123 (8). pp. 3027-3051. ISSN 0304-4149