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Professor Dmitry Korshunov

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  1. 2024
  2. E-pub ahead of print

    Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes

    Foss, S., Korshunov, D. & Palmowski, Z., 31/10/2024, In: Stochastic Processes and their Applications. 176, 104422.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. E-pub ahead of print

    Probabilistic approach to risk processes with level-dependent premium rate

    Denisov, D. E., Gotthard, N., Korshunov, D. & Wachtel, V., 30/09/2024, In: Insurance: Mathematics and Economics. 118, p. 143-156 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  4. 2022
  5. Published

    Branching processes with immigration in atypical random environment

    Foss, S., Korshunov, D. & Palmowski, S., 31/03/2022, In: Extremes. 25, 1, p. 55-77 23 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. 2021
  7. Published

    Slowly varying asymptotics for signed stochastic difference equations

    Korshunov, D., 1/12/2021, A Lifetime of Excursions Through Random Walks and Lévy Processes: A Volume in Honour of Ron Doney's 80th Birthday. Kyprianou, A. E. & Chaumon, L. (eds.). Cham: Birkhauser, p. 245-257 13 p. (Progress in Probability; vol. 78).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter (peer-reviewed) › peer-review

  8. Published

    Editorial: Special issue on the workshop ‘Modern Applied Probability’

    Konstantopoulos, T. & Korshunov, D., 31/08/2021, In: Queueing Systems. 98, p. 209-210 2 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  9. 2020
  10. Published

    Strong law of large numbers for a function of the local times of a transient random walk in $Z^d$

    Asymont, I. & Korshunov, D., 1/12/2020, In: Journal of Theoretical Probability. 33, p. 2315–2336 22 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  11. Published

    Renewal Theory for Transient Markov Chains with Asymptotically Zero Drift

    Denisov, D., Korshunov, D. & Wachtel, V., 6/08/2020, In: Transactions of the American Mathematical Society. 373, 10, p. 7253-7286 34 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  12. Published

    Tail asymptotics for Shepp-statistics of Brownian motion in ℝ d

    Korshunov, D. & Wang, L., 31/03/2020, In: Extremes. 23, 1, p. 35-54 20 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  13. Published

    Special issue on ‘Analytical and computational methods in probability theory and its applications conference’

    Korshunov, D. & Veretennikov, A., 7/03/2020, In: Queueing Systems. 94, p. 211-212 2 p.

    Research output: Contribution to Journal/Magazine › Editorial › peer-review

  14. 2019
  15. Published

    Markov chains on Z +: analysis of stationary measure via harmonic functions approach

    Denisov, D., Korshunov, D. & Wachtel, V., 1/04/2019, In: Queueing Systems. 91, 3-4, p. 265–295 31 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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