Konstantin Borovkov

Publication Activity (10 Years)

Years Active: 2003-2023
Publications (10 Years): 3

Top Topics

Stationary Distribution

Top Venues

J. Appl. Probab.

Publications

Vincent Liang, Konstantin Borovkov
On Markov chain approximations for computing boundary crossing probabilities of diffusion processes. J. Appl. Probab. 60 (4) (2023)
Konstantin Borovkov
Gaussian process approximations for multicolor Pólya urn models. J. Appl. Probab. 58 (1) (2021)
Shaun McKinlay, Konstantin Borovkov
On explicit form of the stationary distributions for a class of bounded Markov chains. J. Appl. Probab. 53 (1) (2016)
Konstantin Borovkov, Geoffrey Decrouez, Matthieu Gilson
On Stationary Distributions of Stochastic Neural Networks. J. Appl. Probab. 51 (3) (2014)
Konstantin Borovkov, Günter Last
On Rice's Formula for Stationary Multivariate Piecewise Smooth Processes. J. Appl. Probab. 49 (2) (2012)
Konstantin Borovkov, Fima C. Klebaner, Eleanor Virag
Random step functions model for interest rates. Finance Stochastics 7 (1) (2003)