Sergey V. Lototsky

Publication Activity (10 Years)

Years Active: 1998-2021
Publications (10 Years): 7

Top Topics

Information Security Management

Cloud Computing

Portfolio Optimization

Risk Management

Top Venues

IEEE Internet Things J.

ACM Trans. Manag. Inf. Syst.

SIAM J. Financial Math.

Publications

Ranjan Pal, Ziyuan Huang, Xinlong Yin, Sergey V. Lototsky, Swades De, Sasu Tarkoma, Mingyan Liu, Jon Crowcroft, Nishanth Sastry
Corrections to Aggregate Cyber-Risk Management in the IoT Age: Cautionary Statistics for (Re)Insurers and Likes. IEEE Internet Things J. 8 (14) (2021)
Ranjan Pal, Ziyuan Huang, Xinlong Yin, Sergey V. Lototsky, Swades De, Sasu Tarkoma, Mingyan Liu, Jon Crowcroft, Nishanth Sastry
Aggregate Cyber-Risk Management in the IoT Age: Cautionary Statistics for (Re)Insurers and Likes. CoRR (2021)
Sergey V. Lototsky, Remigijus Mikulevicius, Boris L. Rozovsky
Intrusive and Non-Intrusive Polynomial Chaos Approximations for a Two-Dimensional Steady State Navier-Stokes System with Random Forcing. CoRR (2021)
Ranjan Pal, Ziyuan Huang, Xinlong Yin, Sergey V. Lototsky, Swades De, Sasu Tarkoma, Mingyan Liu, Jon Crowcroft, Nishanth Sastry
Aggregate Cyber-Risk Management in the IoT Age Cautionary Statistics for (Re)Insurers and Likes. IEEE Internet Things J. 8 (9) (2021)
Ranjan Pal, Ziyuan Huang, Sergey V. Lototsky, Xinlong Yin, Mingyan Liu, Jon Crowcroft, Nishanth Sastry, Swades De, Bodhibrata Nag
Will Catastrophic Cyber-Risk Aggregation Thrive in the IoT Age? A Cautionary Economics Tale for (Re-)Insurers and Likes. ACM Trans. Manag. Inf. Syst. 12 (2) (2021)
Sergey V. Lototsky, Austin Pollok
Kelly Criterion: From a Simple Random Walk to Lévy Processes. SIAM J. Financial Math. 12 (1) (2021)
Ranjan Pal, Ziyuan Huang, Xinlong Yin, Mingyan Liu, Sergey V. Lototsky, Jon Crowcroft
Sustainable Catastrophic Cyber-Risk Management in IoT Societies. WSC (2020)
Sergey V. Lototsky, M. Moers
Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions. Asymptot. Anal. 95 (3-4) (2015)
Sivaditya Kaligotla, Sergey V. Lototsky
Wick product in the stochastic Burgers equation: A curse or a cure? Asymptot. Anal. 75 (3-4) (2011)
Wei Liu, Sergey V. Lototsky
Parameter estimation in hyperbolic multichannel models. Asymptot. Anal. 68 (4) (2010)
Sergey V. Lototsky, Boris L. Rozovskii
Stochastic Partial Differential Equations Driven by Purely Spatial Noise. SIAM J. Math. Anal. 41 (4) (2009)
Nicolai V. Krylov, Sergey V. Lototsky
A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space. SIAM J. Math. Anal. 31 (1) (1999)
Sergey V. Lototsky, Boris L. Rozovskii
Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations. IEEE Trans. Autom. Control. 43 (8) (1998)