Publications

2025

Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities
Pavel Ievlev, Nikolai Kriukov
Electronic Journal of Probability
DOI arXiv
Extremes of Brownian decision trees
Pavel Ievlev, Nikolai Kriukov, Krzysztof Dębicki
submitted to Annals of Applied Probability
Random eigenvalues of nanotubes
Artur Bille, Victor Buchstaber, Pavel Ievlev, Svyatoslav Novikov, Evgeny Spodarev
Journal of Physics A: Mathematical and Theoretical
DOI arXiv

2024

Extremes of locally-homogenous vector-valued Gaussian processes
Pavel Ievlev
Extremes
DOI arXiv

2023

A matrix-valued Schoenberg's problem and its applications
Pavel Ievlev, Svyatoslav Novikov
Electronic Communications in Probability
Brief description of the paper's contribution and findings.
DOI
Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance
Pavel Ievlev
Stochastic Models
This paper investigates the Parisian ruin probability for processes with power-asymmetric behavior of the variance near the unique optimal point. We derive the exact asymptotics as the ruin boundary tends...
DOI arXiv

2021

Symmetric Lévy processes with reflection
Pavel Ievlev
Global and Stochastic Analysis
In this paper we give meaning to the notion of reflecting Levy process in a smooth domain $D$ in terms of the domain of its generator. In contrast with other...

2019

Reflecting Brownian motion in $d$-ball
Pavel Ievlev
Zap. Nauchn. Sem. POMI
Following the works of I. A. Ibrahimov, N. V. Smorodina and M. M. Faddeev, we develop a new construction of the Brownian motion with reflection in $d$-ball. The main advantage...

2018

Probabilistic representations of the initial-boundary value problem solutions for the Schrödinger equation in a $d$-dimensional ball
Pavel Ievlev
Zap. Nauchn. Sem. POMI
We extend the construction of probabilistic representations for initial-boundary value problem solutions to the non-stationary Schrödinger equation in $d$-hyperball first obtained in the works by I. Ibragimov, N. Smorodina and...

2017

Probabilistic representation of the Cauchy problem solution for the multidimensional Schrödinger equation
Pavel Ievlev
Zap. Nauchn. Sem. POMI
We construct a probabilistic representation of the Cauchy problem solution for the Shrödinger equation $2 i \partial_t u = -\Delta u$. The result is an extension to a mulidimensional case...

Upcoming

Upper and lower bounds on TVD and KLD between centered elliptical distributions in high-dimensional setting
Pavel Ievlev, Timofei Shashkov
Statistics and Probability Letters
In this paper, we derive some upper and lower bounds and inequalities for the total variation distance (TVD) and the Kullback-Leibler divergence (KLD), also known as the relative entropy, between...
arXiv

Publication Metrics

For a complete and up-to-date list, see my ORCID profile.

For citation metrics, see my Google Scholar profile.