Edit Profile (opens in new tab) Pavlyukevich, Ilya Co-Author Distance Author ID: pavlyukevich.ilya Published as: Pavlyukevich, Ilya; Pavlyukevich, I.; Pavlyukevich, I. E. more...less External Links: MGP · Math-Net.Ru Documents Indexed: 53 Publications since 1997, including 1 Book and 12 Additional arXiv Preprints Reviewing Activity: 110 Reviews Co-Authors: 36 Co-Authors with 47 Joint Publications 749 Co-Co-Authors all top 5 Co-Authors 6 single-authored 14 Imkeller, Peter 6 Högele, Michael Anton 5 Pilipenko, Andrey Yu. 4 Chechkin, Aleksei V. 3 Kulik, Alexey M. 2 Dybiec, Bartłomiej 2 Hartmann, Lena-Susanne 2 Hein, Claudia 2 Herrmann, Samuel 2 Kuhwald, Isabelle 2 Ritsch, Marian 2 Shevchenko, Georgiy M. 2 Sokolov, Igor’ Mikhaĭlovich 1 Aryasova, Olga V. 1 Barrera, Gerardo 1 Bogdanskii, Victor 1 Burghoff, Toralf 1 Gushchin, Aleksandr Aleksandrovich 1 Hintze, Robert 1 Kosenkova, Tetyana 1 Kühn, Christian 1 Layritz, Lucia S. 1 Li, Yongge 1 Lingala, Nishanth 1 Ma, Tianyu 1 Matveev, Vladimir S. 1 Metzler, Ralf 1 Padash, Amin 1 Pardo, Juan Carlos 1 Peithmann, Dierk 1 Rammig, Anja 1 Riedle, Markus 1 Shokri, Babak 1 Stauch, Michael 1 Wetzel, Torsten 1 Xu, Yong all top 5 Serials 5 Stochastics and Dynamics 4 Journal of Physics A: Mathematical and Theoretical 3 Journal of Statistical Physics 3 Stochastic Processes and their Applications 2 Stochastic Analysis and Applications 2 Bernoulli 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Discrete and Continuous Dynamical Systems. Series B 1 Journal of Computational Physics 1 Nonlinearity 1 Russian Mathematical Surveys 1 The Annals of Probability 1 Archiv der Mathematik 1 The Journal of Geometric Analysis 1 Journal of Physics A: Mathematical and General 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Electronic Communications in Probability 1 Chaos 1 Statistical Inference for Stochastic Processes 1 Applied Stochastic Models in Business and Industry 1 Theory of Stochastic Processes 1 Mathematical Surveys and Monographs all top 5 Fields 50 Probability theory and stochastic processes (60-XX) 10 Dynamical systems and ergodic theory (37-XX) 7 Geophysics (86-XX) 6 Ordinary differential equations (34-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Partial differential equations (35-XX) 3 Statistics (62-XX) 2 Numerical analysis (65-XX) 2 Fluid mechanics (76-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 30 Publications have been cited 271 times in 158 Documents Cited by ▼ Year ▼ First exit times of SDEs driven by stable Lévy processes. Zbl 1104.60030 Imkeller, P.; Pavlyukevich, I. 44 2006 Lévy flights, non-local search and simulated annealing. Zbl 1125.65009 Pavlyukevich, Ilya 29 2007 Lévy flights: transitions and meta-stability. Zbl 1088.37023 Imkeller, Peter; Pavlyukevich, Ilya 20 2006 Metastable behaviour of small noise Lévy-driven diffusions. Zbl 1205.60113 Imkeller, Peter; Pavlyukevich, Ilya 19 2008 First exit times for Lévy-driven diffusions with exponentially light jumps. Zbl 1184.60019 Imkeller, Peter; Pavlyukevich, Ilya; Wetzel, Torsten 19 2009 Marcus versus Stratonovich for systems with jump noise. Zbl 1326.60083 Chechkin, Alexei; Pavlyukevich, Ilya 17 2014 First-passage properties of asymmetric Lévy flights. Zbl 1509.60106 Padash, Amin; Chechkin, Aleksei V.; Dybiec, Bartlomiej; Pavlyukevich, Ilya; Shokri, Babak; Metzler, Ralf 13 2019 The exit problem from a neighborhood of the global attractor for dynamical systems perturbed by heavy-tailed Lévy processes. Zbl 1296.60150 Högele, Michael; Pavlyukevich, Ilya 13 2014 First exit times of solutions of stochastic differential equations driven by multiplicative Lévy noise with heavy tails. Zbl 1235.60069 Pavlyukevich, Ilya 12 2011 Model reduction and stochastic resonance. Zbl 1027.60059 Imkeller, P.; Pavlyukevich, I. 11 2002 Cooling down Lévy flights. Zbl 1142.60051 Pavlyukevich, Ilya 8 2007 Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise. Zbl 1316.60095 Högele, Michael; Pavlyukevich, Ilya 8 2015 Limit theorems for \(p\)-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for Paleo-climatic data. Zbl 1218.60027 Hein, Claudia; Imkeller, Peter; Pavlyukevich, Ilya 7 2010 Stochastic resonance. A mathematical approach in the small noise limit. Zbl 1416.60008 Herrmann, Samuel; Imkeller, Peter; Pavlyukevich, Ilya; Peithmann, Dierk 7 2014 Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes. Zbl 1309.60059 Hintze, Robert; Pavlyukevich, Ilya 7 2014 Stochastic resonance in two-state Markov chains. Zbl 1021.60051 Imkeller, P.; Pavlyukevich, I. 6 2001 Simulated annealing for Lévy-driven jump-diffusions. Zbl 1215.60041 Pavlyukevich, Ilya 5 2008 First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise. Zbl 1202.37074 Imkeller, Peter; Pavlyukevich, Ilya; Stauch, Michael 5 2010 Random perturbations of a periodically driven nonlinear oscillator: escape from a resonance zone. Zbl 1370.34113 Lingala, Nishanth; Namachchivaya, N. Sri; Pavlyukevich, Ilya 3 2017 Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise. Zbl 1466.60046 Kulik, Alexei; Pavlyukevich, Ilya 3 2019 Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails. Zbl 1465.62142 Gushchin, Alexander; Pavlyukevich, Ilya; Ritsch, Marian 3 2020 One-dimensional space-discrete transport subject to Lévy perturbations. Zbl 1155.82018 Pavlyukevich, Ilya; Sokolov, Igor M. 2 2008 Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process. Zbl 1353.60074 Kuhwald, Isabelle; Pavlyukevich, Ilya 2 2016 Non-standard Skorokhod convergence of Lévy-driven convolution integrals in Hilbert spaces. Zbl 1314.60021 Pavlyukevich, Ilya; Riedle, Markus 2 2015 Two mathematical approaches to stochastic resonance. Zbl 1095.82009 Herrmann, Samuel; Imkeller, Peter; Pavlyukevich, Ilya 1 2005 Ruin probability of small noise jump-diffusions with heavy tails. Zbl 1164.91035 Pavlyukevich, Ilya 1 2008 Stochastic resonance with multiplicative heavy-tailed Lévy noise: optimal tuning on an algebraic time scale. Zbl 1367.60069 Kuhwald, Isabelle; Pavlyukevich, Ilya 1 2017 Stratonovich stochastic differential equation with irregular coefficients: Girsanov’s example revisited. Zbl 1466.60120 Pavlyukevich, Ilya; Shevchenko, Georgiy 1 2020 Advection-diffusion equation on a half-line with boundary Lévy noise. Zbl 1404.35494 Hartmann, Lena-Susanne; Pavlyukevich, Ilya 1 2019 The first passage problem for stable linear delay equations perturbed by power law Lévy noise. Zbl 1416.34062 Högele, Michael A.; Pavlyukevich, Ilya 1 2019 Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails. Zbl 1465.62142 Gushchin, Alexander; Pavlyukevich, Ilya; Ritsch, Marian 3 2020 Stratonovich stochastic differential equation with irregular coefficients: Girsanov’s example revisited. Zbl 1466.60120 Pavlyukevich, Ilya; Shevchenko, Georgiy 1 2020 First-passage properties of asymmetric Lévy flights. Zbl 1509.60106 Padash, Amin; Chechkin, Aleksei V.; Dybiec, Bartlomiej; Pavlyukevich, Ilya; Shokri, Babak; Metzler, Ralf 13 2019 Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise. Zbl 1466.60046 Kulik, Alexei; Pavlyukevich, Ilya 3 2019 Advection-diffusion equation on a half-line with boundary Lévy noise. Zbl 1404.35494 Hartmann, Lena-Susanne; Pavlyukevich, Ilya 1 2019 The first passage problem for stable linear delay equations perturbed by power law Lévy noise. Zbl 1416.34062 Högele, Michael A.; Pavlyukevich, Ilya 1 2019 Random perturbations of a periodically driven nonlinear oscillator: escape from a resonance zone. Zbl 1370.34113 Lingala, Nishanth; Namachchivaya, N. Sri; Pavlyukevich, Ilya 3 2017 Stochastic resonance with multiplicative heavy-tailed Lévy noise: optimal tuning on an algebraic time scale. Zbl 1367.60069 Kuhwald, Isabelle; Pavlyukevich, Ilya 1 2017 Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process. Zbl 1353.60074 Kuhwald, Isabelle; Pavlyukevich, Ilya 2 2016 Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise. Zbl 1316.60095 Högele, Michael; Pavlyukevich, Ilya 8 2015 Non-standard Skorokhod convergence of Lévy-driven convolution integrals in Hilbert spaces. Zbl 1314.60021 Pavlyukevich, Ilya; Riedle, Markus 2 2015 Marcus versus Stratonovich for systems with jump noise. Zbl 1326.60083 Chechkin, Alexei; Pavlyukevich, Ilya 17 2014 The exit problem from a neighborhood of the global attractor for dynamical systems perturbed by heavy-tailed Lévy processes. Zbl 1296.60150 Högele, Michael; Pavlyukevich, Ilya 13 2014 Stochastic resonance. A mathematical approach in the small noise limit. Zbl 1416.60008 Herrmann, Samuel; Imkeller, Peter; Pavlyukevich, Ilya; Peithmann, Dierk 7 2014 Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes. Zbl 1309.60059 Hintze, Robert; Pavlyukevich, Ilya 7 2014 First exit times of solutions of stochastic differential equations driven by multiplicative Lévy noise with heavy tails. Zbl 1235.60069 Pavlyukevich, Ilya 12 2011 Limit theorems for \(p\)-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for Paleo-climatic data. Zbl 1218.60027 Hein, Claudia; Imkeller, Peter; Pavlyukevich, Ilya 7 2010 First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise. Zbl 1202.37074 Imkeller, Peter; Pavlyukevich, Ilya; Stauch, Michael 5 2010 First exit times for Lévy-driven diffusions with exponentially light jumps. Zbl 1184.60019 Imkeller, Peter; Pavlyukevich, Ilya; Wetzel, Torsten 19 2009 Metastable behaviour of small noise Lévy-driven diffusions. Zbl 1205.60113 Imkeller, Peter; Pavlyukevich, Ilya 19 2008 Simulated annealing for Lévy-driven jump-diffusions. Zbl 1215.60041 Pavlyukevich, Ilya 5 2008 One-dimensional space-discrete transport subject to Lévy perturbations. Zbl 1155.82018 Pavlyukevich, Ilya; Sokolov, Igor M. 2 2008 Ruin probability of small noise jump-diffusions with heavy tails. Zbl 1164.91035 Pavlyukevich, Ilya 1 2008 Lévy flights, non-local search and simulated annealing. Zbl 1125.65009 Pavlyukevich, Ilya 29 2007 Cooling down Lévy flights. Zbl 1142.60051 Pavlyukevich, Ilya 8 2007 First exit times of SDEs driven by stable Lévy processes. Zbl 1104.60030 Imkeller, P.; Pavlyukevich, I. 44 2006 Lévy flights: transitions and meta-stability. Zbl 1088.37023 Imkeller, Peter; Pavlyukevich, Ilya 20 2006 Two mathematical approaches to stochastic resonance. Zbl 1095.82009 Herrmann, Samuel; Imkeller, Peter; Pavlyukevich, Ilya 1 2005 Model reduction and stochastic resonance. Zbl 1027.60059 Imkeller, P.; Pavlyukevich, I. 11 2002 Stochastic resonance in two-state Markov chains. Zbl 1021.60051 Imkeller, P.; Pavlyukevich, I. 6 2001 all cited Publications top 5 cited Publications all top 5 Cited by 290 Authors 19 Pavlyukevich, Ilya 16 Duan, Jinqiao 10 Högele, Michael Anton 10 Imkeller, Peter 9 Kurths, Jürgen 8 Li, Xiaofan 6 Gairing, Jan M. 6 Manna, Utpal 6 Metzler, Ralf 6 Xu, Yong 5 Dybiec, Bartłomiej 5 Kulik, Alexey M. 4 Capała, Karol 4 Chechkin, Aleksei V. 4 Hausenblas, Erika 4 Liu, Xianming 4 Monahan, Adam Hugh 4 Razafimandimby, Paul André 4 Yang, Xinshe 3 Brzeźniak, Zdzisław 3 Herrmann, Samuel 3 Kosenkova, Tetiana 3 Li, Yongge 3 Zheng, Yayun 2 Albeverio, Sergio A. 2 Barrera, Gerardo 2 Berglund, Nils 2 Bessaih, Hakima 2 Chevyrev, Ilya 2 Cordoni, Francesco Giuseppe 2 Di Persio, Luca 2 Fischer, Markus 2 Friz, Peter 2 Gao, Ting 2 Gomes, André de Oliveira 2 Hassanien, Aboul Ella 2 He, Ziying 2 Kühn, Christian 2 Kuhwald, Isabelle 2 Kuske, Rachel A. 2 Landim, Claudio 2 Lin, Zhengyan 2 Melbourne, Ian 2 Mukherjee, Debopriya 2 Padash, Amin 2 Panda, Akash Ashirbad 2 Pilipenko, Andrey Yu. 2 Salkeld, William 2 Shokri, Babak 2 Tang, Wenpin 2 Thompson, William F. 2 Tong, Changqing 2 Wang, Xiao 2 Zan, Wanrong 2 Zheng, Jing 2 Zhou, Shudao 1 Antsaklis, Panos J. 1 Arapostathis, Aristotle 1 Arya, Karm Veer 1 Avalos, Omar 1 Bansal, Jagdish Chand 1 Barkai, Eli 1 Befekadu, Getachew K. 1 Belomestny, Denis 1 Biswas, Anup 1 Blekhman, Ilya Izrailevich 1 Bódai, Tamás 1 Borkar, Vivek Shripad 1 Brassesco, Stella 1 Burghoff, Toralf 1 Cai, Rui 1 Calabrese, Salvatore 1 Catuogno, Pedro José 1 Chen, Haolong 1 Chen, Huiling 1 Chen, Huiqin 1 Chen, Wei 1 Chen, Xiaoli 1 Chen, Yang 1 Chen, Yong 1 Cheng, Xiujun 1 Courgeau, Valentin 1 Cuevas, Erik 1 Da Luz, Marcos G. E. 1 Dahlenburg, M. 1 D’Ambrosio, Raffaele 1 Darwish, Ashraf A. 1 Das, Swagatam 1 Dasgupta, Preetam 1 Deb, Suash 1 Deligiannidis, George 1 Deng, Weihua 1 Deugoue, Gabriel 1 Ding, Shuai 1 D’Odorico, Paolo 1 dos Reis, Gonçalo 1 Dubkov, Alexander A. 1 Eliazar, Iddo I. 1 Emary, E. 1 Erdogdu, Murat A. ...and 190 more Authors all top 5 Cited in 72 Serials 13 Stochastics and Dynamics 10 Chaos 10 Journal of Physics A: Mathematical and Theoretical 8 Stochastic Processes and their Applications 6 Journal of Statistical Physics 6 Journal of Statistical Mechanics: Theory and Experiment 4 Journal of Mathematical Analysis and Applications 4 The Annals of Probability 4 Journal of Differential Equations 4 Stochastic Analysis and Applications 3 Chaos, Solitons and Fractals 3 Applied Mathematics and Computation 3 Applied Mathematical Modelling 3 Discrete and Continuous Dynamical Systems. Series B 2 Communications in Mathematical Physics 2 Journal of Computational Physics 2 Physica A 2 Physica D 2 Computers & Operations Research 2 Journal of Theoretical Probability 2 The Annals of Applied Probability 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Journal of Nonlinear Science 2 Bernoulli 2 Statistical Inference for Stochastic Processes 2 Multiscale Modeling & Simulation 2 Stochastic and Partial Differential Equations. Analysis and Computations 1 Computers & Mathematics with Applications 1 Nonlinearity 1 Ukrainian Mathematical Journal 1 Journal of Statistical Planning and Inference 1 Kybernetika 1 Mathematics and Computers in Simulation 1 SIAM Journal on Control and Optimization 1 Statistics & Probability Letters 1 Journal of Classification 1 Applied Numerical Mathematics 1 Probability Theory and Related Fields 1 European Journal of Applied Mathematics 1 Annals of Operations Research 1 Neural Computation 1 Communications in Partial Differential Equations 1 SIAM Journal on Mathematical Analysis 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Potential Analysis 1 NoDEA. Nonlinear Differential Equations and Applications 1 Advances in Computational Mathematics 1 Engineering Analysis with Boundary Elements 1 Electronic Communications in Probability 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Nonlinear Dynamics 1 Abstract and Applied Analysis 1 Communications in Nonlinear Science and Numerical Simulation 1 Methodology and Computing in Applied Probability 1 Nonlinear Analysis. Real World Applications 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics 1 Mathematical Biosciences and Engineering 1 Journal of Industrial and Management Optimization 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 The European Physical Journal B. Condensed Matter and Complex Systems 1 Advances in Data Analysis and Classification. ADAC 1 Discrete and Continuous Dynamical Systems. Series S 1 Probability Surveys 1 International Journal of Stochastic Analysis 1 Numerical Algebra, Control and Optimization 1 International Journal of Systems Science. Principles and Applications of Systems and Integration 1 AMM. Applied Mathematics and Mechanics. (English Edition) 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 1 SN Partial Differential Equations and Applications all top 5 Cited in 28 Fields 112 Probability theory and stochastic processes (60-XX) 24 Dynamical systems and ergodic theory (37-XX) 23 Ordinary differential equations (34-XX) 23 Statistical mechanics, structure of matter (82-XX) 20 Partial differential equations (35-XX) 15 Numerical analysis (65-XX) 15 Operations research, mathematical programming (90-XX) 13 Statistics (62-XX) 8 Fluid mechanics (76-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Systems theory; control (93-XX) 6 Geophysics (86-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Computer science (68-XX) 5 Biology and other natural sciences (92-XX) 2 Measure and integration (28-XX) 2 Difference and functional equations (39-XX) 1 General and overarching topics; collections (00-XX) 1 Real functions (26-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year