O. Izyumtseva, A. Dorogovtsev, Self-intersection local times for Gaussian processes, Lambert Academic Publishing, Germany
Olga Izyumtseva, Wasiur R. KhudaBukhsh, Grzegorz A. Rempała. Functional Law of Large Numbers for an Epidemic Model with Random Effects. Handbook of Statistics, 2024. [Published version]
Olga Izyumtseva, Wasiur R. KhudaBukhsh, M. Gabriela M. Gomes, Grzegorz A. Rempała. From Individual-Based Stochastic Epidemics to Heterogeneous SIR Equations. [Preprint]
Olga Izyumtseva, Wasiur R. KhudaBukhsh. Self-intersection local times for Volterra Gaussian processes in stochastic flows with interaction. [Preprint]
Olga Izyumtseva, Wasiur R. KhudaBukhsh. Local times of self-intersection and sample path properties of Volterra Gaussian processes. [Preprint]
Karim S. Elsayed, Olga Izyumtseva, Wasiur R. KhudaBukhsh, Amr Rizk. Stochastic Analysis of Entanglement-assisted Quantum Communication Channels. [Preprint]
O. Izyumtseva, A. Dorogovtsev, A. Gnedin, Evolution of random curves in random media. [Preprint]
O. Izyumtseva, On local time for the solution to a white noise driven heat equation. [Preprint]
O. Izyumtseva, A. Dorogovtsev, Asymptotics of intersection local time for diffusion processes, Lithuanian Mathematical Journal, 59, 519–534, 2019. [Published version]
O. Izyumtseva, A. Dorogovtsev, Hilbert-valued self-intersection local times for planar Brownian motion, Stochastics, 91, no.1, 143– 154, 2019. [Published version]
O. Izyumtseva, A. Dorogovtsev, N. Salhi, Clark representation for self-intersection local times of Gaussian integrators, Ukrainian Mathematical Journal, 70, no. 12, 1587–1614, 2018. [Published version]
O. Izyumtseva, A. Dorogovtsev, G. Riabov, N. Salhi, Clark formula for local time for one class of Gaussian processes, Communications on Stochastic Analysis, 10, no. 2, 239–255, 2016. [Published version]
O. Izyumtseva, A. Dorogovtsev, Local times of self-intersection, Ukrainian Mathematical Journal, 68, no. 3, 325–379, 2016. [Published version]
O. Izyumtseva, Moments estimates for local times of a class of Gaussian processes, Communications on Stochastic Analysis, 10, no. 1, 97–116, 2016. [Published version]
O. Izyumtseva, A. Dorogovtsev, On self-intersection local times for generalized Brownian bridges and the distance between step functions, Theory of Stochastic Processes, 20 (36), no. 1, 1–13, 2015. [Published version]
O. Izyumtseva, A. Dorogovtsev, Properties of Gaussian local times, Lithuanian Mathematical Journal (4), 489–505, 2015. [Published version]
O. Izyumtseva, A. Dorogovtsev, Self-intersection local times for Gaussian processes in the plane, Doklady Akademii Nauk, 454, no. 3, 262–264, 2014. [Published version]
O. Izyumtseva, On the local times for Gaussian integrators, Theory of Stochastic Processes, 19 (35), no. 1, 11–25, 2014. [Published version]
O. Izyumtseva, A. Dorogovtsev, Asymptotic and geometric properties of compactly perturbed Wiener process and self-intersection local time, Communications on Stochastic Analysis, 7, no. 2, 337–348, 2013. [Published version]
O. Izyumtseva, A. Dorogovtsev, On regularization of the formal Fourier-Wiener transform of the self-intersection local time of a planar Gaussian process, Theory of Stochastic Processes, 17 (33), no. 1, 28– 38, 2011. [Published version]
O. Izyumtseva, Another view on the local time of self-intersection for a function of Wiener process, Theory of Stochastic Processes, 15 (33), no. 2, 119–125, 2009. [Published version]
O. Izyumtseva, Some remarks about multiple self-intersection local time, Odesa National University Herald. Mathematics and Mechanics, 13, no. 18, 45–53, 2008.
O. Izyumtseva, Self-intersection local time constructed by singular measure, Mathematical Bulletin of the Shevchenko Scientific Society, 5, 47–62, 2008.
O. Izyumtseva, The constant of renormalization for self-intersection local time of diffusion process in the plane, Ukrainian Mathematical Journal, 60, no 11, 1489–1498, 2008. [Published version]