Konstantin Borovkov

According to our database, Konstantin Borovkov authored at least 6 papers between 2003 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

On Markov chain approximations for computing boundary crossing probabilities of diffusion processes.

Vincent Liang, Konstantin Borovkov

J. Appl. Probab., December, 2023

2021

Gaussian process approximations for multicolor Pólya urn models.

Konstantin Borovkov

J. Appl. Probab., 2021

2016

On explicit form of the stationary distributions for a class of bounded Markov chains.

Shaun McKinlay, Konstantin Borovkov

J. Appl. Probab., 2016

2014

On Stationary Distributions of Stochastic Neural Networks.

Konstantin Borovkov, Geoffrey Decrouez, Matthieu Gilson

J. Appl. Probab., 2014

2012

On Rice's Formula for Stationary Multivariate Piecewise Smooth Processes.

Konstantin Borovkov, Günter Last

J. Appl. Probab., 2012

2003

Random step functions model for interest rates.

Konstantin Borovkov, Fima C. Klebaner, Eleanor Virag

Finance Stochastics, 2003