Random step functions model for interest rates. - Konstantin Borovkov; Fima C. Klebaner; Eleanor Virag (Finance Stochastics, 2003)

On Rice's Formula for Stationary Multivariate Piecewise Smooth Processes. - Konstantin Borovkov; Günter Last (J. Appl. Probab., 2012)

On Stationary Distributions of Stochastic Neural Networks. - Konstantin Borovkov; Geoffrey Decrouez; Matthieu Gilson (J. Appl. Probab., 2014)

On explicit form of the stationary distributions for a class of bounded Markov chains. - Shaun McKinlay; Konstantin Borovkov (J. Appl. Probab., 2016)

Gaussian process approximations for multicolor Pólya urn models. - Konstantin Borovkov (J. Appl. Probab., 2021)

On Markov chain approximations for computing boundary crossing probabilities of diffusion processes. - Vincent Liang; Konstantin Borovkov (J. Appl. Probab., 2023)