Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations. - Sergey V. Lototsky; Boris L. Rozovskii (IEEE Trans. Autom. Control., 1998)

A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space. - Nicolai V. Krylov; Sergey V. Lototsky (SIAM J. Math. Anal., 1999)

Stochastic Partial Differential Equations Driven by Purely Spatial Noise. - Sergey V. Lototsky; Boris L. Rozovskii (SIAM J. Math. Anal., 2009)

Parameter estimation in hyperbolic multichannel models. - Wei Liu; Sergey V. Lototsky (Asymptot. Anal., 2010)

Wick product in the stochastic Burgers equation: A curse or a cure? - Sivaditya Kaligotla; Sergey V. Lototsky (Asymptot. Anal., 2011)

Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions. - Sergey V. Lototsky; M. Moers (Asymptot. Anal., 2015)

Sustainable Catastrophic Cyber-Risk Management in IoT Societies. - Ranjan Pal; Ziyuan Huang; Xinlong Yin; Mingyan Liu; Sergey V. Lototsky; Jon Crowcroft (WSC, 2020)

Intrusive and Non-Intrusive Polynomial Chaos Approximations for a Two-Dimensional Steady State Navier-Stokes System with Random Forcing. - Sergey V. Lototsky; Remigijus Mikulevicius; Boris L. Rozovsky (CoRR, 2021)

Aggregate Cyber-Risk Management in the IoT Age Cautionary Statistics for (Re)Insurers and Likes. - Ranjan Pal; Ziyuan Huang; Xinlong Yin; Sergey V. Lototsky; Swades De; Sasu Tarkoma; Mingyan Liu; Jon Crowcroft; Nishanth Sastry (IEEE Internet Things J., 2021)

Corrections to Aggregate Cyber-Risk Management in the IoT Age: Cautionary Statistics for (Re)Insurers and Likes. - Ranjan Pal; Ziyuan Huang; Xinlong Yin; Sergey V. Lototsky; Swades De; Sasu Tarkoma; Mingyan Liu; Jon Crowcroft; Nishanth Sastry (IEEE Internet Things J., 2021)

Kelly Criterion: From a Simple Random Walk to Lévy Processes. - Sergey V. Lototsky; Austin Pollok (SIAM J. Financial Math., 2021)

Will Catastrophic Cyber-Risk Aggregation Thrive in the IoT Age? A Cautionary Economics Tale for (Re-)Insurers and Likes. - Ranjan Pal; Ziyuan Huang; Sergey V. Lototsky; Xinlong Yin; Mingyan Liu; Jon Crowcroft; Nishanth Sastry; Swades De; Bodhibrata Nag (ACM Trans. Manag. Inf. Syst., 2021)