Published and accepted articles:

  1. A. Kuznetsov and X. Peng "On the Wiener-Hopf factorization for Levy processes with bounded positive jumps", to appear in Stochastic Processes and their Applications.

  2. A. Kuznetsov and J.C. Pardo "Fluctuations of stable processes and exponential functionals of hypergeometric Levy processes", to appear in Acta Applicandae Mathematicae.

  3. A. Kuznetsov, A.E. Kyprianou and V. Rivero "The theory of scale functions for spectrally negative Levy processes", to appear in Levy Matters, Springer Lecture Notes in Mathematics.

  4. A. Kuznetsov and M. Morales "Computing the finite-time expected discounted penalty function for a family of Levy risk processes", to appear in Scandinavian Actuarial Journal.

  5. A. Kuznetsov, A.E. Kyprianou and J.C. Pardo "Meromorphic Levy processes and their fluctuation identities", to appear in Annals of Applied Probability.

  6. A. Kuznetsov, J.C. Pardo and M. Savov (2012) "Distributional properties of exponential functionals of Levy processes", Electron. J. Probab. , 17(8), 1-35

  7. A. Kuznetsov (2012) "On the distribution of exponential functionals for Levy processes with jumps of rational transform", Stoch. Proc. Appl., 122(2), 654-663

  8. A. Kuznetsov, A.E. Kyprianou, J.C. Pardo and K. van Schaik (2011) "A Wiener-Hopf Monte-Carlo simulation technique for Levy processes", Ann. Appl. Probab. , 21(6), 2171-2190

  9. F. Hubalek and A. Kuznetsov (2011) "A convergent series representation for the density of the supremum of a stable process", Elect. Comm. in Probab., 16, 84-95.

  10. A. Kuznetsov (2011) "On extrema of stable processes", Ann. Probab., 39(3), 1027-1060.

  11. A. Kuznetsov (2011) "Analytic proof of Pecherskii-Rogozin identity and Wiener-Hopf factorization", Theory Probab. Appl., 55(3), 432-443.

  12. A. Kuznetsov (2010) "Wiener-Hopf factorization for a family of Levy processes related to theta functions", J. Appl. Prob., 47(4), 1023-1033

  13. A. Kuznetsov (2010) "Wiener-Hopf factorization and distribution of extrema for a family of Levy processes", Ann. Appl. Probab. , 20(5), 1801-1830

  14. C. Albanese and A. Kuznetsov (2009) "Transformations of Markov processes and classification scheme for solvable driftless diffusions", Markov Process. Relat. Fields, 15, 563-574.

  15. T.R. Hurd and A. Kuznetsov (2009) "On the first passage time for Brownian motion subordinated by a Levy process", J. Appl. Probab., 46, 181-198.

  16. A. Kuznetsov (2008) "Expansion of the Riemann Xi function in Meixner-Pollaczek polynomials", Canad. Math. Bull., 51 (4), 561-569.

  17. T.R.Hurd and A. Kuznetsov (2008) "Explicit formulas for Laplace transforms of stochastic integrals", Markov Process. Relat. Fields, 14, 277-290.

  18. A. Kuznetsov (2008) "On the Lanczos limit formula", Integral Transforms and Special Functions, 19(11), 853-858.

  19. A. Kuznetsov (2007) "Integral representations for the Dirichlet L-functions and their expansions in Meixner-Pollaczek polynomials and rising factorials", Integral Transforms and Special Functions, 18(11), 827-835.

  20. A. Kuznetsov (2007) "On the Riemann-Siegel formula", Proc. R. Soc. A 463, 2557-2568

  21. T.R.Hurd and A. Kuznetsov (2007) "Affine Markov chain model of multifirm credit migration", Journal of Credit Risk, 3(1), 3-29

  22. C. Albanese and A. Kuznetsov (2005) "Affine lattice models", International Journal of Theoretical and Applied Finance, 8(2), 223-238.

  23. C. Albanese and A. Kuznetsov (2004) "Unifying volatility models", Risk Magazine, 17(3) , 94-98


Submitted articles:

  1. A. Kuznetsov (2012) "Asymptotic approximations to the Hardy-Littlewood function"

  2. A. Kuznetsov (2011) "On the density of the supremum of a stable process"


Ph.D. thesis: