1. Studies in the theory of random processes. Massachusetts; Addison-Wesley Publishing Co., 1965
2. Introduction to the theory of random Processes. Philadelphia, London, Toronto; W.B. Sounders Col., 1968 (with I.I. Gihman).
3. Stochastic differential equations. New York, Heldelberg; Springer-Verlag, 1972 (with I.I. Gihman).
4. The theory of stochastic processes, Vol. 1. New York, Heldelberg: Springer-Verlag, 1973 (with I.I. Gihman).
5. Integration in Hilbert Spaces, New York, Heldelberg; Springer-Verlag, 1974.
6. The theory of stochastic process, Vol. II. New York, Heldelberg; Springer-Verlag, 1975 (with I.I. Gihman).
7. Controlled stochastic processes, New York, Heldelberg; Springer-Verlag, 1975 (with I.I. Gihman).
8. The theory of stochastic processes, Vol. III. New York, Heldelberg, Berlin; Springer-Verlag, 1979 (with I.I. Gihman).
9. Random linear operators. Dordrecht, Boston, Lancaster; D. Reidel Publishing Co., 1984.
10. Stochastic equations for complex systems. Dordrecht, Boston; D. Reidel Publishing Co. 1988.
11. Asymptotic Methods in the theory of Stochastic differential equations - American Math. Soc., Providence, Rhode Island translations of Math. Monographs, Vol. 78, 1989.
12. Random processes with independent increments. Cluwer Academic Publishers,.
13. Probability theory IV: Markov Processes, Encyclopedia of Mathematical Sciences, vol. 46, 1993 (editors: A.V. Skorokhod and Yu. V. Prokhorov).
14. Exploring Stochastic Laws, (editors: A.V. Skorokhod and Yu. V. Borovskikh), Coronet Books, 1995.
15. Lectures on the Theory of Stochastic Processes, paperback, Trans-Atlantic Pubns. 1996.
16. Probability Theory-Collection of Problems, Amer. Math. Soc., Translation of Math. Monographs, vol. 163, 1997 (editors: A. Ia Dorogovtsev, D.S. Silvestrov, A.V. Skorokhod).
II. Books in Russian or Ukranian
1. Lectures on the theory of stochastic process. Kiev; Lybid, 1990 (in Ukrainian).
2. Consistent estimates of parameters of random processes. Kiev; Naukova Dumka, 1980.
3. The probability around us. Kiev, Naukova Dumka, 1980.
4. Guide in the theory of probability and mathematical statistics. Kiev; Naukova Duma, 1978 (with V.S. Koroluk, N.I. Portenko, A.F. Turbin).
5. The theory of probability and mathematical statistics. Kiev; Wyshcha Shkola, 1979 (with I.I. Gihman, M.J. Jadrenko).
6. Introduction to the theory of random processes. 2nd Edition remarking and completed. Moscow; Nauka, 1977 (with I.I. Gihman).
7. Elements of the theory of probability and random processes. Kiev; Wyshcha Shkola, 1975 (in Ukrainian).
8. Limit theorems for random walks. Kiev; Naukova Dumka, 1970 (with N.P. Slobodenjuk).
9. Random processes with independent increments. Moscow; Nauka, 1964.
Articles
I. Since 1993
1. Infinite systems of randomly interacting particles, Random Op & Stoch. Eq. 1, N 1,
1-13, (1993).
3. On transformations of Wiener space. Journal of Applied Mathematics and Stochastic Analysis, v. 7, 3, 239-246, 1994.
4. On asymptotic behavior of solutions of the Wave Equations Perturbed by a Fast Markov Processes, Ulam Quarterly 2, 40-56, 1994 (with H. Salehi).
5. Jumping filtrations and martingales with finite variation, Seminar de Probabilities XXVIII, Lecture Notes in Math, 1583, 21-35, 1994 (with J. Jacod).
6. A necessary and sufficient condition for absence arbitrage with time portfolios, Ann. Appl. Probab., 4, 906-925, 1995 (with S. Levental).
7. Randomly perturbed Volterra integral equations and some applications, Stochastic and Stochastic Reports, v. 54, 89-125, 1995 (with F.C. Hoppensteadt and H. Salehi).
8. On a class of Markov processes on graphs, Theory of Probab. Math. Stat., v. 52, 72-76, 1995 (with R. Maidaniuk).
9. On Levy measure for measure-valued processes, Theory of Probab. Math. Stat., v. 52, 154-160, 1995.
10. Necessary and sufficient conditions for absence of arbitrage with tame portfolios. Annals of Applied Probability, Vol. 5, 906-925, 1995. (with S. Levental).
11. Jumping Markov processes. Ann. Inst. H. Poincare Probab. Statist. 32, 11-67, 1996 (with J. Jacod).
12. On estimating of parameters by indirect observations. Problems of transmission of information v. 32, 70-81, 1996 (with R. Khasminskii).
13. An averaging principle for dynamical systems in Hilbert space with random Markov perturbations, Stochastic Processes and their Application 61, 85-108, 1996 (with F.C. Hoppendsteadt and H. Salehi).
14. On Asymptotic behaviour of oscillatory solutions of operator differential equations perturbed by a fast Markov process. Journal of Probabilistic Engineering Mechanic 11, 251-255, 1996 (with H. Salehi).
15. Discrete time semigroups transformations with random perturbations. Journal of Dynamics and Differential equations 9, 463-505, 1997 (with F. Hoppensteadt and H. Salehi).
16. Iterations of transformations with random perturbations. Proceedings of The Third International Conference on Stochastic Structural Dynamics, 9.44-9.50, 1997. (with F. Hoppensteadt and H. Salehi).
17. On the possibility of hedging options in the presence of transaction cost, Ann. Appl. Probab. 7, 410-443, 1997.
18. On optimal filtering of multitarget tracking systems based on point processes observation, Random Oper. and Stoch. Equ. 5, 1-34, 1997 (with N. Portenko and H. Salehi).
19. Measure-valued diffusion, Ukranian math. J. 49, 458-464, 1997.
20. An application of orthogonal and biorthogonal systems in filtering problems. Theor. Probab. and Math. Stat. 56, 169-178, 1997. (with Y. Daletskii and A. Skorokhod).
21. On the possibility of hedging options in the presence of transactions costs. Annals of
Applied Probability, Vol. 7, No.2, 410-443. 1997. (with S. Levental).
22. Optimal filtering in target tracking in presence of uniformly distributed errors and false targets. Random Oper. and Stoch. Equ. 6, 213-240, 1998. (with N. Portenko and A. Skorokhod).
23. Filtering in multitarget systems with discrete time observation. Random Oper. and
Stoch. Equ., Vol 7, No. 3, pp. 205-214, 1999. (with N. Portenko, H. Salehi).
24. Diffusion approximation for the first integrals of randomly perturbed dynamical systems, Theory of Stochastic Processes, 1999, N. 3-4.
25. Infinite systems of stochastic differential equations, Methods of Functional Analysis and Topology, 5, N. 4, 54-61, 1999.
II. Prior to 1993
1. On certain empirical characteristics of multivariate Gaussian distribution. Theory Prob. Appl., 1991, N 36, 386-391 (with V.I. Stepakhno).
2. Algebras of elements on the probability spaces. Similarity and factorization. Ibid. 127-137.
3. Dynamic systems under the influence of rapid random perturbations. Ukr. Math. Jour., 1991, N 43, 3-21.
4. The central limit theorems for Hermition polinomials depending on Gaussian random variables. Ibid., 1990, N 42, 1681-1686 (with V.I. Stepakhno).
5. On a generalization of Hermitian polinomials. Ibid., 1990, N 42- 1524-1533.
6. On the systems of interacting reproductioning particles. Theory Prob. Math. Stat., Tbilisi, Inst. of Math., 1989, 92, 46-55.
7. Markov processes and probabilistic applications in analysis. Viniti, Modern Problems Math. Foundations, 1989, 42, 147-188.
10. Probability, general conceptions, structure methods. Ibid., 43, 5-145.
11. Discrimination of Hypotheses for the correlation function of Gaussian sequences. Report Ac. Sci. Ukr., 1988, N 9, 7-11 (with I.S. Ibramhalilov).
12. On dynamic systems that are under the influence of rapid dynamic systems with reverse connections. Asy. Meth. of the Math. Phys., Inst. Math., Kiev, 1988, 241-250.
13. The stochastic processes in infinite dimensional spaces. Proc. Inter. Congr. Of Math. (Berkeley, CA 1987) Providence, RI, Amer. Math. Soc., 1987, 1, 163-171.
14. On dynamic systems with rapid switching. Theory Prob. Appl., 1987, 32, 658-669 (with V.V. Sarafjan).
16. Stochastic equations for ecological systems. Prob. Meth. In Biology, Inst. of Math., Kiev, 1985, 137-146.
17. Transformations of Wiener Space by Differential operators with the coefficients that do not depend on future. IX Intern. Conf. On nonlinear oscilations, Kiev, 1984, B.1.
18. Analitical methods of the theory of the nonlinear oscilations, 340-346.
19. Products of independent random operators. Uspekhi Mat. Nauk., 1983, 38, N 4, 255-280.
20. On some probabilistic models in ecology. Math. Meth. In Biology: Resp. conf., Kiev, Naukova Dumka, 1983, 106-119.
21. Stochastic semigroups and stochastic linear equations, some problems of the theory of stochastic processes. Inst. of Math., Kiev, 1982, 99-116.
22. Operator stochastic differential equations and stochastic semigroups. Uspekhi Math. Nauk. 1982, 37, N 6, 157-183.
23. Limit theorems for some classes of stochastic processes, that are connected with semi-Markov walks. Theory Prob. and Math. Stat., 1981, 25, 125-139 (with T.I. Nasirova).
25. Stochastic differential equations depending on parameter. Theory Prob. Appl. 1980, 25, 675-682.
26. On measurability of stochastic processes. Ibid., 140-142.
27. On ergodic theorem for some class of processes that were constructed form sums of independent random variables. Theory Prob. and Math. Stat., 1981, 22, 135-145 (with T.I. Nasirova).
28. On the asymptotic behaviour of processes in a inventory control model. Ibid., 23, 130-135 (with T.I. Nasirova).
29. On linear stochastic operator equations, probabilistic methods of infinite dimensional analysis. Coll. Sci. works, Inst. of Math., Kiev, 1980, 101-116.
30. Stochastic differential equations for quasi diffusion processes, Asympt. Method in the theory of nonlinear oscilations. Proc. Conf. in Kacively, Kiev, Naukova Dumka, 1979, 211-220.
31. Distributions of functional of certain processes with independent increments with a restraining boundary. Ukr. Math. Jour., 1979, 31, 54-62 (with G.M. Akhmedova).
32. On the limit behaviour of great number randomly interacting particles, Stochastic processes in problems of the Math. Phys., Coll. Sci. works, Inst. of Math., Kiev, 1979, 54-62.
33. Linear and almost linear functionals on a measurable Hilbert space. Theory Prob. Appl., 1978, 23, 397-402.
34. Stochastic equations for the system of many particles. Math. Meth in Biology, Coll. Sci. works, Kiev, Naukova Dumka, 1977-38-53.
35. On averaging of the stochastic equations of the Math. Physics, problems of the asymptotic theory of the nonlinear oscilations. Coll. Sci. works, Kiev, Naukova Dumka, 1977, 196-208.
36. On a class of jump processes with delaying barrier. Theory Prob. and Math. Stat., 1977, 16, 75-88 (with T.I. Nasirova).
37. On spectral representation of the generalized random operator, limit theorem for stochastic processes. Coll. Sci. works, Kiev, Naukova Dumka, 1977, 167-183.
38. Operator-valued martingales and stochastic semigroups. Theory Stoch. Proc., 1976, 4, 86-94.
39. On a representation of random variables. Theory Prob. Appl. 9, 1976, 21, 645-648.
40. On absolute continuity of a gaussian measure under a non-linear transformation. Theory Prob. Math. Stat., 1976, 14, 139-151 (with A.D. Shatashvili).
41. On the existence of a solution of a general martingale problem. Ibid., 137-147.
42. On the flows events in semi-ordered spaces. Theory Prob. Appl., 1976, 21, 537-547 (with Prokopenko).
43. On some processes that are constructed from independent random variables, studies in the theory of stochastic processes. Coll. Sci. works, Inst. Math., Kiev, 1976, 49-59 (with K.M. Dzafarov).
44. Regular families of distributions, discrimination of hypotheses and consistent estimators. Theory Prob. Math Stat., 1975, 12, 138-149.
45. A generalization of stochastic integral. Theory Prob. Appl., 1975, 20, 223-238.
46. A remark on square integrable martingales. Ibid., 192-202.
47. K-martingales and stochastic equations, proc. school-seminar on the theory of stochastic processes. Vilnius, Ac. Sci. Let. USSR, 1975, 195-234.
48. Remark on the consistent estimators of a Gaussian distribution. Theory Prob. Appl., 1975, 19, 195-198.
49. A theorem on continuity of a random function on the compactum in a Hilbert space. Ibid., 1973, 18, 809-811.
50. Asolute continuity of measures that are corresponding to homogeneous Gaussian fields. Ibid., 1973, 18, 30-43 (with M.J. Jadrenko).
51. On the determination of the mean of the wiener process on a infinite interval. Ibid., 804-808 (with I.S. Ibramhalilov).
52. On the existence of optimal Markov strategies for controlled Markov processes, problems of the statistics and control for stochastic processes. Coll. Sci. works, Inst. Math., Kiev, 1973, 204-227 (with N.I. Portenko).
53. On an ergodic theorem for general Markov processes with discrete interference of the chance. Theory Prob. Appl., 1972, 17, 795-796.
54. The distribution of certain functionals of the process with semi-independent increments. Ukr. Math. Jour., 1973, 25, 400-405 (with T.I. Nasirova).
55. On the limit of a certain processes with semi-independent increments. Theory Prob. Math. Stat., 1971, 5, 51-56 (with K.M. Dzafarov T.I. Nasirova).
56. On positive additive functionals of the homogeneous process with the independent increments. Ibid., 171-178.
57. Surface integrals and Green's formula in Hilbert space. Ibid., 1970, N 2, 172-175.
58. Remark on the determination of the mean of Gaussian distributions in Hilbert space. Ibid., 86-89 (with I.S. Ibramhalilov).
59. Remark on homogeneous Markov processes with discrete component. Ibid., N 1, 215-220.
60. Remark on unbiased estimates on the parameters of Gaussian distributions in Hilbert space. Ibid., N 3, 195-199.
61. Homogeneous branching processes with a finite number of types and with continuously changing mass. Theory Prob. Appl., 1970, 15, 705-707 (with Y.M. Ryzov).
62. Admissible shifts on measures in Hilbert space. Theory Prob. Appl., 1970, 15, 577-598.
63. Remark on Gaussian measures in Banach space. Ibid., 519-520.
64. Markov processes that are homogeneous in the second component. Ibid., 1969, 14, 3-14; 679-696 (with I.I. Iezov).
65. On a invertion formula for Furier's transformation in Hilbert space. Ibid., 122-127.
67. Homogeneous Markov processes without discontinuities of second kind. Theory Prob. Appl., 1967, 12, 258-278.
68. Limit theorem for random walks, Vol. II. Ibid., 1966, 11, 60-71 (with N.P. Slobodenjik).
69. On local construction of continuous Markov processes. Ibid., 381-423.
70. On the asymptotic behavious of certain functionals of a Brownian motion process. Ukr. Math. Jour., 1966, 18, N 4, 60-71.
71. On the densities of probability measures in functional space. Uspekhi Mat. Nauk., 1966, 21 N 6, 83-152 (with I.I. Gihman).
72. Non-linear transformations of stochastic processes. Cybernetics, 1966, N 1, 34-40.
73. Limit theorems for random walks, Vol. I Theory Prob. Appl., 1965, 10 660-671 (with N.P. Slobodenjuk).
74. On the absolute continuity infinite divizible distributions under shift. Ibid., 510-518.
75. Limit distributions for the additive functionals of the sequence of the sum of independent random variables. Ukr. Math. Jour., 17, N 5, 97-105 (with N.P. Slobodenjuk).
76. The absolute continuity of family of the measures depending on a parameter. Ibid., 129-135.
77. On the quantity of the information that is transformed by non-linear system with inner noises. Prob. Trans. Inform., 1965, 1, N2, 101-107.
78. Constructive methods of the determination of stochastic processes. Uspekhi Mat. Nauk., 1965, 20, N 3, 67-87.
79. The construction of markov processes by multiplicative functions. Winter School on Probability and Statistics, Uzgorod, 1964; Inst. Math., Kiev, 1964, 191-216.
80. Boundary conditions for certain Markov processes. Theory Prob. Appl., 1964, 9, 644-654.
82. A limit theorem for homogeneous Markov chains. Ibid., 1963, 8, 67-75.
83. On homogeneous continuous Markov processes that are the martingales. Ibid., 379-390.
84. The stochastic equation for the processes of the diffusion with the boundaries. Ibid., 1962, 7 , 5-25.
85. The stochastic equations for the processes of the diffusion with the boundaries. Ibid., 1961, 6, 287-298.
86. The additive functionals of the processes of Brownian motion. Ibid., 430-439.
87. On the densities of the transition probability for the solution of the stochastic equations. Bull. Kiev Univ., 1961, 4, N 1, 32-36.
88. On the existence and the uniqueness of the solutions of stochastic equations. Syb. Math. Jour., 1961, 2, N 1, 129-137.
89. On certain limit theorems for the additive functionals of the sequence of sums of independent random variables. Ukr. Math Jour., 1961, 13, N 4, 67-78.
90. On a problem of the statistics of Gaussian processes. Dokl. Akad. Nauk., USSR, 1960, N 9, 1167-1169.
91. A limit theorem for independent random variables. Dokl. Akad. Nauk, USSR 1960, 133, 34-35.
92. On the differentiation of the measure that are corresponding to the stochastic processes, Markov processes. Theory Prob. Appl., 1960, 5, N 1, 49-53.
93. Limit theorems for Markov processes. Ibid., 1958, 3, N 3, 217-264.
94. Limit theorems for processes with independent increments. Ibid., 1957, 2, N 2, 145-177.
95. On differentiation of the measures that are correspond to the stochastic processes, Vol. 1. Ibid., 2, N 4, 418-444.
96. Limit theorems for stochastic processes. Ibid., 1, N 3, 238-319.
97. Certain problems of the statistics of the stochastic processes. Bull. Kiev Univ., 1959, 2, N 1, 91-109.
98. Some remarks on the random measures. Ibid., 1958, 1, N 1, 105-111.
99. On a class of limit theorems for Markov chains. Dokl. Akad. Nauk. USSR, 1956, 106, 781-784.
100. On limit transition from the sequence of the sums of independent random variables to the homogeneous stochastic process with independent increments. Ibid., 1955, 104, 364-367.
101. Asymptotic formulas for the stable distribution laws. Ibid., 1954, 98, 731-734.
102. On a theorem N. K. Bary. Uspekhi Mat. Nauk., 1953, 8, N 5, 164-166 (with A.G. Kostjuchenko).