| Finite-time blowup and existence of global positive solutions of a semi-linear stochastic partial differential equation with fractional noise M Dozzi, ET Kolkovska, JA López-Mimbela Modern stochastics and applications, 95-108, 2013 | 18 | 2013 |
| Exponential functionals of Brownian motion and explosion times of a system of semilinear SPDEs M Dozzi, ET Kolkovska, JA López-Mimbela Stochastic Analysis and Applications 31 (6), 975-991, 2013 | 17 | 2013 |
| Random time-changed extremal processes EI Pancheva, ET Kolkovska, PK Jordanova Theory of Probability & Its Applications 51 (4), 645-662, 2007 | 14 | 2007 |
| Gerber–Shiu functionals for classical risk processes perturbed by an α-stable motion ET Kolkovska, EM Martín-González Insurance: Mathematics and Economics 66, 22-28, 2016 | 11 | 2016 |
| Global and non-global solutions of a fractional reaction-diffusion equation perturbed by a fractional noise M Dozzi, ET Kolkovska, JA López-Mimbela Stochastic Analysis and Applications 38 (6), 959-978, 2020 | 10 | 2020 |
| Blowup and life span bounds for a reaction-diffusion equation with a time-dependent generator. ET Kolkovska, JA Lopez-Mimbela, A Perez Electronic Journal of Differential Equations (EJDE)[electronic only] 2008 …, 2008 | 10 | 2008 |
| Occupation measure and local time of classical risk processes ET Kolkovska, JA López-Mimbela, JV Morales Insurance: Mathematics and Economics 37 (3), 573-584, 2005 | 9 | 2005 |
| Sub-and super-solutions of a nonlinear PDE, and application to a semilinear SPDE ET Kolkovska, JA López-Mimbela Pliska Studia Mathematica Bulgarica 22 (1), 109p-116p, 2013 | 6 | 2013 |
| Minimizing the ruin probability of risk processes with reinsurance ET Kolkovska International Journal of Pure and Applied Mathematics 46 (1), 83, 2008 | 6 | 2008 |
| On a stochastic Burgers equation with Dirichlet boundary conditions ET Kolkovska International Journal of Mathematics and Mathematical Sciences 2003, 2735-2746, 2003 | 6 | 2003 |
| Existence and regularity of solutions to a stochastic Burgers-type equation ET Kolkovska Brazilian Journal of Probability and Statistics, 139-154, 2005 | 5 | 2005 |
| Path functionals of a class of Lévy insurance risk processes ET Kolkovska, EM Martin-González Communications on Stochastic Analysis 10 (3), 6, 2016 | 4 | 2016 |
| Joint probability generating function for a vector of arbitrary indicator variables N Kolev, ET Kolkovska, JA López-Mimbela Journal of computational and applied mathematics 186 (1), 89-98, 2006 | 4 | 2006 |
| On the Burgers Equation with a stochastic stepping-stone noisy term EK Kolkovska Journal of Mathematical Sciences 121 (5), 2645-2652, 2004 | 4 | 2004 |
| The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps ET Kolkovska, EM Martín-González Journal of Applied Probability 56 (4), 1086-1105, 2019 | 3 | 2019 |
| Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes EM Martín-González, ET Kolkovska Communications in Statistics-Theory and Methods 52 (23), 8566-8583, 2023 | 2 | 2023 |
| Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk EM Martín-González, ET Kolkovska, A Murillo-Salas Methodology and Computing in Applied Probability 23, 753-766, 2021 | 2 | 2021 |
| Large time behaviour of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions M Dozzi, ET Kolkovska, JA López-Mimbela, R Touibi Stochastics 95 (7), 1192-1217, 2023 | 1 | 2023 |
| Survival of some measure-valued Markov branching processes ET Kolkovska, JA López-Mimbela Stochastic Models 35 (2), 221-233, 2019 | 1 | 2019 |
| Asymptotic results for the severity and surplus before ruin for a class of Lévy insurance processes ET Kolkovska, EM Martín-González XII Symposium of Probability and Stochastic Processes: Merida, Mexico …, 2018 | 1 | 2018 |
