Sergey V. Lototsky

According to our database, Sergey V. Lototsky authored at least 12 papers between 1998 and 2021.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

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

Kelly Criterion: From a Simple Random Walk to Lévy Processes.

Sergey V. Lototsky, Austin Pollok

SIAM J. Financial Math., 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

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

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

2020

Sustainable Catastrophic Cyber-Risk Management in IoT Societies.

Ranjan Pal, Ziyuan Huang, Xinlong Yin, Mingyan Liu, Sergey V. Lototsky, Jon Crowcroft

Proceedings of the Winter Simulation Conference, 2020

2015

Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions.

Sergey V. Lototsky, M. Moers

Asymptot. Anal., 2015

2011

Wick product in the stochastic Burgers equation: A curse or a cure?

Sivaditya Kaligotla, Sergey V. Lototsky

Asymptot. Anal., 2011

2010

Parameter estimation in hyperbolic multichannel models.

Wei Liu, Sergey V. Lototsky

Asymptot. Anal., 2010

2009

Stochastic Partial Differential Equations Driven by Purely Spatial Noise.

Sergey V. Lototsky, Boris L. Rozovskii

SIAM J. Math. Anal., 2009

1999

A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space.

Nicolai V. Krylov, Sergey V. Lototsky

SIAM J. Math. Anal., 1999

1998

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