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Sergey V. Lototsky

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affiliation: USC, Los Angeles, Department of Mathematics, USA

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Journal Articles

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2021
[j10]
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Ranjan Pal, Ziyuan Huang, Xinlong Yin, Sergey V. Lototsky, Swades De, Sasu Tarkoma, Mingyan Liu, Jon Crowcroft, Nishanth Sastry:
Aggregate Cyber-Risk Management in the IoT Age Cautionary Statistics for (Re)Insurers and Likes. IEEE Internet Things J. 8(9): 7360-7371 (2021)
[j9]
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Ranjan Pal, Ziyuan Huang, Xinlong Yin, Sergey V. Lototsky, Swades De, Sasu Tarkoma, Mingyan Liu, Jon Crowcroft, Nishanth Sastry:
Corrections to Aggregate Cyber-Risk Management in the IoT Age: Cautionary Statistics for (Re)Insurers and Likes. IEEE Internet Things J. 8(14): 11773-11775 (2021)
[j8]
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Sergey V. Lototsky, Austin Pollok:
Kelly Criterion: From a Simple Random Walk to Lévy Processes. SIAM J. Financial Math. 12(1): 342-368 (2021)
[j7]
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Ranjan Pal, Ziyuan Huang, Sergey V. Lototsky, Xinlong Yin, Mingyan Liu, Jon Crowcroft, Nishanth Sastry, Swades De, Bodhibrata Nag:
Will Catastrophic Cyber-Risk Aggregation Thrive in the IoT Age? A Cautionary Economics Tale for (Re-)Insurers and Likes. ACM Trans. Manag. Inf. Syst. 12(2): 17:1-17:36 (2021)
2015
[j6]
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  - journals/asy/LototskyM15
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Sergey V. Lototsky, M. Moers:
Large-time and small-ball asymptotics for quadratic functionals of Gaussian diffusions. Asymptot. Anal. 95(3-4): 345-374 (2015)
2011
[j5]
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Sivaditya Kaligotla, Sergey V. Lototsky:
Wick product in the stochastic Burgers equation: A curse or a cure? Asymptot. Anal. 75(3-4): 145-168 (2011)
2010
[j4]
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Wei Liu, Sergey V. Lototsky:
Parameter estimation in hyperbolic multichannel models. Asymptot. Anal. 68(4): 223-248 (2010)
2009
[j3]
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Sergey V. Lototsky, Boris L. Rozovskii:
Stochastic Partial Differential Equations Driven by Purely Spatial Noise. SIAM J. Math. Anal. 41(4): 1295-1322 (2009)
1999
[j2]
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  - journals/siamma/KrylovL99
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Nicolai V. Krylov, Sergey V. Lototsky:
A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space. SIAM J. Math. Anal. 31(1): 19-33 (1999)
1998
[j1]
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  - journals/tac/LototskyR98
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Sergey V. Lototsky, Boris L. Rozovskii:
Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations. IEEE Trans. Autom. Control. 43(8): 1154-1158 (1998)

Conference and Workshop Papers

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2020
[c1]
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Ranjan Pal, Ziyuan Huang, Xinlong Yin, Mingyan Liu, Sergey V. Lototsky, Jon Crowcroft:
Sustainable Catastrophic Cyber-Risk Management in IoT Societies. WSC 2020: 3105-3116

Informal and Other Publications

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2021
[i2]
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  - journals/corr/abs-2105-01792
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Ranjan Pal, Ziyuan Huang, Xinlong Yin, Sergey V. Lototsky, Swades De, Sasu Tarkoma, Mingyan Liu, Jon Crowcroft, Nishanth Sastry:
Aggregate Cyber-Risk Management in the IoT Age: Cautionary Statistics for (Re)Insurers and Likes. CoRR abs/2105.01792 (2021)
[i1]
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  - journals/corr/abs-2107-11720
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Sergey V. Lototsky, Remigijus Mikulevicius, Boris L. Rozovsky:
Intrusive and Non-Intrusive Polynomial Chaos Approximations for a Two-Dimensional Steady State Navier-Stokes System with Random Forcing. CoRR abs/2107.11720 (2021)

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