| Научен проект |
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1
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Дончо Дончев, Стохастични модели, алгоритми и приложения, Член, СУ, Номер на договора:197/2016
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2016
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2
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Дончо Дончев, Стохастични модели, алгоритми и приложения, Член, СУ, Номер на договора:197/2016
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2016
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3
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Дончо Дончев, Стохастични модели, алгоритми и приложения, Член, СУ, Номер на договора:47/2015
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2015
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4
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Дончо Дончев, Стохастични модели, алгоритми и приложения, Член, СУ, Номер на договора:12/2014
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2014
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5
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Дончо Дончев, СТОХАСТИЧНО МОДЕЛИРАНЕ И АЛГОРИТМИ ЗА ОЦЕНКА НА РИСК, Член, СУ, Номер на договора:125/2012
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2012
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6
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Дончо Дончев, СТОХАСТИЧНО МОДЕЛИРАНЕ И АЛГОРИТМИ ЗА ОЦЕНКА НА РИСК, Член, СУ, Номер на договора:204/2011
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2011
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| Статия в научно списание |
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1
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Vassilev, Vassil, Donchev Doncho, Tonchev, Demir, Risk Assessment in Transactions Under Threat as Partially Observable Markov Decision Process, AIRO Springer Series, 2022, Ref
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2022
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2
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Terzieva V., Mihova A., Altankova I., Velikova T., Donchev D., Uzunova J., Goncharov A., Jurukova N., Georgieva V., Yordanova E., Sekulovski M., Chalamanov O., Spassov L., The Dynamic Changes in Soluble CD30 and Regulatory T Cells Before and After Solid Organ Transplantations: A Pilot Study, Monoclonal Antibodies in Immunodiagnosis and Immunotherapy, vol:38, issue:4, 2019, pages:137-144, ISSN (print):2167-9436, doi:10.1089/mab.2019.0010, Ref, SCOPUS, SJR (0.583 - 2019), SCOPUS Quartile: Q3 (2019)
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2019
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3
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Donchev Doncho, Exit probability levels of diffusion processes, Proceedings of the American Mathematical Society, vol:145, issue:5, 2017, pages:2241-2253, ISSN (print):0002-9939, ISSN (online):1088-6926, Ref, Web of Science, IF (0.84 - 2017), SCOPUS, SJR (1.183 - 2017), SCOPUS Quartile: Q2 (2017)
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2017
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4
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Pavlova V., Stoyneva M., Georgieva V., Donchev D., Spoof L., Meriluoto J., Bratanova Z., Karadjova I., New records of microcystins in some Bulgarian water bodies of health and conservational importance, Journal of Water Resource and Protection , vol:6, 2014, pages:446-453, doi:10.4236/jwarp.2014.65044, Ref, др., International
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2014
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5
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Donchev D., Random series with time-varying discounting, Communications in Statistics- Theory and Methods, vol:44, issue:16, 2011, pages:2866-2878, ISSN (print):0361-0926, ISSN (online):1532-2415X, Ref, Web of Science, IF (0.52 - 2011), SCOPUS, SJR (0.483 - 2011), SCOPUS Quartile: Q3 (2011)
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2011
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6
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Donchev Doncho, Brownian motion hitting probabilities for general two-sided square-root boundary, Methodology and Computing in Applied Probability, issue:12, 2010, pages:237-245, ISSN (print):1387-5841, doi:10.1007/s11009-009-9144-4, Ref, Web of Science, IF (1.11 - 2010), SCOPUS, SJR (0.578 - 2010), SCOPUS Quartile: Q3 (2010)
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2010
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7
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Donchev D., An Excursion characterization of the first hitting time of Brownian motion in a smooth boundary, Journal of Random Operators and Stochastic Equations, vol:6, 2007, pages:446-453, ISSN (print):0926-6364, doi:10.4236/jwarp.2014.65044, Ref, Web of Science, IF (0.27 - 2007), SCOPUS, SJR (0.285 - 2007), SCOPUS Quartile: Q4 (2007)
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2007
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8
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Donchev D., Rachev S., Steigerwald D., Optimal Policies for Investment with Time-Varying Return Distributions, Journal of Computational Analysis and Applications, vol:4, issue:4, 2002, pages:269-312, ISSN (print):1572-9206, ISSN (online):1521-1398, Ref, Web of Science, IF (0.47 - 2002), SCOPUS, SJR (0.144 - 2002), SCOPUS Quartile: Q4 (2002), International
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2002
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9
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Donchev D., Exact solution of the Bellman equation for a β-discounted reward in a two-armed bandit with switching arms, Journal of Applied Mathematics and Stochastic Analysis, vol:12, issue:2, 1998, pages:179-192, ISSN (print):1048-9533, Ref, IF, IF (0.25 - 2000)
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1998
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10
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Donchev D., On the two-armed bandit problem with non-observed Poissonian switching of arms, Mathematical Methods of Operations Research, vol:47, 1998, pages:401-422, ISSN (print):1432-2994, ISSN (online):1432-5217, Ref, Web of Science, IF (0.59 - 1999), SCOPUS, SJR (0.211 - 1999), SCOPUS Quartile: Q4 (1998)
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1998
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11
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Donchev D., Yushkevich A., Average optimality in a Poissonian bandit with switching arms, Mathematical Methods of Operations Research, vol:45, 1997, pages:265-280, ISSN (print):1432-2994, ISSN (online):1432-5217, Ref, Web of Science, IF (0.59 - 1999), SCOPUS, SJR (0.211 - 1999), SCOPUS Quartile: Q4 (1997), International
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1997
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12
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Donchev D., A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process, Journal of Applied Mathematics and Stochastic Analysis, 1996, pages:179-192, ISSN (print):1048-9533, Ref, IF, IF (0.25 - 2000)
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1996
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13
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Donchev D., An example of optimal switching between a wiener process and a deterministic motion with a non-zero switching cost, Mathematical Methods of Operations Research, vol:41, 1995, pages:57-70, ISSN (print):1432-2994, ISSN (online):1432-5217, Ref, Web of Science, IF (0.59 - 1999), SCOPUS, SJR (0.211 - 1999), SCOPUS Quartile: Q4 (1995)
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1995
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14
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Donchev D., Conditions for Equivalence of Probability Measures Generated by two Countable Markov Chains, Comptes rendus de lÁcademie bulgare des Sciences, vol:48, issue:2, 1995, pages:21-24, Ref, Web of Science
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1995
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15
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Donchev D., Factorization, basic notions and applications, Mathematical Methods of Operations Research, vol:41, 1995, pages:57-70, ISSN (print):1432-2994, ISSN (online):1432-5217, Ref, Web of Science, IF (0.59 - 1999), SCOPUS, SJR (0.211 - 1999), SCOPUS Quartile: Q4 (1995)
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1995
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16
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Donchev D., The two-armed bandit problem with continuous time in the presence of gradual and impulsive controls, Russian Math Survey, vol:45, issue:1, 1990, pages:171-172, ISSN (print):0036-0279, ISSN (online):1468-4829, Ref, Web of Science, IF (0.34 - 2000), SCOPUS, SJR (0.342 - 1999), SCOPUS Quartile: Q3 (1990)
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1990
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| Статия в сборник (на конференция и др.) |
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Donchev D., Vassilev, V., Tonchev, D., Impact of False Positives and False Negatives on Security Risks in Transactions Under Threat, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 2021, pages:50-66, doi:10.1007/978-3-030-86586-3_4, Ref
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2021
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| Участие в конференция |
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1
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Присъствие, Дончо Дончев, Asymptotic solutions to the inverse Shiryaev's problem
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2019
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2
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Присъствие, Дончо Дончев, Asymptotic solutions to the inverse Shiryaev's problem
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2018
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3
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Секционен доклад, Дончо Дончев, Brownian motion exit densities for general one-sided boundaries
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2017
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4
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Присъствие, Дончо Дончев, Brownian motion exit densities for one-sided boundaries
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2017
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5
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Секционен доклад, Дончо Дончев, A noisy drift detection for high-frequency markets
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2016
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6
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Секционен доклад, Дончо Дончев, От елементарните вероятности към аксиоматиката на Колмогоров
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2015
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7
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Секционен доклад, Дончо Дончев, Exit levels and probabilities of BES(3) diffusions
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2015
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8
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Секционен доклад, Дончо Дончев, Brownian motion exit levels for some exotic boundaries
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2014
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9
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Секционен доклад, Дончо Дончев, Някои изводи, свързани с преподаването на финансова математика във Факултета по Математика и Информатика
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2013
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10
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Секционен доклад, Дончо Дончев, Random series with time-varying discounting
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2013
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11
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Секционен доклад, Дончо Дончев, За курса по Математическа Статистика на магистърската програма по Вероятности и Статистика във ФМИ
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2011
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