Hein, C., Imkeller, P., and Pavlyukevich, I.
Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable Lévy noise.
arXiv.org/abs/0811.3769

Pavlyukevich, I. and Sokolov, I. M.
One-dimensional space-discrete transport subject to Lévy perturbations.
The Journal of Statistical Physics 133 (1), 205-215, 2008, (link), arXiv.org/abs/0804.2276

Imkeller, P., Pavlyukevich, I. and Wetzel T.
First exit times for Lévy-driven diffusions with exponentially light jumps.
The Annals of Probability 37(2), 530-564, 2009 (link), (pdf), arXiv:0711.0982

Pavlyukevich, I.
Lévy flights, non-local search and simulated annealing.
Journal of Computational Physics 226 (2), 1830-1844, 2007 (link), arXiv:cond-mat/0701653

Pavlyukevich, I.
Cooling down Lévy flights.
Journal of Physics A: Mathematical and Theoretical 40, 12299-12313, 2007 (link), arXiv:cond-mat/0701651

Pavlyukevich, I.
Simulated annealing for Lévy-driven jump-diffusions.
Stochastic Processes and their Applications 118 (6), 1071-1105, 2008 (link).

Imkeller, P. and Pavlyukevich, I.
Lévy flights: transitions and meta-stability.
Journal of Physics A: Mathematical and General 39, L237-L246, 2006 (link), (pdf).

Imkeller, P. and Pavlyukevich, I.
Metastable behaviour of small noise Lévy-driven diffusions.
ESAIM: Probability and Statistics 12, 412-437, 2008 (link), (pdf), arXiv:math/0601771

Pavlyukevich, I.
Ruin probabilities of small noise jump-diffusions with heavy tails.
Applied Stochastic Models in Business and Industry, 24 (1), 65-82, 2008 (link).

Imkeller, P. and Pavlyukevich, I.
First exit times of SDEs driven by stable Lévy processes.
Stochastic Processes and their Applications 116 (4), 611-642, 2006 (link), arXiv:math/0409246

Herrmann, S., Imkeller, P. and Pavlyukevich, I.
Two mathematical approaches to stochastic resonance,
in J.-D. Deuschel and A. Greven (eds.), Interacting Stochastic Systems,
Springer, 2004, (pdf)

Imkeller, P., Pavlyukevich, I.,
Stochastic resonance: a comparative study of two-state models,
in R. Dalang, M. Dozzi and F. Russo (eds.), Seminar on stochastic analysis,
random fields and applications IV,
Progress in Probability 58, Birkhäuser Verlag, 2004, (pdf)

Imkeller, P. and Pavlyukevich, I.
The reduction of potential diffusions to finite state Markov chains and stochastic resonance,
in S. N. Namachchivaya and Y. K. Lin (eds.),
 IUTAM symposium on nonlinear stochastic dynamics. Proceedings of the IUTAM symposium,
Monticello, IL, USA, Augsut 26-30, 2002,
Solid Mechanics and Its Applications. 110. Dordrecht: Kluwer Academic Publishers, 2003 (pdf)

Herrmann, S., Imkeller, P. and Pavlyukevich, I.
Stochastic resonance: non-robust and robust tuning notions,
in K. Haman, B. Jakubiak and J. Zabczyk (eds.), 
Probabilistic Problems in Atmospheric and Water Sciences.
Proceedings of the Workshop held at the Bedlewo Mathematical Conference Center,
December 16-18, 2002, Banach Center Publ., 2003 (pdf)

Imkeller, P. and Pavlyukevich, I.
Model reduction and stochastic resonance,
Stochastics and Dynamics 2 (4), 463-506, 2002 (link), (pdf)

Imkeller, P. and Pavlyukevich, I.
Stochastic resonance in two-state Markov chains,
Archiv der Mathematik 77 (1), 107-115, 2001 (link), arXiv:math/0302359

Pavlyukevich, I.
On the calculation of probability characteristics of some optimal stopping times,
Russian Mathematical Surveys 51 (1), 228-229, 1997.

PhD Thesis