Igor V. Evstigneev

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Person:470649

Available identifiers

zbMath Open evstigneev.igor-vMaRDI QIDQ470649

List of research outcomes





PublicationDate of PublicationType
Unbeatable strategies2024-07-25Paper
Von Neumann–Gale model, market frictions and capital growth2022-07-06Paper
An evolutionary finance model with short selling and endogenous asset supply2022-05-31Paper
Oligopoly with network effects: firm-specific versus single network2021-12-17Paper
A multidimensional Fatou lemma for conditional expectations2021-12-01Paper
An evolutionary finance model with a risk-free asset2021-05-03Paper
Behavioral equilibrium and evolutionary dynamics in asset markets2021-01-26Paper
Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets2020-04-29Paper
Von Neumann-Gale dynamics and capital growth in financial markets with frictions2020-04-29Paper
Log-optimal and rapid paths in von Neumann-Gale dynamical systems2019-10-04Paper
Stochastic fixed points and nonlinear Perron–Frobenius theorem2018-08-02Paper
A new look at the classical Bertrand duopoly2018-05-29Paper
Correlated equilibrium in a nutshell2018-02-16Paper
A new perspective on the classical Cournot duopoly2017-12-22Paper
On Zermelo's theorem2016-10-23Paper
Mathematical financial economics. A basic introduction2015-06-22Paper
Asset market games of survival: a synthesis of evolutionary and dynamic games2014-11-12Paper
Michael I. Taksar2014-04-17Paper
Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk2014-04-17Paper
Evolutionary finance and dynamic games2013-02-26Paper
Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset2013-02-26Paper
Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model2012-03-06Paper
Almost sure Nash equilibrium strategies in evolutionary models of asset markets2011-05-05Paper
Linearization and local stability of random dynamical systems2011-03-28Paper
Stochastic nonlinear Perron-Frobenius theorem2010-04-13Paper
Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model2009-09-25Paper
A stochastic contraction principle2009-08-08Paper
Dynamic interaction models of economic equilibrium2009-08-07Paper
https://portal.mardi4nfdi.de/entity/Q53246222009-08-03Paper
Arbitrage in stationary markets2009-06-22Paper
Financial markets. The joy of volatility2008-08-07Paper
Stochastic equilibria in von Neumann--Gale dynamical systems2008-06-17Paper
Globally evolutionarily stable portfolio rules2008-06-11Paper
Rapid paths in von Neumann–Gale dynamical systems2008-05-15Paper
Priscilla Greenwood: Queen of Probability2007-12-20Paper
Pure and randomized equilibria in the stochastic von Neumann-Gale model2007-09-21Paper
Volatility-induced financial growth2007-07-23Paper
The von Neumann-Gale Growth Model and Its Stochastic Generalization2007-03-09Paper
Evolutionary stable stock markets2006-01-10Paper
FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES2005-06-22Paper
Market selection and survival of investment strategies2005-06-13Paper
On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang‐Bang No‐Arbitrage Criteria2004-11-16Paper
RAPID GROWTH PATHS IN CONVEX-VALUED RANDOM DYNAMICAL SYSTEMS2004-05-18Paper
Exponential growth of fixed-mix strategies in stationary asset markets2004-03-16Paper
STOCHASTIC VERSION OF POLTEROVICH'S MODEL: EXPONENTIAL TURNPIKE THEOREMS FOR EQUILIBRIUM PATHS2004-02-18Paper
MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY2003-08-13Paper
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers2003-07-16Paper
Noncooperative versus cooperative R\&D with endogenous spillover rates2003-07-01Paper
Sharing nonconvex costs2003-05-31Paper
Equilibrium states of random economies with locally interacting agents and solutions to stochastic variational inequalities in \(\langle L_1,L_{\infty}\rangle\)2003-01-27Paper
https://portal.mardi4nfdi.de/entity/Q45443292002-09-04Paper
A functional central limit theorem for equilibrium paths of economic dynamics2001-07-22Paper
https://portal.mardi4nfdi.de/entity/Q45038922001-04-01Paper
Balanced states in stochastic economies with locally interacting agents2000-10-23Paper
https://portal.mardi4nfdi.de/entity/Q42515602000-03-13Paper
Convex-valued random dynamical systems: A variational principle for equilibrium states2000-03-02Paper
Robust insurance mechanisms and the shadow prices of information constraints1999-09-22Paper
Rapid growth paths in multivalued dynamical systems generated by homogeneous convex stochastic operators1999-07-18Paper
https://portal.mardi4nfdi.de/entity/Q38409511998-08-17Paper
Metonymy and cross-section demand1998-07-01Paper
https://portal.mardi4nfdi.de/entity/Q43535331997-09-10Paper
https://portal.mardi4nfdi.de/entity/Q43130081996-04-08Paper
Markov fields over countable partially ordered sets: extrema and splitting1996-03-26Paper
Stochastic equilibria on graphs. II1996-03-18Paper
A limit theorem for random matrices with a multiparameter and its application to a stochastic model of a large economy1995-06-30Paper
https://portal.mardi4nfdi.de/entity/Q43266061995-03-22Paper
Stochastic equilibria on graphs, I1994-11-23Paper
https://portal.mardi4nfdi.de/entity/Q46954571993-06-29Paper
A Markov Evolving Random Field and Spliting Random Elements1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q33625711992-01-01Paper
Stochastic extremal problems and the strong Markov property of random fields1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30312041988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33620701988-01-01Paper
MEASURABLE SELECTION THEOREMS AND PROBABILISTIC CONTROL MODELS IN GENERAL TOPOLOGICAL SPACES1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38030161988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38144931988-01-01Paper
Controlled Random Fields on an Oriented Graph1988-01-01Paper
Regular Conditional Expectations of Random Variables Depending on Parameters1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47331701987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37341321986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47265031986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37444251985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37303061984-01-01Paper
A probabilistic version of the turnpike theorem for homogeneous convex control models1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47455711982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47495591982-01-01Paper
Extremal problems and the strict Markov property of stochastic fields1982-01-01Paper
Equilibrium Paths in Stochastic Models of Economic Dynamics1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47503861981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37035461981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38920281980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38951901980-01-01Paper
A PROBABILISTIC MODIFICATION OF THE von NEUMANN-GALE MODEL1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39552521980-01-01Paper
“Splitting times” for Random Fields1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38675071979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39043341979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39341291979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39427171979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39427181979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39632761978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41700031978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41796581978-01-01Paper
“Markov Times” for Random Fields1977-01-01Paper
Turnpike theorems in probabilistic models of economic dynamics1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41190121976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41277331976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41368791976-01-01Paper
Regular Conditional Expectations of Correspondences1976-01-01Paper
Measurable Selection and Dynamic Programming1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41368801975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40428421974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40736081974-01-01Paper
On Differential Equations with Random Coefficients1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56812431972-01-01Paper
Rotations and compressions of a tetrahedron1972-01-01Paper
Markov chains on a matrix group1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56497141971-01-01Paper
Iterations of homogeneous polynomial transformations with positive coefficients1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55803261969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55883511969-01-01Paper

Research outcomes over time

This page was built for person: Igor V. Evstigneev