The following pages link to Mikhail Zhitlukhin (Q1640942):
Displaying 33 items.
- (Q492192) (redirect page) (← links)
- On the existence of solutions of unbounded optimal stopping problems (Q492193) (← links)
- New and refined bounds for expected maxima of fractional Brownian motion (Q1640943) (← links)
- On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter (Q1990032) (← links)
- Monotone Sharpe ratios and related measures of investment performance (Q2001262) (← links)
- On Chernoff's test for a fractional Brownian motion (Q2001264) (← links)
- Relative growth optimal strategies in an asset market game (Q2022934) (← links)
- A continuous-time asset market game with short-lived assets (Q2153526) (← links)
- Von Neumann-Gale dynamics and capital growth in financial markets with frictions (Q2175464) (← links)
- On confidence intervals for Brownian motion changepoint times (Q2815676) (← links)
- Bayesian Disorder Problems on Filtered Probability Spaces (Q2863591) (← links)
- On Chernoff's Hypotheses Testing Problem for the Drift of a Brownian Motion (Q2874150) (← links)
- Bounds for expected maxima of Gaussian processes and their discrete approximations (Q2974854) (← links)
- A Bayesian sequential testing problem of three hypotheses for Brownian motion (Q3104432) (← links)
- On equations for the optimal stopping boundaries in Chernoff's two-hypotheses testing problem (Q3116607) (← links)
- A maximal inequality for skew Brownian motion (Q3550943) (← links)
- On the joint distribution of $ \sup(B_s-\mu s)$ and $ \inf(B_s-\nu s)$ for Brownian motion $ B_s$ (Q3632958) (← links)
- On maximization of the expectation-to-deviation ratio of a random variable (Q4603050) (← links)
- Stock Market Crashes (Q4631645) (← links)
- Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013 (Q4683078) (← links)
- A maximal inequality for skew Brownian motion (Q4930141) (← links)
- Sequential tracking of an unobservable two-state Markov process under Brownian noise (Q4987187) (← links)
- SURVIVAL INVESTMENT STRATEGIES IN A CONTINUOUS-TIME MARKET MODEL WITH COMPETITION (Q4990916) (← links)
- A Bayesian sequential test for the drift of a fractional Brownian motion (Q5005050) (← links)
- Von Neumann–Gale model, market frictions and capital growth (Q5086629) (← links)
- Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment (Q5166322) (← links)
- Supporting Prices in a Stochastic von Neumann--Gale Model of a Financial Market (Q5216289) (← links)
- The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion (Q5327408) (← links)
- Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk (Q5410802) (← links)
- Asymptotic minimization of expected time to reach a large wealth level in an asset market game (Q6104945) (← links)
- On a Diffusion Approximation of a Prediction Game (Q6153528) (← links)
- Capital Growth and Survival Strategies in a Market with Endogenous Prices (Q6169624) (← links)
- A sequential test for the drift of a Brownian motion with a possibility to change a decision (Q6345825) (← links)