| Publication | Date of Publication | Type |
|---|
Optimal recovery of a square integrable function from its observations with Gaussian errors
Automation and Remote Control | 2023-09-13 | Paper |
Existence conditions for extremal probability measures on Polish spaces and some of their properties
Mathematical Notes | 2021-07-08 | Paper |
Optimal stopping time for geometric random walks with power payoff function
Automation and Remote Control | 2021-01-14 | Paper |
Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon
Automation and Remote Control | 2020-01-27 | Paper |
On the uniqueness of the optional decomposition of semimartingales
Mathematical Notes | 2019-07-19 | Paper |
Extremal measures and hedging in American options
Automation and Remote Control | 2016-09-19 | Paper |
Superhedging of American options on an incomplete market with discrete time and finite horizon
Automation and Remote Control | 2016-01-13 | Paper |
Conditions for the discreteness of extremal probability measures (the finite-dimensional case)
Mathematical Notes | 2014-03-26 | Paper |
A new martingale representation theorem (discrete time)
Mathematical Notes | 2007-03-09 | Paper |
Asymptotics of the solution to the Cauchy problem for linear parabolic equations of second order with small diffusion
Mathematical Notes | 2002-06-02 | Paper |
New exactly solvable examples for controlled discrete-time Markov chains
Cybernetics | 1992-09-27 | Paper |
Optimal control by random sequences with constraints
Mathematical Notes | 1992-06-26 | Paper |
Optimal control with delay of jump random processes
Automation and Remote Control | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4213173 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4211217 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4007362 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4078396 (Why is no real title available?) | 1987-01-01 | Paper |
Filtering, interpolation, and extrapolation of Markov chains with a continuous parameter
Automation and Remote Control | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3983057 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3950347 (Why is no real title available?) | 1985-01-01 | Paper |
Efficient solution of the interpolation problem on the basis of observations of jump processes
Problems of Information Transmission | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3923820 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3835197 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3660565 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3749997 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3604782 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3617282 (Why is no real title available?) | 1978-01-01 | Paper |
