The following pages link to Mikhail A. Urusov (Q930668):
Displaying 40 items.
- (Q289526) (redirect page) (← links)
- Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
- On the submartingale/supermartingale property of diffusions in natural scale (Q492171) (← links)
- WLLN for arrays of nonnegative random variables (Q504458) (← links)
- Necessary and sufficient conditions for the \(r\)-excessive local martingales to be martingales (Q507787) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- Convergence of integral functionals of one-dimensional diffusions (Q743406) (← links)
- Approximating exit times of continuous Markov processes (Q784312) (← links)
- On the loss of the semimartingale property at the hitting time of a level (Q895896) (← links)
- On a class of optimal stopping problems for diffusions with discontinuous coefficients (Q930669) (← links)
- Variance reduction for discretised diffusions via regression (Q1674395) (← links)
- Regression-based variance reduction approach for strong approximation schemes (Q1703895) (← links)
- Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
- A functional limit theorem for coin tossing Markov chains (Q2028965) (← links)
- Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
- Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- A functional limit theorem for irregular SDEs (Q2403225) (← links)
- Processes That Can Be Embedded in a Geometric Brownian Motion (Q2811893) (← links)
- Martingale Property of Generalized Stochastic Exponentials (Q2906154) (← links)
- OPTIMAL TRADE EXECUTION AND PRICE MANIPULATION IN ORDER BOOKS WITH TIME-VARYING LIQUIDITY (Q2927946) (← links)
- A Note on a Paper by Wong and Heyde (Q3094694) (← links)
- Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345) (← links)
- Optimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation (Q3581314) (← links)
- Optimal forecasting of the time of attaining the maximum by Brownian motion (Q4469832) (← links)
- No-arbitrage conditions in discrete financial models (Q4493336) (← links)
- Regression-Based Complexity Reduction of the Nested Monte Carlo Methods (Q4579837) (← links)
- Truncated control variates for weak approximation schemes (Q4606417) (← links)
- The use of separating times in proving singularity of Gaussian measures (Q4829642) (← links)
- Separating Times for Measures on Filtered Spaces (Q4830856) (← links)
- On Minimax Duality in Optimal Stopping (Q4931852) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Sequential tracking of an unobservable two-state Markov process under Brownian noise (Q4987187) (← links)
- Minimal embeddings of integrable processes in a Brownian motion (Q5220262) (← links)
- Optimal trade execution in order books with stochastic liquidity (Q5377182) (← links)
- A note on delta hedging in markets with jumps (Q5418941) (← links)
- (Q5493541) (← links)
- On a Property of the Moment at Which Brownian Motion Attains Its Maximum and Some Optimal Stopping Problems (Q5700626) (← links)
- A Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes (Q6111876) (← links)
- Self-exciting price impact via negative resilience in stochastic order books (Q6385032) (← links)
