Zhitlukhin, Mikhail Asymptotic minimization of expected time to reach a large wealth level in an asset market game. (English) Zbl 1528.91072 Stochastics 95, No. 1, 67-78 (2023). MSC: 91G15 91A80 60H30 PDFBibTeX XMLCite \textit{M. Zhitlukhin}, Stochastics 95, No. 1, 67--78 (2023; Zbl 1528.91072) Full Text: DOI arXiv
Babaei, Esmaeil; Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner; Zhitlukhin, Mikhail Von Neumann-Gale model, market frictions and capital growth. (English) Zbl 1489.91155 Stochastics 93, No. 2, 279-310 (2021). MSC: 91B62 60G17 60G42 PDFBibTeX XMLCite \textit{E. Babaei} et al., Stochastics 93, No. 2, 279--310 (2021; Zbl 1489.91155) Full Text: DOI
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail Bounds for expected maxima of Gaussian processes and their discrete approximations. (English) Zbl 1361.60027 Stochastics 89, No. 1, 21-37 (2017). MSC: 60G15 60G70 60G22 60J65 PDFBibTeX XMLCite \textit{K. Borovkov} et al., Stochastics 89, No. 1, 21--37 (2017; Zbl 1361.60027) Full Text: DOI arXiv
Evstigneev, I. V.; Zhitlukhin, M. V. Controlled random fields, von Neumann-Gale dynamics and multimarket hedging with risk. (English) Zbl 1284.91161 Stochastics 85, No. 4, 652-666 (2013). MSC: 91B25 60G60 91G10 PDFBibTeX XMLCite \textit{I. V. Evstigneev} and \textit{M. V. Zhitlukhin}, Stochastics 85, No. 4, 652--666 (2013; Zbl 1284.91161) Full Text: DOI