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Zhitlukhin, Mikhail V.

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Author ID: zhitlukhin.mikhail-v Recent zbMATH articles by "Zhitlukhin, Mikhail V."
Published as: Zhitlukhin, M.; Zhitlukhin, M. V.; Zhitlukhin, Mikhail; Zhitlukhin, Mikhail V.
External Links: MGP · Wikidata
Documents Indexed: 23 Publications since 2008, including 1 Book

Publications by Year

Citations contained in zbMATH

14 Publications have been cited 35 times in 31 Documents Cited by Year
On Chernoff’s hypotheses testing problem for the drift of a Brownian motion. Zbl 1396.62185
Zhitlukhin, M. V.; Muravlev, A. A.
6
2013
A Bayesian sequential testing problem of three hypotheses for Brownian motion. Zbl 1228.62101
Zhitlukhin, Mikhail V.; Shiryaev, Albert
6
2011
Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
4
2017
A maximal inequality for skew Brownian motion. Zbl 1201.60019
Zhitlukhin, Mikhail V.
4
2009
Bayesian disorder problems on filtered probability spaces. Zbl 1280.62035
Zhitlukhin, M. V.; Shiryaev, A. N.
3
2013
Monotone Sharpe ratios and related measures of investment performance. Zbl 1417.91489
Zhitlukhin, Mikhail
2
2019
On maximization of the expectation-to-deviation ratio of a random variable. Zbl 1412.60010
Zhitlukhin, M. V.
2
2017
Controlled random fields, von Neumann-Gale dynamics and multimarket hedging with risk. Zbl 1284.91161
Evstigneev, I. V.; Zhitlukhin, M. V.
2
2013
On Chernoff’s test for a fractional Brownian motion. Zbl 1426.62233
Muravlev, Alexey; Zhitlukhin, Mikhail
1
2019
New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
1
2018
Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013. Zbl 1398.91720
Shiryaev, A. N.; Zhitlukhin, M. V.; Ziemba, W. T.
1
2015
Optimal stopping problems for a Brownian motion with disorder on a segment. Zbl 1293.60048
Zhitlukhin, M. V.; Shiryaev, A. N.
1
2014
The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion. Zbl 1284.62136
Zhitlukhin, M. V.; Muravlev, A. A.; Shiryaev, A. N.
1
2013
A maximal inequality for skew Brownian motion. Zbl 1206.60075
Zhitlukhin, M. V.
1
2009
Monotone Sharpe ratios and related measures of investment performance. Zbl 1417.91489
Zhitlukhin, Mikhail
2
2019
On Chernoff’s test for a fractional Brownian motion. Zbl 1426.62233
Muravlev, Alexey; Zhitlukhin, Mikhail
1
2019
New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
1
2018
Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
4
2017
On maximization of the expectation-to-deviation ratio of a random variable. Zbl 1412.60010
Zhitlukhin, M. V.
2
2017
Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013. Zbl 1398.91720
Shiryaev, A. N.; Zhitlukhin, M. V.; Ziemba, W. T.
1
2015
Optimal stopping problems for a Brownian motion with disorder on a segment. Zbl 1293.60048
Zhitlukhin, M. V.; Shiryaev, A. N.
1
2014
On Chernoff’s hypotheses testing problem for the drift of a Brownian motion. Zbl 1396.62185
Zhitlukhin, M. V.; Muravlev, A. A.
6
2013
Bayesian disorder problems on filtered probability spaces. Zbl 1280.62035
Zhitlukhin, M. V.; Shiryaev, A. N.
3
2013
Controlled random fields, von Neumann-Gale dynamics and multimarket hedging with risk. Zbl 1284.91161
Evstigneev, I. V.; Zhitlukhin, M. V.
2
2013
The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion. Zbl 1284.62136
Zhitlukhin, M. V.; Muravlev, A. A.; Shiryaev, A. N.
1
2013
A Bayesian sequential testing problem of three hypotheses for Brownian motion. Zbl 1228.62101
Zhitlukhin, Mikhail V.; Shiryaev, Albert
6
2011
A maximal inequality for skew Brownian motion. Zbl 1201.60019
Zhitlukhin, Mikhail V.
4
2009
A maximal inequality for skew Brownian motion. Zbl 1206.60075
Zhitlukhin, M. V.
1
2009

Citations by Year

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