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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. V.; Zhitlukhin, Mikhail; Zhitlukhin, Mikhail V.; Zhitlukhin, M.
External Links: MGP
Documents Indexed: 27 Publications since 2008, including 1 Book

Publications by Year

Citations contained in zbMATH Open

16 Publications have been cited 44 times in 38 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.
7
2013
Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
7
2017
A Bayesian sequential testing problem of three hypotheses for Brownian motion. Zbl 1228.62101
Zhitlukhin, Mikhail V.; Shiryaev, Albert
7
2011
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
On the existence of solutions of unbounded optimal stopping problems. Zbl 1337.60077
Zhitlukhin, M. V.; Shiryaev, A. N.
2
2014
On maximization of the expectation-to-deviation ratio of a random variable. Zbl 1412.60010
Zhitlukhin, M. V.
2
2017
New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
2
2018
Controlled random fields, von Neumann-Gale dynamics and multimarket hedging with risk. Zbl 1284.91161
Evstigneev, I. V.; Zhitlukhin, M. V.
2
2013
Monotone Sharpe ratios and related measures of investment performance. Zbl 1417.91489
Zhitlukhin, Mikhail
2
2019
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
Optimal stopping problems for a Brownian motion with disorder on a segment. Zbl 1293.60048
Zhitlukhin, M. V.; Shiryaev, A. N.
1
2014
A maximal inequality for skew Brownian motion. Zbl 1206.60075
Zhitlukhin, M. V.
1
2009
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
On Chernoff’s test for a fractional Brownian motion. Zbl 1426.62233
Muravlev, Alexey; Zhitlukhin, Mikhail
1
2019
Relative growth optimal strategies in an asset market game. Zbl 1461.91297
Drokin, Yaroslav; Zhitlukhin, Mikhail
1
2020
Relative growth optimal strategies in an asset market game. Zbl 1461.91297
Drokin, Yaroslav; Zhitlukhin, Mikhail
1
2020
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
2
2018
Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
7
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
On the existence of solutions of unbounded optimal stopping problems. Zbl 1337.60077
Zhitlukhin, M. V.; Shiryaev, A. N.
2
2014
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.
7
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
7
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