Khametov Vladimir Minirovich

Publications in Math-Net.Ru

1. Optimal recovery of a square integrable function from its observations with Gaussian errors
   
   Avtomat. i Telemekh., 2023, no. 2,  122–149
2. Existence Conditions for Extremal Probability Measures on Polish Spaces and Some of Their Properties
   
   Mat. Zametki, 109:3 (2021),  470–474
3. Optimal stopping time for geometric random walks with power payoff function
   
   Avtomat. i Telemekh., 2020, no. 7,  34–55
4. Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon
   
   Avtomat. i Telemekh., 2019, no. 3,  152–172
5. On the Uniqueness of the Optional Decomposition of Semimartingales
   
   Mat. Zametki, 105:3 (2019),  476–480
6. Extremal measures and hedging in American options
   
   Avtomat. i Telemekh., 2016, no. 6,  121–144
7. Superhedging of American options on an incomplete market with discrete time and finite horizon
   
   Avtomat. i Telemekh., 2015, no. 9,  125–149
8. Quantile hedging of European options in incomplete markets. Path 2. Minimax hedging
   
   Probl. Upr., 2015, no. 1,  47–52
9. Recovery of square-integrable function from observations with gaussian errors
   
   UBS, 54 (2015),  45–65
10. Quantile hedging of European options in incomplete markets. Part I. Superhedging
    
    Probl. Upr., 2014, no. 6,  31–44
11. Algorithm to solve the optimal stopping problem with finite horizon
    
    UBS, 52 (2014),  6–22
12. Conditions for the Discreteness of Extremal Probability Measures (the Finite-Dimensional Case)
    
    Mat. Zametki, 94:6 (2013),  944–948
13. A New Martingale Representation Theorem (Discrete Time)
    
    Mat. Zametki, 75:1 (2004),  40–54
14. Asymptotics of the Solution to the Cauchy Problem for Linear Parabolic Equations of Second Order with Small Diffusion
    
    Mat. Zametki, 68:6 (2000),  917–934
15. Optimal control by random sequences with constraints
    
    Mat. Zametki, 49:6 (1991),  143–145
16. Optimal control with delay of jumplike random processes
    
    Avtomat. i Telemekh., 1990, no. 2,  75–86
17. On the existence and uniqueness of the solution of an equation of the nonlinear filtering of jump-like processes
    
    Izv. Vyssh. Uchebn. Zaved. Mat., 1987, no. 2,  78–82
18. Filtering, interpolation and extrapolation of Markov chains with a continuous parameter
    
    Avtomat. i Telemekh., 1986, no. 8,  34–46
19. On Efficient Solution of the Interpolation Problem on the Basis of Observations of Jump Processes
    
    Probl. Peredachi Inf., 19:2 (1983),  38–51
20. Equations for nonlinear filtering of semimartingales
    
    Izv. Vyssh. Uchebn. Zaved. Mat., 1979, no. 11,  80–84
21. Optimum Filtering for the Case of Indirect Observation of a Diffusion Process with a Delayed Argument
    
    Probl. Peredachi Inf., 14:3 (1978),  55–64