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Evstigneev Igor' Vyacheslavovich

Publications in Math-Net.Ru

  1. Survival strategies in an evolutionary finance model with endogenous asset payoffs

    Ann. Oper. Res., 2023,  1–21
  2. Von Neumann–Gale model, market frictions and capital growth

    Stochastics, 93:2 (2021),  279–310
  3. Von Neumann–Gale dynamics and capital growth in financial markets with frictions

    Math. Financ. Econ., 14:2 (2020),  283–305
  4. Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk

    Stochastics, 85:4 (2013),  652–666
  5. A Markov Evolving Random Field and Spliting Random Elements

    Teor. Veroyatnost. i Primenen., 37:1 (1992),  46–48
  6. Measurable images of compact spaces and selectors of analytic sets

    Dokl. Akad. Nauk SSSR, 299:3 (1988),  538–541
  7. Stochastic extremal problems and the strong Markov property of random fields

    Uspekhi Mat. Nauk, 43:2(260) (1988),  3–41
  8. Controlled Random Fields on Orgraph

    Teor. Veroyatnost. i Primenen., 33:3 (1988),  465–479
  9. Measurable selection theorems and probabilistic control models in general topological spaces

    Mat. Sb. (N.S.), 131(173):1(9) (1986),  27–39
  10. Regular conditional expectations of random variables depending on parameters

    Teor. Veroyatnost. i Primenen., 31:3 (1986),  586–589
  11. Measurable selection theorems and stochastic control models

    Dokl. Akad. Nauk SSSR, 283:5 (1985),  1065–1068
  12. The principle of optimality and the equilibrium theorem for controllable random fields on a digraph

    Dokl. Akad. Nauk SSSR, 274:4 (1984),  782–786
  13. A probabilistic version of the turnpike theorem for homogeneous convex control models

    Mat. Zametki, 33:1 (1983),  147–156
  14. Extremal problems and the strict Markov property of stochastic fields

    Uspekhi Mat. Nauk, 37:5(227) (1982),  183–184
  15. Equilibrium paths in the stochastic models of economical dynamics

    Teor. Veroyatnost. i Primenen., 27:1 (1982),  120–128
  16. Homogeneous convex models in the theory of controlled random processes

    Dokl. Akad. Nauk SSSR, 253:3 (1980),  524–527
  17. A probabilistic modification of the von Neumann–Gale model

    Uspekhi Mat. Nauk, 35:4(214) (1980),  185–186
  18. Measurable selection and the continuum axiom

    Dokl. Akad. Nauk SSSR, 238:1 (1978),  11–14
  19. «Splitting times» for random fields

    Teor. Veroyatnost. i Primenen., 23:2 (1978),  433–438
  20. «Optional times» for random fields

    Teor. Veroyatnost. i Primenen., 22:3 (1977),  575–581
  21. The space $2^X$ and Markov fields

    Dokl. Akad. Nauk SSSR, 230:1 (1976),  22–25
  22. Turnpike theorems in probabilistic models of economic dynamics

    Mat. Zametki, 19:2 (1976),  279–290
  23. Regular conditional expectations of correspondences

    Teor. Veroyatnost. i Primenen., 21:2 (1976),  334–347
  24. Models of economic dynamics taking account of indeterminacy in the operation of an industrial process

    Dokl. Akad. Nauk SSSR, 223:3 (1975),  537–540
  25. Positive matrix-valued cocycles over dynamical systems

    Uspekhi Mat. Nauk, 29:5(179) (1974),  219–220
  26. Optimal economic planning taking account of stationary random factors

    Dokl. Akad. Nauk SSSR, 206:5 (1972),  1040–1042
  27. On Differential Equations with Random Coefficients

    Teor. Veroyatnost. i Primenen., 17:1 (1972),  188–194
  28. Markov chains on a matrix group

    Mat. Zametki, 10:2 (1971),  181–186
  29. Iterations of homogeneous polynomial transformations with positive coefficients

    Mat. Zametki, 6:4 (1969),  411–416
  30. On rotations and compressions of a tetrahedron

    Uspekhi Mat. Nauk, 24:1(145) (1969),  193–194


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