Zhitlukhin Mikhail Valentinovich

Presentations in Math-Net.Ru

1. Evolutionary optimal strategies in stochastic dynamic games
   M. V. Zhitlukhin
   Steklov Mathematical Institute Seminar
   January 19, 2023 16:00   
2. Lecture 12. Theory of martingales and stochastic integration
   M. V. Zhitlukhin
   Course by M. V. Zhitlukhin "Theory of martingales and stochastic integration"
   December 9, 2022 18:00
3. Lecture 11. Theory of martingales and stochastic integration
   M. V. Zhitlukhin
   Course by M. V. Zhitlukhin "Theory of martingales and stochastic integration"
   December 2, 2022 18:00
4. Lecture 10. Theory of martingales and stochastic integration
   M. V. Zhitlukhin
   Course by M. V. Zhitlukhin "Theory of martingales and stochastic integration"
   November 25, 2022 18:00   
5. Lecture 9. Theory of martingales and stochastic integration
   M. V. Zhitlukhin
   Course by M. V. Zhitlukhin "Theory of martingales and stochastic integration"
   November 18, 2022 18:00   
6. Lecture 8. Theory of martingales and stochastic integration
   M. V. Zhitlukhin
   Course by M. V. Zhitlukhin "Theory of martingales and stochastic integration"
   November 11, 2022 18:00   
7. Lecture 7. Theory of martingales and stochastic integration
   M. V. Zhitlukhin
   Course by M. V. Zhitlukhin "Theory of martingales and stochastic integration"
   November 4, 2022 18:00   
8. Lecture 6. Theory of martingales and stochastic integration
   M. V. Zhitlukhin
   Course by M. V. Zhitlukhin "Theory of martingales and stochastic integration"
   October 28, 2022 18:00   
9. Lecture 5. Theory of martingales and stochastic integration
   M. V. Zhitlukhin
   Course by M. V. Zhitlukhin "Theory of martingales and stochastic integration"
   October 14, 2022 18:00   
10. Lecture 4. Theory of martingales and stochastic integration
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Theory of martingales and stochastic integration"
    October 7, 2022 18:00   
11. Lecture 3. Theory of martingales and stochastic integration
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Theory of martingales and stochastic integration"
    September 30, 2022 18:00   
12. Lecture 2. Theory of martingales and stochastic integration
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Theory of martingales and stochastic integration"
    September 23, 2022 18:00   
13. Lecture 1. Theory of martingales and stochastic integration
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Theory of martingales and stochastic integration"
    September 16, 2022 18:00   
14. Lecture 13. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    December 10, 2021 18:00   
15. Lecture 12. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    December 3, 2021 18:00   
16. Lecture 11. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    November 26, 2021 18:00   
17. Lecture 10. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    November 19, 2021 18:00   
18. Lecture 9. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    November 12, 2021 18:00   
19. Lecture 8. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    October 29, 2021 18:00   
20. Lecture 7. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    October 22, 2021 18:00   
21. Lecture 6. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    October 15, 2021 18:00   
22. Lecture 5. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    October 8, 2021 18:00   
23. Lecture 4. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    October 1, 2021 18:00   
24. Lecture 3. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    September 24, 2021 18:00   
25. Lecture 2. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    September 17, 2021 18:00   
26. Lecture 1. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    September 10, 2021 18:00   
27. A diffusion approximation of a repeated prediction game
    Mikhail Zhitlukhin
    International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
    May 21, 2021 17:00   
28. Lecture 11. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    November 27, 2020 18:30   
29. Lecture 10. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    November 20, 2020 18:30   
30. Lecture 8. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    November 13, 2020 18:30   
31. Lecture 9. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    November 6, 2020 18:30   
32. Lecture 7. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    October 23, 2020 18:30   
33. Lecture 6. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    October 16, 2020 18:30   
34. Lecture 5. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    October 9, 2020 18:30   
35. Lecture 4. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    October 2, 2020 18:00   
36. Lecture 3. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    September 25, 2020 18:30   
37. Lection 2. Introduction to the theory of martingales
    M. V. Zhitlukhin
    Course by M. V. Zhitlukhin "Introduction to the theory of martingales"
    September 18, 2020 18:30   
38. Relatively optimal investment strategies in a market with competition
    M. V. Zhitlukhin
    Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev
    October 15, 2019 15:10   
39. Asymptotic distribution of capital in a market model with competition
    M. V. Zhitlukhin
    Principle Seminar of the Department of Probability Theory, Moscow State University
    October 31, 2018 16:45
40. Some bounds for the maximum of a fractional Brownian motion
    M. V. Zhitlukhin
    Principle Seminar of the Department of Probability Theory, Moscow State University
    March 30, 2016 16:45
41. Optimal stopping problems with unbounded payoffs
    M. Zhitlukhin
    Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary
    October 15, 2014 15:50   
42. Changepoint detection problems on a finite interval
    A. N. Shiryaev, M. V. Zhitlukhin
    Fourth IMS-FPS Workshop 2014, Sydney, Australia, July 2-6, 2014
    June 19, 2014   
43. Detection of trend changes in stock prices
    Mikhail Zhitlukhin
    International conference "Advanced Finance and Stochastics"
    June 28, 2013 14:10   
44. On a series of papers devoted to the optimal stopping of Brownian motion with drift
    A. N. Shiryaev, A. A. Muravlev, M. V. Zhitlukhin
    Principle Seminar of the Department of Probability Theory, Moscow State University
    November 14, 2012 16:45
45. Bayesian quickest detection problems: new general results and their applications
    M. V. Zhitlukhin
    PreMoLab Seminar
    April 12, 2012 17:00
46. On the Chernoff problem of sequential discrimination between hypotheses on the drift of Brownian motion
    M. V. Zhitlukhin
    Traditional winter session MIAN–POMI devoted to the topic "Probability and Functional Analysis"
    February 17, 2012 17:10