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Publications in Math-Net.Ru
Controlled diffusion mean field games with common noise and McKean–Vlasov second order backward SDE
Teor. Veroyatnost. i Primenen.
,
66
:4 (2021),
774–805
On super-replication in discrete time under transaction costs
Teor. Veroyatnost. i Primenen.
,
45
:4 (2000),
783–788
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Steklov Math. Inst. of RAS
, 2024