Cherny Aleksander Semenovich

Publications in Math-Net.Ru

1. Pricing with coherent risk
   
   Teor. Veroyatnost. i Primenen., 52:3 (2007),  506–540
2. On minimization and maximization of entropy in various disciplines
   
   Teor. Veroyatnost. i Primenen., 48:3 (2003),  466–486
3. Separating times for measures on filtered spaces
   
   Teor. Veroyatnost. i Primenen., 48:2 (2003),  416–427
4. Vector Stochastic Integrals and the Fundamental Theorems of Asset Pricing
   
   Trudy Mat. Inst. Steklova, 237 (2002),  12–56
5. Limit behavior of the “horizontal-vertical” random walk and some extensions of the Donsker–Prokhorov invariance principle
   
   Teor. Veroyatnost. i Primenen., 47:3 (2002),  498–517
6. On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations
   
   Teor. Veroyatnost. i Primenen., 46:3 (2001),  483–497
7. Families of Consistent Probability Measures
   
   Teor. Veroyatnost. i Primenen., 46:1 (2001),  160–163
8. Qualitative behaviour of solutions of stochastic differential equations with singular coefficients
   
   Uspekhi Mat. Nauk, 55:3(333) (2000),  193–194
9. Convergence of some integrals associated with Bessel processes
   
   Teor. Veroyatnost. i Primenen., 45:2 (2000),  251–267
10. Some distributional properties of a Brownian motion with a drift and an extension of P. Lévy's theorem
    
    Teor. Veroyatnost. i Primenen., 44:2 (1999),  466–472
11. The vector stochastic integral in the first fundamental theorem of the mathematics of finance
    
    Uspekhi Mat. Nauk, 53:4(322) (1998),  221–222


12. Information on the Fourth “Student Kolmogorov olympiad on the theory of probability”
    
    Teor. Veroyatnost. i Primenen., 50:2 (2005),  411–413
13. Book review: Hida T., Karandikar R. L., Kunita H., Rajput B. S., Watanabe S., Xiong J. (Eds). “Stochastics in Finite and Infinite Dimensions”
    
    Teor. Veroyatnost. i Primenen., 47:3 (2002),  613–615
14. Information on the meetings of the general seminar of the Department of Probability, Faculty of Mathematics and Mechanics, Moscow State University
    
    Teor. Veroyatnost. i Primenen., 45:3 (2000),  622
15. Information on the meetings of the general seminar of the Department of Probability, Faculty of Mathematics and Mechanics, Moscow State University
    
    Teor. Veroyatnost. i Primenen., 45:1 (2000),  203–204