Urusov Mikhail Aleksandrovich

Publications in Math-Net.Ru

1. On the representation property for 1d general diffusion semimartingales
   
   Teor. Veroyatnost. i Primenen., 69:4 (2024),  729–744
2. Sequential tracking of an unobservable two-state Markov process under Brownian noise
   
   Sequential Anal., 40:1 (2021),  1–16
3. Minimal embeddings of integrable processes in a Brownian motion
   
   Uspekhi Mat. Nauk, 74:5(449) (2019),  185–186
4. A functional limit theorem for irregular SDEs
   
   Ann. Inst. H. Poincaré Probab. Statist., 53:3 (2017),  1438–1457
5. Numerical approximation of irregular SDEs via Skorokhod embeddings
   
   J. Math. Anal. Appl., 440:2 (2016),  692–715
6. Processes that can be embedded in a geometric Brownian motion
   
   Teor. Veroyatnost. i Primenen., 60:2 (2015),  248–271
7. On the submartingale/supermartingale property of diffusions in natural scale
   
   Trudy Mat. Inst. Steklova, 287 (2014),  129–139
8. Optimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation
   
   Teor. Veroyatnost. i Primenen., 54:1 (2009),  80–96
9. On a property of the moment at which Brownian motion attains its maximum and some optimal stopping problems
   
   Teor. Veroyatnost. i Primenen., 49:1 (2004),  184–190
10. The use of separating times in proving singularity of Gaussian measures
    
    Uspekhi Mat. Nauk, 58:4(352) (2003),  163–164
11. Separating times for measures on filtered spaces
    
    Teor. Veroyatnost. i Primenen., 48:2 (2003),  416–427
12. Optimal forecasting of the time of attaining the maximum by Brownian motion
    
    Uspekhi Mat. Nauk, 57:1(343) (2002),  165–166
13. No-arbitrage conditions in discrete financial models
    
    Uspekhi Mat. Nauk, 54:5(329) (1999),  179–180


14. Summer School in Stochastic Finance 2010
    
    Teor. Veroyatnost. i Primenen., 55:4 (2010),  825
15. Information on the Fourth “Student Kolmogorov olympiad on the theory of probability”
    
    Teor. Veroyatnost. i Primenen., 50:2 (2005),  411–413