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| 1. |
N. A. Badulina, M. V. Zhitlukhin, D. V. Shatilovich, Teor. Veroyatnost. i Primenen., 71:2   |
| 2. |
M. V. Zhitlukhin, Uspekhi Mat. Nauk |
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 2025 |
| 3. |
M. Zaitsev, M. Zhitlukhin, “Disorder detection with reversible decisions”, Sequential Anal., 2025, 1 (Published online)  |
| 4. |
A. V. Bulinski, A. A. Gushchin, M. V. Zhitlukhin, V. V. Kozlov, A. D. Manita, A. A. Muravlev, A. A. Novikov, I. V. Pavlov, D. V. Treschev, A. S. Holevo, E. B. Yarovaya, P. A. Yaskov, “Albert Nikolaevich Shiryaev (on his 90th birthday)”, Russian Math. Surveys, 80:1 (2025), 161–168   |
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| 2024 |
| 5. |
M. V. Zhitlukhin, “Optimal growth strategies in a stochastic market model with endogenous prices”, Theory Probab. Appl., 69:2 (2024), 205–216  |
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| 2025 |
| 6. |
M. V. Zhitlukhin, A. A. Tokaeva, “Martingale methods in problems of existence of survival strategies”, Theory Probab. Appl., 69:4 (2025), 520–530 |
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| 2023 |
| 7. |
Mikhail Zhitlukhin, “Asymptotic minimization of expected time to reach a large wealth level in an asset market game”, Stochastics, 95:1 (2023), 67–78, arXiv: 2007.04909
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6
[x]
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| 2024 |
| 8. |
M. V. Zhitlukhin, “On a diffusion approximation of some prediction game”, Theory Probab. Appl., 68:4 (2024), 607–621 |
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| 2023 |
| 9. |
M. V. Zhitlukhin, “Strategii optimalnogo rosta v modeli rynka s bolshim kolichestvom agentov”, Tezisy dokladov, predstavlennykh na sedmoi mezhdunarodnoi konferentsii po stokhasticheskim metodam (v zhurnale “Teoriya veroyatnostei i ee primeneniya”, t. 68, vyp. 1) (Divnomorskoe, 2–9 iyunya 2022 g.), TVP, 2023, 197–198
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1
[x]
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| 10. |
I. V. Evstigneev, A. A. Tokaeva, M. J. Vanaei, M. V. Zhitlukhin, “Survival strategies in an evolutionary finance model with endogenous asset payoffs”, Ann. Oper. Res., 2023, 1–21
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5
[x]
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| 11. |
Mikhail Zhitlukhin, “Capital growth and survival strategies in a market with endogenous prices”, SIAM J. Financ. Math., 14:3 (2023), 812–837
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4
[x]
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| 12. |
M. V. Zhitlukhin, “Seminars, conferences, books”, Theory Probab. Appl., 68:2 (2023), 334–336 |
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| 2022 |
| 13. |
Mikhail Zhitlukhin, “A continuous-time asset market game with short-lived assets”, Finance Stoch., 26 (2022), 587–630, arXiv: 2008.13230
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7
[x]
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| 14. |
S. Lleo, M. Zhitlukhin, W.T. Ziemba, “Using a mean-changing stochastic processes exit–entry model for stock market long–short prediction”, The Journal of Portfolio Management, 49:1 (2022), 172–197
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4
[x]
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| 2021 |
| 15. |
E. Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann–Gale model, market frictions and capital growth”, Stochastics, 93:2 (2021), 279–310
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2
[x]
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| 16. |
Mikhail Zhitlukhin, “Survival investment strategies in a continuous-time market model with competition”, Int. J. Theor. Appl. Finance, 24:1 (2021), 2150001, 24 pp.
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8
[x]
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| 17. |
Alexey Muravlev, Mikhail Urusov, Mikhail Zhitlukhin, “Sequential tracking of an unobservable two-state Markov process under Brownian noise”, Sequential Anal., 40:1 (2021), 1–16
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2
[x]
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| 18. |
Mikhail Zhitlukhin, “A sequential test for the drift of a Brownian motion with a possibility to change a decision”, Recent Developments in Stochastic Methods and Applications. ICSM-5 2020, Springer Proc. Math. Statist., 371, Springer, Cham, 2021, 33–42 |
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| 2020 |
| 19. |
Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann–Gale dynamics and capital growth in financial markets with frictions”, Math. Financ. Econ., 14:2 (2020), 283–305
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4
[x]
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| 20. |
Yaroslav Drokin, Mikhail Zhitlukhin, “Relative growth optimal strategies in an asset market game”, Ann. Finance, 16 (2020), 529–546
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10
[x]
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| 21. |
M. V. Zhitlukhin, “Asimptoticheski optimalnye strategii v odnoi modeli rynka s konkurentsiei”, Tezisy dokladov, predstavlennykh na chetvertoi mezhdunarodnoi konferentsii po stokhasticheskim metodam (v zhurnale “Teoriya veroyatnostei i ee primeneniya”, t. 65, vyp. 1) (Divnomorskoe, 2-9 iyunya 2019 g.), TVP, 2020, 209-210
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5
[x]
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| 22. |
Alexey Muravlev, Mikhail Zhitlukhin, “A Bayesian sequential test for the drift of a fractional Brownian motion”, Adv. in Appl. Probab., 52:4 (2020), 1308–1324 |
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| 2019 |
| 23. |
M. V. Zhitlukhin, “Supporting prices in a stochastic von Neumann–Gale model of a financial market”, Theory Probab. Appl., 64:4 (2019), 553–563  |
| 24. |
Mikhail Zhitlukhin, “Monotone Sharpe ratios and related measures of investment performance”, 2017 MATRIX Annals, MATRIX Book Ser., 2, Springer, Cham, 2019, 637–665
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1
[x]
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| 2018 |
| 25. |
Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin, “New and refined bounds for expected maxima of fractional Brownian motion”, Statistics & Probability Letters, 137 (2018), 142–147
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10
[x]
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| 26. |
Konstantin Borovkov, Mikhail Zhitlukhin, “On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter”, Electron. Commun. Probab., 23 (2018), 65, 8 pp. 
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2
[x]
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| 2017 |
| 27. |
Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin, “Bounds for expected maxima of Gaussian processes and their discrete approximations”, Stochastics, 89:1 (2017), 21–37
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31
[x]
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| 28. |
M. V. Zhitlukhin, “On maximization of the expectation-to-deviation ratio of a random variable”, Russian Math. Surveys, 72:4 (2017), 765–766 |
| 29. |
S. Lleo, M.V. Zhitlukhin, W.T. Ziemba, Stock Market Crashes, World Scientific Series in Finance, 13, World Scientific, Singapore, 2017, 308 pp. http://www.worldscientific.com/worldscibooks/10.1142/10506 |
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| 2016 |
| 30. |
M. V. Zhitlukhin, A. A. Muravlev, A. N. Shiryaev, “On confidence intervals for Brownian motion changepoint times”, Russian Math. Surveys, 71:1 (2016), 159–160 |
| 31. |
M. V. Zhitlukhin, W. T. Ziemba, “Exit strategies in bubble-like markets using a changepoint model”, Quant. Finance Letters, 4:1 (2016), 47–52
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4
[x]
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| 2015 |
| 32. |
A. N. Shiryaev, M. V. Zhitlukhin, W. T. Ziemba, “Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013”, Quant. Finance, 15:9 (2015), 1449–1469
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22
[x]
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| 2014 |
| 33. |
A. N. Shiryaev, M. V. Zhitlukhin, W. T. Ziemba, “When to sell Apple and the NASDAQ? Trading bubbles with a Stochastic Disorder Model”, Journal of Portfolio Management, 40:2 (2014), 54–63
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30
[x]
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| 34. |
M. V. Zhitlukhin, A. N. Shiryaev, “On the existence of solutions of unbounded optimal stopping problems”, Proc. Steklov Inst. Math., 287:1 (2014), 299–307 |
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| 2013 |
| 35. |
M. V. Zhitlukhin, A. A. Muravlev, A. N. Shiryaev, “The optimal decision rule in the Kiefer–Weiss problem for a Brownian motion”, Russian Math. Surveys, 68:2 (2013), 389–391 |
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| 2014 |
| 36. |
M. V. Zhitlukhin, A. N. Shiryaev, “Optimal stopping problems for a Brownian motion with disorder on a segment”, Theory Probab. Appl., 58:1 (2014), 164–171 |
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| 2013 |
| 37. |
I. V. Evstigneev, M. V. Zhitlukhin, “Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk”, Stochastics, 85:4 (2013), 652–666
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8
[x]
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| 38. |
M. V. Zhitlukhin, A. A. Muravlev, “On Chernoff’s hypotheses testing problem for the drift of a Brownian motion”, Theory Probab. Appl., 57:4 (2013), 708–717 |
| 39. |
M. V. Zhitlukhin, A. N. Shiryaev, “Baeyes disorder problems on filtered probability spaces”, Theory Probab. Appl., 57:3 (2013), 497–511 |
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| 2011 |
| 40. |
M. V. Zhitlukhin, A. A. Muravlev, “On equations for the optimal stopping boundaries in Chernoff's two-hypotheses testing problem”, Russian Math. Surveys, 66:5 (2011), 1012–1013 |
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| 2010 |
| 41. |
M. V. Zhitlukhin, Teor. Veroyatnost. i Primenen., 55:3 (2010), 613–614 |
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| 2009 |
| 42. |
M. V. Zhitlukhin, “A maximal inequality for skew Brownian motion”, Russian Mathematical Surveys, 64 (2009), 958–959 |
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| 2008 |
| 43. |
M. V. Zhitlukhin, “On the joint distribution of $\sup(B_s-\mu s)$ and $\inf(B_s-\nu s)$ for Brownian motion $B_s$”, Russian Math. Surveys, 63:6 (2008), 1154–1155 |
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