Lavrentyev Viktor Vladimirovich

Publications in Math-Net.Ru

1. Weak convergence of Hilbert-valued semimartingales to a stochastically continuous process with independent increments
   
   Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2024, no. 1,  5–16
2. Compactness conditions for a family of measures of Hilbert-valued continuous semi-martingales
   
   Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2019, no. 4,  39–51
3. A probability model of the influence of the order book on the price process
   
   Inform. Primen., 12:2 (2018),  29–34
4. Canonical representations of Hilbert-valued semimartingales
   
   Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2011, no. 20,  125–130
5. On the structure of Hilbert-valued martingales
   
   Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2010, no. 17,  13–20
6. Decomposition of the samimartingals that take values in a separable Banach space
   
   Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2010, no. 16,  25–28
7. The existence of a Hilbert space valued process with given jumps
   
   Uspekhi Mat. Nauk, 41:5(251) (1986),  183–184
8. A functional central limit theorem for semimartingales with values in Hilbert space
   
   Dokl. Akad. Nauk SSSR, 270:1 (1983),  41–44
9. On the weak convergence of Hilbert space-valued semimartingales to stochastically continuous processes with conditionally independent increments
   
   Uspekhi Mat. Nauk, 38:3(231) (1983),  183–184
10. The functional central limit theorem for semimartingales taking values in a Hilbert space
    
    Uspekhi Mat. Nauk, 37:4(226) (1982),  165–166