Persons: Urusov, Mikhail Aleksandrovich

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Urusov, Mikhail Aleksandrovich

Statistics Math-Net.Ru
Total publications:	15
Scientific articles:	13
Presentations:	11

Number of views:
This page:	1462
Abstract pages:	5153
Full texts:	1941
References:	579

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https://www.mathnet.ru/eng/person9084

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List of publications on ZentralBlatt

https://mathscinet.ams.org/mathscinet/MRAuthorID/660022

	Publications in Math-Net.Ru	Citations
	2024
1.	D. Criens, M. Urusov, “On the representation property for 1d general diffusion semimartingales”, Teor. Veroyatnost. i Primenen., 69:4 (2024), 729–744
	2021
2.	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	1
	2019
3.	A. A. Gushchin, M. A. Urusov, “Minimal embeddings of integrable processes in a Brownian motion”, Uspekhi Mat. Nauk, 74:5(449) (2019), 185–186 ; Russian Math. Surveys, 74:5 (2019), 953–955	2
	2017
4.	Stefan Ankirchner, Thomas Kruse, Mikhail Urusov, “A functional limit theorem for irregular SDEs”, Ann. Inst. H. Poincaré Probab. Statist., 53:3 (2017), 1438–1457	7
	2016
5.	Stefan Ankirchner, Thomas Kruse, Mikhail Urusov, “Numerical approximation of irregular SDEs via Skorokhod embeddings”, J. Math. Anal. Appl., 440:2 (2016), 692–715	9
	2015
6.	A. A. Gushchin, M. A. Urusov, “Processes that can be embedded in a geometric Brownian motion”, Teor. Veroyatnost. i Primenen., 60:2 (2015), 248–271 ; Theory Probab. Appl., 60:2 (2016), 246–262	4
	2014
7.	Alexander Gushchin, Mikhail Urusov, Mihail Zervos, “On the submartingale/supermartingale property of diffusions in natural scale”, Trudy Mat. Inst. Steklova, 287 (2014), 129–139 ; Proc. Steklov Inst. Math., 287:1 (2014), 122–132	6
	2009
8.	D. V. Belomestny, L. Rüschendorf, M. A. Urusov, “Optimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation”, Teor. Veroyatnost. i Primenen., 54:1 (2009), 80–96 ; Theory Probab. Appl., 54:1 (2010), 14–28	2
	2004
9.	M. A. Urusov, “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 ; Theory Probab. Appl., 49:1 (2005), 169–176	25
	2003
10.	M. A. Urusov, “The use of separating times in proving singularity of Gaussian measures”, Uspekhi Mat. Nauk, 58:4(352) (2003), 163–164 ; Russian Math. Surveys, 58:4 (2003), 807–809
11.	M. A. Urusov, A. S. Cherny, “Separating times for measures on filtered spaces”, Teor. Veroyatnost. i Primenen., 48:2 (2003), 416–427 ; Theory Probab. Appl., 48:2 (2004), 337–347	10
	2002
12.	M. A. Urusov, “Optimal forecasting of the time of attaining the maximum by Brownian motion”, Uspekhi Mat. Nauk, 57:1(343) (2002), 165–166 ; Russian Math. Surveys, 57:1 (2002), 163–164	2
	1999
13.	M. A. Urusov, “No-arbitrage conditions in discrete financial models”, Uspekhi Mat. Nauk, 54:5(329) (1999), 179–180 ; Russian Math. Surveys, 54:5 (1999), 1053–1055

	2010
14.	A. N. Shiryaev, M. A. Urusov, “Summer School in Stochastic Finance 2010”, Teor. Veroyatnost. i Primenen., 55:4 (2010), 825
	2005
15.	A. N. Shiryaev, M. A. Urusov, A. S. Cherny, A. V. Selivanov, S. V. Dil'man, I. N. Medvedev, A. S. Mishchenko, A. P. Shashkin, “Information on the Fourth “Student Kolmogorov olympiad on the theory of probability””, Teor. Veroyatnost. i Primenen., 50:2 (2005), 411–413 ; Theory Probab. Appl., 50:2 (2006), 348–350	3

Presentations in Math-Net.Ru

1.	A functional limit theorem and numerical approximation for irregular SDEs. Lecture 4 M. A. Urusov School on Stochastics and Financial Mathematics September 10, 2015 12:30
2.	A functional limit theorem and numerical approximation for irregular SDEs. Lecture 3 M. A. Urusov School on Stochastics and Financial Mathematics September 10, 2015 11:30
3.	A functional limit theorem and numerical approximation for irregular SDEs. Lecture 2 M. A. Urusov School on Stochastics and Financial Mathematics September 8, 2015 12:30
4.	A functional limit theorem and numerical approximation for irregular SDEs. Lecture 1 M. A. Urusov School on Stochastics and Financial Mathematics September 8, 2015 11:30
5.	A generalized Donsker's theorem and approximating SDEs with irregular coefficients M. A. Urusov Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary October 14, 2014 15:15
6.	Optimal trade execution and price manipulation in order books with time-varying liquidity Mikhail Urusov International conference "Stochastic Optimization and Optimal Stopping" September 28, 2012 12:10
7.	On the martingale property of exponential local martingales M. Urusov International Symposium "Visions in Stochastics (Leaders and their Pupils)" November 1, 2010 13:00
8.	On the martingale property of certain local martingales: criteria and applications to finance M. A. Urusov Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS December 3, 2009 15:30
9.	Оптимальная ликвидация портфеля с динамическим когерентным риском M. A. Urusov Principle Seminar of the Department of Probability Theory, Moscow State University December 2, 2009 16:45
10.	Pricing and hedging in markets with transaction costs M. A. Urusov Principle Seminar of the Department of Probability Theory, Moscow State University April 9, 2008 16:45
11.	О классе задач об оптимальной остановке для диффузий с разрывными коэффициентами M. A. Urusov Principle Seminar of the Department of Probability Theory, Moscow State University November 22, 2006

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