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Evstigneev, Igor' Vyacheslavovich
Statistics Math-Net.Ru
Total publications: 30
Scientific articles: 30
Presentations: 7

Number of views:
This page:715
Abstract pages:6339
Full texts:2400
References:326
Doctor of physico-mathematical sciences

https://www.mathnet.ru/eng/person21766
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/210292

Publications in Math-Net.Ru Citations
2023
1. 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  mathnet  mathscinet 1
2021
2. 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  mathnet  mathscinet  isi  scopus 2
2020
3. 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  mathnet  mathscinet  isi  scopus 4
2013
4. I. V. Evstigneev, M. V. Zhitlukhin, “Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk”, Stochastics, 85:4 (2013),  652–666  mathnet  mathscinet  zmath  isi  scopus 8
1992
5. P. E. Greenwood, I. V. Evstigneev, “A Markov Evolving Random Field and Spliting Random Elements”, Teor. Veroyatnost. i Primenen., 37:1 (1992),  46–48  mathnet  mathscinet  zmath; Theory Probab. Appl., 37:1 (1993), 40–42 1
1988
6. I. V. Evstigneev, “Measurable images of compact spaces and selectors of analytic sets”, Dokl. Akad. Nauk SSSR, 299:3 (1988),  538–541  mathnet  mathscinet  zmath; Dokl. Math., 37:2 (1988), 399–402
7. I. V. Evstigneev, “Stochastic extremal problems and the strong Markov property of random fields”, Uspekhi Mat. Nauk, 43:2(260) (1988),  3–41  mathnet  mathscinet  zmath; Russian Math. Surveys, 43:2 (1988), 1–49  isi 9
8. I. V. Evstigneev, “Controlled Random Fields on Orgraph”, Teor. Veroyatnost. i Primenen., 33:3 (1988),  465–479  mathnet  mathscinet  zmath; Theory Probab. Appl., 33:3 (1988), 433–445  isi 5
1986
9. I. V. Evstigneev, “Measurable selection theorems and probabilistic control models in general topological spaces”, Mat. Sb. (N.S.), 131(173):1(9) (1986),  27–39  mathnet  mathscinet  zmath; Math. USSR-Sb., 59:1 (1988), 25–37 4
10. I. V. Evstigneev, “Regular conditional expectations of random variables depending on parameters”, Teor. Veroyatnost. i Primenen., 31:3 (1986),  586–589  mathnet  mathscinet  zmath; Theory Probab. Appl., 31:3 (1987), 515–518  isi 9
1985
11. I. V. Evstigneev, “Measurable selection theorems and stochastic control models”, Dokl. Akad. Nauk SSSR, 283:5 (1985),  1065–1068  mathnet  mathscinet  zmath 1
1984
12. I. V. Evstigneev, “The principle of optimality and the equilibrium theorem for controllable random fields on a digraph”, Dokl. Akad. Nauk SSSR, 274:4 (1984),  782–786  mathnet  mathscinet
1983
13. I. V. Evstigneev, S. E. Kuznetsov, “A probabilistic version of the turnpike theorem for homogeneous convex control models”, Mat. Zametki, 33:1 (1983),  147–156  mathnet  mathscinet  zmath; Math. Notes, 33:1 (1983), 72–77  isi 4
1982
14. I. V. Evstigneev, “Extremal problems and the strict Markov property of stochastic fields”, Uspekhi Mat. Nauk, 37:5(227) (1982),  183–184  mathnet  mathscinet  zmath; Russian Math. Surveys, 37:5 (1982), 168–169  isi 1
15. I. V. Evstigneev, P. K. Katyšev, “Equilibrium paths in the stochastic models of economical dynamics”, Teor. Veroyatnost. i Primenen., 27:1 (1982),  120–128  mathnet  mathscinet  zmath; Theory Probab. Appl., 27:1 (1982), 127–135  isi 4
1980
16. I. V. Evstigneev, “Homogeneous convex models in the theory of controlled random processes”, Dokl. Akad. Nauk SSSR, 253:3 (1980),  524–527  mathnet  mathscinet  zmath
17. I. V. Evstigneev, Yu. M. Kabanov, “A probabilistic modification of the von Neumann–Gale model”, Uspekhi Mat. Nauk, 35:4(214) (1980),  185–186  mathnet  mathscinet  zmath; Russian Math. Surveys, 35:4 (1980), 167–168  isi 4
1978
18. I. V. Evstigneev, “Measurable selection and the continuum axiom”, Dokl. Akad. Nauk SSSR, 238:1 (1978),  11–14  mathnet  mathscinet  zmath 2
19. I. V. Evstigneev, A. I. Ovseevič, “«Splitting times» for random fields”, Teor. Veroyatnost. i Primenen., 23:2 (1978),  433–438  mathnet  mathscinet  zmath; Theory Probab. Appl., 23:2 (1979), 415–419 2
1977
20. I. V. Evstigneev, “«Optional times» for random fields”, Teor. Veroyatnost. i Primenen., 22:3 (1977),  575–581  mathnet  mathscinet  zmath; Theory Probab. Appl., 22:3 (1978), 563–569 16
1976
21. I. V. Evstigneev, “The space $2^X$ and Markov fields”, Dokl. Akad. Nauk SSSR, 230:1 (1976),  22–25  mathnet  mathscinet  zmath 1
22. I. V. Evstigneev, “Turnpike theorems in probabilistic models of economic dynamics”, Mat. Zametki, 19:2 (1976),  279–290  mathnet  mathscinet  zmath; Math. Notes, 19:2 (1976), 165–171 1
23. E. B. Dynkin, I. V. Evstigneev, “Regular conditional expectations of correspondences”, Teor. Veroyatnost. i Primenen., 21:2 (1976),  334–347  mathnet  mathscinet  zmath; Theory Probab. Appl., 21:2 (1977), 325–338 47
1975
24. I. V. Evstigneev, “Models of economic dynamics taking account of indeterminacy in the operation of an industrial process”, Dokl. Akad. Nauk SSSR, 223:3 (1975),  537–540  mathnet  mathscinet  zmath
1974
25. I. V. Evstigneev, “Positive matrix-valued cocycles over dynamical systems”, Uspekhi Mat. Nauk, 29:5(179) (1974),  219–220  mathnet  mathscinet  zmath
1972
26. I. V. Evstigneev, “Optimal economic planning taking account of stationary random factors”, Dokl. Akad. Nauk SSSR, 206:5 (1972),  1040–1042  mathnet  mathscinet  zmath
27. I. V. Evstigneev, S. E. Kuznetsov, “On Differential Equations with Random Coefficients”, Teor. Veroyatnost. i Primenen., 17:1 (1972),  188–194  mathnet  mathscinet  zmath; Theory Probab. Appl., 17:1 (1972), 183–188
1971
28. I. V. Evstigneev, “Markov chains on a matrix group”, Mat. Zametki, 10:2 (1971),  181–186  mathnet  mathscinet  zmath; Math. Notes, 10:2 (1971), 531–534
1969
29. I. V. Evstigneev, “Iterations of homogeneous polynomial transformations with positive coefficients”, Mat. Zametki, 6:4 (1969),  411–416  mathnet  mathscinet  zmath; Math. Notes, 6:4 (1969), 702–704
30. I. V. Evstigneev, “On rotations and compressions of a tetrahedron”, Uspekhi Mat. Nauk, 24:1(145) (1969),  193–194  mathnet  mathscinet  zmath

Presentations in Math-Net.Ru
1. Stochastic Nonlinear Perron-Frobenius theorem
I. V. Evstigneev
Principle Seminar of the Department of Probability Theory, Moscow State University
April 11, 2018
2. Нелинейная стохастическая теорема Перрона-Фробениуса
I. V. Evstigneev, S. A. Pirogov
Dynamical systems and statistical physics
April 8, 2015 18:30
3. MATHEMATICAL BEHAVIORAL FINANCE
I. V. Evstigneev
PreMoLab Seminar
December 4, 2013 17:00   
4. Стохастическая нелинейная теорема Перрона–Фробениуса и динамические системы фон Неймана–Гейла
I. V. Evstigneev, S. A. Pirogov
Sinai Seminar
August 6, 2013 14:00
5. Evolution in pecunia: Evolution Biology of Financial Markets
I. V. Evstigneev
Seminar of M. S. Pinsker Laboratory 1 IITP RAS
April 25, 2013 15:00
6. The stochastic dynamics of economic and financial
I. V. Evstigneev
Dobrushin Mathematics Laboratory Seminar
November 6, 2012 16:00
7. Динамические системы фон Неймана–Гейла и их приложения в экономических и финансовых моделях
I. V. Evstigneev
Principle Seminar of the Department of Probability Theory, Moscow State University
April 12, 2006

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