|
|
|
Publications in Math-Net.Ru |
Citations |
|
2007 |
| 1. |
A. S. Cherny, “Pricing with coherent risk”, Teor. Veroyatnost. i Primenen., 52:3 (2007), 506–540     ; Theory Probab. Appl., 52:3 (2008), 389–415   |
34
|
|
2003 |
| 2. |
V. P. Maslov, A. S. Cherny, “On minimization and maximization
of entropy in various disciplines”, Teor. Veroyatnost. i Primenen., 48:3 (2003), 466–486 ; Theory Probab. Appl., 48:3 (2004), 447–464 |
49
|
| 3. |
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 |
| 4. |
A. N. Shiryaev, A. S. Cherny, “Vector Stochastic Integrals and the Fundamental Theorems of Asset Pricing”, Trudy Mat. Inst. Steklova, 237 (2002), 12–56 ; Proc. Steklov Inst. Math., 237 (2002), 6–49 |
29
|
| 5. |
A. S. Cherny, A. N. Shiryaev, M. Yor, “Limit behavior of the “horizontal-vertical” random walk and some extensions of the Donsker–Prokhorov invariance principle”, Teor. Veroyatnost. i Primenen., 47:3 (2002), 498–517 ; Theory Probab. Appl., 47:3 (2003), 377–394 |
20
|
|
2001 |
| 6. |
A. S. Cherny, “On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations”, Teor. Veroyatnost. i Primenen., 46:3 (2001), 483–497 ; Theory Probab. Appl., 46:3 (2002), 406–419 |
49
|
| 7. |
A. S. Cherny, “Families of Consistent Probability Measures”, Teor. Veroyatnost. i Primenen., 46:1 (2001), 160–163 ; Theory Probab. Appl., 46:1 (2002), 118–121 |
5
|
|
2000 |
| 8. |
A. S. Cherny, “Qualitative behaviour of solutions of stochastic differential equations with singular coefficients”, Uspekhi Mat. Nauk, 55:3(333) (2000), 193–194 ; Russian Math. Surveys, 55:3 (2000), 570–571 |
| 9. |
A. S. Cherny, “Convergence of some integrals associated with Bessel processes”, Teor. Veroyatnost. i Primenen., 45:2 (2000), 251–267 ; Theory Probab. Appl., 45:2 (2001), 195–209 |
11
|
|
1999 |
| 10. |
A. S. Cherny, A. N. Shiryaev, “Some distributional properties of a Brownian motion with a drift and an extension of P. Lévy's theorem”, Teor. Veroyatnost. i Primenen., 44:2 (1999), 466–472 ; Theory Probab. Appl., 44:2 (2000), 412–418 |
9
|
|
1998 |
| 11. |
A. S. Cherny, “The vector stochastic integral in the first fundamental theorem of the mathematics of finance”, Uspekhi Mat. Nauk, 53:4(322) (1998), 221–222 ; Russian Math. Surveys, 53:4 (1998), 866–867 |
|
|
|
2005 |
| 12. |
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
|
|
2002 |
| 13. |
A. S. Cherny, “Book review: Hida T., Karandikar R. L., Kunita H., Rajput B. S., Watanabe S., Xiong J. (Eds). “Stochastics in Finite and Infinite Dimensions””, Teor. Veroyatnost. i Primenen., 47:3 (2002), 613–615 ; Theory Probab. Appl., 47:3 (2003), 556–558 |
|
2000 |
| 14. |
G. I. Falin, A. S. Cherny, “Information on the meetings of the general seminar of the Department of Probability, Faculty of Mathematics and Mechanics, Moscow State University”, Teor. Veroyatnost. i Primenen., 45:3 (2000), 622 ; Theory Probab. Appl., 45:3 (2001), 546 |
| 15. |
A. V. Melnikov, A. S. Cherny, “Information on the meetings of the general seminar of the Department of Probability,
Faculty of Mathematics and Mechanics, Moscow State University”, Teor. Veroyatnost. i Primenen., 45:1 (2000), 203–204 ; Theory Probab. Appl., 45:1 (2001), 173–174 |
|
| Presentations in Math-Net.Ru |
|
|
| Organisations |
|
| |
|
|
Contact us: