UB Paderborn / Katalog / Suche / in CDI

Evolutionary finance: a model with endogenous asset payoffs

Journal of bioeconomics, 2023-08, Vol.25 (2), p.117-143

2023

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Stochastic fixed points and nonlinear Perron--Frobenius theorem

Proceedings of the American Mathematical Society, 2018-10, Vol.146 (10), p.4315-4330

2018

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A multidimensional Fatou lemma for conditional expectations

Positivity : an international journal devoted to the theory and applications of positivity in analysis, 2021-09, Vol.25 (4), p.1543-1549

2021

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Controlled random fields, von Neumann-Gale dynamics and multimarket hedging with risk

Stochastics (Abingdon, Eng. : 2005), 2013-08, Vol.85 (4), p.652-666

2013

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Almost sure Nash equilibrium strategies in evolutionary models of asset markets

Mathematical methods of operations research (Heidelberg, Germany), 2011-04, Vol.73 (2), p.235-250

2011

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Survival strategies in an evolutionary finance model with endogenous asset payoffs

Annals of operations research, 2023-11

2023

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Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers

Mathematical methods of operations research (Heidelberg, Germany), 2001-12, Vol.54 (2), p.217-237

2001

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Log-optimal and rapid paths in von Neumann-Gale dynamical systems

Journal of mathematical analysis and applications, 2020-01, Vol.481 (2), p.123489, Article 123489

2020

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Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model

Annals of finance, 2006-10, Vol.2 (4), p.327-355

2006

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Sharing Nonconvex Costs

Journal of global optimization, 2001-08, Vol.20 (3-4), p.257

2001

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Mathematical Financial Economics: A Basic Introduction

1, 2015

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Globally evolutionarily stable portfolio rules

Journal of economic theory, 2008-05, Vol.140 (1), p.197-228

2008

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A functional central limit theorem for equilibrium paths of economic dynamics

Journal of mathematical economics, 2000-02, Vol.33 (1), p.81-99

2000

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New Trends in Probability and Statistics: Proceedings of the Bakuriani Colloquium in Honour of Yu.V. Prohorov, Bakuriani, Georgia, USSR, 24 February-4 March, 1990

2020

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Proceedings of the Seventh Conference on Probability Theory: August 29-September 4, 1982, Brasov, Romania

2020

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Mathematical Financial Economics: A Basic Introduction

2015

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Measurable Selection and Dynamic Programming

Mathematics of operations research, 1976-08, Vol.1 (3), p.267-272

Evstigneev, I. V

1976

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Stochastic equilibria on graphs, II

Journal of mathematical economics, 1995, Vol.24 (4), p.383-406

1995

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Metonymy and cross-section demand

Journal of mathematical economics, 1997-11, Vol.28 (4), p.397-414

1997

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Kirlianography used to treat patients who are suffering from iron-deficiency anemia with gastroenterological pathology

Likars'ka sprava, 2012-12 (8), p.58

2012

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Stochastic extremal problems and the strong Markov property of random fields

Russian mathematical surveys, 1988-04, Vol.43 (2), p.1-49

Evstigneev, I V

1988

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Controlled Random Fields on an Oriented Graph

Theory of probability and its applications, 1989-01, Vol.33 (3), p.433-445

Evstigneev, I. V.

1989

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Controlled Random Fields on Graphs and Stochastic Models of Economic Equilibrium

Proceedings of the Bakuriani Colloquium in Honour of Yu.V. Prohorov, Bakuriani, Georgia, USSR, 24 February–4 March, 1990, 2020, Vol.1, p.391-412

Originally published 1991, 2020

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Regular Conditional Expectations of Random Variables Depending on Parameters

Theory of probability and its applications, 1987-09, Vol.31 (3), p.515-518

Evstigneev, I. V.

1987

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A stochastic contraction principle

Random operators and stochastic equations, 2007-07, Vol.15 (2), p.155-162, Article 155

2007

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Evolutionary finance: a model with endogenous asset payoffs

Stochastic fixed points and nonlinear Perron--Frobenius theorem

A multidimensional Fatou lemma for conditional expectations

Controlled random fields, von Neumann-Gale dynamics and multimarket hedging with risk

Almost sure Nash equilibrium strategies in evolutionary models of asset markets

Survival strategies in an evolutionary finance model with endogenous asset payoffs

Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers

Log-optimal and rapid paths in von Neumann-Gale dynamical systems

Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model

Sharing Nonconvex Costs

Mathematical Financial Economics: A Basic Introduction

Globally evolutionarily stable portfolio rules

A functional central limit theorem for equilibrium paths of economic dynamics

New Trends in Probability and Statistics: Proceedings of the Bakuriani Colloquium in Honour of Yu.V. Prohorov, Bakuriani, Georgia, USSR, 24 February-4 March, 1990

Proceedings of the Seventh Conference on Probability Theory: August 29-September 4, 1982, Brasov, Romania

Mathematical Financial Economics: A Basic Introduction

Measurable Selection and Dynamic Programming

Stochastic equilibria on graphs, II

Metonymy and cross-section demand

Kirlianography used to treat patients who are suffering from iron-deficiency anemia with gastroenterological pathology

Stochastic extremal problems and the strong Markov property of random fields

Controlled Random Fields on an Oriented Graph

Controlled Random Fields on Graphs and Stochastic Models of Economic Equilibrium

Regular Conditional Expectations of Random Variables Depending on Parameters

A stochastic contraction principle

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