Lysenko Nikolay Yur'evich

Publications in Math-Net.Ru

1. Maximization of functionals depending on the terminal value and the running maximum of a martingale: a mass transport approach
   
   Theory Stoch. Process., 22(38):1 (2017),  30–40
2. Remarks on mass transportation minimizing expectation of a minimum of affine functions
   
   Theory Stoch. Process., 21(37):2 (2016),  22–28