Presentations in Math-Net.Ru
Martingales with respect to special filtration International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods) May 20, 2021
Single jump martingales and the Skorokhod embedding Principle Seminar of the Department of Probability Theory, Moscow State University October 10, 2018
The joint law of terminal values of a nonnegative submartingale and its compensator Principle Seminar of the Department of Probability Theory, Moscow State University February 15, 2017
From the Skorokhod embedding problem to the Monroe theorems: New settings and solutions Principle Seminar of the Department of Probability Theory, Moscow State University October 28, 2015
On some aspects of the utility maximization problem School on Stochastics and Financial Mathematics September 9, 2015
On the inequalities connecting Hellinger processes and some statistical distances Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary October 14, 2014
On a connection between superhedging prices and the dual problem in utility maximization International conference "Advanced Finance and Stochastics" June 28, 2013
On a structure of a minimax test in testing composite hypotheses International conference "Stochastic Optimization and Optimal Stopping" September 24, 2012
Some functional analytic problems related to the utility maximization problem Traditional winter session MIAN–POMI devoted to the topic "Probability and Functional Analysis" February 17, 2012 16:00
On the structure of a maximin test in the problem of testing two composite hypotheses Principle Seminar of the Department of Probability Theory, Moscow State University October 26, 2011 16:45
Utility maximization: a dual problem and connections with upper prices of hedging contingent claims Principle Seminar of the Department of Probability Theory, Moscow State University October 13, 2010 16:45
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