Vostrikova Lyudmila Yur'evna

Publications in Math-Net.Ru

1. Utility maximization of the exponential Lévy switching models
   
   Teor. Veroyatnost. i Primenen., 69:1 (2024),  161–187
2. On the ruin problem with investment when the risky asset is a semimartingale
   
   Teor. Veroyatnost. i Primenen., 65:2 (2020),  312–337
3. On exponential functionals of processes with independent increments
   
   Teor. Veroyatnost. i Primenen., 63:2 (2018),  330–357
4. Expected utility maximisation for exponential Levy models with option and information processes
   
   Teor. Veroyatnost. i Primenen., 61:1 (2016),  26–52
5. Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities
   
   Trudy Mat. Inst. Steklova, 287 (2014),  75–102
6. On continuity properties for option prices in exponential Lévy models
   
   Teor. Veroyatnost. i Primenen., 54:4 (2009),  645–670
7. The moments of Wishart processes via Itô calculus
   
   Teor. Veroyatnost. i Primenen., 51:4 (2006),  732–751
8. On Lower and Upper Functions for Square Integrable Martingales
   
   Trudy Mat. Inst. Steklova, 237 (2002),  290–301
9. On Predictible Tests of $(c_n)$-Consistency of Estimates
   
   Teor. Veroyatnost. i Primenen., 32:3 (1987),  523–536
10. On “predictable” convergence criteria in variation of probability measures
    
    Uspekhi Mat. Nauk, 39:2(236) (1984),  143–144
11. Detecting “disorder” in multidimensional random processes
    
    Dokl. Akad. Nauk SSSR, 259:2 (1981),  270–274
12. On the detection of «discordance» of Wiener process
    
    Teor. Veroyatnost. i Primenen., 26:2 (1981),  362–368