Smirnov Sergei Nikolaevich

Publications in Math-Net.Ru

1. A guaranteed deterministic approach to superhedging: the relationship between the deterministic and probabilistic problem statements without trading constraints
   
   Teor. Veroyatnost. i Primenen., 67:4 (2022),  688–716
2. A guaranteed deterministic approach to superhedging: most unfavorable scenarios of market behaviour and moment problem
   
   Mat. Teor. Igr Pril., 12:3 (2020),  50–88
3. A guaranteed deterministic approach to superhedging: mixed strategies and game equilibrium
   
   Mat. Teor. Igr Pril., 12:1 (2020),  60–90
4. Guaranteed deterministic approach to superhedging: properties of binary European option
   
   Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2020, no. 1,  29–59
5. A guaranteed deterministic approach to superhedging: the proprieties of semicontinuity and continuity of the Bellman–Isaacs equations
   
   Mat. Teor. Igr Pril., 11:4 (2019),  87–115
6. A guaranteed deterministic approach to superhedging: no arbitrage market condition
   
   Mat. Teor. Igr Pril., 11:2 (2019),  68–95
7. A Feller Transition Kernel with Measure Supports Given by a Set-Valued Mapping
   
   Trudy Inst. Mat. i Mekh. UrO RAN, 25:1 (2019),  219–228
8. A guaranteed deterministic approach to superhedging: financial market model,trading constraints and Bellman–Isaacs equations
   
   Mat. Teor. Igr Pril., 10:4 (2018),  59–99
9. Stochastic model of ultrarelativistic electrons passage through a thick monocrystals
   
   Mat. Model., 12:9 (2000),  25–44
10. Maximal coupling for processes in $D[0,\infty)$
    
    Dokl. Akad. Nauk SSSR, 311:5 (1990),  1059–1061
11. Numerical methods of solving stochastic differential equations
    
    Mat. Model., 2:11 (1990),  108–121
12. On the theory of spatially-homogeneous Boltzmann equation
    
    Mat. Model., 1:3 (1989),  123–134
13. Reverse of the Sevast'yanov Ergodic Theorem
    
    Teor. Veroyatnost. i Primenen., 34:2 (1989),  390–392
14. Justification of a stochastic method for solving the Boltzmann equation
    
    Zh. Vychisl. Mat. Mat. Fiz., 29:2 (1989),  270–276
15. An efficient stochastic algorithm for solving the Boltzmann equation
    
    Zh. Vychisl. Mat. Mat. Fiz., 29:1 (1989),  118–124
16. A stochastic algorithm for solving the Boltzmann equation based on Euler's method
    
    Zh. Vychisl. Mat. Mat. Fiz., 28:5 (1988),  764–768
17. On a stochastic method of solving the Boltzmann equation
    
    Zh. Vychisl. Mat. Mat. Fiz., 28:2 (1988),  293–297
18. Recurrence of absolute-difference chains
    
    Mat. Zametki, 42:2 (1987),  336–342
19. On the asymptotic behaviour of Feller chains
    
    Dokl. Akad. Nauk SSSR, 263:3 (1982),  554–558