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Evstigneev, Igor' Vyacheslavovich

Statistics Math-Net.Ru
Total publications: 26
Scientific articles: 26
Presentations: 7

Number of views:
This page:543
Abstract pages:4339
Full texts:1803
References:203
Doctor of physico-mathematical sciences

http://www.mathnet.ru/eng/person21766
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List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/210292

Publications in Math-Net.Ru
2021
1. E. Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann–Gale model, market frictions and capital growth”, Stochastics, 93:2 (2021),  279–310  mathnet  mathscinet  isi  scopus
2020
2. Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin, “Von Neumann–Gale dynamics and capital growth in financial markets with frictions”, Math. Financ. Econ., 14:2 (2020),  283–305  mathnet  mathscinet  isi  scopus
2013
3. I. V. Evstigneev, M. V. Zhitlukhin, “Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk”, Stochastics, 85:4 (2013),  652–666  mathnet  mathscinet  zmath  isi  scopus
1992
4. P. E. Greenwood, I. V. Evstigneev, “A Markov Evolving Random Field and Spliting Random Elements”, Teor. Veroyatnost. i Primenen., 37:1 (1992),  46–48  mathnet  mathscinet  zmath; Theory Probab. Appl., 37:1 (1993), 40–42
1988
5. I. V. Evstigneev, “Measurable images of compact spaces and selectors of analytic sets”, Dokl. Akad. Nauk SSSR, 299:3 (1988),  538–541  mathnet  mathscinet  zmath; Dokl. Math., 37:2 (1988), 399–402
6. I. V. Evstigneev, “Stochastic extremal problems and the strong Markov property of random fields”, Uspekhi Mat. Nauk, 43:2(260) (1988),  3–41  mathnet  mathscinet  zmath; Russian Math. Surveys, 43:2 (1988), 1–49  isi
7. I. V. Evstigneev, “Controlled Random Fields on Orgraph”, Teor. Veroyatnost. i Primenen., 33:3 (1988),  465–479  mathnet  mathscinet  zmath; Theory Probab. Appl., 33:3 (1988), 433–445  isi
1986
8. I. V. Evstigneev, “Measurable selection theorems and probabilistic control models in general topological spaces”, Mat. Sb. (N.S.), 131(173):1(9) (1986),  27–39  mathnet  mathscinet  zmath; Math. USSR-Sb., 59:1 (1988), 25–37
9. I. V. Evstigneev, “Regular conditional expectations of random variables depending on parameters”, Teor. Veroyatnost. i Primenen., 31:3 (1986),  586–589  mathnet  mathscinet  zmath; Theory Probab. Appl., 31:3 (1987), 515–518  isi
1985
10. I. V. Evstigneev, “Measurable selection theorems and stochastic control models”, Dokl. Akad. Nauk SSSR, 283:5 (1985),  1065–1068  mathnet  mathscinet  zmath
1984
11. I. V. Evstigneev, “The principle of optimality and the equilibrium theorem for controllable random fields on a digraph”, Dokl. Akad. Nauk SSSR, 274:4 (1984),  782–786  mathnet  mathscinet
1983
12. I. V. Evstigneev, S. E. Kuznetsov, “A probabilistic version of the turnpike theorem for homogeneous convex control models”, Mat. Zametki, 33:1 (1983),  147–156  mathnet  mathscinet  zmath; Math. Notes, 33:1 (1983), 72–77  isi
1982
13. I. V. Evstigneev, “Extremal problems and the strict Markov property of stochastic fields”, Uspekhi Mat. Nauk, 37:5(227) (1982),  183–184  mathnet  mathscinet  zmath; Russian Math. Surveys, 37:5 (1982), 168–169  isi
14. I. V. Evstigneev, P. K. Katyšev, “Equilibrium paths in the stochastic models of economical dynamics”, Teor. Veroyatnost. i Primenen., 27:1 (1982),  120–128  mathnet  mathscinet  zmath; Theory Probab. Appl., 27:1 (1982), 127–135  isi
1980
15. I. V. Evstigneev, “Homogeneous convex models in the theory of controlled random processes”, Dokl. Akad. Nauk SSSR, 253:3 (1980),  524–527  mathnet  mathscinet  zmath
16. I. V. Evstigneev, Yu. M. Kabanov, “A probabilistic modification of the von Neumann–Gale model”, Uspekhi Mat. Nauk, 35:4(214) (1980),  185–186  mathnet  mathscinet  zmath; Russian Math. Surveys, 35:4 (1980), 167–168  isi
1978
17. I. V. Evstigneev, “Measurable selection and the continuum axiom”, Dokl. Akad. Nauk SSSR, 238:1 (1978),  11–14  mathnet  mathscinet  zmath
18. I. V. Evstigneev, A. I. Ovseevič, “«Splitting times» for random fields”, Teor. Veroyatnost. i Primenen., 23:2 (1978),  433–438  mathnet  mathscinet  zmath; Theory Probab. Appl., 23:2 (1979), 415–419
1977
19. I. V. Evstigneev, “«Optional times» for random fields”, Teor. Veroyatnost. i Primenen., 22:3 (1977),  575–581  mathnet  mathscinet  zmath; Theory Probab. Appl., 22:3 (1978), 563–569
1976
20. I. V. Evstigneev, “The space $2^X$ and Markov fields”, Dokl. Akad. Nauk SSSR, 230:1 (1976),  22–25  mathnet  mathscinet  zmath
21. I. V. Evstigneev, “Turnpike theorems in probabilistic models of economic dynamics”, Mat. Zametki, 19:2 (1976),  279–290  mathnet  mathscinet  zmath; Math. Notes, 19:2 (1976), 165–171
22. E. B. Dynkin, I. V. Evstigneev, “Regular conditional expectations of correspondences”, Teor. Veroyatnost. i Primenen., 21:2 (1976),  334–347  mathnet  mathscinet  zmath; Theory Probab. Appl., 21:2 (1977), 325–338
1975
23. I. V. Evstigneev, “Models of economic dynamics taking account of indeterminacy in the operation of an industrial process”, Dokl. Akad. Nauk SSSR, 223:3 (1975),  537–540  mathnet  mathscinet  zmath
1974
24. I. V. Evstigneev, “Positive matrix-valued cocycles over dynamical systems”, Uspekhi Mat. Nauk, 29:5(179) (1974),  219–220  mathnet  mathscinet  zmath
1972
25. I. V. Evstigneev, “Optimal economic planning taking account of stationary random factors”, Dokl. Akad. Nauk SSSR, 206:5 (1972),  1040–1042  mathnet  mathscinet  zmath
26. I. V. Evstigneev, S. E. Kuznetsov, “On Differential Equations with Random Coefficients”, Teor. Veroyatnost. i Primenen., 17:1 (1972),  188–194  mathnet  mathscinet  zmath; Theory Probab. Appl., 17:1 (1972), 183–188
1971
27. I. V. Evstigneev, “Markov chains on a matrix group”, Mat. Zametki, 10:2 (1971),  181–186  mathnet  mathscinet  zmath; Math. Notes, 10:2 (1971), 531–534
1969
28. I. V. Evstigneev, “Iterations of homogeneous polynomial transformations with positive coefficients”, Mat. Zametki, 6:4 (1969),  411–416  mathnet  mathscinet  zmath; Math. Notes, 6:4 (1969), 702–704
29. I. V. Evstigneev, “On rotations and compressions of a tetrahedron”, Uspekhi Mat. Nauk, 24:1(145) (1969),  193–194  mathnet  mathscinet  zmath

Presentations in Math-Net.Ru
1. Stochastic Nonlinear Perron-Frobenius theorem
I. V. Evstigneev
Principle Seminar of the Department of Probability Theory, Moscow State University
April 11, 2018
2. Нелинейная стохастическая теорема Перрона-Фробениуса
I. V. Evstigneev, S. A. Pirogov
Dynamical systems and statistical physics
April 8, 2015 18:30
3. MATHEMATICAL BEHAVIORAL FINANCE
I. V. Evstigneev
PreMoLab Seminar
December 4, 2013 17:00   
4. Стохастическая нелинейная теорема Перрона–Фробениуса и динамические системы фон Неймана–Гейла
I. V. Evstigneev, S. A. Pirogov
Sinai Seminar
August 6, 2013 14:00
5. Evolution in pecunia: Evolution Biology of Financial Markets
I. V. Evstigneev
Seminar of M. S. Pinsker Laboratory 1 IITP RAS
April 25, 2013 15:00
6. The stochastic dynamics of economic and financial
I. V. Evstigneev
Dobrushin Mathematics Laboratory Seminar
November 6, 2012 16:00
7. Динамические системы фон Неймана–Гейла и их приложения в экономических и финансовых моделях
I. V. Evstigneev
Principle Seminar of the Department of Probability Theory, Moscow State University
April 12, 2006

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