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Stochastic processes and financial applications

Работ: 82

  1. Quadratic stochastic operators and zero-sum game dynamics

    Nasir Ganikhodjaev, Rasul Ganikhodjaev, Uygun Jamilov

    СтатьяEconomic theories and modelsErgodic Theory and Dynamical Systems2014Цитирований: 45
    ABI

  2. On the random dynamics of Volterra quadratic operators

    Uygun Jamilov, Michael Scheutzow, Maite Wilke-Berenguer

    СтатьяStability and Controllability of Differential EquationsErgodic Theory and Dynamical Systems2015Цитирований: 24
    ABI

  3. On Nonergodic Uniform Lotka–Volterra Operators

    Farrukh Mukhamedov, Uygun Jamilov, Abror Pirnapasov

    Статьяadvanced mathematical theoriesMathematical Notes2019Цитирований: 18
    ABI

  4. Boundary Control of the Heat Transfer Process in the Space

    Z. Fayazova

    СтатьяStochastic processes and financial applicationsRussian Mathematics2019Цитирований: 11
    ABI

  5. On the ergodic principle for Markov and quadratic stochastic processes and its relations

    Nasir Ganikhodjaev, Hasan Akın, Farrukh Mukhamedov

    СтатьяStochastic processes and financial applicationsLinear Algebra and its Applications2006Цитирований: 9
    ABI

  6. On the Kolmogorov constant explicit form in the theory of discrete-time stochastic branching systems

    Азам А. Имомов, Misliddin Murtazaev

    СтатьяStochastic processes and statistical mechanicsJournal of Applied Probability2024Цитирований: 6
    ABI

  7. Ergodic properties of discrete quadratic stochastic processes defined on von Neumann algebras

    Насир Набиевич Ганиходжаев, Farrukh Mukhamedov

    СтатьяAdvanced Topics in AlgebraIzvestiya Mathematics2000Цитирований: 5
    ABI

  8. On the set of Gibbs measures for model with a countable set of spin values on Cayley trees

    G. I. Botirov, F. H. Haydarov

    СтатьяMarkov Chains and Monte Carlo MethodsPositivity2022Цитирований: 4
    ABI

  9. Mean-Variance-Skewness-Kurtosis efficiency of portfolios computed via moment-based bounds

    Steftcho Dokov, David P. Morton, Ivilina Popova

    СтатьяRisk and Portfolio Optimization2017Цитирований: 3
    ABI

  10. Stochastic Volatility Models with Endogenous Breaks in Volatility Forecasting

    Akram Shavkatovich Hasanov, Sаlоkhiddin Аvаzkhоdjаеv

    ГлаваFinancial Risk and Volatility ModelingContributions to economics2022Цитирований: 3
    ABI

  11. Laplace and Hua Luogeng Operators

    G. Khudayberganov, Askar Maxsetbaevich Khalknazarov, Jonibek Sh. Abdullayev

    СтатьяStochastic processes and financial applicationsRussian Mathematics2020Цитирований: 3
    ABI

  12. The convergence of Galton–Watson branching processes with immigration to a diffusion process

    Ya. M. Khusanbaev

    СтатьяStochastic processes and statistical mechanicsTheory of Probability and Mathematical Statistics2009Цитирований: 2
    ABI

  13. On the ergodic principle for Markov processes associated with quantum quadratic stochastic processes

    Farrukh Mukhamedov

    СтатьяAdvanced Queuing Theory AnalysisRussian Mathematical Surveys2002Цитирований: 2
    ABI

  14. The relationship between the risk of the asset and its expected rate of return: a case of stock exchange market of five European countries

    Khurshid Khudoykulov, Rustam Allado`stov, Ulugbek Khalikov

    СтатьяFinancial Markets and Investment StrategiesInternational Journal of Modelling and Simulation2016Цитирований: 2
    ABI

  15. On the Asymptotic Behavior of a Subcritical Branching Process with Immigration

    Ya. M. Khusanbaev

    СтатьяStochastic processes and statistical mechanicsUkrainian Mathematical Journal2013Цитирований: 2
    ABI

  16. Marcinkiewicz–Zygmund strong laws for -statistics of weakly dependent observations

    Herold Dehling, Olimjon Sh. Sharipov

    СтатьяProbability and Risk ModelsStatistics & Probability Letters2009Цитирований: 1
    ABI

  17. Some Applications Idempotent Probability Measures Space

    Kh. F. Kholturaev

    СтатьяStochastic processes and financial applicationsBulletin of Science and Practice2019Цитирований: 1
    ABI

  18. Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB

    Steftcho Dokov, Ivilina Popova, David P. Morton

    СтатьяRisk and Portfolio Optimization2019 International Conference on Information Science and Communications Technologies (ICISCT)2019Цитирований: 1
    ABI

  19. Dynamics of Quadratic Operators of Idempotent Measures

    I. T. Juraev

    Статьяadvanced mathematical theoriesLobachevskii Journal of Mathematics2022Цитирований: 1
    ABI

  20. О $Z$-множествах пространства идемпотентных вероятностных мер

    Kholsaid Kholturaev

    СтатьяStochastic processes and financial applicationsМатематические заметки2022Цитирований: 1
    ABI

  21. On Geometric Form of a Hahn–Banach Theorem’s Version for Idempotent Probability Measures

    Abror Tagaymurotov, A. A. Zaitov

    СтатьяStochastic processes and financial applicationsLobachevskii Journal of Mathematics2023Цитирований: 1
    ABI

  22. Dynamics of nonlinear stochastic operators and associated Markov measures

    Uygun Jamilov, Farrukh Mukhamedov, Farzona Mukhamedova +1

    СтатьяStochastic processes and financial applicationsMathematical Methods in the Applied Sciences2024Цитирований: 1
    ABI

  23. Functor of Idempotent Probability Measures with Compact Support and Open Mappings

    A. Ya. Ishmetov

    СтатьяMathematical Biology Tumor GrowthJournal of Mathematical Sciences2024Цитирований: 1
    ABI

  24. Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems

    Азам А. Имомов, Misliddin Murtazaev

    СтатьяStochastic processes and statistical mechanicsJournal of Theoretical Probability2024Цитирований: 1
    ABI

  25. Further Improvement of the Basic Lemma of Critical Bienaymé-Galton-Watson Branching Systems and Its Applications

    Азам А. Имомов, Sarvar B. Iskandarov

    ГлаваStochastic processes and statistical mechanicsCommunications in computer and information science2024Цитирований: 1
    ABI