Virtual International Authority File


Pergamenshchikov, Sergei National Library of Israel Library of Congress/NACO National Library of France Sudoc [ABES], France

Pergamenščikov, Sergej M. ISNI German National Library

Pergamenŝikov, Sergej. NUKAT Center of Warsaw University Library

VIAF ID: 10079431 (Personal)


ISNI: 0000  0001  1593  6870 

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Title Sources
Adaptive sequential estimation for ergodic diffusion processes in quadratic metric. Pt. 1 / Leonid Galtchouk and Sergey Pergamenshchikov. - Strasbourg, 2007. NUKAT Center of Warsaw University Library
Consommation et investissement optimaux dans des marchés financiers à coefficients aléatoires Sudoc [ABES], France
Estimation paramétrique améliorée pour des modèles régressifs observés sous un bruit avec sauts Sudoc [ABES], France
Mathematical Aspects of Financial Market Models with Transaction Costs. Sudoc [ABES], France
Méthode approximative de Leland pour des marchés financiers à volatilité stochastique avec coûts de transaction. Sudoc [ABES], France
Nonparametric estimation for an autoregressive models. Sudoc [ABES], France
On large deviation probabilities in ergodic theorem for singularly perturbed stochastic systems German National Library
Optimal consumption and investment for markets with random coefficients. Sudoc [ABES], France
study of an insurance company in an uncertain environment. Sudoc [ABES], France
Two-scale stochastic systems asymptotic analysis and control Library of Congress/NACO NUKAT Center of Warsaw University Library National Library of France German National Library Sudoc [ABES], France

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