Евстигнеев Игорь Вячеславович
ЕВСТИГНЕЕВ Игорь Вячеславович (1949 г.р.) - окончил МГУ в 1971 г. по специальности "Математика". Доктор физико-математических наук (1988 г.). Работал в ЦЭМИ РАН с 1974 по 2013 год.
Известный специалист по математической экономике, финансовой математике, случайным динамическим системам.E-mail: igor.evstigneev@manchester.ac.uk
Домашняя страница: http://www.evstigneev.net/
Главные публикации:
- Stochastic models of control and economic dynamics. Academic Press, London, 1987 (with V.I.Arkin).
- Markov fields over countable partially ordered sets: Extrema and splitting. Memoirs of Amer. Math. Soc., v.112 (537), 1994 (with P.E.Greenwood).
Некоторые статьи:
- Stochastic equilibria on graphs, I, 1994, Journal of Math. Economics, v.23, 401-433; II, Journal of Math. Economics, v.24, 383-406 (with M.I.Taksar).
- Regular conditional expectations and the continuum hypothesis, in: The Dynkin Festschrift, Birkhauser, 1994, 85-93.
- A limit theorem for random matrices with a multiparameter, 1994, Stochastic Processes and their Appl., v.52, 65-74 (with K. Schuerger).
- The shortest path around an island outside the shallows, 1995, Markov Processes and Related Fields, v.1, 407-418.
- Metonymy and cross section demand, 1997, Journal of Math. Economics, v.28, 397-414 (with W. Hildenbrand and M.Jerison).
- Rapid growth paths in multivalued dynamical systems generated by homogeneous convex stochastic operators, Set-Valued Analysis, 1998, v.6, 61-82 (with S.D.Flaam).
- Balanced states in stochastic economies with locally interacting agents, 1998, Stochastics and Stochastics Reports, v.64, 235-253 (with M.A.H.Dempster and S.A.Pirogov).
- Convex-valued random dynamical systems: A variational principle for equilibrium states, 1999, Random Operators and Stochastic Equations, v.7, 23-38 (with L.Arnold and V.M.Gundlach).
- A stochastic version of Polterovich's model: Exponential turnpike theorems for equilibrium paths, 1999, Macroeconomic Dynamics, v.3, n.2, 149-166 (with R.Amir).
- Robust insurance mechanisms and the shadow prices of information constraints, 1999, Journal of Applied Mathematics and Decision Sciences, v.3, 85-128 (with W.K.Klein Haneveld and L.J.Mirman).
- Turnpike theorems for positive multivalued stochastic operators, 2000, Advances in Mathematical Economics, v.2, 1-20 (with S.Anoulova and V.M.Gundlach).
- A functional central limit theorem for equilibrium paths of economic dynamics, 2000, Journal of Mathematical Economics, v.33, 81-99 (with R.Amir).
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