Yuri Kifer

activity

20082025

most citedBinomial approximations of shortfall risk for game options

7 citations · 8 across the 5 of their papers we have counts for

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math.PR2025

Large Deviations for Iterated Sums and Integrals

Yuri Kifer, Ofer Zeitouni

We describe large deviations for normalized multiple iterated sums and integrals of the form $\bbS_N^{(ν)}(t)=N^{-ν}\sum_{0\leq k_1<...<k_ν\leq Nt}ξ(k_1)\otimes\cdots\otimesξ(k_ν)$…

math.PR2025

Iterated Ergodic Theorems and Erd\" os--R\' enyi law of large numbers

Yuri Kifer

We obtain ergodic theorems for multiple iterated sums and integrals of the form $Σ^{(ν)} (t) = \sum_{0 \leq k_{1} < ... < k_{ν} \leq t} ξ (k_{1}) \otimes \dots \otimes ξ (k_{ν})$ , $t \in [0, T]$ and $Σ^{(ν)…