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researcher

M. Urusov

31 papers hereh-index 13668 citations66 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author29

Across the 30 of 31 papers where every author was matched, so the position is known.

fields
  • math.PR20
  • q-fin.TR3
  • math.OC2
  • q-fin.CP2
  • q-fin.MF2
  • q-fin.GN1
same name
  • M. Urusov — 3 papers, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20082025
most citedOn a class of optimal stopping problems for diffusions with discontinuous coefficients

22 citations · 60 across the 23 of their papers we have counts for

collaborators
Showing 2022 · math.PRShow all

1 paper · 2 filters

math.PR2022★ 2 cited

Separating Times for One-Dimensional General Diffusions

David Criens, Mikhail Urusov

The separating time for two probability measures on a filtered space is an extended stopping time which captures the phase transition between equivalence and singularity. More spec…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.