The three are included as part of an exhibition on tour from the British Museum called 'Lines of thought: Drawing from Michelangelo to now'.
The exhibition, featuring 70 drawings from the British Museum's graphic collection, looks at how artists used drawings to record and provoke thought.
It will run until 7 May.
Piet Mondrian, Paul Cezanne and Bridget Riley are among the other artists featured in the exhibition, which opened on Friday,
Anne Stewart, the curator of fine art for National Museums Northern Ireland, said she was thrilled the exhibition had come to Northern Ireland.
"There is something incredibly insightful and intimate about this exhibition - in a sense, it's like stepping into the secret world of artists," she said.
Comedian, actor and artist Phill Jupitus, who said he was a "compulsive doodler", officially opened the exhibition.
"There's something about the creation of the image that I find both satisfying and inspirational. The work of others is no less so. Creativity is humanity at its best," he said.
The Ulster Museum is the exhibition's third and final stop in the UK before it opens at two venues in the US.
Michelangelo, Rembrandt and Picasso - they are just some of the master artists whose work has gone on display at the Ulster Museum in Belfast.