The following pages link to Alexander Novikov (Q945793):
Displayed 48 items.
- (Q3860601) (← links)
- ON CONDITIONS FOR ABSOLUTE CONTINUITY OF PROBABILITY MEASURES (Q3862173) (← links)
- On Conditions for Uniform Integrability of Continuous Non-Negative Martingales (Q3883236) (← links)
- (Q3897762) (← links)
- (Q3902265) (← links)
- (Q3911242) (← links)
- ON ESTIMATES AND THE ASYMPTOTIC BEHAVIOR OF NONEXIT PROBABILITIES OF A WIENER PROCESS TO A MOVING BOUNDARY (Q3911818) (← links)
- ON ESTIMATES AND THE ASYMPTOTIC BEHAVIOR OF THE PROBABILITY OF NONINTERSECTION OF MOVING BOUNDARIES BY SUMS OF INDEPENDENT RANDOM VARIABLES (Q3915730) (← links)
- (Q3923356) (← links)
- (Q3924915) (← links)
- (Q3925624) (← links)
- (Q3928742) (← links)
- On the Exit Time of Sums of Bounded Random Variables from a Curvilinear Strip (Q3938955) (← links)
- (Q3952912) (← links)
- (Q3962256) (← links)
- (Q4094196) (← links)
- On Discontinuous Martingales (Q4125540) (← links)
- (Q4170609) (← links)
- (Q4174004) (← links)
- (Q4244899) (← links)
- Hedging of Options with a Given Probability (Q4252982) (← links)
- (Q4349233) (← links)
- Martingales, Tauberian Theorem, and Strategies of Gambling (Q4384404) (← links)
- (Q4459185) (← links)
- (Q4657510) (← links)
- On an Identity for Stochastic Integrals (Q4771947) (← links)
- (Q4791442) (← links)
- (Q4802410) (← links)
- On a new approach to calculating expectations for option pricing (Q4804742) (← links)
- Martingales and First-Passage Times for Ornstein--Uhlenbeck Processes with a Jump Component (Q4830853) (← links)
- (Q4871602) (← links)
- Approximations of boundary crossing probabilities for a Brownian motion (Q4954235) (← links)
- Перспективы использования твeрдотельных генераторов азота при создании йодно-кислородного лазера периодического действия (Q4960007) (← links)
- On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps (Q5034428) (← links)
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169475) (← links)
- On a stochastic version of the trading rule “Buy and Hold” (Q5191262) (← links)
- Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process (Q5312842) (← links)
- (Q5493558) (← links)
- (Q5647770) (← links)
- On Moment Inequalities for Stochastic Integrals (Q5658899) (← links)
- (Q5661049) (← links)
- On Stopping Times for a Wiener Process (Q5674186) (← links)
- (Q5680837) (← links)
- (Q5683510) (← links)
- On an Effective Solution of the Optimal Stopping Problem for Random Walks (Q5700638) (← links)
- On a piece-wise deterministic Markov process model (Q5952112) (← links)
- The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues (Q6090350) (← links)
- On a representation of fractional Brownian motion and the limit distributions of statistics arising in cusp statistical models (Q6286227) (← links)