| Publication | Date of Publication | Type |
|---|
On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions
Modern Stochastics. Theory and Applications | 2022-09-19 | Paper |
Single jump filtrations: preservation of the local martingale property with respect to the filtration generated by the local martingale
Operator Theory and Harmonic Analysis | 2021-12-08 | Paper |
Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails
Statistical Inference for Stochastic Processes | 2021-05-03 | Paper |
The joint law of a max-continuous local submartingale and its maximum
Theory of Probability & Its Applications | 2021-02-09 | Paper |
Testing hypotheses for measures with different masses: Four optimization problems
Theory of Probability and Mathematical Statistics | 2021-01-08 | Paper |
Single jump filtrations and local martingales
Modern Stochastics. Theory and Applications | 2020-11-04 | Paper |
Minimal embeddings of integrable processes in a Brownian motion
Russian Mathematical Surveys | 2020-03-11 | Paper |
The joint law of terminal values of a nonnegative submartingale and its compensator
Theory of Probability & Its Applications | 2019-11-12 | Paper |
On possible relations between an increasing process and its compensator in the non-integrable case
Russian Mathematical Surveys | 2019-08-22 | Paper |
| Quadratic approximation for log-likelihood ratio processes | 2018-03-08 | Paper |
Integrated quantile functions: properties and applications
Modern Stochastics. Theory and Applications | 2018-02-15 | Paper |
The minimum increment of f-divergences given total variation distances
Mathematical Methods of Statistics | 2017-04-21 | Paper |
| scientific article; zbMATH DE number 6685493 (Why is no real title available?) | 2017-02-16 | Paper |
Processes that can be embedded in a geometric Brownian motion
Theory of Probability and its Applications | 2016-06-08 | Paper |
A characterization of maximin tests for two composite hypotheses
Mathematical Methods of Statistics | 2015-09-29 | Paper |
Some functional analytic tools for utility maximization
Modern Stochastics and Applications | 2015-09-16 | Paper |
| scientific article; zbMATH DE number 6478243 (Why is no real title available?) | 2015-09-03 | Paper |
On pathwise counterparts of Doob's maximal inequalities
Proceedings of the Steklov Institute of Mathematics | 2015-08-20 | Paper |
On the submartingale/supermartingale property of diffusions in natural scale
Proceedings of the Steklov Institute of Mathematics | 2015-08-20 | Paper |
A characterization of a minimax test in the problem of testing two composite hypotheses
Doklady Mathematics | 2013-11-11 | Paper |
Dual characterization of the value function in the robust utility maximization problem
Theory of Probability and its Applications | 2012-05-04 | Paper |
On estimation of delay location
Statistical Inference for Stochastic Processes | 2011-11-07 | Paper |
On an Extension of the Notion off-Divergence
Theory of Probability & Its Applications | 2008-11-03 | Paper |
On oscillations of the geometric Brownian motion with time-delayed drift
Statistics & Probability Letters | 2007-03-02 | Paper |
A Minimax Result for f-Divergences
From Stochastic Calculus to Mathematical Finance | 2006-10-23 | Paper |
On Recovery of a Measure from Its Symmetrization
Theory of Probability & Its Applications | 2005-10-28 | Paper |
| scientific article; zbMATH DE number 2118841 (Why is no real title available?) | 2004-11-24 | Paper |
On stationary solutions of delay differential equations driven by a Lévy process.
Stochastic Processes and their Applications | 2004-09-07 | Paper |
Approximations and limit theorems for likelihood ratio processes in the binary case
Statistics & Decisions | 2004-03-01 | Paper |
| scientific article; zbMATH DE number 1897410 (Why is no real title available?) | 2003-04-27 | Paper |
Addendum to ``Asymptotic inference for a linear stochastic differential equation with time delay
Bernoulli | 2003-04-10 | Paper |
| scientific article; zbMATH DE number 1894364 (Why is no real title available?) | 2003-04-08 | Paper |
Asymptotic inference for a linear stochastic differential equation with time delay
Bernoulli | 2002-04-25 | Paper |
| scientific article; zbMATH DE number 1494206 (Why is no real title available?) | 2002-01-04 | Paper |
Exponential statistical experiments: Their properties and convergence results
Statistics & Decisions | 2001-09-17 | Paper |
| scientific article; zbMATH DE number 1069529 (Why is no real title available?) | 1999-01-26 | Paper |
| scientific article; zbMATH DE number 972634 (Why is no real title available?) | 1997-09-01 | Paper |
| scientific article; zbMATH DE number 850377 (Why is no real title available?) | 1996-11-19 | Paper |
| scientific article; zbMATH DE number 862383 (Why is no real title available?) | 1996-05-14 | Paper |
| scientific article; zbMATH DE number 758218 (Why is no real title available?) | 1995-07-17 | Paper |
Generalized analytic functions
Russian Mathematical Surveys | 1995-06-20 | Paper |
On quasi-score processes
Annales Academiae Scientiarum Fennicae Series A I Mathematica | 1994-04-25 | Paper |
A Regular Filtered Statistical Model and Families of Martingales
Theory of Probability & Its Applications | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 30696 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 37794 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 30721 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 16735 (Why is no real title available?) | 1992-06-26 | Paper |
Estimation of the Average Payoff from an Open-Loop Control for One Type of Controlled Markov Sequences
Theory of Probability & Its Applications | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4216857 (Why is no real title available?) | 1992-01-01 | Paper |
| Davis inequalities and the Gundy decomposition for two-parametric strong martingales. III | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4203519 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4172201 (Why is no real title available?) | 1989-01-01 | Paper |
Rao-Cramér inequalities on a space with filtration
Russian Mathematical Surveys | 1989-01-01 | Paper |
ON ABSOLUTE CONTINUITY AND SINGULARITY OF THE DISTRIBUTIONS OF RANDOM FIELDS
Mathematics of the USSR-Sbornik | 1983-01-01 | Paper |
On the general theory of random fields on the plane
Russian Mathematical Surveys | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3822835 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3784017 (Why is no real title available?) | 1982-01-01 | Paper |
