Alexander A. Gushchin

Available identifiers

zbMath Open gushchin.alexander-aWikidataQ55102240 ScholiaQ55102240MaRDI QIDQ220901

List of research outcomes

Publication	Date of Publication	Type
On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions	2022-09-19	Paper
Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale	2021-12-08	Paper
Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails	2021-05-03	Paper
The Joint Law of a Max-Continuous Local Submartingale and Its Maximum	2021-02-09	Paper
Testing hypotheses for measures with different masses: Four optimization problems	2021-01-08	Paper
Single jump filtrations and local martingales	2020-11-04	Paper
Minimal embeddings of integrable processes in a Brownian motion	2020-03-11	Paper
The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator	2019-11-12	Paper
On possible relations between an increasing process and its compensator in the non-integrable case	2019-08-22	Paper
Quadratic approximation for log-likelihood ratio processes	2018-03-08	Paper
Integrated quantile functions: properties and applications	2018-02-15	Paper
The minimum increment of f-divergences given total variation distances	2017-04-21	Paper
https://portal.mardi4nfdi.de/entity/Q2962525	2017-02-16	Paper
Processes That Can Be Embedded in a Geometric Brownian Motion	2016-06-08	Paper
A characterization of maximin tests for two composite hypotheses	2015-09-29	Paper
Some Functional Analytic Tools for Utility Maximization	2015-09-16	Paper
https://portal.mardi4nfdi.de/entity/Q2943523	2015-09-03	Paper
On pathwise counterparts of Doob's maximal inequalities	2015-08-20	Paper
On the submartingale/supermartingale property of diffusions in natural scale	2015-08-20	Paper
A characterization of a minimax test in the problem of testing two composite hypotheses	2013-11-11	Paper
Dual Characterization of the Value Function in the Robust Utility Maximization Problem	2012-05-04	Paper
On estimation of delay location	2011-11-07	Paper
On an Extension of the Notion off-Divergence	2008-11-03	Paper
On oscillations of the geometric Brownian motion with time-delayed drift	2007-03-02	Paper
A Minimax Result for f-Divergences	2006-10-23	Paper
On Recovery of a Measure from Its Symmetrization	2005-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q4828237	2004-11-24	Paper
On stationary solutions of delay differential equations driven by a Lévy process.	2004-09-07	Paper
Approximations and limit theorems for likelihood ratio processes in the binary case	2004-03-01	Paper
https://portal.mardi4nfdi.de/entity/Q4802405	2003-04-27	Paper
Addendum to ``Asymptotic inference for a linear stochastic differential equation with time delay	2003-04-10	Paper
https://portal.mardi4nfdi.de/entity/Q4801563	2003-04-08	Paper
Asymptotic inference for a linear stochastic differential equation with time delay	2002-04-25	Paper
https://portal.mardi4nfdi.de/entity/Q4497358	2002-01-04	Paper
https://portal.mardi4nfdi.de/entity/Q2743918	2001-09-17	Paper
https://portal.mardi4nfdi.de/entity/Q4356487	1999-01-26	Paper
https://portal.mardi4nfdi.de/entity/Q5691552	1997-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q4866401	1996-11-19	Paper
https://portal.mardi4nfdi.de/entity/Q4871593	1996-05-14	Paper
https://portal.mardi4nfdi.de/entity/Q4834133	1995-07-17	Paper
Generalized analytic functions	1995-06-20	Paper
On quasi-score processes	1994-04-25	Paper
A Regular Filtered Statistical Model and Families of Martingales	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q3986985	1992-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q3987010	1992-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q3990171	1992-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q3973420	1992-06-26	Paper
Estimation of the Average Payoff from an Open-Loop Control for One Type of Controlled Markov Sequences	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3362250	1992-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3362346	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3352326	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3197152	1989-01-01	Paper
Rao-Cramér inequalities on a space with filtration	1989-01-01	Paper
ON ABSOLUTE CONTINUITY AND SINGULARITY OF THE DISTRIBUTIONS OF RANDOM FIELDS	1983-01-01	Paper
On the general theory of random fields on the plane	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3668587	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3962248	1982-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
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This page was built for person: Alexander A. Gushchin