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Alexander A. Gushchin - MaRDI portal

Alexander A. Gushchin

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Person:220901

Available identifiers

zbMath Open gushchin.alexander-aWikidataQ55102240 ScholiaQ55102240MaRDI QIDQ220901

List of research outcomes

PublicationDate of PublicationType
On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions2022-09-19Paper
Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale2021-12-08Paper
Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails2021-05-03Paper
The Joint Law of a Max-Continuous Local Submartingale and Its Maximum2021-02-09Paper
Testing hypotheses for measures with different masses: Four optimization problems2021-01-08Paper
Single jump filtrations and local martingales2020-11-04Paper
Minimal embeddings of integrable processes in a Brownian motion2020-03-11Paper
The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator2019-11-12Paper
On possible relations between an increasing process and its compensator in the non-integrable case2019-08-22Paper
Quadratic approximation for log-likelihood ratio processes2018-03-08Paper
Integrated quantile functions: properties and applications2018-02-15Paper
The minimum increment of f-divergences given total variation distances2017-04-21Paper
https://portal.mardi4nfdi.de/entity/Q29625252017-02-16Paper
Processes That Can Be Embedded in a Geometric Brownian Motion2016-06-08Paper
A characterization of maximin tests for two composite hypotheses2015-09-29Paper
Some Functional Analytic Tools for Utility Maximization2015-09-16Paper
https://portal.mardi4nfdi.de/entity/Q29435232015-09-03Paper
On pathwise counterparts of Doob's maximal inequalities2015-08-20Paper
On the submartingale/supermartingale property of diffusions in natural scale2015-08-20Paper
A characterization of a minimax test in the problem of testing two composite hypotheses2013-11-11Paper
Dual Characterization of the Value Function in the Robust Utility Maximization Problem2012-05-04Paper
On estimation of delay location2011-11-07Paper
On an Extension of the Notion off-Divergence2008-11-03Paper
On oscillations of the geometric Brownian motion with time-delayed drift2007-03-02Paper
A Minimax Result for f-Divergences2006-10-23Paper
On Recovery of a Measure from Its Symmetrization2005-10-28Paper
https://portal.mardi4nfdi.de/entity/Q48282372004-11-24Paper
On stationary solutions of delay differential equations driven by a Lévy process.2004-09-07Paper
Approximations and limit theorems for likelihood ratio processes in the binary case2004-03-01Paper
https://portal.mardi4nfdi.de/entity/Q48024052003-04-27Paper
Addendum to ``Asymptotic inference for a linear stochastic differential equation with time delay2003-04-10Paper
https://portal.mardi4nfdi.de/entity/Q48015632003-04-08Paper
Asymptotic inference for a linear stochastic differential equation with time delay2002-04-25Paper
https://portal.mardi4nfdi.de/entity/Q44973582002-01-04Paper
https://portal.mardi4nfdi.de/entity/Q27439182001-09-17Paper
https://portal.mardi4nfdi.de/entity/Q43564871999-01-26Paper
https://portal.mardi4nfdi.de/entity/Q56915521997-09-01Paper
https://portal.mardi4nfdi.de/entity/Q48664011996-11-19Paper
https://portal.mardi4nfdi.de/entity/Q48715931996-05-14Paper
https://portal.mardi4nfdi.de/entity/Q48341331995-07-17Paper
Generalized analytic functions1995-06-20Paper
On quasi-score processes1994-04-25Paper
A Regular Filtered Statistical Model and Families of Martingales1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q39869851992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39870101992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39901711992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39734201992-06-26Paper
Estimation of the Average Payoff from an Open-Loop Control for One Type of Controlled Markov Sequences1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q33622501992-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33623461991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33523261990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31971521989-01-01Paper
Rao-Cramér inequalities on a space with filtration1989-01-01Paper
ON ABSOLUTE CONTINUITY AND SINGULARITY OF THE DISTRIBUTIONS OF RANDOM FIELDS1983-01-01Paper
On the general theory of random fields on the plane1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36685871982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39622481982-01-01Paper

Research outcomes over time


Doctoral students

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