Alexander Novikov

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Person:945793

Available identifiers

zbMath Open novikov.alexander-aWikidataQ4719764 ScholiaQ4719764MaRDI QIDQ945793

List of research outcomes

PublicationDate of PublicationType
The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues2023-11-14Paper
On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps2022-02-25Paper
Перспективы использования твeрдотельных генераторов азота при создании йодно-кислородного лазера периодического действия2020-04-08Paper
On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion2018-06-20Paper
New and refined bounds for expected maxima of fractional Brownian motion2018-06-14Paper
On distibutions of first passage times of martingales arising in some gambling problems2017-12-12Paper
Optimal consumption, investment and housing with means-tested public pension in retirement2017-07-17Paper
On a representation of fractional Brownian motion and the limit distributions of statistics arising in cusp statistical models2017-05-03Paper
Bounds for expected maxima of Gaussian processes and their discrete approximations2017-04-11Paper
Lower and upper bounds for prices of Asian-type options2015-08-20Paper
Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci2014-07-10Paper
Pitman Estimators: An Asymptotic Variance Revisited2013-11-22Paper
Remarks on moment inequalities and identities for martingales2013-05-13Paper
Continuity Theorems in Boundary Crossing Problems for Diffusion Processes2011-05-31Paper
An Elementary Approach to Optimal Stopping Problems for AR(1) Sequences2011-03-21Paper
On fair pricing of emission-related derivatives2011-02-28Paper
On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences2010-04-26Paper
On a stochastic version of the trading rule “Buy and Hold”2009-07-29Paper
Pricing of Defaultable Securities under Stochastic Interest2008-10-17Paper
On exit times of Levy-driven Ornstein-Uhlenbeck processes2008-09-17Paper
A Structural Model with Unobserved Default Boundary2008-05-22Paper
Martingales and first passage times of AR(1) sequences2008-05-15Paper
On a solution of the optimal stopping problem for processes with independent increments2007-03-30Paper
https://portal.mardi4nfdi.de/entity/Q54935582006-10-23Paper
On an Effective Solution of the Optimal Stopping Problem for Random Walks2005-10-28Paper
Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process2005-08-25Paper
https://portal.mardi4nfdi.de/entity/Q46575102005-03-14Paper
Martingales and First-Passage Times for Ornstein--Uhlenbeck Processes with a Jump Component2004-12-16Paper
https://portal.mardi4nfdi.de/entity/Q44591852004-03-25Paper
On a new approach to calculating expectations for option pricing2003-07-27Paper
https://portal.mardi4nfdi.de/entity/Q48024102003-04-27Paper
https://portal.mardi4nfdi.de/entity/Q47914422003-02-06Paper
On a piece-wise deterministic Markov process model2002-09-15Paper
Approximations of boundary crossing probabilities for a Brownian motion2002-01-15Paper
On Stochastic Approximation Procedures with Averaging2001-05-02Paper
On some maximal inequalities for fractional Brownian motions2000-11-06Paper
Hedging of Options with a Given Probability1999-06-23Paper
https://portal.mardi4nfdi.de/entity/Q42448991999-05-31Paper
Martingales, Tauberian Theorem, and Strategies of Gambling1998-09-08Paper
https://portal.mardi4nfdi.de/entity/Q43492331997-10-06Paper
https://portal.mardi4nfdi.de/entity/Q48716021996-05-14Paper
Some results about averaging in stochastic approximation1996-04-08Paper
Averaging for estimating covariances in stochastic approximation1995-11-29Paper
On the First Passage Time of an Autoregressive Process over a Level and an Application to a “Disorder” Problem1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33580941990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34810181990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31986291989-01-01Paper
Efficiency of selection procedures1988-01-01Paper
Sequential Inferences with Prescribed Accuracy for Semimartingales1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37889301988-01-01Paper
Asymptotic Solution of the Kiefer–Weiss Problem for Processes with Independent Increments1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37889291987-01-01Paper
One-Sided Boundary Crossing for Processes with Independent Increments1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37383481986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37889381985-01-01Paper
Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33274461984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37047251984-01-01Paper
A martingale approach in problems on first crossing time of nonlinear boundaries1983-01-01Paper
The Crossing Time of a One-Sided Nonlinear Boundary by Sums of Independent Random Variables1982-01-01Paper
On the Exit Time of Sums of Bounded Random Variables from a Curvilinear Strip1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39622561982-01-01Paper
Small deviations of Gaussian process1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39022651981-01-01Paper
ON ESTIMATES AND THE ASYMPTOTIC BEHAVIOR OF NONEXIT PROBABILITIES OF A WIENER PROCESS TO A MOVING BOUNDARY1981-01-01Paper
ON ESTIMATES AND THE ASYMPTOTIC BEHAVIOR OF THE PROBABILITY OF NONINTERSECTION OF MOVING BOUNDARIES BY SUMS OF INDEPENDENT RANDOM VARIABLES1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39233561981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39249151981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39529121981-01-01Paper
On Conditions for Uniform Integrability of Continuous Non-Negative Martingales1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38977621980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39112421980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39287421980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30511651979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32060561979-01-01Paper
Recurrent Interpolation of Partially Observed Random Fields with Discrete Parameter1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38606011979-01-01Paper
ON CONDITIONS FOR ABSOLUTE CONTINUITY OF PROBABILITY MEASURES1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39256241979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41706091978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41740041978-01-01Paper
On Discontinuous Martingales1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40941961974-01-01Paper
Sequential estimation of the parameters of diffusion processes1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56808371973-01-01Paper
On an Identity for Stochastic Integrals1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56610491972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56835101972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56477701971-01-01Paper
On Moment Inequalities for Stochastic Integrals1971-01-01Paper
On Stopping Times for a Wiener Process1971-01-01Paper

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