The following pages link to Alexander Novikov (Q945793):
Displaying 50 items.
- (Q492180) (redirect page) (← links)
- Lower and upper bounds for prices of Asian-type options (Q492182) (← links)
- A martingale approach in problems on first crossing time of nonlinear boundaries (Q584830) (← links)
- On fair pricing of emission-related derivatives (Q627301) (← links)
- An optimum plan of reliability control (Q756901) (← links)
- On exit times of Levy-driven Ornstein-Uhlenbeck processes (Q945794) (← links)
- An asymptotic property of nonlinear estimators arising as solutions to a certain class of convex programming problems (Q1083817) (← links)
- On Wiener-Hopf factorisation and the distribution of extrema for certain stable processes (Q1094757) (← links)
- Stochastic approximation with dependent disturbances. I (Q1102674) (← links)
- Generalized laws of large numbers and auxiliary results concerning stochastic approximation with dependent disturbances. II (Q1102675) (← links)
- Efficiency of selection procedures (Q1115052) (← links)
- Strong consistency of the MLE for sequential design problems (Q1118955) (← links)
- Small deviations of Gaussian process (Q1162058) (← links)
- New and refined bounds for expected maxima of fractional Brownian motion (Q1640943) (← links)
- On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion (Q1643756) (← links)
- On distibutions of first passage times of martingales arising in some gambling problems (Q1684778) (← links)
- Averaging for estimating covariances in stochastic approximation (Q1894109) (← links)
- Some results about averaging in stochastic approximation (Q1902154) (← links)
- Remarks on moment inequalities and identities for martingales (Q1950780) (← links)
- On some maximal inequalities for fractional Brownian motions (Q1962161) (← links)
- Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes (Q2266524) (← links)
- Optimal consumption, investment and housing with means-tested public pension in retirement (Q2364003) (← links)
- Sequential estimation of the parameters of diffusion processes (Q2559125) (← links)
- On Stochastic Approximation Procedures with Averaging (Q2711148) (← links)
- Pitman Estimators: An Asymptotic Variance Revisited (Q2863593) (← links)
- Bounds for expected maxima of Gaussian processes and their discrete approximations (Q2974854) (← links)
- Continuity Theorems in Boundary Crossing Problems for Diffusion Processes (Q3000888) (← links)
- (Q3051165) (← links)
- An Elementary Approach to Optimal Stopping Problems for AR(1) Sequences (Q3083472) (← links)
- (Q3198629) (← links)
- Asymptotic Solution of the Kiefer–Weiss Problem for Processes with Independent Increments (Q3203879) (← links)
- (Q3206056) (← links)
- On the First Passage Time of an Autoregressive Process over a Level and an Application to a “Disorder” Problem (Q3210630) (← links)
- (Q3327446) (← links)
- (Q3358094) (← links)
- On a solution of the optimal stopping problem for processes with independent increments (Q3429352) (← links)
- Sequential Inferences with Prescribed Accuracy for Semimartingales (Q3468485) (← links)
- (Q3481018) (← links)
- Martingales and first passage times of AR(1) sequences (Q3498583) (← links)
- A Structural Model with Unobserved Default Boundary (Q3502208) (← links)
- Pricing of Defaultable Securities under Stochastic Interest (Q3528739) (← links)
- On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences (Q3556735) (← links)
- The Crossing Time of a One-Sided Nonlinear Boundary by Sums of Independent Random Variables (Q3670300) (← links)
- (Q3704725) (← links)
- (Q3738348) (← links)
- (Q3788929) (← links)
- (Q3788930) (← links)
- (Q3788938) (← links)
- One-Sided Boundary Crossing for Processes with Independent Increments (Q3806507) (← links)
- Recurrent Interpolation of Partially Observed Random Fields with Discrete Parameter (Q3855065) (← links)
