NOVIKOV Alexander

Citado por

	Total	Desde 2020
Citas	2518	480
Índice h	30	11
Índice i10	64	12

160

120

198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202510 9 8 12 14 16 7 11 13 14 23 25 34 17 27 20 27 39 60 50 52 54 98 74 79 90 122 149 151 107 128 119 115 131 103 107 83 114 69 4

Acceso público

Ver todo

12 artículos

8 artículos

disponibles

no disponibles

Basado en requisitos de financiación

Coautores

Albert ShiryaevSenior researcher, Steklov mathematical instituteDirección de correo verificada de mi.ras.ru
Saowanit SukparungseeKing Mongkut’s University of Technology North BangkokDirección de correo verificada de sci.kmutnb.ac.th
Yupaporn AreepongKing Mongkut’s University of Technology North BangkokDirección de correo verificada de sci.kmutnb.ac.th
Yury KutoyantsLe Mans UniversityDirección de correo verificada de univ-lemans.fr
Yuliya MishuraProfessor of Probability, Taras Shevchenko National University of KyivDirección de correo verificada de knu.ua
Mikhail ZhitlukhinSteklov Mathematical Institute, MoscowDirección de correo verificada de mi-ras.ru
Lin-Yee HinDepartment of Mathematics & Statistics, Curtin UniversityDirección de correo verificada de postgrad.curtin.edu.au
Pavel V. ShevchenkoProfessor of Actuarial Studies, co-director of the Centre for Risk Analytics, Macquarie UniversityDirección de correo verificada de mq.edu.au
Thorsten SchmidtProfessur für Finanzmathematik, TU ChemnitzDirección de correo verificada de mathematik.tu-chemnitz.de
Eka ShinjikashviliUNSWDirección de correo verificada de unsw.edu.au
Yoshio MiyaharaNagoya City UniversityDirección de correo verificada de zm.commufa.jp
Priscilla GreenwoodUniversity of British ColumbiaDirección de correo verificada de math.ubc.ca
Umut CetinProfessor in Statistics, LSEDirección de correo verificada de lse.ac.uk
Sören ChristensenUniversity of KielDirección de correo verificada de math.uni-kiel.de
Jordan StoyanovRetired Professor of Probability, Newcastle UniversityDirección de correo verificada de ncl.ac.uk
Carl ChiarellaProfessor of Quantitative FinanceDirección de correo verificada de uts.edu.au
Vladimir MazalovИнститут прикладных математических исследований КарельскогоDirección de correo verificada de krc.karelia.ru
Ara AsatryanLecturer, University of Technology SydneyDirección de correo verificada de uts.edu.au
Bernard YcartProfesssor of mathematics, University of GrenobleDirección de correo verificada de imag.fr
Alexander NovikovProfessor Emeritus, University of Technology, SydneyDirección de correo verificada de uts.edu.au

Seguir

NOVIKOV Alexander

University of Technology Sydney

Dirección de correo verificada de uts.edu.au - Página principal

Stochastic analysis financial mathemtics statistics of random processes


Título Ordenar por citas Ordenar por año Ordenar por título	Citado por Citado por	Año
On an identity for stochastic integrals AA Novikov Teoriya Veroyatnostei i ee Primeneniya 17 (4), 761-765, 1972	203	1972
Approximations of boundary crossing probabilities for a Brownian motion A Novikov, V Frishling, N Kordzakhia Journal of Applied Probability 36 (4), 1019-1030, 1999	129	1999
Sequential estimation of the parameters of diffusion processes AA Novikov Mathematical Notes of the Academy of Sciences of the USSR 12 (5), 812-818, 1972	88	1972
On discontinuous martingales AA Novikov Theory of Probability & Its Applications 20 (1), 11-26, 1975	79	1975
On a new approach to calculating expectations for option pricing K Borovkov, A Novikov Journal of applied probability 39 (4), 889-895, 2002	76	2002
On some maximal inequalities for fractional Brownian motions A Novikov, E Valkeila Statistics & probability letters 44 (1), 47-54, 1999	75	1999
Explicit analytical solutions for the average run length of CUSUM and EWMA charts G Mititelu, Y Areepong, S Sukparungsee, A Novikov East-West Journal of Mathematics, 2010	72	2010
On an effective solution of the optimal stopping problem for random walks AA Novikov, AN Shiryaev Theory of Probability & Its Applications 49 (2), 344-354, 2005	71	2005
On stopping times for a Wiener process AA Novikov Theory of Probability & Its Applications 16 (3), 449-456, 1971	68	1971
Optimal consumption, investment and housing with means-tested public pension in retirement JG Andréasson, PV Shevchenko, A Novikov Insurance: Mathematics and Economics 75, 32-47, 2017	63	2017
On moment inequalities for stochastic integrals AA Novikov Theory of Probability & Its Applications 16 (3), 538-541, 1971	60	1971
Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process K Borovkov, A Novikov Journal of Applied Probability 42 (1), 82-92, 2005	57	2005
On the first passage time of an autoregressive process over a level and an application to a “disorder” problem AA Novikov Theory of Probability & Its Applications 35 (2), 269-279, 1991	56*	1991
Martingales and First-Passage Times for Ornstein--Uhlenbeck Processes with a Jump Component A Novikov Theory of Probability & Its Applications 48 (2), 288-303, 2004	54	2004
On a solution of the optimal stopping problem for processes with independent increments A Novikov, A Shiryaev Stochastics An International Journal of Probability and Stochastic Processes …, 2007	51	2007
On a stochastic version of the trading rule “buy and hold” A Shiryaev, AA Novikov Statistics & Decisions 26 (4), 289-302, 2009	50	2009
On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary AA Novikov Sbornik: Mathematics 38 (4), 495-505, 1981	44	1981
On EWMA procedure for detection of a change in observations via martingale approach S Sukparungsee, A Novikov CURRENT APPLIED SCIENCE AND TECHNOLOGY 6 (2a), 373-380, 2006	42	2006
First passage time of filtered Poisson process with exponential shape function A Novikov, RE Melchers, E Shinjikashvili, N Kordzakhia Probabilistic engineering mechanics 20 (1), 57-65, 2005	42	2005
Geometric Lévy process pricing model Y Miyahara, AA Novikov Труды Математического института имени ВА Стеклова 237 (0), 185-200, 2002	41	2002

El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.

Artículos 1–20

Citas por año

Citas duplicadas

Citas combinadas

Añadir coautoresCoautores

Seguir

Citado por

Coautores