| On stationary solutions of delay differential equations driven by a Lévy process AA Gushchin, U Küchler Stochastic processes and their applications 88 (2), 195-211, 2000 | 84 | 2000 |
| Asymptotic inference for a linear stochastic differential equation with time delay AA Gushchin, U Küchler | 68 | 1999 |
| Bounds of option prices for semimartingale market models AA Gushchin, E Mordecki Proceedings of the Steklov Institute of Mathematics-Interperiodica …, 2002 | 61 | 2002 |
| On the general theory of random fields on the plane AA Gushchin Russian Mathematical Surveys 37 (6), 55, 1982 | 56* | 1982 |
| On an Extension of the Notion of f-Divergence AA Gushchin Theory of Probability & Its Applications 52 (3), 439-455, 2008 | 36* | 2008 |
| On asymptotic optimality of estimators of parameters under the LAQ condition AA Gushchin Theory of Probability & Its Applications 40 (2), 261-272, 1996 | 28 | 1996 |
| On Fano's lemma and similar inequalities for the minimax risk AA Gushchin Theory of Probability and Mathematical Statistics 67, 29-41, 2003 | 26* | 2003 |
| On parametric statistical models for stationary solutions of affine stochastic delay differential equations AA Gushchin, U Küchler SFB 373 Discussion Paper, 2001 | 23 | 2001 |
| The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. I AA Gushchin, YS Mishura Teor. Veroyatnost. Mat. Statist, 27-35, 1990 | 20* | 1990 |
| Integrated quantile functions: properties and applications AA Gushchin, DA Borzykh Modern Stochastics: Theory and Applications 4 (4), 285-314, 2017 | 18 | 2017 |
| Dual characterization of the value function in the robust utility maximization problem AA Gushchin Theory of Probability & Its Applications 55 (4), 611-630, 2011 | 16* | 2011 |
| The joint law of terminal values of a nonnegative submartingale and its compensator AA Gushchin Theory of Probability & Its Applications 62 (2), 216-235, 2018 | 13* | 2018 |
| Stochastic calculus for quantitative finance AA Gushchin Elsevier, 2015 | 13 | 2015 |
| On estimation of delay location AA Gushchin, U Küchler Statistical inference for stochastic processes 14 (3), 273-305, 2011 | 11 | 2011 |
| Single jump filtrations and local martingales AA Gushchin Modern Stochastics: Theory and Applications 7 (2), 135-156, 2020 | 9 | 2020 |
| On the submartingale/supermartingale property of diffusions in natural scale A Gushchin, M Urusov, M Zervos Proceedings of the Steklov Institute of Mathematics 287, 122-132, 2014 | 8 | 2014 |
| On oscillations of the geometric Brownian motion with time-delayed drift AA Gushchin, U Küchler Statistics & probability letters 70 (1), 19-24, 2004 | 7 | 2004 |
| Processes that can be embedded in a geometric Brownian motion AA Gushchin, MA Urusov Theory of Probability & Its Applications 60 (2), 246-262, 2016 | 6* | 2016 |
| On the upper hedging price of nonnegative contingent claims AA Gushchin Contemporary Problems of Mathematics and Mechanics VIII, Mathematics, Issue …, 2013 | 6* | 2013 |
| On recovery of a measure from its symmetrization AA Gushchin, U Küchler Theory of Probability & its Applications 49 (2), 323-333, 2005 | 6 | 2005 |
Ernesto MordeckiCentro de Matemática, Facultad de Ciencias, Universidad de la República, Montevideo, UruguayDirección de correo verificada de cmat.edu.uy
