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Alexander Gushchin
Alexander Gushchin
Steklov Mathematical Institute
Dirección de correo verificada de mi-ras.ru
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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
842000
Asymptotic inference for a linear stochastic differential equation with time delay
AA Guschin, U Küchler
Bernoulli, 1059-1098, 1999
641999
Bounds of option prices for semimartingale market models
AA Gushchin, E Mordecki
Proceedings of the Steklov Institute of Mathematics-Interperiodica …, 2002
622002
On the general theory of random fields on the plane
AA Gushchin
Russian Mathematical Surveys 37 (6), 55, 1982
57*1982
On an Extension of the Notion of f-Divergence
AA Gushchin
Theory of Probability & Its Applications 52 (3), 439-455, 2008
34*2008
On asymptotic optimality of estimators of parameters under the LAQ condition
AA Gushchin
Theory of Probability & Its Applications 40 (2), 261-272, 1996
271996
On Fano's lemma and similar inequalities for the minimax risk
AA Gushchin
Theory of Probability and Mathematical Statistics 67, 29-41, 2003
23*2003
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
AA Gushchin, U Küchler
SFB 373 Discussion Paper, 2001
232001
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
162017
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
122015
On estimation of delay location
AA Gushchin, U Küchler
Statistical inference for stochastic processes 14 (3), 273-305, 2011
112011
Single jump filtrations and local martingales
AA Gushchin
Modern Stochastics: Theory and Applications 7 (2), 135-156, 2020
92020
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
82014
On oscillations of the geometric Brownian motion with time-delayed drift
AA Gushchin, U Küchler
Statistics & probability letters 70 (1), 19-24, 2004
72004
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
62005
Addendum to'Asymptotic inference for a linear stochastic differential equation with time delay'
AA Gushchin, U Küchler
Bernoulli, 629-632, 2001
62001
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20