Edit Profile Novikov, Aleksandr Aleksandrovich Compute Distance To: Compute Author ID: novikov.alexander-a Published as: Novikoff, A.; Novikov, A.; Novikov, A. A.; Novikov, Aleksandr Aleksandrovich; Novikov, Alex; Novikov, Alexander; Novikov, Alexander A.; Novikov, Alexandre A. Homepage: http://www.uts.edu.au/staff/alex.novikov External Links: MGP · Math-Net.Ru · Wikidata · GND Documents Indexed: 112 Publications since 1963, including 5 Books Reviewing Activity: 29 Reviews all top 5 Co-Authors 45 single-authored 13 Kordzakhia, Nino 9 Shiryaev, Al’bert Nikolaevich 7 Borovkov, Konstantin A. 4 Dragalin, Vladimir P. 4 Le Breton, Alain 3 Kordzakhia, Nino E. 2 Alexander, Scott 2 Frishling, Volf 2 Greenwood, Priscilla E. 2 Hin, Lin-Yee 2 Krylov, Nicolaĭ Vladimirovich 2 Kutoyants, Yury A. 2 Liptser, Robert 2 Melnikov, Aleksander Viktorovich 2 Mishura, Yuliya Stepanivna 2 Zhitlukhin, Mikhail V. 1 Andréasson, Johan G. 1 Areepong, Yupaporn 1 Çetin, Umut 1 Chiarella, Carl 1 Christensen, Soren 1 Dachian, Sergueï 1 Downes, Andrew N. 1 Ehrgashev, B. A. 1 Galtchouk, Leonid I. 1 Hinz, Juri 1 Irle, Albrecht 1 Kabanov, Yuriĭ Mikhaĭlovich 1 Kaji, Shunsuke 1 Lenivkin, Vladimir Valentinovich 1 Ling, Timothy G. 1 Ling, Tingting 1 Ling, Tokwang 1 Mititelu, Gabriel 1 Miyahara, Yoshio 1 Novikov, V. V. jun. 1 Schmidt, Thorsten 1 Shevchenko, Pavel V. 1 Shterenberg, Aleksandr Moiseevich 1 Sukparungsee, Saowanit 1 Valkeila, Esko 1 Wu, Dan 1 Ycart, Bernard 1 Zhu, Songping all top 5 Serials 22 Theory of Probability and its Applications 7 Teoriya Veroyatnosteĭ i eë Primeneniya 6 Statistics & Probability Letters 3 Mathematical Notes 3 Matematicheskie Zametki 3 Journal of Applied Probability 3 Sequential Analysis 3 Stochastics 2 Matematicheskiĭ Sbornik. Novaya Seriya 2 Mathematics of the USSR, Sbornik 2 The ANZIAM Journal 2 Proceedings of the Steklov Institute of Mathematics 1 Mathematica Balkanica 1 Metrika 1 Journal of Soviet Mathematics 1 Mathematics of the USSR. Izvestiya 1 Studia Scientiarum Mathematicarum Hungarica 1 Insurance Mathematics & Economics 1 Statistics & Decisions 1 Japan Journal of Industrial and Applied Mathematics 1 Izvestiya Akademii Nauk SSSR. Seriya Matematicheskaya 1 Tatra Mountains Mathematical Publications 1 Mathematical Methods of Statistics 1 Georgian Mathematical Journal 1 Applied Mathematical Finance 1 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki 1 Bernoulli 1 Issledovaniya po Prikladnoĭ Matematike 1 East-West Journal of Mathematics 1 Statistical Inference for Stochastic Processes 1 Trudy Matematicheskogo Instituta Imeni V. A. Steklova 1 Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki 1 Statistics and Computing all top 5 Fields 83 Probability theory and stochastic processes (60-XX) 41 Statistics (62-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 General and overarching topics; collections (00-XX) 5 Numerical analysis (65-XX) 5 Systems theory; control (93-XX) 2 Integral equations (45-XX) 2 Operations research, mathematical programming (90-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Sequences, series, summability (40-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Classical thermodynamics, heat transfer (80-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 70 Publications have been cited 435 times in 340 Documents Cited by ▼ Year ▼ Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092Novikov, Alex; Frishling, Volf; Kordzakhia, Nino 47 1999 On some maximal inequalities for fractional Brownian motions. Zbl 0947.60033Novikov, Alexander; Valkeila, Esko 25 1999 On an identity for stochastic integrals. Zbl 0284.60054Novikov, A. A. 25 1972 Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process. Zbl 1077.60057Borovkov, K.; Novikov, A. 19 2005 On convergence proofs for perceptrons. Zbl 0116.34103Novikoff, A. 18 1963 On discontinuous martingales. Zbl 0354.60025Novikov, A. A. 17 1975 On a new approach to calculating expectations for option pricing. Zbl 1016.60053Borovkov, K.; Novikov, A. 16 2002 On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary. Zbl 0462.60079Novikov, A. A. 16 1981 On a solution of the optimal stopping problem for processes with independent increments. Zbl 1114.60035Novikov, Alexander; Shiryaev, Albert 12 2007 Martingales and first-passage times for Ornstein-Uhlenbeck processes with a jump component. Zbl 1056.60039Novikov, A. A. 11 2003 Time-dependent barrier options and boundary crossing probabilities. Zbl 1060.91067Novikov, A.; Frishling, V.; Kordzakhia, N. 10 2003 Bayesian sequential estimation of a drift of fractional Brownian motion. Zbl 1294.62175Çetin, U.; Novikov, A.; Shiryaev, A. N. 9 2013 On an effective solution of the optimal stopping problem for random walks. Zbl 1092.60018Novikov, A. A.; Shiryaev, A. N. 9 2004 Martingales, Tauberian theorem, and strategies of gambling. Zbl 0895.60047Novikov, A. A. 9 1996 On the first passage time of an autoregressive process over a level and an application to a “disorder” problem. Zbl 0723.60044Novikov, A. A. 9 1990 One-sided boundary crossing for processes with independent increments. Zbl 0658.60103Greenwood, P. E.; Novikov, A. A. 9 1987 Sequential estimation of the parameters of diffusion processes. Zbl 0256.62077Novikov, A. A. 9 1973 On moment inequalities for stochastic integrals. Zbl 0246.60047Novikov, A. A. 9 1971 On exit times of Levy-driven Ornstein-Uhlenbeck processes. Zbl 1159.60019Borovkov, Konstantin; Novikov, Alexander 8 2008 Lower and upper bounds for prices of Asian-type options. Zbl 1320.91145Novikov, A. A.; Kordzakhia, N. E. 7 2014 The crossing time of a one-sided nonlinear boundary by sums of independent random variables. Zbl 0521.60055Novikov, A. A. 7 1982 On moments of Pitman estimators: the case of fractional Brownian motion. Zbl 1310.62034Novikov, A.; Kordzakhia, N.; Ling, T. 6 2014 Martingales and first passage times of AR(1) sequences. Zbl 1148.60061Novikov, Alexander; Kordzakhia, Nino 6 2008 The martingale approach to problems about the time of the first intersection of nonlinear boundaries. Zbl 0491.60038Novikov, A. A. 6 1981 On stopping times for a Wiener process. Zbl 0258.60037Novikov, A. A. 6 1971 An elementary approach to optimal stopping problems for AR(1) sequences. Zbl 1242.62086Christensen, Sören; Irle, Albrecht; Novikov, Alexander 5 2011 On fair pricing of emission-related derivatives. Zbl 1232.91665Hinz, Juri; Novikov, Alex 5 2010 On a stochastic version of the trading rule “buy and hold”. Zbl 1274.62538Shiryaev, Albert; Novikov, Alexander A. 5 2008 A structural model with unobserved default boundary. Zbl 1134.91525Schmidt, Thorsten; Novikov, Alexander 5 2008 On a piece-wise deterministic Markov process model. Zbl 0993.60071Borovkov, K.; Novikov, A. 5 2001 Hedging of options with a given probability. Zbl 0977.91020Novikov, A. A. 5 1998 Some results about averaging in stochastic approximation. Zbl 0834.62074Le Breton, Alain; Novikov, Alexander 5 1995 Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 4 2017 Sequential inferences with prescribed accuracy for semimartingales. Zbl 0693.62066Mel’nikov, A. V.; Novikov, A. A. 4 1988 On the moment of crossing the one-sided nonlinear boundary by sums of independent random variables. Zbl 0497.60043Novikov, A. A. 4 1982 On small variances of Gaussian processes. Zbl 0471.60043Novikov, A. A. 4 1981 Pricing of volume-weighted average options: analytical approximations and numerical results. Zbl 1418.91531Novikov, Alexander A.; Ling, Timothy G.; Kordzakhia, Nino 3 2014 Pitman estimators: an asymptotic variance revisited. Zbl 1402.62037Novikov, A.; Kordzakhia, N. 3 2013 On distributions of first passage times and optimal stopping of AR(1) sequences. Zbl 1204.62143Novikov, A. A. 3 2009 Averaging for estimating covariances in stochastic approximation. Zbl 0826.60029Le Breton, A.; Novikov, A. A. 3 1994 Consistency of least squares estimates in regression models with martingale errors. Zbl 0645.62094Novikov, A. A. 3 1985 A martingale approach in problems on first crossing time of nonlinear boundaries. Zbl 0524.60051Novikov, A. A. 3 1983 On the conditions of the uniform integrability of the continuous nonnegative martingales. Zbl 0416.60050Novikov, A. A. 3 1979 On moment inequalities and identities for stochastic integrals. Zbl 0264.60039Novikov, A. A. 3 1973 Estimation of cusp location of stochastic processes: a survey. Zbl 1450.62098Dachian, S.; Kordzakhia, N.; Kutoyants, Yu. A.; Novikov, A. 2 2018 Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities. Zbl 1384.62150Kordzakhia, Nino; Novikov, Alexander; Ycart, Bernard 2 2017 Tail distributions of supremum and quadratic variation of local martingales. Zbl 1110.60044Liptser, Robert; Novikov, Alexander 2 2006 Adaptive sequential tests for composite hypotheses. Zbl 1007.62065Dragalin, V. P.; Novikov, A. A. 2 1999 Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0716.62076Dragalin, V. P.; Novikov, A. A. 2 1987 Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0645.62083Dragalin, V. P.; Novikov, A. A. 2 1987 One-sided boundary crossing for processes with independent increments. Zbl 0602.60060Greenwood, Pr. E.; Novikov, A. A. 2 1986 On the exit time of sums of bounded random variables from a curvilinear strip. Zbl 0481.60032Novikov, A. A. 2 1982 On conditions for uniform integrability for continuous exponential martingales. Zbl 0474.60037Novikov, A. A. 2 1980 Translation invariant statistical experiments with independent increments. Zbl 1403.62012Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander 1 2018 New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 1 2018 Bounds and approximations for distributions of weighted Kolmogorov-Smirnov tests. Zbl 1383.62131Kordzakhia, Nino; Novikov, Alexander 1 2017 Bounds on prices for Asian options via Fourier methods. Zbl 1373.60082Alexander, Scott; Novikov, Alexander; Kordzakhia, Nino 1 2016 Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62151Novikov, A.; Shiryaev, A. N. 1 2014 Explicit analytical solutions for the average run length of CUSUM and EWMA charts. Zbl 1225.65014Mititelu, G.; Areepong, Y.; Sukparungsee, S.; Novikov, A. 1 2010 On Wald’s equation, discrete time case. Zbl 0882.60040Galtchouk, Leonid I.; Novikov, Alexandre A. 1 1997 Limit theorems for the first passage time of autoregression process over a level. Zbl 0841.60030Novikov, A. A.; Ehrgashev, B. A. 1 1993 The first exit time of the autoregressive process beyond a level and an application to the disorder problem. Zbl 0702.60048Novikov, A. A. 1 1990 Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes. Zbl 0561.60056Novikov, A. A. 1 1984 Martingale identities, inequalities and their applications in nonlinear boundary value problems for random processes. Zbl 0541.60047Novikov, A. A. 1 1984 Small deviations of Gaussian process. Zbl 0479.60047Novikov, A. A. 1 1981 A martingale approach to first passage problems and a new condition for Wald’s identity. Zbl 0469.60073Novikov, A. A. 1 1981 On conditions for uniform integrability of continuous non-negative martingales. Zbl 0441.60046Novikov, A. A. 1 1980 Über Schätzungen der Parameter in Diffusionsprozessen. Zbl 0266.60045Novikov, A. A. 1 1972 Sequentielle Schätzung der Parameter von Diffusionsprozessen. Zbl 0248.62038Novikov, A. A. 1 1972 Sequential estimation of parameters of diffusion processes. Zbl 0237.62053Novikov, A. A. 1 1971 Estimation of cusp location of stochastic processes: a survey. Zbl 1450.62098Dachian, S.; Kordzakhia, N.; Kutoyants, Yu. A.; Novikov, A. 2 2018 Translation invariant statistical experiments with independent increments. Zbl 1403.62012Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander 1 2018 New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 1 2018 Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 4 2017 Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities. Zbl 1384.62150Kordzakhia, Nino; Novikov, Alexander; Ycart, Bernard 2 2017 Bounds and approximations for distributions of weighted Kolmogorov-Smirnov tests. Zbl 1383.62131Kordzakhia, Nino; Novikov, Alexander 1 2017 Bounds on prices for Asian options via Fourier methods. Zbl 1373.60082Alexander, Scott; Novikov, Alexander; Kordzakhia, Nino 1 2016 Lower and upper bounds for prices of Asian-type options. Zbl 1320.91145Novikov, A. A.; Kordzakhia, N. E. 7 2014 On moments of Pitman estimators: the case of fractional Brownian motion. Zbl 1310.62034Novikov, A.; Kordzakhia, N.; Ling, T. 6 2014 Pricing of volume-weighted average options: analytical approximations and numerical results. Zbl 1418.91531Novikov, Alexander A.; Ling, Timothy G.; Kordzakhia, Nino 3 2014 Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62151Novikov, A.; Shiryaev, A. N. 1 2014 Bayesian sequential estimation of a drift of fractional Brownian motion. Zbl 1294.62175Çetin, U.; Novikov, A.; Shiryaev, A. N. 9 2013 Pitman estimators: an asymptotic variance revisited. Zbl 1402.62037Novikov, A.; Kordzakhia, N. 3 2013 An elementary approach to optimal stopping problems for AR(1) sequences. Zbl 1242.62086Christensen, Sören; Irle, Albrecht; Novikov, Alexander 5 2011 On fair pricing of emission-related derivatives. Zbl 1232.91665Hinz, Juri; Novikov, Alex 5 2010 Explicit analytical solutions for the average run length of CUSUM and EWMA charts. Zbl 1225.65014Mititelu, G.; Areepong, Y.; Sukparungsee, S.; Novikov, A. 1 2010 On distributions of first passage times and optimal stopping of AR(1) sequences. Zbl 1204.62143Novikov, A. A. 3 2009 On exit times of Levy-driven Ornstein-Uhlenbeck processes. Zbl 1159.60019Borovkov, Konstantin; Novikov, Alexander 8 2008 Martingales and first passage times of AR(1) sequences. Zbl 1148.60061Novikov, Alexander; Kordzakhia, Nino 6 2008 On a stochastic version of the trading rule “buy and hold”. Zbl 1274.62538Shiryaev, Albert; Novikov, Alexander A. 5 2008 A structural model with unobserved default boundary. Zbl 1134.91525Schmidt, Thorsten; Novikov, Alexander 5 2008 On a solution of the optimal stopping problem for processes with independent increments. Zbl 1114.60035Novikov, Alexander; Shiryaev, Albert 12 2007 Tail distributions of supremum and quadratic variation of local martingales. Zbl 1110.60044Liptser, Robert; Novikov, Alexander 2 2006 Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process. Zbl 1077.60057Borovkov, K.; Novikov, A. 19 2005 On an effective solution of the optimal stopping problem for random walks. Zbl 1092.60018Novikov, A. A.; Shiryaev, A. N. 9 2004 Martingales and first-passage times for Ornstein-Uhlenbeck processes with a jump component. Zbl 1056.60039Novikov, A. A. 11 2003 Time-dependent barrier options and boundary crossing probabilities. Zbl 1060.91067Novikov, A.; Frishling, V.; Kordzakhia, N. 10 2003 On a new approach to calculating expectations for option pricing. Zbl 1016.60053Borovkov, K.; Novikov, A. 16 2002 On a piece-wise deterministic Markov process model. Zbl 0993.60071Borovkov, K.; Novikov, A. 5 2001 Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092Novikov, Alex; Frishling, Volf; Kordzakhia, Nino 47 1999 On some maximal inequalities for fractional Brownian motions. Zbl 0947.60033Novikov, Alexander; Valkeila, Esko 25 1999 Adaptive sequential tests for composite hypotheses. Zbl 1007.62065Dragalin, V. P.; Novikov, A. A. 2 1999 Hedging of options with a given probability. Zbl 0977.91020Novikov, A. A. 5 1998 On Wald’s equation, discrete time case. Zbl 0882.60040Galtchouk, Leonid I.; Novikov, Alexandre A. 1 1997 Martingales, Tauberian theorem, and strategies of gambling. Zbl 0895.60047Novikov, A. A. 9 1996 Some results about averaging in stochastic approximation. Zbl 0834.62074Le Breton, Alain; Novikov, Alexander 5 1995 Averaging for estimating covariances in stochastic approximation. Zbl 0826.60029Le Breton, A.; Novikov, A. A. 3 1994 Limit theorems for the first passage time of autoregression process over a level. Zbl 0841.60030Novikov, A. A.; Ehrgashev, B. A. 1 1993 On the first passage time of an autoregressive process over a level and an application to a “disorder” problem. Zbl 0723.60044Novikov, A. A. 9 1990 The first exit time of the autoregressive process beyond a level and an application to the disorder problem. Zbl 0702.60048Novikov, A. A. 1 1990 Sequential inferences with prescribed accuracy for semimartingales. Zbl 0693.62066Mel’nikov, A. V.; Novikov, A. A. 4 1988 One-sided boundary crossing for processes with independent increments. Zbl 0658.60103Greenwood, P. E.; Novikov, A. A. 9 1987 Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0716.62076Dragalin, V. P.; Novikov, A. A. 2 1987 Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0645.62083Dragalin, V. P.; Novikov, A. A. 2 1987 One-sided boundary crossing for processes with independent increments. Zbl 0602.60060Greenwood, Pr. E.; Novikov, A. A. 2 1986 Consistency of least squares estimates in regression models with martingale errors. Zbl 0645.62094Novikov, A. A. 3 1985 Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes. Zbl 0561.60056Novikov, A. A. 1 1984 Martingale identities, inequalities and their applications in nonlinear boundary value problems for random processes. Zbl 0541.60047Novikov, A. A. 1 1984 A martingale approach in problems on first crossing time of nonlinear boundaries. Zbl 0524.60051Novikov, A. A. 3 1983 The crossing time of a one-sided nonlinear boundary by sums of independent random variables. Zbl 0521.60055Novikov, A. A. 7 1982 On the moment of crossing the one-sided nonlinear boundary by sums of independent random variables. Zbl 0497.60043Novikov, A. A. 4 1982 On the exit time of sums of bounded random variables from a curvilinear strip. Zbl 0481.60032Novikov, A. A. 2 1982 On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary. Zbl 0462.60079Novikov, A. A. 16 1981 The martingale approach to problems about the time of the first intersection of nonlinear boundaries. Zbl 0491.60038Novikov, A. A. 6 1981 On small variances of Gaussian processes. Zbl 0471.60043Novikov, A. A. 4 1981 Small deviations of Gaussian process. Zbl 0479.60047Novikov, A. A. 1 1981 A martingale approach to first passage problems and a new condition for Wald’s identity. Zbl 0469.60073Novikov, A. A. 1 1981 On conditions for uniform integrability for continuous exponential martingales. Zbl 0474.60037Novikov, A. A. 2 1980 On conditions for uniform integrability of continuous non-negative martingales. Zbl 0441.60046Novikov, A. A. 1 1980 On the conditions of the uniform integrability of the continuous nonnegative martingales. Zbl 0416.60050Novikov, A. A. 3 1979 On discontinuous martingales. Zbl 0354.60025Novikov, A. A. 17 1975 Sequential estimation of the parameters of diffusion processes. Zbl 0256.62077Novikov, A. A. 9 1973 On moment inequalities and identities for stochastic integrals. Zbl 0264.60039Novikov, A. A. 3 1973 On an identity for stochastic integrals. Zbl 0284.60054Novikov, A. A. 25 1972 Über Schätzungen der Parameter in Diffusionsprozessen. Zbl 0266.60045Novikov, A. A. 1 1972 Sequentielle Schätzung der Parameter von Diffusionsprozessen. Zbl 0248.62038Novikov, A. A. 1 1972 On moment inequalities for stochastic integrals. Zbl 0246.60047Novikov, A. A. 9 1971 On stopping times for a Wiener process. Zbl 0258.60037Novikov, A. A. 6 1971 Sequential estimation of parameters of diffusion processes. Zbl 0237.62053Novikov, A. A. 1 1971 On convergence proofs for perceptrons. Zbl 0116.34103Novikoff, A. 18 1963 all cited Publications top 5 cited Publications all top 5 Cited by 452 Authors 21 Novikov, Aleksandr Aleksandrovich 10 Borovkov, Konstantin A. 9 Mishura, Yuliya Stepanivna 8 Lu, Dawei 7 Hashorva, Enkelejd 6 Kordzakhia, Nino 5 Kutoyants, Yury A. 5 Pergamenshchikov, Sergeĭ Markovich 5 Song, Lixin 5 Wachtel, Vitali I. 4 Kordzakhia, Nino E. 4 Patie, Pierre 4 Peskir, Goran 4 Prakasa Rao, B. L. S. 4 Stummer, Wolfgang 4 Wang, Yongjin 4 Yor, Marc 4 Zhitlukhin, Mikhail V. 3 Abundo, Mario 3 Alili, Larbi 3 Bischoff, Wolfgang 3 Bo, Lijun 3 Christensen, Soren 3 Denisov, Denis E. 3 Donchev, Doncho S. 3 Fusai, Gianluca 3 Gapeev, Pavel V. 3 Horibe, Yasuichi 3 Kazamaki, Norihiko 3 Lasukov, V. V. 3 Lee, Chihoon 3 Pelletier, Mariane 3 Shao, Jinghai 3 Tartakovsky, Alexander G. 3 Valkeila, Esko 2 Alexander, Scott 2 Arato, Matyas 2 Artemov, A. V. 2 Aurzada, Frank 2 Butz, Arthur R. 2 Cai, Ning 2 Dachian, Sergueï 2 Darkhovsky, Boris S. 2 Dzhaparidze, Kacha 2 Eberlein, Ernst W. 2 Ekström, Erik 2 Fatalov, Vadim Rolandovich 2 Fu, James C. 2 Germano, Guido 2 Guillaume, Tristan 2 Hin, Lin-Yee 2 Hinz, Juri 2 Hognas, Goran 2 Hulley, Hardy 2 Hüsler, Jürg 2 Iaci, Ross 2 Jung, Brita 2 Kaishev, Vladimir K. 2 Kaji, Shunsuke 2 Kijima, Masaaki 2 Konev, Victor V. 2 Kou, Steven 2 Kühn, Franziska 2 Le Breton, Alain 2 Liu, Zaiming 2 Marazzina, Daniele 2 Melnikov, Aleksander Viktorovich 2 Mémin, Jean 2 Mokkadem, Abdelkader 2 Muravlev, Alekseĭ A. 2 Papapantoleon, Antonis 2 Pedersen, Jesper Lund 2 Pötzelberger, Klaus 2 Ruf, Johannes 2 Sakhanenko, Aleksandr Ivanovich 2 Salminen, Paavo H. 2 Schmidt, Thorsten 2 Sekiguchi, Takeshi 2 Shiryaev, Al’bert Nikolaevich 2 Simon, Thomas 2 Song, Na 2 Song, Yingda 2 Sriram, T. N. 2 Tomashyk, V. V. 2 Wu, Lan 2 Wu, Tung-Lung 2 Yang, Ming 2 Yang, Xuewei 2 Yode, Armel Fabrice 1 Abrahams, I. David 1 Arkin, Vadim I. 1 Astic, Fabian 1 Bai, Yang 1 Bankovsky, Damien 1 Barbu, Vlad Stefan 1 Barlow, Martin T. 1 Barman, Siddharth 1 Basak, Gopal Krishna 1 Bass, Richard F. 1 Baurdoux, Erik Jan ...and 352 more Authors all top 5 Cited in 116 Serials 24 Statistics & Probability Letters 16 Journal of Applied Probability 15 Stochastic Processes and their Applications 12 Theory of Probability and its Applications 11 Advances in Applied Probability 11 Sequential Analysis 10 Stochastic Analysis and Applications 9 Quantitative Finance 9 Stochastics 8 Journal of Theoretical Probability 8 Communications in Statistics. Theory and Methods 7 Methodology and Computing in Applied Probability 6 Annals of the Institute of Statistical Mathematics 6 The Annals of Probability 5 Journal of Mathematical Analysis and Applications 5 The Annals of Statistics 5 Probability Theory and Related Fields 5 The Annals of Applied Probability 5 Finance and Stochastics 5 Mathematical Finance 4 Tohoku Mathematical Journal. Second Series 4 European Journal of Operational Research 4 Journal of Mathematical Sciences (New York) 4 Random Operators and Stochastic Equations 4 Applied Mathematical Finance 4 Stochastic Models 3 Computers & Mathematics with Applications 3 Lithuanian Mathematical Journal 3 Physica A 3 Mathematics of Operations Research 3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 3 Insurance Mathematics & Economics 3 Queueing Systems 3 Statistical Inference for Stochastic Processes 3 Russian Physics Journal 3 Lobachevskii Journal of Mathematics 3 Kodai Mathematical Seminar Reports 2 Journal of Statistical Physics 2 Russian Mathematical Surveys 2 Stochastics 2 Ukrainian Mathematical Journal 2 Journal of Computational and Applied Mathematics 2 Journal of Functional Analysis 2 Kybernetika 2 Numerische Mathematik 2 Transactions of the American Mathematical Society 2 Annals of Operations Research 2 Automation and Remote Control 2 Cybernetics and Systems Analysis 2 International Journal of Theoretical and Applied Finance 2 Proceedings of the Steklov Institute of Mathematics 1 Artificial Intelligence 1 Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) 1 Journal of Applied Mathematics and Mechanics 1 Journal of Engineering Mathematics 1 Journal of the Franklin Institute 1 Metrika 1 Moscow University Mathematics Bulletin 1 Problems of Information Transmission 1 Scandinavian Journal of Statistics 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Journal of Approximation Theory 1 Journal of Computer and System Sciences 1 Journal of Econometrics 1 Journal of Statistical Planning and Inference 1 Operations Research 1 Osaka Journal of Mathematics 1 Proceedings of the American Mathematical Society 1 SIAM Journal on Computing 1 SIAM Journal on Control and Optimization 1 Siberian Mathematical Journal 1 Theoretical Computer Science 1 Journal of Time Series Analysis 1 Statistics 1 Optimization 1 Journal of Applied Mathematics and Stochastic Analysis 1 Computational Mathematics and Modeling 1 Machine Learning 1 Neural Computation 1 Japan Journal of Industrial and Applied Mathematics 1 Linear Algebra and its Applications 1 Pattern Recognition 1 SIAM Review 1 Expositiones Mathematicae 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 SIAM Journal on Scientific Computing 1 Topological Methods in Nonlinear Analysis 1 Theory of Probability and Mathematical Statistics 1 Mathematical Methods of Statistics 1 Monte Carlo Methods and Applications 1 Electronic Communications in Probability 1 INFORMS Journal on Computing 1 Abstract and Applied Analysis 1 Positivity 1 Mathematical Methods of Operations Research 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Journal of Applied Statistics 1 The ANZIAM Journal 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Stochastics and Dynamics ...and 16 more Serials all top 5 Cited in 34 Fields 263 Probability theory and stochastic processes (60-XX) 89 Statistics (62-XX) 77 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Numerical analysis (65-XX) 15 Systems theory; control (93-XX) 11 Operations research, mathematical programming (90-XX) 10 Computer science (68-XX) 8 Partial differential equations (35-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 6 Ordinary differential equations (34-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 Special functions (33-XX) 4 Integral equations (45-XX) 4 Biology and other natural sciences (92-XX) 4 Information and communication theory, circuits (94-XX) 3 Relativity and gravitational theory (83-XX) 2 Number theory (11-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Sequences, series, summability (40-XX) 2 Integral transforms, operational calculus (44-XX) 2 Functional analysis (46-XX) 2 Operator theory (47-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Geophysics (86-XX) 1 Mathematical logic and foundations (03-XX) 1 Field theory and polynomials (12-XX) 1 Measure and integration (28-XX) 1 Potential theory (31-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Convex and discrete geometry (52-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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