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Novikov, Aleksandr Aleksandrovich

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Author ID: novikov.alexander-a Recent zbMATH articles by "Novikov, Aleksandr Aleksandrovich"
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

Publications by Year

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 0978.60092
Novikov, Alex; Frishling, Volf; Kordzakhia, Nino
47
1999
On some maximal inequalities for fractional Brownian motions. Zbl 0947.60033
Novikov, Alexander; Valkeila, Esko
25
1999
On an identity for stochastic integrals. Zbl 0284.60054
Novikov, A. A.
25
1972
Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process. Zbl 1077.60057
Borovkov, K.; Novikov, A.
19
2005
On convergence proofs for perceptrons. Zbl 0116.34103
Novikoff, A.
18
1963
On discontinuous martingales. Zbl 0354.60025
Novikov, A. A.
17
1975
On a new approach to calculating expectations for option pricing. Zbl 1016.60053
Borovkov, K.; Novikov, A.
16
2002
On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary. Zbl 0462.60079
Novikov, A. A.
16
1981
On a solution of the optimal stopping problem for processes with independent increments. Zbl 1114.60035
Novikov, Alexander; Shiryaev, Albert
12
2007
Martingales and first-passage times for Ornstein-Uhlenbeck processes with a jump component. Zbl 1056.60039
Novikov, A. A.
11
2003
Time-dependent barrier options and boundary crossing probabilities. Zbl 1060.91067
Novikov, A.; Frishling, V.; Kordzakhia, N.
10
2003
Bayesian sequential estimation of a drift of fractional Brownian motion. Zbl 1294.62175
Çetin, U.; Novikov, A.; Shiryaev, A. N.
9
2013
On an effective solution of the optimal stopping problem for random walks. Zbl 1092.60018
Novikov, A. A.; Shiryaev, A. N.
9
2004
Martingales, Tauberian theorem, and strategies of gambling. Zbl 0895.60047
Novikov, A. A.
9
1996
On the first passage time of an autoregressive process over a level and an application to a “disorder” problem. Zbl 0723.60044
Novikov, A. A.
9
1990
One-sided boundary crossing for processes with independent increments. Zbl 0658.60103
Greenwood, P. E.; Novikov, A. A.
9
1987
Sequential estimation of the parameters of diffusion processes. Zbl 0256.62077
Novikov, A. A.
9
1973
On moment inequalities for stochastic integrals. Zbl 0246.60047
Novikov, A. A.
9
1971
On exit times of Levy-driven Ornstein-Uhlenbeck processes. Zbl 1159.60019
Borovkov, Konstantin; Novikov, Alexander
8
2008
Lower and upper bounds for prices of Asian-type options. Zbl 1320.91145
Novikov, A. A.; Kordzakhia, N. E.
7
2014
The crossing time of a one-sided nonlinear boundary by sums of independent random variables. Zbl 0521.60055
Novikov, A. A.
7
1982
On moments of Pitman estimators: the case of fractional Brownian motion. Zbl 1310.62034
Novikov, A.; Kordzakhia, N.; Ling, T.
6
2014
Martingales and first passage times of AR(1) sequences. Zbl 1148.60061
Novikov, Alexander; Kordzakhia, Nino
6
2008
The martingale approach to problems about the time of the first intersection of nonlinear boundaries. Zbl 0491.60038
Novikov, A. A.
6
1981
On stopping times for a Wiener process. Zbl 0258.60037
Novikov, A. A.
6
1971
An elementary approach to optimal stopping problems for AR(1) sequences. Zbl 1242.62086
Christensen, Sören; Irle, Albrecht; Novikov, Alexander
5
2011
On fair pricing of emission-related derivatives. Zbl 1232.91665
Hinz, Juri; Novikov, Alex
5
2010
On a stochastic version of the trading rule “buy and hold”. Zbl 1274.62538
Shiryaev, Albert; Novikov, Alexander A.
5
2008
A structural model with unobserved default boundary. Zbl 1134.91525
Schmidt, Thorsten; Novikov, Alexander
5
2008
On a piece-wise deterministic Markov process model. Zbl 0993.60071
Borovkov, K.; Novikov, A.
5
2001
Hedging of options with a given probability. Zbl 0977.91020
Novikov, A. A.
5
1998
Some results about averaging in stochastic approximation. Zbl 0834.62074
Le Breton, Alain; Novikov, Alexander
5
1995
Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
4
2017
Sequential inferences with prescribed accuracy for semimartingales. Zbl 0693.62066
Mel’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 0497.60043
Novikov, A. A.
4
1982
On small variances of Gaussian processes. Zbl 0471.60043
Novikov, A. A.
4
1981
Pricing of volume-weighted average options: analytical approximations and numerical results. Zbl 1418.91531
Novikov, Alexander A.; Ling, Timothy G.; Kordzakhia, Nino
3
2014
Pitman estimators: an asymptotic variance revisited. Zbl 1402.62037
Novikov, A.; Kordzakhia, N.
3
2013
On distributions of first passage times and optimal stopping of AR(1) sequences. Zbl 1204.62143
Novikov, A. A.
3
2009
Averaging for estimating covariances in stochastic approximation. Zbl 0826.60029
Le Breton, A.; Novikov, A. A.
3
1994
Consistency of least squares estimates in regression models with martingale errors. Zbl 0645.62094
Novikov, A. A.
3
1985
A martingale approach in problems on first crossing time of nonlinear boundaries. Zbl 0524.60051
Novikov, A. A.
3
1983
On the conditions of the uniform integrability of the continuous nonnegative martingales. Zbl 0416.60050
Novikov, A. A.
3
1979
On moment inequalities and identities for stochastic integrals. Zbl 0264.60039
Novikov, A. A.
3
1973
Estimation of cusp location of stochastic processes: a survey. Zbl 1450.62098
Dachian, S.; Kordzakhia, N.; Kutoyants, Yu. A.; Novikov, A.
2
2018
Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities. Zbl 1384.62150
Kordzakhia, Nino; Novikov, Alexander; Ycart, Bernard
2
2017
Tail distributions of supremum and quadratic variation of local martingales. Zbl 1110.60044
Liptser, Robert; Novikov, Alexander
2
2006
Adaptive sequential tests for composite hypotheses. Zbl 1007.62065
Dragalin, V. P.; Novikov, A. A.
2
1999
Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0716.62076
Dragalin, V. P.; Novikov, A. A.
2
1987
Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0645.62083
Dragalin, V. P.; Novikov, A. A.
2
1987
One-sided boundary crossing for processes with independent increments. Zbl 0602.60060
Greenwood, Pr. E.; Novikov, A. A.
2
1986
On the exit time of sums of bounded random variables from a curvilinear strip. Zbl 0481.60032
Novikov, A. A.
2
1982
On conditions for uniform integrability for continuous exponential martingales. Zbl 0474.60037
Novikov, A. A.
2
1980
Translation invariant statistical experiments with independent increments. Zbl 1403.62012
Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander
1
2018
New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
1
2018
Bounds and approximations for distributions of weighted Kolmogorov-Smirnov tests. Zbl 1383.62131
Kordzakhia, Nino; Novikov, Alexander
1
2017
Bounds on prices for Asian options via Fourier methods. Zbl 1373.60082
Alexander, Scott; Novikov, Alexander; Kordzakhia, Nino
1
2016
Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62151
Novikov, A.; Shiryaev, A. N.
1
2014
Explicit analytical solutions for the average run length of CUSUM and EWMA charts. Zbl 1225.65014
Mititelu, G.; Areepong, Y.; Sukparungsee, S.; Novikov, A.
1
2010
On Wald’s equation, discrete time case. Zbl 0882.60040
Galtchouk, Leonid I.; Novikov, Alexandre A.
1
1997
Limit theorems for the first passage time of autoregression process over a level. Zbl 0841.60030
Novikov, 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 0702.60048
Novikov, A. A.
1
1990
Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes. Zbl 0561.60056
Novikov, A. A.
1
1984
Martingale identities, inequalities and their applications in nonlinear boundary value problems for random processes. Zbl 0541.60047
Novikov, A. A.
1
1984
Small deviations of Gaussian process. Zbl 0479.60047
Novikov, A. A.
1
1981
A martingale approach to first passage problems and a new condition for Wald’s identity. Zbl 0469.60073
Novikov, A. A.
1
1981
On conditions for uniform integrability of continuous non-negative martingales. Zbl 0441.60046
Novikov, A. A.
1
1980
Über Schätzungen der Parameter in Diffusionsprozessen. Zbl 0266.60045
Novikov, A. A.
1
1972
Sequentielle Schätzung der Parameter von Diffusionsprozessen. Zbl 0248.62038
Novikov, A. A.
1
1972
Sequential estimation of parameters of diffusion processes. Zbl 0237.62053
Novikov, A. A.
1
1971
Estimation of cusp location of stochastic processes: a survey. Zbl 1450.62098
Dachian, S.; Kordzakhia, N.; Kutoyants, Yu. A.; Novikov, A.
2
2018
Translation invariant statistical experiments with independent increments. Zbl 1403.62012
Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander
1
2018
New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
1
2018
Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
4
2017
Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities. Zbl 1384.62150
Kordzakhia, Nino; Novikov, Alexander; Ycart, Bernard
2
2017
Bounds and approximations for distributions of weighted Kolmogorov-Smirnov tests. Zbl 1383.62131
Kordzakhia, Nino; Novikov, Alexander
1
2017
Bounds on prices for Asian options via Fourier methods. Zbl 1373.60082
Alexander, Scott; Novikov, Alexander; Kordzakhia, Nino
1
2016
Lower and upper bounds for prices of Asian-type options. Zbl 1320.91145
Novikov, A. A.; Kordzakhia, N. E.
7
2014
On moments of Pitman estimators: the case of fractional Brownian motion. Zbl 1310.62034
Novikov, A.; Kordzakhia, N.; Ling, T.
6
2014
Pricing of volume-weighted average options: analytical approximations and numerical results. Zbl 1418.91531
Novikov, 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 1291.62151
Novikov, A.; Shiryaev, A. N.
1
2014
Bayesian sequential estimation of a drift of fractional Brownian motion. Zbl 1294.62175
Çetin, U.; Novikov, A.; Shiryaev, A. N.
9
2013
Pitman estimators: an asymptotic variance revisited. Zbl 1402.62037
Novikov, A.; Kordzakhia, N.
3
2013
An elementary approach to optimal stopping problems for AR(1) sequences. Zbl 1242.62086
Christensen, Sören; Irle, Albrecht; Novikov, Alexander
5
2011
On fair pricing of emission-related derivatives. Zbl 1232.91665
Hinz, Juri; Novikov, Alex
5
2010
Explicit analytical solutions for the average run length of CUSUM and EWMA charts. Zbl 1225.65014
Mititelu, G.; Areepong, Y.; Sukparungsee, S.; Novikov, A.
1
2010
On distributions of first passage times and optimal stopping of AR(1) sequences. Zbl 1204.62143
Novikov, A. A.
3
2009
On exit times of Levy-driven Ornstein-Uhlenbeck processes. Zbl 1159.60019
Borovkov, Konstantin; Novikov, Alexander
8
2008
Martingales and first passage times of AR(1) sequences. Zbl 1148.60061
Novikov, Alexander; Kordzakhia, Nino
6
2008
On a stochastic version of the trading rule “buy and hold”. Zbl 1274.62538
Shiryaev, Albert; Novikov, Alexander A.
5
2008
A structural model with unobserved default boundary. Zbl 1134.91525
Schmidt, Thorsten; Novikov, Alexander
5
2008
On a solution of the optimal stopping problem for processes with independent increments. Zbl 1114.60035
Novikov, Alexander; Shiryaev, Albert
12
2007
Tail distributions of supremum and quadratic variation of local martingales. Zbl 1110.60044
Liptser, Robert; Novikov, Alexander
2
2006
Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process. Zbl 1077.60057
Borovkov, K.; Novikov, A.
19
2005
On an effective solution of the optimal stopping problem for random walks. Zbl 1092.60018
Novikov, A. A.; Shiryaev, A. N.
9
2004
Martingales and first-passage times for Ornstein-Uhlenbeck processes with a jump component. Zbl 1056.60039
Novikov, A. A.
11
2003
Time-dependent barrier options and boundary crossing probabilities. Zbl 1060.91067
Novikov, A.; Frishling, V.; Kordzakhia, N.
10
2003
On a new approach to calculating expectations for option pricing. Zbl 1016.60053
Borovkov, K.; Novikov, A.
16
2002
On a piece-wise deterministic Markov process model. Zbl 0993.60071
Borovkov, K.; Novikov, A.
5
2001
Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092
Novikov, Alex; Frishling, Volf; Kordzakhia, Nino
47
1999
On some maximal inequalities for fractional Brownian motions. Zbl 0947.60033
Novikov, Alexander; Valkeila, Esko
25
1999
Adaptive sequential tests for composite hypotheses. Zbl 1007.62065
Dragalin, V. P.; Novikov, A. A.
2
1999
Hedging of options with a given probability. Zbl 0977.91020
Novikov, A. A.
5
1998
On Wald’s equation, discrete time case. Zbl 0882.60040
Galtchouk, Leonid I.; Novikov, Alexandre A.
1
1997
Martingales, Tauberian theorem, and strategies of gambling. Zbl 0895.60047
Novikov, A. A.
9
1996
Some results about averaging in stochastic approximation. Zbl 0834.62074
Le Breton, Alain; Novikov, Alexander
5
1995
Averaging for estimating covariances in stochastic approximation. Zbl 0826.60029
Le Breton, A.; Novikov, A. A.
3
1994
Limit theorems for the first passage time of autoregression process over a level. Zbl 0841.60030
Novikov, 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 0723.60044
Novikov, A. A.
9
1990
The first exit time of the autoregressive process beyond a level and an application to the disorder problem. Zbl 0702.60048
Novikov, A. A.
1
1990
Sequential inferences with prescribed accuracy for semimartingales. Zbl 0693.62066
Mel’nikov, A. V.; Novikov, A. A.
4
1988
One-sided boundary crossing for processes with independent increments. Zbl 0658.60103
Greenwood, P. E.; Novikov, A. A.
9
1987
Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0716.62076
Dragalin, V. P.; Novikov, A. A.
2
1987
Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0645.62083
Dragalin, V. P.; Novikov, A. A.
2
1987
One-sided boundary crossing for processes with independent increments. Zbl 0602.60060
Greenwood, Pr. E.; Novikov, A. A.
2
1986
Consistency of least squares estimates in regression models with martingale errors. Zbl 0645.62094
Novikov, A. A.
3
1985
Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes. Zbl 0561.60056
Novikov, A. A.
1
1984
Martingale identities, inequalities and their applications in nonlinear boundary value problems for random processes. Zbl 0541.60047
Novikov, A. A.
1
1984
A martingale approach in problems on first crossing time of nonlinear boundaries. Zbl 0524.60051
Novikov, A. A.
3
1983
The crossing time of a one-sided nonlinear boundary by sums of independent random variables. Zbl 0521.60055
Novikov, A. A.
7
1982
On the moment of crossing the one-sided nonlinear boundary by sums of independent random variables. Zbl 0497.60043
Novikov, A. A.
4
1982
On the exit time of sums of bounded random variables from a curvilinear strip. Zbl 0481.60032
Novikov, A. A.
2
1982
On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary. Zbl 0462.60079
Novikov, A. A.
16
1981
The martingale approach to problems about the time of the first intersection of nonlinear boundaries. Zbl 0491.60038
Novikov, A. A.
6
1981
On small variances of Gaussian processes. Zbl 0471.60043
Novikov, A. A.
4
1981
Small deviations of Gaussian process. Zbl 0479.60047
Novikov, A. A.
1
1981
A martingale approach to first passage problems and a new condition for Wald’s identity. Zbl 0469.60073
Novikov, A. A.
1
1981
On conditions for uniform integrability for continuous exponential martingales. Zbl 0474.60037
Novikov, A. A.
2
1980
On conditions for uniform integrability of continuous non-negative martingales. Zbl 0441.60046
Novikov, A. A.
1
1980
On the conditions of the uniform integrability of the continuous nonnegative martingales. Zbl 0416.60050
Novikov, A. A.
3
1979
On discontinuous martingales. Zbl 0354.60025
Novikov, A. A.
17
1975
Sequential estimation of the parameters of diffusion processes. Zbl 0256.62077
Novikov, A. A.
9
1973
On moment inequalities and identities for stochastic integrals. Zbl 0264.60039
Novikov, A. A.
3
1973
On an identity for stochastic integrals. Zbl 0284.60054
Novikov, A. A.
25
1972
Über Schätzungen der Parameter in Diffusionsprozessen. Zbl 0266.60045
Novikov, A. A.
1
1972
Sequentielle Schätzung der Parameter von Diffusionsprozessen. Zbl 0248.62038
Novikov, A. A.
1
1972
On moment inequalities for stochastic integrals. Zbl 0246.60047
Novikov, A. A.
9
1971
On stopping times for a Wiener process. Zbl 0258.60037
Novikov, A. A.
6
1971
Sequential estimation of parameters of diffusion processes. Zbl 0237.62053
Novikov, A. A.
1
1971
On convergence proofs for perceptrons. Zbl 0116.34103
Novikoff, A.
18
1963
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

Citations by Year

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