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Vostrikova, Lioudmila

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Author ID: vostrikova.lioudmila Recent zbMATH articles by "Vostrikova, Lioudmila"
Published as: Vostrikova, L.; Vostrikova, Lioudmila; Vostrikova, L. Yu.; Vostrikova, L. Ju.; Vostrikova, Lioudmilla; Vostrikova, Ljudmilla; Vostrikova, Ludmilla
Homepage: http://www.math.univ-angers.fr/~vostrik/
External Links: MGP · Math-Net.Ru

Publications by Year

Citations contained in zbMATH Open

25 Publications have been cited 143 times in 122 Documents Cited by Year
Detecting ”disorder” in multidimensional random processes. Zbl 0487.62072
Vostrikova, L. Yu.
61
1981
Detection of a ”disorder” in a Wiener process. Zbl 0481.62068
Vostrikova, L. Yu.
15
1982
Enlargement of filtration and additional information in pricing models: Bayesian approach. Zbl 1101.62101
Gasbarra, Dario; Valkeila, Esko; Vostrikova, Lioudmila
9
2006
On the weak convergence of likelihood ratio processes of general statistical parametric models. Zbl 0643.60029
Vostrikova, L.
7
1988
On exponential functionals of processes with independent increments. Zbl 1414.60033
Salminen, P.; Vostrikova, L.
6
2018
An integral representation for the Hellinger distance. Zbl 0633.60066
Valkeila, Esko; Vostrikova, Ljudmilla
4
1986
On the detection of ”discordance” of Wiener processes. Zbl 0469.62067
Vostrikova, L. Yu.
4
1981
Rate of convergence in the functional limit theorem for likelihood ratio processes. Zbl 0824.60031
Coquet, F.; Mémin, J.; Vostrikova, L.
4
1994
On moments of integral exponential functionals of additive processes. Zbl 1407.60115
Salminen, Paavo; Vostrikova, Lioudmila
4
2019
The moments of Wishart processes via Itô calculus. Zbl 1131.60008
Graczyk, P.; Vostrikova, L.
4
2007
Some invariance properties (of the laws) of Ocone’s martingales. Zbl 0965.60047
Vostrikova, Lioudmilla; Yor, M.
4
2000
Functional limit theorems for the likelihood ratio processes. Zbl 0627.62034
Vostrikova, Ludmilla
3
1985
Lévy preservation and associated properties for \(f\)-divergence minimal equivalent martingale measures. Zbl 1279.60044
Cawston, Suzanne; Vostrikova, Lioudmila
3
2013
On criteria for \(c_ n\)-consistency of estimators. Zbl 0558.62029
Vostrikova, L. Ju.
2
1984
On regularity properties of Bessel flow. Zbl 1195.60059
Vostrikova, L.
2
2009
An \(f\)-divergence approach for optimal portfolios in exponential Lévy models. Zbl 1418.91455
Cawston, S.; Vostrikova, L.
2
2014
On ”predictable” convergence criteria in variation of probability measures. Zbl 0561.60006
Vostrikova, L. Yu.
1
1984
Functional limit theorems for the ”disorder” problem. Zbl 0508.60032
Vostrikova, L. Ju.
1
1983
On lower and upper functions for square integrable martingales. Zbl 1032.60040
Shiryaev, A. N.; Valkeila, E.; Vostrikova, L.
1
2002
Reflection principle and Ocone martingales. Zbl 1185.60044
Chaumont, L.; Vostrikova, L.
1
2009
On the ruin problem with investment when the risky asset is a semimartingale. Zbl 1459.60100
Spielmann, J.; Vostrikova, L.
1
2020
\(f\)-divergence minimal equivalent martingale measures and optimal portfolios for exponential Lévy models with a change-point. Zbl 1291.60086
Cawston, S.; Vostrikova, L.
1
2013
Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities. Zbl 1403.91338
Ellanskaya, A.; Vostrikova, L.
1
2014
On predictable tests of \((c_ n)\)-consistency of estimates. Zbl 0677.62026
Valkejla, E.; Vostrikova, L. Yu.
1
1987
Revisiting integral functionals of geometric Brownian motion. Zbl 1460.60037
Boguslavskaya, Elena; Vostrikova, Lioudmila
1
2020
On the ruin problem with investment when the risky asset is a semimartingale. Zbl 1459.60100
Spielmann, J.; Vostrikova, L.
1
2020
Revisiting integral functionals of geometric Brownian motion. Zbl 1460.60037
Boguslavskaya, Elena; Vostrikova, Lioudmila
1
2020
On moments of integral exponential functionals of additive processes. Zbl 1407.60115
Salminen, Paavo; Vostrikova, Lioudmila
4
2019
On exponential functionals of processes with independent increments. Zbl 1414.60033
Salminen, P.; Vostrikova, L.
6
2018
An \(f\)-divergence approach for optimal portfolios in exponential Lévy models. Zbl 1418.91455
Cawston, S.; Vostrikova, L.
2
2014
Utility maximisation and utility indifference price for exponential semi-martingale models and HARA utilities. Zbl 1403.91338
Ellanskaya, A.; Vostrikova, L.
1
2014
Lévy preservation and associated properties for \(f\)-divergence minimal equivalent martingale measures. Zbl 1279.60044
Cawston, Suzanne; Vostrikova, Lioudmila
3
2013
\(f\)-divergence minimal equivalent martingale measures and optimal portfolios for exponential Lévy models with a change-point. Zbl 1291.60086
Cawston, S.; Vostrikova, L.
1
2013
On regularity properties of Bessel flow. Zbl 1195.60059
Vostrikova, L.
2
2009
Reflection principle and Ocone martingales. Zbl 1185.60044
Chaumont, L.; Vostrikova, L.
1
2009
The moments of Wishart processes via Itô calculus. Zbl 1131.60008
Graczyk, P.; Vostrikova, L.
4
2007
Enlargement of filtration and additional information in pricing models: Bayesian approach. Zbl 1101.62101
Gasbarra, Dario; Valkeila, Esko; Vostrikova, Lioudmila
9
2006
On lower and upper functions for square integrable martingales. Zbl 1032.60040
Shiryaev, A. N.; Valkeila, E.; Vostrikova, L.
1
2002
Some invariance properties (of the laws) of Ocone’s martingales. Zbl 0965.60047
Vostrikova, Lioudmilla; Yor, M.
4
2000
Rate of convergence in the functional limit theorem for likelihood ratio processes. Zbl 0824.60031
Coquet, F.; Mémin, J.; Vostrikova, L.
4
1994
On the weak convergence of likelihood ratio processes of general statistical parametric models. Zbl 0643.60029
Vostrikova, L.
7
1988
On predictable tests of \((c_ n)\)-consistency of estimates. Zbl 0677.62026
Valkejla, E.; Vostrikova, L. Yu.
1
1987
An integral representation for the Hellinger distance. Zbl 0633.60066
Valkeila, Esko; Vostrikova, Ljudmilla
4
1986
Functional limit theorems for the likelihood ratio processes. Zbl 0627.62034
Vostrikova, Ludmilla
3
1985
On criteria for \(c_ n\)-consistency of estimators. Zbl 0558.62029
Vostrikova, L. Ju.
2
1984
On ”predictable” convergence criteria in variation of probability measures. Zbl 0561.60006
Vostrikova, L. Yu.
1
1984
Functional limit theorems for the ”disorder” problem. Zbl 0508.60032
Vostrikova, L. Ju.
1
1983
Detection of a ”disorder” in a Wiener process. Zbl 0481.62068
Vostrikova, L. Yu.
15
1982
Detecting ”disorder” in multidimensional random processes. Zbl 0487.62072
Vostrikova, L. Yu.
61
1981
On the detection of ”discordance” of Wiener processes. Zbl 0469.62067
Vostrikova, L. Yu.
4
1981
all top 5

Cited by 189 Authors

11 Gombay, Edit
8 Vostrikova, Lioudmila
5 Ning, Wei
5 Wied, Dominik
4 Fryzlewicz, Piotr
4 Horváth, Lajos
4 Tian, Yubin
3 Fontana, Claudio
3 Galeano, Pedro
3 Said, Khamis Khalid
2 Batsidis, Apostolos
2 Bouzebda, Salim
2 Bühlmann, Peter
2 Cohen, Arthur
2 Dzhaparidze, Kacha
2 Hussein, Abdulkadir A.
2 Jacod, Jean
2 Jeanblanc, Monique
2 Jirak, Moritz
2 Killick, Rebecca
2 Kokoszka, Piotr S.
2 Kovács, Solt
2 Martín, Nirian
2 Mayerhofer, Eberhard
2 Miao, Bai-qi
2 Pardo, Leandro
2 Sackrowitz, Harold B.
2 Stelzer, Robert
2 Valkeila, Esko
2 Zhang, Xinsheng
2 Zografos, Konstantinos G.
1 Acciaio, Beatrice
1 Anastasiou, Andreas
1 Ankirchner, Stefan
1 Atashgar, Karim
1 Aue, Alexander
1 Baek, Changryong
1 Basalamah, Doaa
1 Behme, Anita Diana
1 Berens, Tobias
1 Berkes, István
1 Bickel, Peter John
1 Bishop, Adrian N.
1 Boguslavskaya, Elena Vladimirovna
1 Boley, Nathan
1 Braun, Jerome V.
1 Brown, James B.
1 Bücher, Axel
1 Cawston, Suzanne
1 Chan, Jennifer So Kuen
1 Chaumont, Loïc
1 Chen, Cathy W. S.
1 Chen, Kuo-Mei
1 Cho, Haeran
1 Courbot, Bernard
1 De Gooijer, Jan G.
1 Del Moral, Pierre
1 Dette, Holger
1 Dubédat, Julien
1 Eberlein, Ernst W.
1 Eckley, Idris A.
1 El Karoui, Nicole
1 Elad Altman, Henri
1 Ellanskaya, Anastasiya
1 Fang, Xiao
1 Fei, Heliang
1 Fotopoulos, Stergios B.
1 Fried, Roland
1 Gasbarra, Dario
1 Gerlach, Richard H.
1 Gill, Ryan S.
1 Gonzalo, Jesús
1 Graczyk, Piotr
1 Grbac, Zorana
1 Grundy, Thomas
1 Gushchin, Aleksandr Aleksandrovich
1 Hao, Ning
1 Hawkins, Douglas M.
1 Hörmann, Siegfried
1 Hoyle, Edward
1 Hsieh, Fushing
1 Huang, Haiyan
1 Hughston, Lane P.
1 Hušková, Marie
1 Ichiba, Tomoyuki
1 Ivanovs, Jevgeņijs
1 Jandhyala, Venkata K.
1 Jaschke, Stefan R.
1 Jiao, Ying
1 Jonathan, Philip
1 Kabanov, Yuriĭ Mikhaĭlovich
1 Kang, Sang Gil
1 Kanter, Marek
1 Karatzas, Ioannis
1 Karbasian, Mahdi
1 Kardaras, Constantinos
1 Keziou, Amor
1 Kim, Moosup
1 Kim, Yongku
1 Kirman, Alan P.
...and 89 more Authors
all top 5

Cited in 56 Serials

17 Stochastic Processes and their Applications
7 Sequential Analysis
6 The Annals of Statistics
5 Journal of Multivariate Analysis
4 Statistics & Probability Letters
4 Probability Theory and Related Fields
4 Computational Statistics and Data Analysis
3 Journal of Time Series Analysis
3 Journal of Theoretical Probability
3 Communications in Statistics. Simulation and Computation
3 Journal of the Korean Statistical Society
3 Electronic Journal of Statistics
2 The Canadian Journal of Statistics
2 Metrika
2 Theory of Probability and its Applications
2 Journal of Econometrics
2 Acta Mathematicae Applicatae Sinica. English Series
2 Statistical Science
2 Computational Statistics
2 Applied Mathematical Modelling
2 Communications in Statistics. Theory and Methods
2 Test
2 Journal of Statistical Theory and Practice
2 Statistics and Computing
1 Communications in Mathematical Physics
1 Journal of Mathematical Physics
1 Lithuanian Mathematical Journal
1 Periodica Mathematica Hungarica
1 Physica A
1 Stochastics
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Probability
1 Journal of Computational and Applied Mathematics
1 Econometric Reviews
1 Journal of Economic Dynamics & Control
1 European Journal of Operational Research
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Stochastics and Stochastics Reports
1 Mathematical Methods of Statistics
1 Statistical Papers
1 Random Operators and Stochastic Equations
1 Electronic Journal of Probability
1 Bernoulli
1 Journal of Applied Statistics
1 Extremes
1 Statistical Inference for Stochastic Processes
1 Methodology and Computing in Applied Probability
1 Quantitative Finance
1 Journal of Applied Mathematics
1 Stochastics and Dynamics
1 Statistical Methodology
1 Proceedings of the Steklov Institute of Mathematics
1 AStA. Advances in Statistical Analysis
1 The Annals of Applied Statistics
1 Journal of Computational and Graphical Statistics
1 Modern Stochastics. Theory and Applications

Citations by Year