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## Gushchin, Aleksandr Aleksandrovich

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 Author ID: gushchin.alexander-a Published as: Gushchin, A.; Gushchin, A. A.; Gushchin, Aleksandr A.; Gushchin, Alexander; Gushchin, Alexander A. Homepage: https://www.hse.ru/en/org/persons/93131129 External Links: MGP · Math-Net.Ru · Wikidata · ORCID
 Documents Indexed: 54 Publications since 1982, including 1 Book Reviewing Activity: 37 Reviews
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#### Co-Authors

 29 single-authored 6 Küchler, Uwe 5 Mishura, Yuliya Stepanivna 4 Valkeila, Esko 3 Urusov, Mikhail A. 1 Borzykh, Dmitriy A. 1 Ekushov, A. I. 1 Khasanov, Ruslan V. 1 Kordzakhia, Nino E. 1 Leshchenko, S. S. 1 Mordecki, Ernesto 1 Morozov, Ivan 1 Novikov, Aleksandr Aleksandrovich 1 Zervos, Mihail 1 Zhdanov, Denis A.
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#### Serials

 7 Theory of Probability and its Applications 5 Russian Mathematical Surveys 4 Theory of Probability and Mathematical Statistics 2 Teoriya Veroyatnosteĭ i eë Primeneniya 2 Statistics & Decisions 2 Mathematical Methods of Statistics 2 Bernoulli 2 Statistical Inference for Stochastic Processes 2 Proceedings of the Steklov Institute of Mathematics 2 Modern Stochastics. Theory and Applications 1 Annales Academiae Scientiarum Fennicae. Series A I. Mathematica 1 Matematicheskiĭ Sbornik. Novaya Seriya 1 Soviet Mathematics. Doklady 1 Statistics & Probability Letters 1 Mathematics of the USSR, Sbornik 1 Stochastic Processes and their Applications 1 Teoriya Veroyatnosteĭ i Matematicheskaya Statistika 1 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 1 Doklady Mathematics
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#### Fields

 33 Probability theory and stochastic processes (60-XX) 26 Statistics (62-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Systems theory; control (93-XX) 2 Ordinary differential equations (34-XX) 2 Functional analysis (46-XX) 2 Information and communication theory, circuits (94-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX)

#### Citations contained in zbMATH

25 Publications have been cited 98 times in 83 Documents Cited by Year
On stationary solutions of delay differential equations driven by a Lévy process. Zbl 1045.60057
Gushchin, Alexander A.; Küchler, Uwe
2000
Asymptotic inference for a linear stochastic differential equation with time delay. Zbl 0983.62049
Gushchin, Alexander A.; Küchler, Uwe
1999
On the general theory of random fields on the plane. Zbl 0515.60053
Gushchin, A. A.
1982
Bounds on option prices for semimartingale market models. Zbl 1113.91319
Gushchin, A. A.; Mordecki, E.
2002
On the submartingale/supermartingale property of diffusions in natural scale. Zbl 1322.60161
Gushchin, Alexander; Urusov, Mikhail; Zervos, Mihail
2014
On an extension of the notion of $$f$$-divergence. Zbl 1206.94015
Gushchin, A. A.
2008
Approximations and limit theorems for likelihood ratio processes in the binary case. Zbl 1044.62005
Gushchin, A. A.; Valkeila, E.
2003
Integrated quantile functions: properties and applications. Zbl 1383.60019
Gushchin, Alexander A.; Borzykh, Dmitriy A.
2017
Processes that can be embedded in a geometric Brownian motion. Zbl 1341.60101
Gushchin, A. A.; Urusov, M. A.
2016
A characterization of maximin tests for two composite hypotheses. Zbl 1327.62087
Gushchin, A.
2015
Stochastic calculus for quantitative finance. Zbl 1331.60001
Gushchin, Alexander A.
2015
On oscillations of the geometric Brownian motion with time-delayed drift. Zbl 1126.60048
Gushchin, Alexander A.; Küchler, Uwe
2004
On Fano lemma and analogous inequalities for minimax risk. Zbl 1051.62005
Gushchin, A. A.
2002
On asymptotic optimality of estimators of parameters under the LAQ condition. Zbl 0898.62031
Gushchin, A. A.
1995
The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. I. Zbl 0749.60042
Gushchin, A. A.; Mishura, Yu. S.
1990
The joint law of terminal values of a nonnegative submartingale and its compensator. Zbl 1434.60125
Gushchin, A. A.
2018
Translation invariant statistical experiments with independent increments. Zbl 1403.62012
Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander
2018
On pathwise counterparts of Doob’s maximal inequalities. Zbl 1325.60064
Gushchin, A. A.
2014
A characterization of a minimax test in the problem of testing two composite hypotheses. Zbl 1362.62017
Gushchin, A. A.
2013
Dual characterization of the value function in the robust utility maximization problem. Zbl 1238.91126
Gushchin, A. A.
2011
On estimation of delay location. Zbl 1274.62562
Gushchin, Alexander A.; Küchler, Uwe
2011
On recovery of a measure from its symmetrization. Zbl 1089.28003
Gushchin, A. A.; Küchler, U.
2004
Addendum to “Asymptotic inference for a linear stochastic differential equation with time delay”. Zbl 1008.62080
Gushchin, Alexander A.; Küchler, Uwe
2001
On taking limits under the compensator sign. Zbl 0870.60042
Gushchin, A. A.
1996
The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. III. Zbl 0788.60066
Gushchin, A. A.; Mishura, Yu. S.
1991
The joint law of terminal values of a nonnegative submartingale and its compensator. Zbl 1434.60125
Gushchin, A. A.
2018
Translation invariant statistical experiments with independent increments. Zbl 1403.62012
Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander
2018
Integrated quantile functions: properties and applications. Zbl 1383.60019
Gushchin, Alexander A.; Borzykh, Dmitriy A.
2017
Processes that can be embedded in a geometric Brownian motion. Zbl 1341.60101
Gushchin, A. A.; Urusov, M. A.
2016
A characterization of maximin tests for two composite hypotheses. Zbl 1327.62087
Gushchin, A.
2015
Stochastic calculus for quantitative finance. Zbl 1331.60001
Gushchin, Alexander A.
2015
On the submartingale/supermartingale property of diffusions in natural scale. Zbl 1322.60161
Gushchin, Alexander; Urusov, Mikhail; Zervos, Mihail
2014
On pathwise counterparts of Doob’s maximal inequalities. Zbl 1325.60064
Gushchin, A. A.
2014
A characterization of a minimax test in the problem of testing two composite hypotheses. Zbl 1362.62017
Gushchin, A. A.
2013
Dual characterization of the value function in the robust utility maximization problem. Zbl 1238.91126
Gushchin, A. A.
2011
On estimation of delay location. Zbl 1274.62562
Gushchin, Alexander A.; Küchler, Uwe
2011
On an extension of the notion of $$f$$-divergence. Zbl 1206.94015
Gushchin, A. A.
2008
On oscillations of the geometric Brownian motion with time-delayed drift. Zbl 1126.60048
Gushchin, Alexander A.; Küchler, Uwe
2004
On recovery of a measure from its symmetrization. Zbl 1089.28003
Gushchin, A. A.; Küchler, U.
2004
Approximations and limit theorems for likelihood ratio processes in the binary case. Zbl 1044.62005
Gushchin, A. A.; Valkeila, E.
2003
Bounds on option prices for semimartingale market models. Zbl 1113.91319
Gushchin, A. A.; Mordecki, E.
2002
On Fano lemma and analogous inequalities for minimax risk. Zbl 1051.62005
Gushchin, A. A.
2002
Addendum to “Asymptotic inference for a linear stochastic differential equation with time delay”. Zbl 1008.62080
Gushchin, Alexander A.; Küchler, Uwe
2001
On stationary solutions of delay differential equations driven by a Lévy process. Zbl 1045.60057
Gushchin, Alexander A.; Küchler, Uwe
2000
Asymptotic inference for a linear stochastic differential equation with time delay. Zbl 0983.62049
Gushchin, Alexander A.; Küchler, Uwe
1999
On taking limits under the compensator sign. Zbl 0870.60042
Gushchin, A. A.
1996
On asymptotic optimality of estimators of parameters under the LAQ condition. Zbl 0898.62031
Gushchin, A. A.
1995
The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. III. Zbl 0788.60066
Gushchin, A. A.; Mishura, Yu. S.
1991
The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. I. Zbl 0749.60042
Gushchin, A. A.; Mishura, Yu. S.
1990
On the general theory of random fields on the plane. Zbl 0515.60053
Gushchin, A. A.
1982
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#### Cited by 113 Authors

 11 Gushchin, Aleksandr Aleksandrovich 7 Küchler, Uwe 4 Pap, Gyula 3 Appleby, John A. D. 3 Benke, János Marcell 3 Bergenthum, Jan 3 Merzbach, Ely 3 Nielsen, Mikkel Slot 3 Reiß, Markus 3 Rüschendorf, Ludger 3 Urusov, Mikhail A. 3 Vasil’iev, Vyacheslav A. 3 Yuan, Chenggui 2 Fasen, Vicky 2 Ivanoff, B. Gail 2 Kolodii, N. A. 2 Kordzakhia, Nino E. 2 Kutoyants, Yury A. 2 Mao, Xuerong 2 Novikov, Aleksandr Aleksandrovich 2 Riedle, Markus 2 Rohde, Victor Ulrich 2 Sorensen, Michael 2 van Gaans, Onno Ward 2 Wang, Lihong 1 Ankirchner, Stefan 1 Atay, Fatihcan M. 1 Barczy, Mátyás 1 Basse-O’Connor, Andreas 1 Bayraktar, Erhan 1 Beek, Peter J. 1 Beirlant, Jan 1 Bellini, Fabio 1 Ben-Tal, Aharon 1 Bo, Lijun 1 Borzykh, Dmitriy A. 1 Branger, Nicole 1 Buitendag, Sven 1 Burke, Murray D. 1 Cuchiero, Christa 1 Davis, Richard A. 1 Dębicki, Krzysztof 1 del Barrio, Eustasio 1 den Hertog, Dick 1 Dozzi, Marco E. 1 Feng, Dandong 1 Foschi, Paolo 1 Frangos, Nikos E. 1 Frank, Till Daniel 1 Friedrich, Richard 1 Gapeev, Pavel V. 1 Gerchinovitz, Sébastien 1 Gray, Alison J. 1 Greenhalgh, David 1 Hallin, Marc 1 Hashorva, Enkelejd 1 Hin, Lin-Yee 1 Högele, Michael Anton 1 Hutt, Axel 1 Imkeller, Peter 1 Ivanov, Roman V. 1 Jacquier, Antoine 1 Janssen, Arnold 1 Kamper, Francois 1 Keller-Ressel, Martin 1 Krol, Katja 1 Kruse, Thomas 1 Lazrieva, Nanuli 1 Leshchenko, S. S. 1 Li, Zhi 1 Liu, Kai 1 Mahayni, Antje 1 Ménard, Pierre 1 Michta, Mariusz 1 Mishura, Yuliya Stepanivna 1 Nakano, Fumihiko 1 Nualart, David 1 Øksendal, Bernt Karsten 1 Pan, Jiafeng 1 Pascucci, Andrea 1 Pavlyukevich, Ilya 1 Pedersen, Jan Munch 1 Pellerey, Franco 1 Prakasa Rao, B. L. S. 1 Qiao, Huijie 1 Rojtgarts, A. D. 1 Saada, Diane 1 Saavedra, Eugenio 1 Savelov, Maksim P. 1 Sgarra, Carlo 1 Sharia, T. G. 1 Shimizu, Yuuki 1 Siorpaes, Pietro 1 Slonowsky, Dean A. 1 So, Beong Soo 1 Stojkovic, Igor 1 Stoltz, Gilles 1 Sulem, Agnès 1 Świątek, Kamil Łukasz 1 Swords, Catherine ...and 13 more Authors
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#### Cited in 52 Serials

 8 Stochastic Processes and their Applications 5 Journal of Statistical Planning and Inference 5 Statistical Inference for Stochastic Processes 4 Journal of Mathematical Analysis and Applications 4 Bernoulli 3 Theory of Probability and its Applications 3 Finance and Stochastics 2 Ukrainian Mathematical Journal 2 Journal of Applied Probability 2 Statistics & Probability Letters 2 Journal of Theoretical Probability 2 Mathematical Methods of Statistics 2 Modern Stochastics. Theory and Applications 1 Advances in Applied Probability 1 Israel Journal of Mathematics 1 Journal d’Analyse Mathématique 1 Mathematical Notes 1 Physics Letters. A 1 Russian Mathematical Surveys 1 Chaos, Solitons and Fractals 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Probability 1 Applied Mathematics and Optimization 1 Automatica 1 Osaka Journal of Mathematics 1 Siberian Mathematical Journal 1 Systems & Control Letters 1 Insurance Mathematics & Economics 1 Statistics 1 Sequential Analysis 1 Statistical Science 1 Journal of Economic Dynamics & Control 1 Communications in Statistics. Simulation and Computation 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Mathematical Programming. Series A. Series B 1 Journal of Dynamics and Differential Equations 1 Potential Analysis 1 Theory of Probability and Mathematical Statistics 1 Statistical Papers 1 Journal of Mathematical Sciences (New York) 1 Random Operators and Stochastic Equations 1 Doklady Mathematics 1 Nonlinear Dynamics 1 Mathematical Methods of Operations Research 1 Chaos 1 Decisions in Economics and Finance 1 Stochastic Models 1 Stochastics and Dynamics 1 International Journal of Wavelets, Multiresolution and Information Processing 1 Advances in Data Analysis and Classification. ADAC 1 SIAM Journal on Financial Mathematics 1 International Journal of Differential Equations
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#### Cited in 16 Fields

 66 Probability theory and stochastic processes (60-XX) 33 Statistics (62-XX) 13 Ordinary differential equations (34-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Systems theory; control (93-XX) 3 Numerical analysis (65-XX) 2 Integral equations (45-XX) 2 Functional analysis (46-XX) 2 Biology and other natural sciences (92-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Operations research, mathematical programming (90-XX) 1 Information and communication theory, circuits (94-XX)