Edit Profile Gushchin, Aleksandr Aleksandrovich Compute Distance To: Compute Author ID: gushchin.alexander-a Published as: Gushchin, A. A.; Gushchin, Alexander A.; Gushchin, Alexander; Gushchin, Aleksandr A.; Gushchin, A. Homepage: https://www.hse.ru/en/org/persons/93131129 External Links: MGP · ORCID · Google Scholar · Math-Net.Ru Documents Indexed: 56 Publications since 1982, including 1 Book Reviewing Activity: 37 Reviews all top 5 Co-Authors 30 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 Leshchenko, S. S. 1 Mordecki, Ernesto 1 Morozov, Ivan 1 Pavlyukevich, Ilya 1 Ritsch, Marian 1 Zervos, Mihail 1 Zhdanov, Denis A. all top 5 Serials 8 Theory of Probability and its Applications 5 Russian Mathematical Surveys 4 Theory of Probability and Mathematical Statistics 3 Statistical Inference for Stochastic Processes 2 Teoriya Veroyatnosteĭ i eë Primeneniya 2 Statistics & Decisions 2 Mathematical Methods of Statistics 2 Bernoulli 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 all top 5 Fields 35 Probability theory and stochastic processes (60-XX) 27 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) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 28 Publications have been cited 108 times in 89 Documents Cited by ▼ Year ▼ On stationary solutions of delay differential equations driven by a Lévy process. Zbl 1045.60057Gushchin, Alexander A.; Küchler, Uwe 27 2000 Asymptotic inference for a linear stochastic differential equation with time delay. Zbl 0983.62049Gushchin, Alexander A.; Küchler, Uwe 16 1999 On the general theory of random fields on the plane. Zbl 0515.60053Gushchin, A. A. 11 1982 Bounds on option prices for semimartingale market models. Zbl 1113.91319Gushchin, A. A.; Mordecki, E. 9 2002 On the submartingale/supermartingale property of diffusions in natural scale. Zbl 1322.60161Gushchin, Alexander; Urusov, Mikhail; Zervos, Mihail 4 2014 On an extension of the notion of \(f\)-divergence. Zbl 1206.94015Gushchin, A. A. 4 2008 Integrated quantile functions: properties and applications. Zbl 1383.60019Gushchin, Alexander A.; Borzykh, Dmitriy A. 4 2017 Stochastic calculus for quantitative finance. Zbl 1331.60001Gushchin, Alexander A. 3 2015 Processes that can be embedded in a geometric Brownian motion. Zbl 1341.60101Gushchin, A. A.; Urusov, M. A. 3 2016 Approximations and limit theorems for likelihood ratio processes in the binary case. Zbl 1044.62005Gushchin, A. A.; Valkeila, E. 3 2003 The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. I. Zbl 0749.60042Gushchin, A. A.; Mishura, Yu. S. 2 1990 On asymptotic optimality of estimators of parameters under the LAQ condition. Zbl 0898.62031Gushchin, A. A. 2 1995 A characterization of maximin tests for two composite hypotheses. Zbl 1327.62087Gushchin, A. 2 2015 On Fano lemma and analogous inequalities for minimax risk. Zbl 1051.62005Gushchin, A. A. 2 2002 On oscillations of the geometric Brownian motion with time-delayed drift. Zbl 1126.60048Gushchin, Alexander A.; Küchler, Uwe 2 2004 The joint law of terminal values of a nonnegative submartingale and its compensator. Zbl 1434.60125Gushchin, A. A. 2 2018 The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. III. Zbl 0788.60066Gushchin, A. A.; Mishura, Yu. S. 1 1991 On taking limits under the compensator sign. Zbl 0870.60042Gushchin, A. A. 1 1996 On recovery of a measure from its symmetrization. Zbl 1089.28003Gushchin, A. A.; Küchler, U. 1 2004 On pathwise counterparts of Doob’s maximal inequalities. Zbl 1325.60064Gushchin, A. A. 1 2014 Dual characterization of the value function in the robust utility maximization problem. Zbl 1238.91126Gushchin, A. A. 1 2011 A characterization of a minimax test in the problem of testing two composite hypotheses. Zbl 1362.62017Gushchin, A. A. 1 2013 Addendum to “Asymptotic inference for a linear stochastic differential equation with time delay”. Zbl 1008.62080Gushchin, Alexander A.; Küchler, Uwe 1 2001 On estimation of delay location. Zbl 1274.62562Gushchin, Alexander A.; Küchler, Uwe 1 2011 Single jump filtrations and local martingales. Zbl 1472.60076Gushchin, Alexander A. 1 2020 Minimal embeddings of integrable processes in a Brownian motion. Zbl 1441.60063Gushchin, A. A.; Urusov, M. A. 1 2019 Quadratic approximation for log-likelihood ratio processes. Zbl 1383.62043Gushchin, Alexander; Valkeila, Esko 1 2017 Translation invariant statistical experiments with independent increments. Zbl 1403.62012Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander 1 2018 Single jump filtrations and local martingales. Zbl 1472.60076Gushchin, Alexander A. 1 2020 Minimal embeddings of integrable processes in a Brownian motion. Zbl 1441.60063Gushchin, A. A.; Urusov, M. A. 1 2019 The joint law of terminal values of a nonnegative submartingale and its compensator. Zbl 1434.60125Gushchin, A. A. 2 2018 Translation invariant statistical experiments with independent increments. Zbl 1403.62012Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander 1 2018 Integrated quantile functions: properties and applications. Zbl 1383.60019Gushchin, Alexander A.; Borzykh, Dmitriy A. 4 2017 Quadratic approximation for log-likelihood ratio processes. Zbl 1383.62043Gushchin, Alexander; Valkeila, Esko 1 2017 Processes that can be embedded in a geometric Brownian motion. Zbl 1341.60101Gushchin, A. A.; Urusov, M. A. 3 2016 Stochastic calculus for quantitative finance. Zbl 1331.60001Gushchin, Alexander A. 3 2015 A characterization of maximin tests for two composite hypotheses. Zbl 1327.62087Gushchin, A. 2 2015 On the submartingale/supermartingale property of diffusions in natural scale. Zbl 1322.60161Gushchin, Alexander; Urusov, Mikhail; Zervos, Mihail 4 2014 On pathwise counterparts of Doob’s maximal inequalities. Zbl 1325.60064Gushchin, A. A. 1 2014 A characterization of a minimax test in the problem of testing two composite hypotheses. Zbl 1362.62017Gushchin, A. A. 1 2013 Dual characterization of the value function in the robust utility maximization problem. Zbl 1238.91126Gushchin, A. A. 1 2011 On estimation of delay location. Zbl 1274.62562Gushchin, Alexander A.; Küchler, Uwe 1 2011 On an extension of the notion of \(f\)-divergence. Zbl 1206.94015Gushchin, A. A. 4 2008 On oscillations of the geometric Brownian motion with time-delayed drift. Zbl 1126.60048Gushchin, Alexander A.; Küchler, Uwe 2 2004 On recovery of a measure from its symmetrization. Zbl 1089.28003Gushchin, A. A.; Küchler, U. 1 2004 Approximations and limit theorems for likelihood ratio processes in the binary case. Zbl 1044.62005Gushchin, A. A.; Valkeila, E. 3 2003 Bounds on option prices for semimartingale market models. Zbl 1113.91319Gushchin, A. A.; Mordecki, E. 9 2002 On Fano lemma and analogous inequalities for minimax risk. Zbl 1051.62005Gushchin, A. A. 2 2002 Addendum to “Asymptotic inference for a linear stochastic differential equation with time delay”. Zbl 1008.62080Gushchin, Alexander A.; Küchler, Uwe 1 2001 On stationary solutions of delay differential equations driven by a Lévy process. Zbl 1045.60057Gushchin, Alexander A.; Küchler, Uwe 27 2000 Asymptotic inference for a linear stochastic differential equation with time delay. Zbl 0983.62049Gushchin, Alexander A.; Küchler, Uwe 16 1999 On taking limits under the compensator sign. Zbl 0870.60042Gushchin, A. A. 1 1996 On asymptotic optimality of estimators of parameters under the LAQ condition. Zbl 0898.62031Gushchin, A. A. 2 1995 The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. III. Zbl 0788.60066Gushchin, A. A.; Mishura, Yu. S. 1 1991 The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. I. Zbl 0749.60042Gushchin, A. A.; Mishura, Yu. S. 2 1990 On the general theory of random fields on the plane. Zbl 0515.60053Gushchin, A. A. 11 1982 all cited Publications top 5 cited Publications all top 5 Cited by 113 Authors 12 Gushchin, Aleksandr Aleksandrovich 7 Küchler, Uwe 4 Pap, Gyula 4 Rüschendorf, Ludger 3 Appleby, John A. D. 3 Benke, János Marcell 3 Bergenthum, Jan 3 Kutoyants, Yury A. 3 Merzbach, Ely 3 Nielsen, Mikkel Slot 3 Reiß, Markus 3 Urusov, Mikhail A. 3 Vasil’iev, Vyacheslav A. 3 Yuan, Chenggui 2 del Barrio, Eustasio 2 Fasen, Vicky 2 Hallin, Marc 2 Ivanoff, B. Gail 2 Kolodii, N. A. 2 Mao, Xuerong 2 Riedle, Markus 2 Rohde, Victor Ulrich 2 Sorensen, Michael 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 Cuesta-Albertos, Juan Antonio 1 Dębicki, Krzysztof 1 Dehay, Dominique 1 den Hertog, Dick 1 Dozzi, Marco E. 1 El Waled, Khalil 1 Feng, Dandong 1 Foschi, Paolo 1 Frangos, Nikos E. 1 Frank, Till Daniel 1 Gamboa, Fabrice 1 Gapeev, Pavel V. 1 Gerchinovitz, Sébastien 1 Gray, Alison J. 1 Greenhalgh, David 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 Keller, Merlin 1 Köpfer, Benedikt 1 Kordzakhia, Nino E. 1 Krol, Katja 1 Kruse, Thomas 1 Leshchenko, S. S. 1 Liu, Kai 1 Mahayni, Antje 1 Matrán, Carlos 1 Ménard, Pierre 1 Michta, Mariusz 1 Mishura, Yuliya Stepanivna 1 Monsan, Vincent 1 Nakano, Fumihiko 1 Novikov, Aleksandr Aleksandrovich 1 Nualart, David 1 Øksendal, Bernt Karsten 1 Pan, Jiafeng 1 Pascucci, Andrea 1 Pavlyukevich, Ilya 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 Shimizu, Yuuki 1 Siorpaes, Pietro 1 Slonowsky, Dean A. 1 Stenger, Jérôme 1 Stoltz, Gilles 1 Sulem, Agnès 1 Świątek, Kamil Łukasz 1 Swords, Catherine ...and 13 more Authors all top 5 Cited in 54 Serials 8 Stochastic Processes and their Applications 6 Statistical Inference for Stochastic Processes 5 Journal of Statistical Planning and Inference 5 Bernoulli 4 Journal of Mathematical Analysis and Applications 4 Theory of Probability and its Applications 3 Journal of Applied Probability 3 Finance and Stochastics 2 Ukrainian Mathematical Journal 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 The Annals of Statistics 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 SIAM Journal on Optimization 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 all top 5 Cited in 18 Fields 70 Probability theory and stochastic processes (60-XX) 35 Statistics (62-XX) 15 Ordinary differential equations (34-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Systems theory; control (93-XX) 4 Numerical analysis (65-XX) 3 Functional analysis (46-XX) 2 Integral equations (45-XX) 2 Biology and other natural sciences (92-XX) 1 Real functions (26-XX) 1 Measure and integration (28-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 Convex and discrete geometry (52-XX) 1 Operations research, mathematical programming (90-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year