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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: Novikov, A. A.; Novikov, Alexander; Novikov, A.; Novikov, Alexander A.; Novikov, Alex; Novikov, Aleksandr Aleksandrovich; Novikoff, A.; Novikov, Alexandre A.
Homepage: http://www.uts.edu.au/staff/alex.novikov
External Links: MGP · Wikidata · Math-Net.Ru · GND · IdRef
Documents Indexed: 114 Publications since 1963, including 5 Books
Reviewing Activity: 29 Reviews
Biographic References: 1 Publication

Publications by Year

Citations contained in zbMATH Open

73 Publications have been cited 456 times in 336 Documents Cited by Year
Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092
Novikov, Alex; Frishling, Volf; Kordzakhia, Nino
49
1999
On an identity for stochastic integrals. Zbl 0284.60054
Novikov, A. A.
28
1972
On some maximal inequalities for fractional Brownian motions. Zbl 0947.60033
Novikov, Alexander; Valkeila, Esko
26
1999
Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process. Zbl 1077.60057
Borovkov, K.; Novikov, A.
21
2005
On discontinuous martingales. Zbl 0354.60025
Novikov, A. A.
19
1975
On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary. Zbl 0462.60079
Novikov, A. A.
17
1981
On a new approach to calculating expectations for option pricing. Zbl 1016.60053
Borovkov, K.; Novikov, A.
16
2002
On convergence proofs for perceptrons. Zbl 0116.34103
Novikoff, A.
15
1963
On a solution of the optimal stopping problem for processes with independent increments. Zbl 1114.60035
Novikov, Alexander; Shiryaev, Albert
12
2007
Time-dependent barrier options and boundary crossing probabilities. Zbl 1060.91067
Novikov, A.; Frishling, V.; Kordzakhia, N.
12
2003
Bayesian sequential estimation of a drift of fractional Brownian motion. Zbl 1294.62175
Çetin, U.; Novikov, A.; Shiryaev, A. N.
10
2013
Martingales, Tauberian theorem, and strategies of gambling. Zbl 0895.60047
Novikov, A. A.
10
1996
One-sided boundary crossing for processes with independent increments. Zbl 0658.60103
Greenwood, P. E.; Novikov, A. A.
9
1987
On moment inequalities for stochastic integrals. Zbl 0246.60047
Novikov, A. A.
9
1971
Martingales and first-passage times for Ornstein-Uhlenbeck processes with a jump component. Zbl 1056.60039
Novikov, A. A.
9
2003
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
On exit times of Levy-driven Ornstein-Uhlenbeck processes. Zbl 1159.60019
Borovkov, Konstantin; Novikov, Alexander
9
2008
On an effective solution of the optimal stopping problem for random walks. Zbl 1092.60018
Novikov, A. A.; Shiryaev, A. N.
8
2004
Sequential estimation of the parameters of diffusion processes. Zbl 0256.62077
Novikov, A. A.
8
1973
The crossing time of a one-sided nonlinear boundary by sums of independent random variables. Zbl 0521.60055
Novikov, A. A.
7
1982
Lower and upper bounds for prices of Asian-type options. Zbl 1320.91145
Novikov, A. A.; Kordzakhia, N. E.
7
2014
On stopping times for a Wiener process. Zbl 0258.60037
Novikov, A. A.
7
1971
Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
7
2017
The martingale approach to problems about the time of the first intersection of nonlinear boundaries. Zbl 0491.60038
Novikov, A. A.
6
1981
On moments of Pitman estimators: the case of fractional Brownian motion. Zbl 1310.62034
Novikov, A.; Kordzakhia, N.; Ling, T.
6
2014
On fair pricing of emission-related derivatives. Zbl 1232.91665
Hinz, Juri; Novikov, Alex
6
2010
Martingales and first passage times of AR(1) sequences. Zbl 1148.60061
Novikov, Alexander; Kordzakhia, Nino
6
2008
Some results about averaging in stochastic approximation. Zbl 0834.62074
Le Breton, Alain; Novikov, Alexander
5
1995
Hedging of options with a given probability. Zbl 0977.91020
Novikov, A. A.
5
1998
On a piece-wise deterministic Markov process model. Zbl 0993.60071
Borovkov, K.; Novikov, A.
5
2001
On a stochastic version of the trading rule “buy and hold”. Zbl 1274.62538
Shiryaev, Albert; Novikov, Alexander A.
5
2008
An elementary approach to optimal stopping problems for AR(1) sequences. Zbl 1242.62086
Christensen, Sören; Irle, Albrecht; Novikov, Alexander
5
2011
A structural model with unobserved default boundary. Zbl 1134.91525
Schmidt, Thorsten; Novikov, Alexander
5
2008
On the moment of crossing the one-sided nonlinear boundary by sums of independent random variables. Zbl 0497.60043
Novikov, A. A.
4
1982
Sequential inferences with prescribed accuracy for semimartingales. Zbl 0693.62066
Mel’nikov, A. V.; Novikov, A. A.
4
1988
On small variances of Gaussian processes. Zbl 0471.60043
Novikov, A. A.
4
1981
A martingale approach in problems on first crossing time of nonlinear boundaries. Zbl 0524.60051
Novikov, A. A.
3
1983
Consistency of least squares estimates in regression models with martingale errors. Zbl 0645.62094
Novikov, A. A.
3
1985
Averaging for estimating covariances in stochastic approximation. Zbl 0826.60029
Le Breton, A.; Novikov, A. A.
3
1994
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
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
Estimation of cusp location of stochastic processes: a survey. Zbl 1450.62098
Dachian, S.; Kordzakhia, N.; Kutoyants, Yu. A.; Novikov, A.
3
2018
Pricing of volume-weighted average options: analytical approximations and numerical results. Zbl 1418.91531
Novikov, Alexander A.; Ling, Timothy G.; Kordzakhia, Nino
3
2014
Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0645.62083
Dragalin, V. P.; Novikov, A. A.
2
1987
On conditions for uniform integrability of continuous non-negative martingales. Zbl 0441.60046
Novikov, A. A.
2
1980
On conditions for uniform integrability for continuous exponential martingales. Zbl 0474.60037
Novikov, A. A.
2
1980
Tail distributions of supremum and quadratic variation of local martingales. Zbl 1110.60044
Liptser, Robert; Novikov, Alexander
2
2006
Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0716.62076
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
Low-rank Riemannian eigensolver for high-dimensional Hamiltonians. Zbl 1452.65070
Rakhuba, Maxim; Novikov, Alexander; Oseledets, Ivan
2
2019
Adaptive sequential tests for composite hypotheses. Zbl 1007.62065
Dragalin, V. P.; Novikov, A. A.
2
1999
On the exit time of sums of bounded random variables from a curvilinear strip. Zbl 0481.60032
Novikov, A. A.
2
1982
New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
2
2018
Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities. Zbl 1384.62150
Kordzakhia, Nino; Novikov, Alexander; Ycart, Bernard
2
2017
Martingale identities, inequalities and their applications in nonlinear boundary value problems for random processes. Zbl 0541.60047
Novikov, A. A.
1
1984
Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes. Zbl 0561.60056
Novikov, A. A.
1
1984
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
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
Sequential estimation of parameters of diffusion processes. Zbl 0237.62053
Novikov, A. A.
1
1971
Sequentielle Schätzung der Parameter von Diffusionsprozessen. Zbl 0248.62038
Novikov, A. A.
1
1972
Über Schätzungen der Parameter in Diffusionsprozessen. Zbl 0266.60045
Novikov, A. A.
1
1972
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
Small deviations of Gaussian process. Zbl 0479.60047
Novikov, A. A.
1
1981
On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion. Zbl 1463.62033
Kordzakhia, Nino E.; Kutoyants, Yury A.; Novikov, Alexander A.; Hin, Lin-Yee
1
2018
Bounds on prices for Asian options via Fourier methods. Zbl 1373.60082
Alexander, Scott; Novikov, Alexander; Kordzakhia, Nino
1
2016
Optimal consumption, investment and housing with means-tested public pension in retirement. Zbl 1394.91184
Andréasson, Johan G.; Shevchenko, Pavel V.; Novikov, Alex
1
2017
Random walk methods for Monte Carlo simulations of Brownian diffusion on a sphere. Zbl 1433.60079
Novikov, A.; Kuzmin, D.; Ahmadi, O.
1
2020
Bounds and approximations for distributions of weighted Kolmogorov-Smirnov tests. Zbl 1383.62131
Kordzakhia, Nino; Novikov, Alexander
1
2017
Translation invariant statistical experiments with independent increments. Zbl 1403.62012
Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander
1
2018
Random walk methods for Monte Carlo simulations of Brownian diffusion on a sphere. Zbl 1433.60079
Novikov, A.; Kuzmin, D.; Ahmadi, O.
1
2020
Low-rank Riemannian eigensolver for high-dimensional Hamiltonians. Zbl 1452.65070
Rakhuba, Maxim; Novikov, Alexander; Oseledets, Ivan
2
2019
Estimation of cusp location of stochastic processes: a survey. Zbl 1450.62098
Dachian, S.; Kordzakhia, N.; Kutoyants, Yu. A.; Novikov, A.
3
2018
New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
2
2018
On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion. Zbl 1463.62033
Kordzakhia, Nino E.; Kutoyants, Yury A.; Novikov, Alexander A.; Hin, Lin-Yee
1
2018
Translation invariant statistical experiments with independent increments. Zbl 1403.62012
Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander
1
2018
Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
7
2017
Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities. Zbl 1384.62150
Kordzakhia, Nino; Novikov, Alexander; Ycart, Bernard
2
2017
Optimal consumption, investment and housing with means-tested public pension in retirement. Zbl 1394.91184
Andréasson, Johan G.; Shevchenko, Pavel V.; Novikov, Alex
1
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.
10
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
6
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
9
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.
21
2005
On an effective solution of the optimal stopping problem for random walks. Zbl 1092.60018
Novikov, A. A.; Shiryaev, A. N.
8
2004
Time-dependent barrier options and boundary crossing probabilities. Zbl 1060.91067
Novikov, A.; Frishling, V.; Kordzakhia, N.
12
2003
Martingales and first-passage times for Ornstein-Uhlenbeck processes with a jump component. Zbl 1056.60039
Novikov, A. A.
9
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
49
1999
On some maximal inequalities for fractional Brownian motions. Zbl 0947.60033
Novikov, Alexander; Valkeila, Esko
26
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.
10
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 0645.62083
Dragalin, V. P.; Novikov, A. A.
2
1987
Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0716.62076
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, inequalities and their applications in nonlinear boundary value problems for random processes. Zbl 0541.60047
Novikov, A. A.
1
1984
Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes. Zbl 0561.60056
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.
17
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
On conditions for uniform integrability of continuous non-negative martingales. Zbl 0441.60046
Novikov, A. A.
2
1980
On conditions for uniform integrability for continuous exponential martingales. Zbl 0474.60037
Novikov, A. A.
2
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.
19
1975
Sequential estimation of the parameters of diffusion processes. Zbl 0256.62077
Novikov, A. A.
8
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.
28
1972
Sequentielle Schätzung der Parameter von Diffusionsprozessen. Zbl 0248.62038
Novikov, A. A.
1
1972
Über Schätzungen der Parameter in Diffusionsprozessen. Zbl 0266.60045
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.
7
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.
15
1963
all top 5

Cited by 426 Authors

20 Novikov, Aleksandr Aleksandrovich
11 Mishura, Yuliya Stepanivna
10 Borovkov, Konstantin A.
8 Lu, Dawei
7 Hashorva, Enkelejd
6 Kutoyants, Yury A.
6 Pergamenshchikov, Sergeĭ Markovich
5 Song, Lixin
5 Wachtel, Vitali I.
5 Zhitlukhin, Mikhail V.
4 Abundo, Mario
4 Patie, Pierre
4 Peskir, Goran
4 Prakasa Rao, B. L. S.
4 Stummer, Wolfgang
4 Wang, Yongjin
4 Yor, Marc
3 Alili, Larbi
3 Aurzada, Frank
3 Bischoff, Wolfgang
3 Bo, Lijun
3 Chernoyarov, Oleg V.
3 Christensen, Soren
3 Dachian, Sergueï
3 Denisov, Denis E.
3 Donchev, Doncho S.
3 Fusai, Gianluca
3 Gapeev, Pavel V.
3 Kazamaki, Norihiko
3 Lasukov, V. V.
3 Lee, Chihoon
3 Pelletier, Mariane
3 Pötzelberger, Klaus
3 Ruf, Johannes
3 Shao, Jinghai
3 Tartakovsky, Alexander G.
3 Valkeila, Esko
3 Yode, Armel Fabrice
2 Alexander, Scott
2 Artemov, A. V.
2 Beltaief, Slim
2 Cai, Ning
2 Candeloro, Domenico
2 Darkhovsky, Boris S.
2 Dassios, Angelos
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 Gür, Sercan
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 Kordzakhia, Nino E.
2 Kou, Steven
2 Kühn, Franziska
2 Le Breton, Alain
2 Liu, Zaiming
2 Mackevičius, Vigirdas
2 Marazzina, Daniele
2 Melnikov, Aleksander Viktorovich
2 Mémin, Jean
2 Mokkadem, Abdelkader
2 Muravlev, Alexey A.
2 N’Zi, Modeste
2 Papapantoleon, Antonis
2 Pedersen, Jesper Lund
2 Sakhanenko, Aleksandr Ivanovich
2 Salminen, Paavo H.
2 Sambucini, Anna Rita
2 Schmidt, Thorsten
2 Sekiguchi, Takeshi
2 Shiryaev, Al’bert Nikolaevich
2 Simon, Thomas
2 Song, Na
2 Song, Shiyu
2 Song, Yingda
2 Sriram, T. N.
2 Tomashyk, V. V.
2 Trastulli, Luca
2 Wu, Lan
2 Wu, Tung-Lung
2 Yang, Ming
2 Yang, Xuewei
2 Zagst, Rudi
1 Abrahams, I. David
1 Arkin, Vadim I.
1 Ascione, Giacomo
1 Astic, Fabian
...and 326 more Authors
all top 5

Cited in 107 Serials

23 Statistics & Probability Letters
17 Journal of Applied Probability
14 Stochastic Processes and their Applications
13 Advances in Applied Probability
13 Theory of Probability and its Applications
11 Stochastic Analysis and Applications
11 Sequential Analysis
9 Journal of Theoretical Probability
9 Quantitative Finance
9 Stochastics
8 Annals of the Institute of Statistical Mathematics
8 Communications in Statistics. Theory and Methods
8 Methodology and Computing in Applied Probability
6 The Annals of Probability
5 The Annals of Statistics
5 Probability Theory and Related Fields
5 The Annals of Applied Probability
5 Journal of Mathematical Sciences (New York)
5 Random Operators and Stochastic Equations
5 Finance and Stochastics
5 Mathematical Finance
4 Tohoku Mathematical Journal. Second Series
4 Applied Mathematical Finance
4 Stochastic Models
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 European Journal of Operational Research
3 International Journal of Theoretical and Applied Finance
3 Statistical Inference for Stochastic Processes
3 Russian Physics Journal
3 Lobachevskii Journal of Mathematics
2 Computers & Mathematics with Applications
2 Journal of Mathematical Analysis and Applications
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 Numerische Mathematik
2 SIAM Journal on Control and Optimization
2 Transactions of the American Mathematical Society
2 Annals of Operations Research
2 Automation and Remote Control
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Cybernetics and Systems Analysis
2 Proceedings of the Steklov Institute of Mathematics
2 Mathematics and Financial Economics
1 Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV)
1 Journal of Applied Mathematics and Mechanics
1 Journal of Engineering Mathematics
1 Metrika
1 Moscow University Mathematics Bulletin
1 Problems of Information Transmission
1 Scandinavian Journal of Statistics
1 Applied Mathematics and Computation
1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
1 Journal of Econometrics
1 Journal of Statistical Planning and Inference
1 Kybernetika
1 Operations Research
1 Osaka Journal of Mathematics
1 Proceedings of the American Mathematical Society
1 Real Analysis Exchange
1 Siberian Mathematical Journal
1 Journal of Time Series Analysis
1 Acta Applicandae Mathematicae
1 Statistics
1 Optimization
1 Journal of Applied Mathematics and Stochastic Analysis
1 Computational Mathematics and Modeling
1 Japan Journal of Industrial and Applied Mathematics
1 Computational Statistics
1 SIAM Review
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 The ANZIAM Journal
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Stochastics and Dynamics
1 Asia-Pacific Financial Markets
1 Mediterranean Journal of Mathematics
1 Statistical Methods and Applications
1 Advances in Difference Equations
1 Mathematical Biosciences and Engineering
1 Journal of Industrial and Management Optimization
1 Statistical Methodology
1 Frontiers of Mathematics in China
...and 7 more Serials

Citations by Year

Wikidata Timeline

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