Edit Profile (opens in new tab) Novikov, Aleksandr Aleksandrovich Co-Author Distance Author ID: novikov.alexander-a Published as: Novikov, A. A.; Novikov, Alexander; Novikov, A.; Novikov, Alexander A.; Novikov, Alex; Novikov, Aleksandr Aleksandrovich; Novikov, Alexandre A. more...less Further Spellings: Новиков, Александр Александрович Homepage: http://www.uts.edu.au/staff/alex.novikov External Links: MGP · Wikidata · Math-Net.Ru · GND · IdRef Documents Indexed: 113 Publications since 1963, including 1 Additional arXiv Preprint 6 Contributions as Editor Reviewing Activity: 29 Reviews Biographic References: 1 Publication Co-Authors: 40 Co-Authors with 60 Joint Publications 1,096 Co-Co-Authors all top 5 Co-Authors 46 single-authored 10 Shiryaev, Al’bert Nikolaevich 7 Borovkov, Konstantin A. 6 Kordzakhia, Nino 4 Dragalin, Vladimir P. 4 Kordzakhia, Nino E. 4 Le Breton, Alain 3 Hin, Lin-Yee 3 Kutoyants, Yury A. 2 Alexander, Scott 2 Frishling, Volf 2 Greenwood, Priscilla E. 2 Krylov, Nicolaĭ Vladimirovich 2 Liptser, Robert 2 Melnikov, Aleksander Viktorovich 2 Mishura, Yuliya Stepanivna 2 Oseledets, Ivan Valer’evich 2 Rakhuba, Maxim V. 2 Zhitlukhin, Mikhail V. 1 Andréasson, Johan G. 1 Areepong, Yupaporn 1 Balog, Matej 1 Barekatain, Mohammadamin 1 Çetin, Umut 1 Chiarella, Carl 1 Christensen, Soren 1 Dachian, Sergueï 1 Downes, Andrew N. 1 Èrgashev, B. A. 1 Fawzi, Alhussein 1 Galtchouk, Leonid I. 1 Gerasimov, A. Yu. 1 Glatz, Andreas 1 Gushchin, Aleksandr Aleksandrovich 1 Hassabis, Demis 1 Hinz, Juri 1 Huang, Aja 1 Hubert, Thomas 1 Irle, Albrecht 1 Kabanov, Yuriĭ Mikhaĭlovich 1 Kaji, Shunsuke 1 Kohli, Pushmeet 1 Kostant, Bertram 1 Kuts, D. O. 1 Lenivkin, Vladimir Valentinovich 1 Lesovik, Gordey B. 1 Ling, Timothy G. 1 Miyahara, Yoshio 1 Pakhomchik, A. I. 1 Paraoanu, Gheorghe Sorin 1 Perelshtein, M. R. 1 Popoca-Jiménez, X. I. 1 Romera-Paredes, Bernardino 1 Ruiz, Francisco J. R. 1 Schmidt, Thorsten 1 Schrittwieser, Julian 1 Shevchenko, Pavel V. 1 Shterenberg, Aleksandr Moiseevich 1 Silver, David M. 1 Sukparungsee, Saowanit 1 Świrszcz, Grzegorz M. 1 Valkeila, Esko 1 Vinokur, Valerii M. 1 Wu, Dan 1 Ycart, Bernard 1 Zhu, Songping all top 5 Serials 24 Theory of Probability and its Applications 7 Teoriya Veroyatnosteĭ i eë Primeneniya 6 Statistics & Probability Letters 4 Sequential Analysis 3 Mathematical Notes 3 Matematicheskie Zametki 3 Journal of Applied Probability 3 Stochastics 2 Matematicheskiĭ Sbornik. Novaya Seriya 2 Mathematics of the USSR, Sbornik 2 Statistical Inference for Stochastic Processes 2 The ANZIAM Journal 2 Proceedings of the Steklov Institute of Mathematics 1 Journal of Computational Physics 1 Mathematica Balkanica 1 Metrika 1 Applied Mathematics and Computation 1 Canadian Journal of Mathematics 1 Journal of Soviet Mathematics 1 Mathematics of the USSR. Izvestiya 1 Programming and Computer Software 1 Studia Scientiarum Mathematicarum Hungarica 1 Insurance Mathematics & Economics 1 Statistics & Decisions 1 Japan Journal of Industrial and Applied Mathematics 1 Izvestiya Akademii Nauk SSSR. Seriya Matematicheskaya 1 Tatra Mountains Mathematical Publications 1 SIAM Journal on Scientific Computing 1 Mathematical Methods of Statistics 1 Georgian Mathematical Journal 1 Applied Mathematical Finance 1 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki 1 Bernoulli 1 Issledovaniya po Prikladnoĭ Matematike 1 East-West Journal of Mathematics 1 Lobachevskii Journal of Mathematics 1 Nature, London 1 Trudy Matematicheskogo Instituta Imeni V. A. Steklova 1 Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki 1 Statistics and Computing 1 Annalen der Physik all top 5 Fields 86 Probability theory and stochastic processes (60-XX) 44 Statistics (62-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Numerical analysis (65-XX) 6 General and overarching topics; collections (00-XX) 5 Systems theory; control (93-XX) 2 Integral equations (45-XX) 2 Computer science (68-XX) 2 Operations research, mathematical programming (90-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Sequences, series, summability (40-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Differential geometry (53-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 78 Publications have been cited 649 times in 476 Documents Cited by ▼ Year ▼ Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092 Novikov, Alex; Frishling, Volf; Kordzakhia, Nino 55 1999 On an identity for stochastic integrals. Zbl 0284.60054 Novikov, A. A. 41 1972 On discontinuous martingales. Zbl 0354.60025 Novikov, A. A. 35 1975 On some maximal inequalities for fractional Brownian motions. Zbl 0947.60033 Novikov, Alexander; Valkeila, Esko 29 1999 On convergence proofs for perceptrons. Zbl 0116.34103 Novikoff, A. 27 1963 Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process. Zbl 1077.60057 Borovkov, K.; Novikov, A. 22 2005 On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary. Zbl 0462.60079 Novikov, A. A. 21 1981 Martingales and first-passage times for Ornstein-Uhlenbeck processes with a jump component. Zbl 1056.60039 Novikov, A. A. 21 2003 Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027 Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 20 2017 On a new approach to calculating expectations for option pricing. Zbl 1016.60053 Borovkov, K.; Novikov, A. 17 2002 On a solution of the optimal stopping problem for processes with independent increments. Zbl 1114.60035 Novikov, Alexander; Shiryaev, Albert 16 2007 On an effective solution of the optimal stopping problem for random walks. Zbl 1092.60018 Novikov, A. A.; Shiryaev, A. N. 15 2004 On stopping times for a Wiener process. Zbl 0258.60037 Novikov, A. A. 14 1971 Martingales, Tauberian theorem, and strategies of gambling. Zbl 0895.60047 Novikov, A. A. 14 1996 On exit times of Levy-driven Ornstein-Uhlenbeck processes. Zbl 1159.60019 Borovkov, Konstantin; Novikov, Alexander 13 2008 On moment inequalities for stochastic integrals. Zbl 0246.60047 Novikov, A. A. 13 1971 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. 12 1990 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. 12 2013 One-sided boundary crossing for processes with independent increments. Zbl 0658.60103 Greenwood, P. E.; Novikov, A. A. 11 1987 Sequentielle Schätzung der Parameter von Diffusionsprozessen. Zbl 0248.62038 Novikov, A. A. 11 1972 On moment inequalities and identities for stochastic integrals. Zbl 0264.60039 Novikov, A. A. 11 1973 The crossing time of a one-sided nonlinear boundary by sums of independent random variables. Zbl 0521.60055 Novikov, A. A. 10 1982 Discovering faster matrix multiplication algorithms with reinforcement learning. Zbl 1496.65060 Fawzi, Alhussein; Balog, Matej; Huang, Aja; Hubert, Thomas; Romera-Paredes, Bernardino; Barekatain, Mohammadamin; Novikov, Alexander; Ruiz, Francisco J. R.; Schrittwieser, Julian; Swirszcz, Grzegorz; Silver, David; Hassabis, Demis; Kohli, Pushmeet 10 2022 On distributions of first passage times and optimal stopping of AR(1) sequences. Zbl 1204.62143 Novikov, A. A. 9 2009 Martingales and first passage times of AR(1) sequences. Zbl 1148.60061 Novikov, Alexander; Kordzakhia, Nino 9 2008 New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058 Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 8 2018 The martingale approach to problems about the time of the first intersection of nonlinear boundaries. Zbl 0491.60038 Novikov, A. A. 8 1981 Sequential estimation of parameters of diffusion processes. Zbl 0237.62053 Novikov, A. A. 8 1971 Sequential estimation of the parameters of diffusion processes. Zbl 0256.62077 Novikov, A. A. 8 1973 On moments of Pitman estimators: the case of fractional Brownian motion. Zbl 1310.62034 Novikov, A.; Kordzakhia, N.; Ling, T. 8 2014 Lower and upper bounds for prices of Asian-type options. Zbl 1320.91145 Novikov, A. A.; Kordzakhia, N. E. 8 2014 Sequential inferences with prescribed accuracy for semimartingales. Zbl 0693.62066 Mel’nikov, A. V.; Novikov, A. A. 7 1988 A martingale approach to first passage problems and a new condition for Wald’s identity. Zbl 0469.60073 Novikov, A. A. 7 1981 An elementary approach to optimal stopping problems for AR(1) sequences. Zbl 1242.62086 Christensen, Sören; Irle, Albrecht; Novikov, Alexander 7 2011 On fair pricing of emission-related derivatives. Zbl 1232.91665 Hinz, Juri; Novikov, Alex 7 2010 Low-rank Riemannian eigensolver for high-dimensional Hamiltonians. Zbl 1452.65070 Rakhuba, Maxim; Novikov, Alexander; Oseledets, Ivan 7 2019 Pricing of volume-weighted average options: analytical approximations and numerical results. Zbl 1418.91531 Novikov, Alexander A.; Ling, Timothy G.; Kordzakhia, Nino 6 2014 A martingale approach in problems on first crossing time of nonlinear boundaries. Zbl 0524.60051 Novikov, A. A. 6 1983 A structural model with unobserved default boundary. Zbl 1134.91525 Schmidt, Thorsten; Novikov, Alexander 6 2008 On a stochastic version of the trading rule “buy and hold”. Zbl 1274.62538 Shiryaev, Albert; Novikov, Alexander A. 6 2008 On conditions for uniform integrability for continuous exponential martingales. Zbl 0474.60037 Novikov, A. A. 6 1980 On a piece-wise deterministic Markov process model. Zbl 0993.60071 Borovkov, K.; Novikov, A. 6 2001 Estimation of cusp location of stochastic processes: a survey. Zbl 1450.62098 Dachian, S.; Kordzakhia, N.; Kutoyants, Yu. A.; Novikov, A. 6 2018 Consistency of least squares estimates in regression models with martingale errors. Zbl 0645.62094 Novikov, A. A. 5 1985 Explicit analytical solutions for the average run length of CUSUM and EWMA charts. Zbl 1225.65014 Mititelu, G.; Areepong, Y.; Sukparungsee, S.; Novikov, A. 5 2010 The first exit time of the autoregressive process beyond a level and an application to the disorder problem. Zbl 0702.60048 Novikov, A. A. 5 1990 On small variances of Gaussian processes. Zbl 0471.60043 Novikov, A. A. 5 1981 Hedging of options with a given probability. Zbl 0977.91020 Novikov, A. A. 5 1998 Über Schätzungen der Parameter in Diffusionsprozessen. Zbl 0266.60045 Novikov, A. A. 5 1972 Some results about averaging in stochastic approximation. Zbl 0834.62074 Le Breton, Alain; Novikov, Alexander 5 1995 On the conditions of the uniform integrability of the continuous nonnegative martingales. Zbl 0416.60050 Novikov, A. A. 4 1979 On the moment of crossing the one-sided nonlinear boundary by sums of independent random variables. Zbl 0497.60043 Novikov, A. A. 4 1982 Pitman estimators: an asymptotic variance revisited. Zbl 1402.62037 Novikov, A.; Kordzakhia, N. 4 2013 On conditions for uniform integrability of continuous non-negative martingales. Zbl 0441.60046 Novikov, A. A. 3 1980 Small deviations of Gaussian process. Zbl 0479.60047 Novikov, A. A. 3 1981 Limit theorems for the first passage time of autoregression process over a level. Zbl 0841.60030 Novikov, A. A.; Ehrgashev, B. A. 3 1993 Averaging for estimating covariances in stochastic approximation. Zbl 0826.60029 Le Breton, A.; Novikov, A. A. 3 1994 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 3 2018 Optimal consumption, investment and housing with means-tested public pension in retirement. Zbl 1394.91184 Andréasson, Johan G.; Shevchenko, Pavel V.; Novikov, Alex 3 2017 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 Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0716.62076 Dragalin, V. P.; Novikov, A. A. 2 1987 Tail distributions of supremum and quadratic variation of local martingales. Zbl 1110.60044 Liptser, Robert; Novikov, Alexander 2 2006 On the exit time of sums of bounded random variables from a curvilinear strip. Zbl 0481.60032 Novikov, A. A. 2 1982 Adaptive sequential tests for composite hypotheses. Zbl 1007.62065 Dragalin, V. P.; Novikov, A. A. 2 1999 On Wald’s equation, discrete time case. Zbl 0882.60040 Galtchouk, Leonid I.; Novikov, Alexandre A. 2 1997 Optimal group sequential tests with groups of random size. Zbl 1493.62485 Novikov, A.; Popoca-Jiménez, X. I. 2 2022 Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities. Zbl 1384.62150 Kordzakhia, Nino; Novikov, Alexander; Ycart, Bernard 2 2017 Random walk methods for Monte Carlo simulations of Brownian diffusion on a sphere. Zbl 1433.60079 Novikov, A.; Kuzmin, D.; Ahmadi, O. 2 2020 Martingale identities, inequalities and their applications in nonlinear boundary value problems for random processes. Zbl 0541.60047 Novikov, A. A. 1 1984 Geometric Lévy process pricing model. Zbl 1057.91042 Miyahara, Yoshio; Novikov, Alexander A. 1 2002 Translation invariant statistical experiments with independent increments. Zbl 1403.62012 Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander 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 Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes. Zbl 0561.60056 Novikov, A. A. 1 1984 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 Remarks on moment inequalities and identities for martingales. Zbl 1269.60046 Novikov, Alexander; Shiryaev, Albert 1 2013 Discovering faster matrix multiplication algorithms with reinforcement learning. Zbl 1496.65060 Fawzi, Alhussein; Balog, Matej; Huang, Aja; Hubert, Thomas; Romera-Paredes, Bernardino; Barekatain, Mohammadamin; Novikov, Alexander; Ruiz, Francisco J. R.; Schrittwieser, Julian; Swirszcz, Grzegorz; Silver, David; Hassabis, Demis; Kohli, Pushmeet 10 2022 Optimal group sequential tests with groups of random size. Zbl 1493.62485 Novikov, A.; Popoca-Jiménez, X. I. 2 2022 Random walk methods for Monte Carlo simulations of Brownian diffusion on a sphere. Zbl 1433.60079 Novikov, A.; Kuzmin, D.; Ahmadi, O. 2 2020 Low-rank Riemannian eigensolver for high-dimensional Hamiltonians. Zbl 1452.65070 Rakhuba, Maxim; Novikov, Alexander; Oseledets, Ivan 7 2019 New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058 Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 8 2018 Estimation of cusp location of stochastic processes: a survey. Zbl 1450.62098 Dachian, S.; Kordzakhia, N.; Kutoyants, Yu. A.; Novikov, A. 6 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 3 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 20 2017 Optimal consumption, investment and housing with means-tested public pension in retirement. Zbl 1394.91184 Andréasson, Johan G.; Shevchenko, Pavel V.; Novikov, Alex 3 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 On moments of Pitman estimators: the case of fractional Brownian motion. Zbl 1310.62034 Novikov, A.; Kordzakhia, N.; Ling, T. 8 2014 Lower and upper bounds for prices of Asian-type options. Zbl 1320.91145 Novikov, A. A.; Kordzakhia, N. E. 8 2014 Pricing of volume-weighted average options: analytical approximations and numerical results. Zbl 1418.91531 Novikov, Alexander A.; Ling, Timothy G.; Kordzakhia, Nino 6 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. 12 2013 Pitman estimators: an asymptotic variance revisited. Zbl 1402.62037 Novikov, A.; Kordzakhia, N. 4 2013 Remarks on moment inequalities and identities for martingales. Zbl 1269.60046 Novikov, Alexander; Shiryaev, Albert 1 2013 An elementary approach to optimal stopping problems for AR(1) sequences. Zbl 1242.62086 Christensen, Sören; Irle, Albrecht; Novikov, Alexander 7 2011 On fair pricing of emission-related derivatives. Zbl 1232.91665 Hinz, Juri; Novikov, Alex 7 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. 5 2010 On distributions of first passage times and optimal stopping of AR(1) sequences. Zbl 1204.62143 Novikov, A. A. 9 2009 On exit times of Levy-driven Ornstein-Uhlenbeck processes. Zbl 1159.60019 Borovkov, Konstantin; Novikov, Alexander 13 2008 Martingales and first passage times of AR(1) sequences. Zbl 1148.60061 Novikov, Alexander; Kordzakhia, Nino 9 2008 A structural model with unobserved default boundary. Zbl 1134.91525 Schmidt, Thorsten; Novikov, Alexander 6 2008 On a stochastic version of the trading rule “buy and hold”. Zbl 1274.62538 Shiryaev, Albert; Novikov, Alexander A. 6 2008 On a solution of the optimal stopping problem for processes with independent increments. Zbl 1114.60035 Novikov, Alexander; Shiryaev, Albert 16 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. 22 2005 On an effective solution of the optimal stopping problem for random walks. Zbl 1092.60018 Novikov, A. A.; Shiryaev, A. N. 15 2004 Martingales and first-passage times for Ornstein-Uhlenbeck processes with a jump component. Zbl 1056.60039 Novikov, A. A. 21 2003 Time-dependent barrier options and boundary crossing probabilities. Zbl 1060.91067 Novikov, A.; Frishling, V.; Kordzakhia, N. 12 2003 On a new approach to calculating expectations for option pricing. Zbl 1016.60053 Borovkov, K.; Novikov, A. 17 2002 Geometric Lévy process pricing model. Zbl 1057.91042 Miyahara, Yoshio; Novikov, Alexander A. 1 2002 On a piece-wise deterministic Markov process model. Zbl 0993.60071 Borovkov, K.; Novikov, A. 6 2001 Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092 Novikov, Alex; Frishling, Volf; Kordzakhia, Nino 55 1999 On some maximal inequalities for fractional Brownian motions. Zbl 0947.60033 Novikov, Alexander; Valkeila, Esko 29 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. 2 1997 Martingales, Tauberian theorem, and strategies of gambling. Zbl 0895.60047 Novikov, A. A. 14 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. 3 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. 12 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. 5 1990 Sequential inferences with prescribed accuracy for semimartingales. Zbl 0693.62066 Mel’nikov, A. V.; Novikov, A. A. 7 1988 One-sided boundary crossing for processes with independent increments. Zbl 0658.60103 Greenwood, P. E.; Novikov, A. A. 11 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. 5 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. 6 1983 The crossing time of a one-sided nonlinear boundary by sums of independent random variables. Zbl 0521.60055 Novikov, A. A. 10 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. 21 1981 The martingale approach to problems about the time of the first intersection of nonlinear boundaries. Zbl 0491.60038 Novikov, A. A. 8 1981 A martingale approach to first passage problems and a new condition for Wald’s identity. Zbl 0469.60073 Novikov, A. A. 7 1981 On small variances of Gaussian processes. Zbl 0471.60043 Novikov, A. A. 5 1981 Small deviations of Gaussian process. Zbl 0479.60047 Novikov, A. A. 3 1981 On conditions for uniform integrability for continuous exponential martingales. Zbl 0474.60037 Novikov, A. A. 6 1980 On conditions for uniform integrability of continuous non-negative martingales. Zbl 0441.60046 Novikov, A. A. 3 1980 On the conditions of the uniform integrability of the continuous nonnegative martingales. Zbl 0416.60050 Novikov, A. A. 4 1979 On discontinuous martingales. Zbl 0354.60025 Novikov, A. A. 35 1975 On moment inequalities and identities for stochastic integrals. Zbl 0264.60039 Novikov, A. A. 11 1973 Sequential estimation of the parameters of diffusion processes. Zbl 0256.62077 Novikov, A. A. 8 1973 On an identity for stochastic integrals. Zbl 0284.60054 Novikov, A. A. 41 1972 Sequentielle Schätzung der Parameter von Diffusionsprozessen. Zbl 0248.62038 Novikov, A. A. 11 1972 Über Schätzungen der Parameter in Diffusionsprozessen. Zbl 0266.60045 Novikov, A. A. 5 1972 On stopping times for a Wiener process. Zbl 0258.60037 Novikov, A. A. 14 1971 On moment inequalities for stochastic integrals. Zbl 0246.60047 Novikov, A. A. 13 1971 Sequential estimation of parameters of diffusion processes. Zbl 0237.62053 Novikov, A. A. 8 1971 On convergence proofs for perceptrons. Zbl 0116.34103 Novikoff, A. 27 1963 all cited Publications top 5 cited Publications all top 5 Cited by 613 Authors 23 Novikov, Aleksandr Aleksandrovich 14 Mishura, Yuliya Stepanivna 11 Borovkov, Konstantin A. 8 Kutoyants, Yury A. 8 Lu, Dawei 8 Prakasa Rao, B. L. S. 7 Hashorva, Enkelejd 7 Pergamenshchikov, Sergeĭ Markovich 6 Konev, Victor 6 Wachtel, Vitali I. 5 Bisewski, Krzysztof 5 Melnikov, Aleksander Viktorovich 5 Song, Lixin 5 Wang, Yongjin 5 Zhitlukhin, Mikhail V. 4 Abundo, Mario 4 Chernoyarov, Oleg V. 4 Christensen, Soren 4 Dachian, Sergueï 4 Denisov, Denis E. 4 Fatalov, Vadim Rolandovich 4 Kordzakhia, Nino E. 4 Lee, Chihoon 4 Patie, Pierre 4 Peskir, Goran 4 Sriram, T. N. 4 Stummer, Wolfgang 4 Yaroslavtsev, Ivan S. 4 Yor, Marc 3 Alili, Larbi 3 Aurzada, Frank 3 Beltaief, Slim 3 Bischoff, Wolfgang 3 Bo, Lijun 3 Dębicki, Krzysztof 3 Donchev, Doncho S. 3 Ekström, Erik 3 Fusai, Gianluca 3 Gapeev, Pavel V. 3 Guillaume, Tristan 3 Hinz, Juri 3 Ibadova, Irada A. 3 Kazamaki, Norihiko 3 Kuang, Nenghui 3 Kühn, Franziska 3 Lasukov, V. V. 3 Pelletier, Mariane 3 Pötzelberger, Klaus 3 Rolski, Tomasz 3 Ruf, Johannes 3 Sakhanenko, Aleksandr Ivanovich 3 Salminen, Paavo H. 3 Shao, Jinghai 3 Shiryaev, Al’bert Nikolaevich 3 Simon, Thomas 3 Song, Yingda 3 Tartakovsky, Alexander G. 3 Valkeila, Esko 3 Xie, Huantian 3 Zhang, Lili 2 Alexander, Scott 2 Arkin, Vadim I. 2 Artemov, A. V. 2 Baltas, Ioannis D. 2 Barbu, Vlad Stefan 2 Bass, Richard F. 2 Blouhi, Tayeb 2 Busababodhin, Piyapatr 2 Cai, Ning 2 Candeloro, Domenico 2 Darkhovsky, Boris S. 2 Dassios, Angelos 2 Doney, Ronald Arthur 2 Dong, Yinghui 2 Dzhaparidze, Kacha 2 Eberlein, Ernst W. 2 Emel’yanova, Tatiana Veniaminovna 2 Falbo, Paolo 2 Fazekas, István 2 Ferrario, Benedetta 2 Foucart, Clément 2 Fu, James C. 2 Germano, Guido 2 Glau, Kathrin 2 Gür, Sercan 2 Hin, Lin-Yee 2 Hinrichs, Günter 2 Hognas, Goran 2 Hulley, Hardy 2 Hüsler, Jürg 2 Iaci, Ross 2 Irle, Albrecht 2 Jakubowski, Tomasz 2 Jung, Brita 2 Kabanov, Yuriĭ Mikhaĭlovich 2 Kaishev, Vladimir K. 2 Kaji, Shunsuke 2 Kijima, Masaaki 2 Kou, Steven 2 Larsson, Martin ...and 513 more Authors all top 5 Cited in 146 Serials 30 Statistics & Probability Letters 27 Stochastic Processes and their Applications 20 Journal of Applied Probability 15 Theory of Probability and its Applications 15 Stochastics 13 Advances in Applied Probability 13 Stochastic Analysis and Applications 13 Sequential Analysis 11 Annals of the Institute of Statistical Mathematics 11 Communications in Statistics. Theory and Methods 11 Methodology and Computing in Applied Probability 11 Quantitative Finance 10 Journal of Theoretical Probability 7 The Annals of Applied Probability 7 Finance and Stochastics 6 Computers & Mathematics with Applications 6 The Annals of Probability 6 Probability Theory and Related Fields 6 Journal of Mathematical Sciences (New York) 6 Applied Mathematical Finance 5 The Annals of Statistics 5 Tôhoku Mathematical Journal. Second Series 5 Queueing Systems 5 Automation and Remote Control 5 Random Operators and Stochastic Equations 5 Mathematical Finance 4 European Journal of Operational Research 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Electronic Journal of Probability 4 Statistical Inference for Stochastic Processes 4 Lobachevskii Journal of Mathematics 4 Stochastic Models 4 Transactions of National Academy of Sciences of Azerbaijan. Series of Physical-Technical and Mathematical Sciences 3 Journal of Mathematical Analysis and Applications 3 Lithuanian Mathematical Journal 3 Physica A 3 Journal of Functional Analysis 3 Mathematics of Operations Research 3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 3 Insurance Mathematics & Economics 3 Statistics 3 Annals of Operations Research 3 Electronic Communications in Probability 3 International Journal of Theoretical and Applied Finance 3 Russian Physics Journal 3 Proceedings of the Steklov Institute of Mathematics 3 Mathematics and Financial Economics 2 Communications in Mathematical Physics 2 Journal of Statistical Physics 2 Russian Mathematical Surveys 2 Scandinavian Journal of Statistics 2 Stochastics 2 Ukrainian Mathematical Journal 2 Applied Mathematics and Computation 2 Journal of Computational and Applied Mathematics 2 Journal of Statistical Planning and Inference 2 Numerische Mathematik 2 Proceedings of the American Mathematical Society 2 SIAM Journal on Control and Optimization 2 Transactions of the American Mathematical Society 2 Cybernetics and Systems Analysis 2 Theory of Probability and Mathematical Statistics 2 Journal of Statistical Mechanics: Theory and Experiment 2 Thailand Statistician 2 Probability Surveys 2 Journal of Dynamics and Games 1 Archive for Rational Mechanics and Analysis 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 Annales de l’Institut Fourier 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Journal of Econometrics 1 Journal of the Indian Institute of Science 1 Kybernetika 1 Memoirs of the American Mathematical Society 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Operations Research 1 Osaka Journal of Mathematics 1 Proceedings of the London Mathematical Society. Third Series 1 Real Analysis Exchange 1 Siberian Mathematical Journal 1 Advances in Applied Mathematics 1 Operations Research Letters 1 Journal of Time Series Analysis 1 Bulletin of Informatics and Cybernetics 1 Acta Applicandae Mathematicae 1 Optimization 1 Journal of Integral Equations and Applications 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 Communications in Statistics. Simulation and Computation 1 SIAM Journal on Mathematical Analysis 1 SIAM Review 1 Expositiones Mathematicae ...and 46 more Serials all top 5 Cited in 39 Fields 385 Probability theory and stochastic processes (60-XX) 130 Statistics (62-XX) 104 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 27 Numerical analysis (65-XX) 27 Systems theory; control (93-XX) 15 Partial differential equations (35-XX) 13 Operations research, mathematical programming (90-XX) 8 Ordinary differential equations (34-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 7 Integral equations (45-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 6 Functional analysis (46-XX) 6 Statistical mechanics, structure of matter (82-XX) 6 Biology and other natural sciences (92-XX) 5 Information and communication theory, circuits (94-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Computer science (68-XX) 3 Measure and integration (28-XX) 3 Special functions (33-XX) 3 Operator theory (47-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Relativity and gravitational theory (83-XX) 2 Number theory (11-XX) 2 Potential theory (31-XX) 2 Integral transforms, operational calculus (44-XX) 2 Geophysics (86-XX) 1 Combinatorics (05-XX) 1 Field theory and polynomials (12-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Topological groups, Lie groups (22-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Approximations and expansions (41-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Fluid mechanics (76-XX) 1 Optics, electromagnetic theory (78-XX) 1 Quantum theory (81-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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