Edit Profile (opens in new tab) Gushchin, Aleksandr Aleksandrovich Co-Author Distance Author ID: gushchin.alexander-a Published as: Gushchin, A. A.; Gushchin, Alexander A.; Gushchin, Alexander; Gushchin, Aleksandr A.; Gushchin, A. more...less Further Spellings: Гущин Александр Александрович Homepage: https://www.hse.ru/en/org/persons/93131129 External Links: MGP · ORCID · Google Scholar · Math-Net.Ru Documents Indexed: 58 Publications since 1982, including 1 Book Reviewing Activity: 37 Reviews Co-Authors: 15 Co-Authors with 27 Joint Publications 333 Co-Co-Authors all top 5 Co-Authors 30 single-authored 6 Küchler, Uwe 5 Mishura, Yuliya Stepanivna 4 Valkeila, Esko 3 Urusov, Mikhail A. 2 Borzykh, Dmitriy A. 1 Ekushov, A. I. 1 Khasanov, Ruslan V. 1 Leshchenko, Sergeĭ Sergeevich 1 Mordecki, Ernesto 1 Morozov, Ivan 1 Pavlyukevich, Ilya 1 Ritsch, Marian 1 Zervos, Mihail 1 Zhdanov, Denis A. 1 Zhunussova, Assylliya K. 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 3 Modern Stochastics. Theory and Applications 2 Teoriya Veroyatnosteĭ i eë Primeneniya 2 Statistics & Decisions 2 Mathematical Methods of Statistics 2 Bernoulli 2 Proceedings of the Steklov Institute of Mathematics 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 37 Probability theory and stochastic processes (60-XX) 28 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 34 Publications have been cited 148 times in 115 Documents Cited by ▼ Year ▼ On stationary solutions of delay differential equations driven by a Lévy process. Zbl 1045.60057 Gushchin, Alexander A.; Küchler, Uwe 33 2000 Asymptotic inference for a linear stochastic differential equation with time delay. Zbl 0983.62049 Gushchin, Alexander A.; Küchler, Uwe 18 1999 On the general theory of random fields on the plane. Zbl 0515.60053 Gushchin, A. A. 14 1982 Bounds on option prices for semimartingale market models. Zbl 1113.91319 Gushchin, A. A.; Mordecki, E. 13 2002 On an extension of the notion of \(f\)-divergence. Zbl 1206.94015 Gushchin, A. A. 8 2008 The joint law of terminal values of a nonnegative submartingale and its compensator. Zbl 1434.60125 Gushchin, A. A. 5 2018 Integrated quantile functions: properties and applications. Zbl 1383.60019 Gushchin, Alexander A.; Borzykh, Dmitriy A. 4 2017 Single jump filtrations and local martingales. Zbl 1472.60076 Gushchin, Alexander A. 4 2020 On the submartingale/supermartingale property of diffusions in natural scale. Zbl 1322.60161 Gushchin, Alexander; Urusov, Mikhail; Zervos, Mihail 4 2014 A characterization of maximin tests for two composite hypotheses. Zbl 1327.62087 Gushchin, A. 4 2015 Dual characterization of the value function in the robust utility maximization problem. Zbl 1238.91126 Gushchin, A. A. 4 2011 Approximations and limit theorems for likelihood ratio processes in the binary case. Zbl 1044.62005 Gushchin, A. A.; Valkeila, E. 3 2003 Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails. Zbl 1465.62142 Gushchin, Alexander; Pavlyukevich, Ilya; Ritsch, Marian 3 2020 Stochastic calculus for quantitative finance. Zbl 1331.60001 Gushchin, Alexander A. 3 2015 Processes that can be embedded in a geometric Brownian motion. Zbl 1341.60101 Gushchin, A. A.; Urusov, M. A. 3 2016 The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. I. Zbl 0749.60042 Gushchin, A. A.; Mishura, Yu. S. 2 1990 On oscillations of the geometric Brownian motion with time-delayed drift. Zbl 1126.60048 Gushchin, Alexander A.; Küchler, Uwe 2 2004 On asymptotic optimality of estimators of parameters under the LAQ condition. Zbl 0898.62031 Gushchin, A. A. 2 1995 On Fano lemma and analogous inequalities for minimax risk. Zbl 1051.62005 Gushchin, A. A. 2 2002 Testing hypotheses for measures with different masses: four optimization problems. Zbl 1456.62028 Gushchin, A. A.; Leshchenko, S. S. 2 2020 The joint law of a max-continuous local submartingale and its maximum. Zbl 1469.60128 Gushchin, A. A. 2 2021 Improvement and generalization of the Cramér-Rao inequality for a filtered space. Zbl 0728.62082 Gushchin, A. A. 1 1990 The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. III. Zbl 0788.60066 Gushchin, A. A.; Mishura, Yu. S. 1 1991 Quadratic approximation for log-likelihood ratio processes. Zbl 1383.62043 Gushchin, Alexander; Valkeila, Esko 1 2017 Translation invariant statistical experiments with independent increments. Zbl 1403.62012 Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander 1 2018 Addendum to “Asymptotic inference for a linear stochastic differential equation with time delay”. Zbl 1008.62080 Gushchin, Alexander A.; Küchler, Uwe 1 2001 On recovery of a measure from its symmetrization. Zbl 1089.28003 Gushchin, A. A.; Küchler, U. 1 2004 Minimal embeddings of integrable processes in a Brownian motion. Zbl 1441.60063 Gushchin, A. A.; Urusov, M. A. 1 2019 A characterization of a minimax test in the problem of testing two composite hypotheses. Zbl 1362.62017 Gushchin, A. A. 1 2013 Some functional analytic tools for utility maximization. Zbl 1328.91267 Gushchin, Alexander A.; Khasanov, Ruslan V.; Morozov, Ivan 1 2014 On taking limits under the compensator sign. Zbl 0870.60042 Gushchin, A. A. 1 1996 On pathwise counterparts of Doob’s maximal inequalities. Zbl 1325.60064 Gushchin, A. A. 1 2014 On estimation of delay location. Zbl 1274.62562 Gushchin, Alexander A.; Küchler, Uwe 1 2011 On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions. Zbl 1504.60068 Borzykh, Dmitriy; Gushchin, Alexander 1 2022 On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions. Zbl 1504.60068 Borzykh, Dmitriy; Gushchin, Alexander 1 2022 The joint law of a max-continuous local submartingale and its maximum. Zbl 1469.60128 Gushchin, A. A. 2 2021 Single jump filtrations and local martingales. Zbl 1472.60076 Gushchin, Alexander A. 4 2020 Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails. Zbl 1465.62142 Gushchin, Alexander; Pavlyukevich, Ilya; Ritsch, Marian 3 2020 Testing hypotheses for measures with different masses: four optimization problems. Zbl 1456.62028 Gushchin, A. A.; Leshchenko, S. S. 2 2020 Minimal embeddings of integrable processes in a Brownian motion. Zbl 1441.60063 Gushchin, A. A.; Urusov, M. A. 1 2019 The joint law of terminal values of a nonnegative submartingale and its compensator. Zbl 1434.60125 Gushchin, A. A. 5 2018 Translation invariant statistical experiments with independent increments. Zbl 1403.62012 Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander 1 2018 Integrated quantile functions: properties and applications. Zbl 1383.60019 Gushchin, Alexander A.; Borzykh, Dmitriy A. 4 2017 Quadratic approximation for log-likelihood ratio processes. Zbl 1383.62043 Gushchin, Alexander; Valkeila, Esko 1 2017 Processes that can be embedded in a geometric Brownian motion. Zbl 1341.60101 Gushchin, A. A.; Urusov, M. A. 3 2016 A characterization of maximin tests for two composite hypotheses. Zbl 1327.62087 Gushchin, A. 4 2015 Stochastic calculus for quantitative finance. Zbl 1331.60001 Gushchin, Alexander A. 3 2015 On the submartingale/supermartingale property of diffusions in natural scale. Zbl 1322.60161 Gushchin, Alexander; Urusov, Mikhail; Zervos, Mihail 4 2014 Some functional analytic tools for utility maximization. Zbl 1328.91267 Gushchin, Alexander A.; Khasanov, Ruslan V.; Morozov, Ivan 1 2014 On pathwise counterparts of Doob’s maximal inequalities. Zbl 1325.60064 Gushchin, A. A. 1 2014 A characterization of a minimax test in the problem of testing two composite hypotheses. Zbl 1362.62017 Gushchin, A. A. 1 2013 Dual characterization of the value function in the robust utility maximization problem. Zbl 1238.91126 Gushchin, A. A. 4 2011 On estimation of delay location. Zbl 1274.62562 Gushchin, Alexander A.; Küchler, Uwe 1 2011 On an extension of the notion of \(f\)-divergence. Zbl 1206.94015 Gushchin, A. A. 8 2008 On oscillations of the geometric Brownian motion with time-delayed drift. Zbl 1126.60048 Gushchin, Alexander A.; Küchler, Uwe 2 2004 On recovery of a measure from its symmetrization. Zbl 1089.28003 Gushchin, A. A.; Küchler, U. 1 2004 Approximations and limit theorems for likelihood ratio processes in the binary case. Zbl 1044.62005 Gushchin, A. A.; Valkeila, E. 3 2003 Bounds on option prices for semimartingale market models. Zbl 1113.91319 Gushchin, A. A.; Mordecki, E. 13 2002 On Fano lemma and analogous inequalities for minimax risk. Zbl 1051.62005 Gushchin, A. A. 2 2002 Addendum to “Asymptotic inference for a linear stochastic differential equation with time delay”. Zbl 1008.62080 Gushchin, Alexander A.; Küchler, Uwe 1 2001 On stationary solutions of delay differential equations driven by a Lévy process. Zbl 1045.60057 Gushchin, Alexander A.; Küchler, Uwe 33 2000 Asymptotic inference for a linear stochastic differential equation with time delay. Zbl 0983.62049 Gushchin, Alexander A.; Küchler, Uwe 18 1999 On taking limits under the compensator sign. Zbl 0870.60042 Gushchin, A. A. 1 1996 On asymptotic optimality of estimators of parameters under the LAQ condition. Zbl 0898.62031 Gushchin, A. A. 2 1995 The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. III. Zbl 0788.60066 Gushchin, A. A.; Mishura, Yu. S. 1 1991 The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. I. Zbl 0749.60042 Gushchin, A. A.; Mishura, Yu. S. 2 1990 Improvement and generalization of the Cramér-Rao inequality for a filtered space. Zbl 0728.62082 Gushchin, A. A. 1 1990 On the general theory of random fields on the plane. Zbl 0515.60053 Gushchin, A. A. 14 1982 all cited Publications top 5 cited Publications all top 5 Cited by 143 Authors 16 Gushchin, Aleksandr Aleksandrovich 7 Küchler, Uwe 6 Nielsen, Mikkel Slot 4 Pap, Gyula 4 Rohde, Victor Ulrich 4 Rüschendorf, Ludger 4 Yuan, Chenggui 3 Appleby, John A. D. 3 Benke, János Marcell 3 Bergenthum, Jan 3 Borzykh, Dmitriy A. 3 Ivanoff, B. Gail 3 Kutoyants, Yury A. 3 Merzbach, Ely 3 Michta, Mariusz 3 Reiß, Markus 3 Urusov, Mikhail A. 3 Vasil’iev, Vyacheslav A. 2 Basse-O’Connor, Andreas 2 del Barrio, Eustasio 2 Farvazova, Aĭsylu Azatovna 2 Fasen, Vicky 2 Hallin, Marc 2 Kolodii, N. A. 2 Leshchenko, Sergeĭ Sergeevich 2 Li, Zhi 2 Mao, Xuerong 2 Prakasa Rao, B. L. S. 2 Riedle, Markus 2 Sorensen, Michael 2 Świątek, Kamil Łukasz 2 van Gaans, Onno Ward 2 Wang, Lihong 1 Adibi, M. A. 1 Ankirchner, Stefan 1 Atay, Fatihcan M. 1 Bao, Jianhai 1 Barczy, Mátyás 1 Bayraktar, Erhan 1 Beek, Peter J. 1 Beirlant, Jan 1 Bellini, Fabio 1 Belomestny, Denis 1 Ben-Tal, Aharon 1 Biagini, Sara 1 Bo, Lijun 1 Branger, Nicole 1 Buitendag, Sven 1 Burke, Murray D. 1 Černý, Aleš 1 Courgeau, Valentin 1 Cuchiero, Christa 1 Cuesta-Albertos, Juan Antonio 1 Darus, Mukminah 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 Gugushvili, Shota 1 Hashorva, Enkelejd 1 Hin, Lin-Yee 1 Högele, Michael Anton 1 Hutt, Axel 1 Imkeller, Peter 1 Ivanov, Roman V. 1 Jacod, Jean 1 Jacquier, Antoine 1 Janssen, Arnold 1 Kamper, Francois 1 Keller-Ressel, Martin 1 Keller, Merlin 1 Khasanov, Ruslan V. 1 Köpfer, Benedikt 1 Kordzakhia, Nino E. 1 Krol, Katja 1 Kruse, Thomas 1 Liu, Kai 1 Long, Qinyi 1 Lu, Kevin W. 1 Ly, Sel 1 Mahayni, Antje 1 Matrán, Carlos 1 Ménard, Pierre 1 Mishura, Yuliya Stepanivna 1 Monsan, Vincent 1 Morozov, Ivan 1 Nabavi, S. M. 1 Nadjafi, B. Afshar 1 Nakano, Fumihiko 1 Nemoto, Hiroki ...and 43 more Authors all top 5 Cited in 65 Serials 9 Statistical Inference for Stochastic Processes 8 Stochastic Processes and their Applications 6 Bernoulli 5 Theory of Probability and its Applications 5 Journal of Statistical Planning and Inference 4 Journal of Mathematical Analysis and Applications 4 Modern Stochastics. Theory and Applications 3 Journal of Applied Probability 3 Finance and Stochastics 2 Moscow University Mathematics Bulletin 2 Russian Mathematical Surveys 2 Ukrainian Mathematical Journal 2 Chaos, Solitons and Fractals 2 Statistics & Probability Letters 2 Stochastic Analysis and Applications 2 Journal of Theoretical Probability 2 Mathematical Methods of Statistics 2 Stochastics and Dynamics 1 Advances in Applied Probability 1 Israel Journal of Mathematics 1 Journal d’Analyse Mathématique 1 Mathematical Notes 1 Physics Letters. A 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 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Osaka Journal of Mathematics 1 Siberian Mathematical Journal 1 Systems & Control Letters 1 Insurance Mathematics & Economics 1 Statistics 1 Probability Theory and Related Fields 1 Sequential Analysis 1 Statistical Science 1 Journal of Economic Dynamics & Control 1 Communications in Statistics. Simulation and Computation 1 European Journal of Operational Research 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 Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Nonlinear Dynamics 1 Mathematical Methods of Operations Research 1 Chaos 1 Decisions in Economics and Finance 1 Stochastic Models 1 International Journal of Wavelets, Multiresolution and Information Processing 1 Stochastics 1 Chebyshevskiĭ Sbornik 1 Advances in Data Analysis and Classification. ADAC 1 SIAM Journal on Financial Mathematics 1 International Journal of Differential Equations 1 Malaysian Journal of Mathematical Sciences 1 Frontiers of Mathematical Finance all top 5 Cited in 20 Fields 88 Probability theory and stochastic processes (60-XX) 43 Statistics (62-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 15 Ordinary differential equations (34-XX) 7 Systems theory; control (93-XX) 6 Functional analysis (46-XX) 4 Numerical analysis (65-XX) 3 Integral equations (45-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Operations research, mathematical programming (90-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 Sequences, series, summability (40-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Convex and discrete geometry (52-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year