Edit Profile (opens in new tab) Melnikov, Aleksander Viktorovich Co-Author Distance Author ID: melnikov.alexander-v Published as: Melnikov, Alexander; Mel’nikov, A. V.; Melnikov, A. V.; Melnikov, Alexander V.; Melnikov, A.; Mel’nikov, Aleksandr V. more...less Further Spellings: Мельников Александр Викторович Homepage: https://www.math.ualberta.ca/Melnikov_A.html External Links: MGP · Wikidata · ResearchGate · Math-Net.Ru Documents Indexed: 108 Publications since 1979, including 7 Books and 1 Additional arXiv Preprint 4 Contributions as Editor Co-Authors: 47 Co-Authors with 68 Joint Publications 1,051 Co-Co-Authors all top 5 Co-Authors 32 single-authored 8 Abdelghani, Mohamed N. 6 Mishura, Yuliya Stepanivna 6 Shiryaev, Al’bert Nikolaevich 5 Glazyrina, Anna 4 Rodkina, Alexandra 3 Li, Hao 3 Pak, Andrey 3 Smirnov, Ivan 3 Tong, Shuo 3 Wan, Hongxi 2 Kabanov, Yuriĭ Mikhaĭlovich 2 Kane, Selly 2 Khadzhiev, Dimitǎr I. 2 Kramkov, Dmitriĭ Olegovich 2 Krasin, Vladislav Y. 2 Nechaev, M. L. 2 Niemi, Hannu 2 Nosrati, Amir 2 Novikov, Aleksandr Aleksandrovich 2 Polishchuk, V. Yu. 2 Polishchuk, Yu. M. 2 Popkov, Yuriĭ Solomonovich 2 Ratanov, Nikita 2 Shevchenko, Ivan I. 2 Skornyakova, Victoria S. 2 Sokol, E. S. 2 Valkeila, Esko 1 Achlyustin, S. B. 1 Andreeva, V. V. 1 Arjas, Elja 1 Dement’ev, Oleg Nikolaevich 1 Dolbeeva, S. F. 1 Ershov, Aleksandr Anatol’evich 1 Fëdorov, Vladimir Evgen’evich 1 Fengler, Matthias R. 1 Feoktistov, K. M. 1 Filinkov, Alexei 1 Fominykh, Evgeny Anatol’evich 1 Gessesse, Haile 1 Hognas, Goran 1 Kholshevnikov, Konstantin Vladislavovich 1 Kirch, Michael 1 Kozachenko, Yuriĭ Vasyl’ovych 1 Krivonogov, A. V. 1 Krutchenko, R. N. 1 Kubasov, I. A. 1 Lages, José 1 Mackay, Anne 1 Makogin, Vitalii 1 Mao, Xuerong 1 Matrosova, A. Yu. 1 Matveev, Sergeĭ Vladimirovich 1 McFaden, Harold 1 Moliboga, M. M. 1 Morozova, A. V. 1 Nachaev, M. L. 1 Narushev, I. R. 1 Niemi, Kh. 1 Pavlenko, Vyacheslav Nikolaevich 1 Petrachenko, Yury G. 1 Popkov, Alexey Yu. 1 Rollin, Guillaume 1 Romaniuk, Yulia 1 Romanyuk, Yu. V. 1 Romanyuk, Yuliya 1 Sbrodova, E. A. 1 Shevchenko, Georgiy M. 1 Ukhobotov, Viktor Ivanovich 1 Valkejla, Eh. 1 Volkov, S. N. 1 Zhilin, R. A. all top 5 Serials 6 Theory of Probability and its Applications 5 Teoriya Veroyatnosteĭ i eë Primeneniya 5 Insurance Mathematics & Economics 5 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 5 Stochastics 5 Risk and Decision Analysis 4 Doklady Mathematics 3 Russian Mathematical Surveys 3 Statistics 3 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki 3 International Journal of Theoretical and Applied Finance 3 Chapman & Hall/CRC Financial Mathematics Series 2 Stochastics 2 Statistics & Probability Letters 2 Automation and Remote Control 2 Frontiers in Pure and Applied Probability 2 Translations of Mathematical Monographs 2 Mathematics and Financial Economics 2 Annals of Finance 1 Computer Physics Communications 1 Mathematical Notes 1 Matematicheskie Zametki 1 Uspekhi Matematicheskikh Nauk [N. S.] 1 Annales Academiae Scientiarum Fennicae. Series A I. Mathematica 1 Journal of the Korean Mathematical Society 1 Matematicheskiĭ Sbornik. Novaya Seriya 1 Soviet Mathematics. Doklady 1 Stochastic Analysis and Applications 1 Statistics & Decisions 1 Doklady Bolgarskoĭ Akademii Nauk 1 Mathematics of the USSR, Sbornik 1 Stochastics and Stochastics Reports 1 Celestial Mechanics and Dynamical Astronomy 1 Vestnik Sankt-Peterburgskogo Universiteta. Seriya 1. Matematika, Mekhanika, Astronomiya 1 Random Operators and Stochastic Equations 1 Finance and Stochastics 1 Functional Differential Equations 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 Stochastics and Dynamics 1 Review of Derivatives Research 1 Publications de l’Institut de Recherche de Mathématiques de Rennes 1 Chapman & Hall/CRC Monographs and Surveys in Pure and Applied Mathematics 1 Vestnik Yuzhno-Ural’skogo Gosudarstvennogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie 1 Modern Stochastics. Theory and Applications 1 Journal of Computational and Engineering Mathematics 1 Chelyabinskiĭ Fiziko-Matematicheskiĭ Zhurnal 1 Prikladnaya Diskretnaya Matematika 1 Probability, Uncertainty and Quantitative Risk 1 CMS/CAIMS Books in Mathematics all top 5 Fields 74 Probability theory and stochastic processes (60-XX) 58 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 34 Statistics (62-XX) 4 General and overarching topics; collections (00-XX) 3 Computer science (68-XX) 2 Functional analysis (46-XX) 2 Numerical analysis (65-XX) 2 Geophysics (86-XX) 2 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) 1 History and biography (01-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Mechanics of particles and systems (70-XX) 1 Astronomy and astrophysics (85-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 62 Publications have been cited 301 times in 215 Documents Cited by ▼ Year ▼ On drift parameter estimation in models with fractional Brownian motion. Zbl 1396.62190 Kozachenko, Y.; Melnikov, A.; Mishura, Y. 24 2015 Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts. Zbl 1151.91577 Melnikov, Alexander; Romaniuk, Yulia 19 2006 Toward the theory of pricing of options of both European and American types. II: Continuous time. Zbl 0833.60065 Shiryaev, A. N.; Kabanov, Yu. M.; Kramkov, D. O.; Mel’nikov, A. V. 18 1994 Stochastic equations and Krylov’s estimates for semimartingales. Zbl 0539.60059 Mel’nikov, A. V. 16 1983 Quantile hedging and its application to life insurance. Zbl 1127.62101 Melnikov, Alexander; Skornyakova, Victoria 12 2005 Risk analysis in finance and insurance. Translated and edited by Alexei Filinkov. Zbl 1031.91087 Melnikov, Alexander 12 2004 Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087 Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy 11 2015 Dynamic hedging of conditional value-at-risk. Zbl 1284.91525 Melnikov, Alexander; Smirnov, Ivan 11 2012 On financial markets based on telegraph processes. Zbl 1136.91013 Ratanov, Nikita; Melnikov, Alexander 9 2008 Stochastic differential equations: Singularity of coefficients, regression models, and stochastic approximation. Zbl 0962.60041 Mel’nikov, A. V. 8 1996 Efficient hedging and pricing of equity-linked life insurance contracts on several risky assets. Zbl 1151.91578 Melnikov, Alexander; Romanyuk, Yuliya 8 2008 On linear stochastic equations of optional semimartingales and their applications. Zbl 1377.60067 Abdelghani, Mohamed N.; Melnikov, Alexander V. 8 2017 Efficient hedging and pricing of life insurance policies in a jump-diffusion model. Zbl 1125.91054 Kirch, Michael; Melnikov, Alexander 7 2005 On option pricing in binomial market with transaction costs. Zbl 1060.62121 Melnikov, Alexander V.; Petrachenko, Yury G. 7 2005 Sequential inferences with prescribed accuracy for semimartingales. Zbl 0693.62066 Mel’nikov, A. V.; Novikov, A. A. 7 1988 Quantile hedging of equity-linked life insurance policies. Zbl 1282.91344 Melnikov, A. V. 7 2004 On comparison theorem and its applications to finance. Zbl 1191.60041 Krasin, Vladislav Y.; Melnikov, Alexander V. 7 2009 Quantile hedging for a jump-diffusion financial market model. Zbl 0987.91038 Krutchenko, R. N.; Melnikov, A. V. 6 2001 Martingale approach to the procedures of stochastic approximation. Zbl 0815.62054 Mel’nikov, A. V.; Rodkina, A. E. 6 1993 Criteria for the absence of arbitrage in the financial market. Zbl 0898.90021 Melnikov, A. V.; Shiryaev, A. N. 5 1996 Toward the theory of pricing of options of both European and American types. I: Discrete time. Zbl 0833.60064 Shiryaev, A. N.; Kabanov, Yu. M.; Kramkov, D. O.; Mel’nikov, A. V. 5 1994 Mathematics of financial obligations. Zbl 1050.91001 Mel’nikov, A. V.; Volkov, S. N.; Nechaev, M. L. 5 2002 On the mean-variance hedging problem. Zbl 0953.60024 Melnikov, A. V.; Nechaev, M. L. 5 1998 Equity-linked life insurance. Partial hedging methods. Zbl 1414.91002 Melnikov, Alexander; Nosrati, Amir 5 2018 Financial markets in the context of the general theory of optional processes. Zbl 1414.91359 Abdelghani, M. N.; Melnikov, A. V. 5 2016 Efficient hedging of equity-linked life insurance policies. Zbl 1282.91345 Melnikov, A. V. 4 2004 Quantile hedging on equity-linked life insurance contracts with transaction costs. Zbl 1304.91122 Melnikov, Alexander; Tong, Shuo 4 2014 Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition. Zbl 1490.60194 Abdelghani, Mohamed N.; Melnikov, Alexander V. 4 2020 The law of large numbers for multidimensional martingales. Zbl 0605.60047 Mel’nikov, A. V. 3 1986 Martingale models of stochastic approximation and their convergence. Zbl 0974.62063 Valkeila, E.; Melnikov, A. V. 3 1999 A comparison theorem for stochastic equations of optional semimartingales. Zbl 1394.60041 Abdelghani, Mohamed; Melnikov, Alexander 3 2018 Optimization of small deviation for mixed fractional Brownian motion with trend. Zbl 1498.60150 MacKay, Anne; Melnikov, Alexander; Mishura, Yuliya 3 2018 Optional decomposition of optional supermartingales and applications to filtering and finance. Zbl 1496.91081 Abdelghani, Mohamed; Melnikov, Alexander 3 2019 Optional processes. Theory and applications. Zbl 1471.60003 Abdelghani, Mohamed; Melnikov, Alexander 3 2020 On the theory of stochastic equations in components of semimartingales. Zbl 0462.60064 Mel’nikov, A. V. 2 1981 On properties of strong solutions of stochastic equations with respect to semimartingales. Zbl 0497.60056 Mel’nikov, A. V. 2 1982 On regression models with non-square integrable martingale-like errors. Zbl 0709.62077 Mel’nikov, A. V. 2 1987 Risk analysis in finance and insurance. 2nd ed. Zbl 1219.91003 Melnikov, Alexander 2 2011 On the theory of stochastic equations in components of semimartingales. Zbl 0435.60063 Mel’nikov, A. V. 2 1979 Nonhomogeneous telegraph processes and their application to financial market modeling. Zbl 1327.60101 Melnikov, A. V.; Ratanov, N. E. 2 2007 Consistent statistical estimation in semimartingale models of stochastic approximation. Zbl 0786.62084 Melnikov, A. V.; Rodkina, A. E. 2 1992 On pricing and hedging in financial markets with long-range dependence. Zbl 1273.91443 Melnikov, Alexander; Mishura, Yuliya 2 2011 On the polynomial-normal model and option pricing. Zbl 1277.91172 Li, Hao; Melnikov, Alexander 2 2012 Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes. Zbl 1397.91572 Krasin, Vladislav; Smirnov, Ivan; Melnikov, Alexander 2 2018 On the rotational dynamics of Prometheus and Pandora. Zbl 1342.70040 Melnikov, A. V.; Shevchenko, I. I. 2 2008 On strong solutions of stochastic differential equations with nonsmooth coefficients. Zbl 0432.60076 Mel’nikov, A. V. 1 1979 Boundary value problems for Gaussian martingales. Zbl 0571.60060 Mel’nikov, A. V.; Hadjiev, D. I. 1 1985 Procedures of stochastic approximation for semimartingales. Zbl 0711.62070 Mel’nikov, A. V. 1 1989 On quantile hedging and its application for pricing of life insurance contracts based on financial risk assets. Zbl 1152.91596 Mel’nikov, A. V. 1 2006 Asymptotics of small deviations probability for Gaussian martingales. Zbl 0488.60062 Mel’nikov, A. V.; Hadziev, D. I. 1 1981 Gronwall’s lemma and stochastic equations with respect to the components of semimartingales. Zbl 0501.60064 Mel’nikov, A. V. 1 1982 Efficient hedging for defaultable securities and its application to equity-linked life insurance contracts. Zbl 1337.91105 Melnikov, Alexander; Nosrati, Amir 1 2015 On a general class of stochastic approximation algorithms. Zbl 0815.62053 Mel’nikov, A. V.; Rodkina, A. E.; Valkeila, E. 1 1993 Frontiers in pure and applied probability II. Proceedings of the fourth Russian-Finnish symposium on probability theory and mathematical statistics. Moscow (Russia), October 3-8, 1993. (Uspekhi teorii veroyatnostej i ee primenenij II. Trudy chetvertogo rossijsko-finskogo simpoziuma po teorii veroyatnostej i matematicheskoj statistike. Moskva (Rossiya), 3-8 oktyabrya 1993 g.) Zbl 0870.00038 1 1996 Bernstein’s inequalities and their extensions for getting the Black-Scholes option pricing formula. Zbl 1338.91140 Glazyrina, Anna; Melnikov, Alexander 1 2016 On statistical estimation and inferences in optional regression models. Zbl 1475.62224 Abdelghani, Mohamed; Melnikov, Alexander; Pak, Andrey 1 2021 On mean-variance hedging under partial observations and terminal wealth constraints. Zbl 1396.91695 Makogin, Vitalii; Melnikov, Alexander; Mishura, Yuliya 1 2017 On comparison theorem for optional SDEs via local times and applications. Zbl 1496.60059 Abdelghani, Mohamed; Melnikov, Alexander; Pak, Andrey 1 2022 Bachelier model with stopping time and its insurance application. Zbl 1446.91060 Glazyrina, Anna; Melnikov, Alexander 1 2020 Efficient hedging for equity-linked life insurance contracts with stochastic interest rate. Zbl 1409.93023 Melnikov, Alexander; Tong, Shuo 1 2013 On polynomial extension of \(t\)-distribution and its financial applications. Zbl 1409.91241 Li, Hao; Melnikov, Alexander 1 2013 On modifications of the Bachelier model. Zbl 1470.91262 Melnikov, Alexander; Wan, Hongxi 1 2021 On comparison theorem for optional SDEs via local times and applications. Zbl 1496.60059 Abdelghani, Mohamed; Melnikov, Alexander; Pak, Andrey 1 2022 On statistical estimation and inferences in optional regression models. Zbl 1475.62224 Abdelghani, Mohamed; Melnikov, Alexander; Pak, Andrey 1 2021 On modifications of the Bachelier model. Zbl 1470.91262 Melnikov, Alexander; Wan, Hongxi 1 2021 Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition. Zbl 1490.60194 Abdelghani, Mohamed N.; Melnikov, Alexander V. 4 2020 Optional processes. Theory and applications. Zbl 1471.60003 Abdelghani, Mohamed; Melnikov, Alexander 3 2020 Bachelier model with stopping time and its insurance application. Zbl 1446.91060 Glazyrina, Anna; Melnikov, Alexander 1 2020 Optional decomposition of optional supermartingales and applications to filtering and finance. Zbl 1496.91081 Abdelghani, Mohamed; Melnikov, Alexander 3 2019 Equity-linked life insurance. Partial hedging methods. Zbl 1414.91002 Melnikov, Alexander; Nosrati, Amir 5 2018 A comparison theorem for stochastic equations of optional semimartingales. Zbl 1394.60041 Abdelghani, Mohamed; Melnikov, Alexander 3 2018 Optimization of small deviation for mixed fractional Brownian motion with trend. Zbl 1498.60150 MacKay, Anne; Melnikov, Alexander; Mishura, Yuliya 3 2018 Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes. Zbl 1397.91572 Krasin, Vladislav; Smirnov, Ivan; Melnikov, Alexander 2 2018 On linear stochastic equations of optional semimartingales and their applications. Zbl 1377.60067 Abdelghani, Mohamed N.; Melnikov, Alexander V. 8 2017 On mean-variance hedging under partial observations and terminal wealth constraints. Zbl 1396.91695 Makogin, Vitalii; Melnikov, Alexander; Mishura, Yuliya 1 2017 Financial markets in the context of the general theory of optional processes. Zbl 1414.91359 Abdelghani, M. N.; Melnikov, A. V. 5 2016 Bernstein’s inequalities and their extensions for getting the Black-Scholes option pricing formula. Zbl 1338.91140 Glazyrina, Anna; Melnikov, Alexander 1 2016 On drift parameter estimation in models with fractional Brownian motion. Zbl 1396.62190 Kozachenko, Y.; Melnikov, A.; Mishura, Y. 24 2015 Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087 Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy 11 2015 Efficient hedging for defaultable securities and its application to equity-linked life insurance contracts. Zbl 1337.91105 Melnikov, Alexander; Nosrati, Amir 1 2015 Quantile hedging on equity-linked life insurance contracts with transaction costs. Zbl 1304.91122 Melnikov, Alexander; Tong, Shuo 4 2014 Efficient hedging for equity-linked life insurance contracts with stochastic interest rate. Zbl 1409.93023 Melnikov, Alexander; Tong, Shuo 1 2013 On polynomial extension of \(t\)-distribution and its financial applications. Zbl 1409.91241 Li, Hao; Melnikov, Alexander 1 2013 Dynamic hedging of conditional value-at-risk. Zbl 1284.91525 Melnikov, Alexander; Smirnov, Ivan 11 2012 On the polynomial-normal model and option pricing. Zbl 1277.91172 Li, Hao; Melnikov, Alexander 2 2012 Risk analysis in finance and insurance. 2nd ed. Zbl 1219.91003 Melnikov, Alexander 2 2011 On pricing and hedging in financial markets with long-range dependence. Zbl 1273.91443 Melnikov, Alexander; Mishura, Yuliya 2 2011 On comparison theorem and its applications to finance. Zbl 1191.60041 Krasin, Vladislav Y.; Melnikov, Alexander V. 7 2009 On financial markets based on telegraph processes. Zbl 1136.91013 Ratanov, Nikita; Melnikov, Alexander 9 2008 Efficient hedging and pricing of equity-linked life insurance contracts on several risky assets. Zbl 1151.91578 Melnikov, Alexander; Romanyuk, Yuliya 8 2008 On the rotational dynamics of Prometheus and Pandora. Zbl 1342.70040 Melnikov, A. V.; Shevchenko, I. I. 2 2008 Nonhomogeneous telegraph processes and their application to financial market modeling. Zbl 1327.60101 Melnikov, A. V.; Ratanov, N. E. 2 2007 Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts. Zbl 1151.91577 Melnikov, Alexander; Romaniuk, Yulia 19 2006 On quantile hedging and its application for pricing of life insurance contracts based on financial risk assets. Zbl 1152.91596 Mel’nikov, A. V. 1 2006 Quantile hedging and its application to life insurance. Zbl 1127.62101 Melnikov, Alexander; Skornyakova, Victoria 12 2005 Efficient hedging and pricing of life insurance policies in a jump-diffusion model. Zbl 1125.91054 Kirch, Michael; Melnikov, Alexander 7 2005 On option pricing in binomial market with transaction costs. Zbl 1060.62121 Melnikov, Alexander V.; Petrachenko, Yury G. 7 2005 Risk analysis in finance and insurance. Translated and edited by Alexei Filinkov. Zbl 1031.91087 Melnikov, Alexander 12 2004 Quantile hedging of equity-linked life insurance policies. Zbl 1282.91344 Melnikov, A. V. 7 2004 Efficient hedging of equity-linked life insurance policies. Zbl 1282.91345 Melnikov, A. V. 4 2004 Mathematics of financial obligations. Zbl 1050.91001 Mel’nikov, A. V.; Volkov, S. N.; Nechaev, M. L. 5 2002 Quantile hedging for a jump-diffusion financial market model. Zbl 0987.91038 Krutchenko, R. N.; Melnikov, A. V. 6 2001 Martingale models of stochastic approximation and their convergence. Zbl 0974.62063 Valkeila, E.; Melnikov, A. V. 3 1999 On the mean-variance hedging problem. Zbl 0953.60024 Melnikov, A. V.; Nechaev, M. L. 5 1998 Stochastic differential equations: Singularity of coefficients, regression models, and stochastic approximation. Zbl 0962.60041 Mel’nikov, A. V. 8 1996 Criteria for the absence of arbitrage in the financial market. Zbl 0898.90021 Melnikov, A. V.; Shiryaev, A. N. 5 1996 Frontiers in pure and applied probability II. Proceedings of the fourth Russian-Finnish symposium on probability theory and mathematical statistics. Moscow (Russia), October 3-8, 1993. (Uspekhi teorii veroyatnostej i ee primenenij II. Trudy chetvertogo rossijsko-finskogo simpoziuma po teorii veroyatnostej i matematicheskoj statistike. Moskva (Rossiya), 3-8 oktyabrya 1993 g.) Zbl 0870.00038 1 1996 Toward the theory of pricing of options of both European and American types. II: Continuous time. Zbl 0833.60065 Shiryaev, A. N.; Kabanov, Yu. M.; Kramkov, D. O.; Mel’nikov, A. V. 18 1994 Toward the theory of pricing of options of both European and American types. I: Discrete time. Zbl 0833.60064 Shiryaev, A. N.; Kabanov, Yu. M.; Kramkov, D. O.; Mel’nikov, A. V. 5 1994 Martingale approach to the procedures of stochastic approximation. Zbl 0815.62054 Mel’nikov, A. V.; Rodkina, A. E. 6 1993 On a general class of stochastic approximation algorithms. Zbl 0815.62053 Mel’nikov, A. V.; Rodkina, A. E.; Valkeila, E. 1 1993 Consistent statistical estimation in semimartingale models of stochastic approximation. Zbl 0786.62084 Melnikov, A. V.; Rodkina, A. E. 2 1992 Procedures of stochastic approximation for semimartingales. Zbl 0711.62070 Mel’nikov, A. V. 1 1989 Sequential inferences with prescribed accuracy for semimartingales. Zbl 0693.62066 Mel’nikov, A. V.; Novikov, A. A. 7 1988 On regression models with non-square integrable martingale-like errors. Zbl 0709.62077 Mel’nikov, A. V. 2 1987 The law of large numbers for multidimensional martingales. Zbl 0605.60047 Mel’nikov, A. V. 3 1986 Boundary value problems for Gaussian martingales. Zbl 0571.60060 Mel’nikov, A. V.; Hadjiev, D. I. 1 1985 Stochastic equations and Krylov’s estimates for semimartingales. Zbl 0539.60059 Mel’nikov, A. V. 16 1983 On properties of strong solutions of stochastic equations with respect to semimartingales. Zbl 0497.60056 Mel’nikov, A. V. 2 1982 Gronwall’s lemma and stochastic equations with respect to the components of semimartingales. Zbl 0501.60064 Mel’nikov, A. V. 1 1982 On the theory of stochastic equations in components of semimartingales. Zbl 0462.60064 Mel’nikov, A. V. 2 1981 Asymptotics of small deviations probability for Gaussian martingales. Zbl 0488.60062 Mel’nikov, A. V.; Hadziev, D. I. 1 1981 On the theory of stochastic equations in components of semimartingales. Zbl 0435.60063 Mel’nikov, A. V. 2 1979 On strong solutions of stochastic differential equations with nonsmooth coefficients. Zbl 0432.60076 Mel’nikov, A. V. 1 1979 all cited Publications top 5 cited Publications all top 5 Cited by 322 Authors 23 Melnikov, Aleksander Viktorovich 18 Mishura, Yuliya Stepanivna 9 Ralchenko, Kostiantyn V. 6 Abdelghani, Mohamed N. 5 Rodkina, Alexandra 4 Chang, Mouhsiung 4 Huang, Hong-Chih 4 Kozachenko, Yuriĭ Vasyl’ovych 4 Kurenok, Vladimir P. 3 Bahlali, Khaled 3 Basin, Michael V. 3 Di Crescenzo, Antonio 3 Gebizlioğlu, Ömer L. 3 Glazyrina, Anna 3 Ivanov, Roman V. 3 Le Breton, Alain 3 Li, Zhi 3 Martinucci, Barbara 3 Ouknine, Youssef 3 Pak, Andrey 3 Rachev, Svetlozar T. 3 Ratanov, Nikita 3 Shevchenko, Georgiy M. 3 Smirnov, Ivan 3 Wan, Hongxi 3 Wang, Chou-Wen 3 Youree, Roger K. 2 Berkaoui, Abdelkarem 2 Cheng, Jianhua 2 Dhaene, Jan 2 Dozzi, Marco E. 2 Eryılmaz, Serkan N. 2 Fabozzi, Frank J. 2 Fallah, Somayeh 2 Jarni, Imane 2 Josephy, Norman H. 2 Kukush, Oleksandr Georgiĭovych 2 Kyprianou, Andreas E. 2 Labbé, Chantal 2 Lee, Yung-Tsung 2 Liu, Guomin 2 Lohvinenko, Stanislav 2 Mackay, Anne 2 Makogin, Vitalii 2 Matsumoto, Koichi 2 Mehrdoust, Farshid 2 Pistorius, Martijn R. 2 Platen, Eckhard 2 Sendova, Kristina P. 2 Shimizu, Yasutaka 2 Stassen, Ben 2 Steblovskaya, Victoria R. 2 Tudor, Constantin 2 Wang, Dehui 2 Wang, Rongming 2 Wang, Yumin 2 Xu, Liping 2 Yao, Dingjun 2 Yurchenko-Tytarenko, Anton 2 Zastawniak, Tomasz 1 Abdallah, Roubi 1 Ackerer, Damien 1 Akyildirim, Erdnç 1 Altarovici, Albert 1 Araneda, Axel A. 1 Asmussen, Søren 1 Avetisian, Diana 1 Avram, Florin 1 Babolian, Esmail 1 Balakrishnan, Narayanaswamy 1 Barlow, Martin T. 1 Bel Hadj Khlifa, Meriem 1 Belkina, Tat’yana Andreevna 1 Bharath, B. 1 Bo, Lijun 1 Bogachev, Leonid V. 1 Bogachev, Vladimir Igorevich 1 Borkar, Vivek Shripad 1 Boubakeur, Labed 1 Boufoussi, Brahim 1 Bratyk, Mykhajlo V. 1 Callegari, Nelson Jun. 1 Capinski, Maciej J. 1 Capponi, Agostino 1 Castañeda-Leyva, Netzahualcóyotl 1 Chan, Leunglung 1 Chen, Zengjing 1 Choi, Jungmin 1 Chowdhury, Shovan 1 Cong, Jianfa 1 Costa, Oswaldo Luiz V. 1 Coutin, Laure 1 Cui, Bing 1 D’Amato, Valeria 1 Darwich, Abdul Raouf 1 De Lauro, E. 1 De Martino, Salvatore 1 De Siena, Silvio 1 Deaconu, Madalina 1 Deng, Jun ...and 222 more Authors all top 5 Cited in 97 Serials 19 Insurance Mathematics & Economics 10 Journal of Computational and Applied Mathematics 10 Stochastic Processes and their Applications 9 Statistics & Probability Letters 7 Theory of Probability and Mathematical Statistics 7 Stochastics 6 Journal of Applied Probability 6 Journal of Mathematical Sciences (New York) 5 Modern Stochastics. Theory and Applications 4 Finance and Stochastics 4 International Journal of Theoretical and Applied Finance 4 Methodology and Computing in Applied Probability 4 Stochastics and Dynamics 3 Journal of Mathematical Analysis and Applications 3 Mathematical Notes 3 Applied Mathematics and Computation 3 Statistics 3 Probability Theory and Related Fields 3 The Annals of Applied Probability 3 Communications in Statistics. Theory and Methods 3 Statistical Inference for Stochastic Processes 3 Mathematics and Financial Economics 2 Physica A 2 The Annals of Statistics 2 Applied Mathematics and Optimization 2 Mathematics and Computers in Simulation 2 Systems & Control Letters 2 Stochastic Analysis and Applications 2 Journal of Theoretical Probability 2 Journal of Applied Mathematics and Stochastic Analysis 2 Automation and Remote Control 2 Random Operators and Stochastic Equations 2 Scandinavian Actuarial Journal 2 Quantitative Finance 2 North American Actuarial Journal 2 Annals of Finance 1 Advances in Applied Probability 1 Applicable Analysis 1 Computers & Mathematics with Applications 1 Scandinavian Journal of Statistics 1 Stochastics 1 Chaos, Solitons and Fractals 1 Annals of the Institute of Statistical Mathematics 1 Journal of Differential Equations 1 Journal of Econometrics 1 Journal of Mathematical Economics 1 Journal of Statistical Planning and Inference 1 Kybernetika 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 SIAM Journal on Control and Optimization 1 Transactions of the American Mathematical Society 1 Operations Research Letters 1 Physica D 1 Acta Mathematicae Applicatae Sinica. English Series 1 Journal of Economic Dynamics & Control 1 Mathematical and Computer Modelling 1 MCSS. Mathematics of Control, Signals, and Systems 1 Queueing Systems 1 Communications in Statistics. Simulation and Computation 1 European Journal of Operational Research 1 International Journal of Computer Mathematics 1 Stochastics and Stochastics Reports 1 Journal of Partial Differential Equations 1 Celestial Mechanics and Dynamical Astronomy 1 Applied Mathematics. Series B (English Edition) 1 Bernoulli 1 Mathematical Problems in Engineering 1 Mathematical Methods of Operations Research 1 Journal of Inequalities and Applications 1 Discrete Dynamics in Nature and Society 1 Annals of Mathematics. Second Series 1 Communications in Nonlinear Science and Numerical Simulation 1 Nonlinear Analysis. Modelling and Control 1 Journal of Systems Science and Complexity 1 Sādhanā 1 ASTIN Bulletin 1 Asia-Pacific Financial Markets 1 Review of Derivatives Research 1 Journal of Statistical Mechanics: Theory and Experiment 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Frontiers of Mathematics in China 1 Logic and Analysis 1 Nonlinear Analysis. Hybrid Systems 1 Electronic Journal of Statistics 1 The Annals of Applied Statistics 1 Journal of Probability and Statistics 1 European Actuarial Journal 1 Vestnik Tomskogo Gosudarstvennogo Universiteta. Matematika i Mekhanika 1 Palestine Journal of Mathematics 1 Mathematical Sciences 1 Journal of Classical Analysis 1 Mathematics 1 The Scientific World Journal. Probability and Statistics 1 Transactions of A. Razmadze Mathematical Institute 1 Japanese Journal of Statistics and Data Science 1 Probability, Uncertainty and Quantitative Risk 1 Portugaliae Mathematica all top 5 Cited in 21 Fields 141 Probability theory and stochastic processes (60-XX) 108 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 50 Statistics (62-XX) 14 Systems theory; control (93-XX) 11 Numerical analysis (65-XX) 9 Ordinary differential equations (34-XX) 5 Partial differential equations (35-XX) 5 Operations research, mathematical programming (90-XX) 4 Integral equations (45-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Mechanics of particles and systems (70-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Biology and other natural sciences (92-XX) 2 Real functions (26-XX) 2 Measure and integration (28-XX) 2 Special functions (33-XX) 1 Mathematical logic and foundations (03-XX) 1 Number theory (11-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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