Edit Profile (opens in new tab) Novikov, Aleksandr Aleksandrovich Compute Distance To: Compute 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: 111 Publications since 1963 6 Contributions as Editor Reviewing Activity: 29 Reviews Biographic References: 1 Publication Co-Authors: 39 Co-Authors with 58 Joint Publications 1,008 Co-Co-Authors all top 5 Co-Authors 47 single-authored 9 Shiryaev, Al’bert Nikolaevich 7 Borovkov, Konstantin A. 6 Kordzakhia, Nino 4 Dragalin, Vladimir P. 4 Le Breton, Alain 3 Kordzakhia, Nino E. 2 Alexander, Scott 2 Frishling, Volf 2 Greenwood, Priscilla E. 2 Hin, Lin-Yee 2 Krylov, Nicolaĭ Vladimirovich 2 Kutoyants, Yury A. 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 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 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 Ling, Timothy G. 1 Miyahara, Yoshio 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 Wu, Dan 1 Ycart, Bernard 1 Zhu, Songping all top 5 Serials 23 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 Lobachevskii Journal of Mathematics 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 Nature, London 1 Trudy Matematicheskogo Instituta Imeni V. A. Steklova 1 Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki 1 Statistics and Computing all top 5 Fields 85 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 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Differential geometry (53-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 74 Publications have been cited 494 times in 377 Documents Cited by ▼ Year ▼ Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092Novikov, Alex; Frishling, Volf; Kordzakhia, Nino 51 1999 On an identity for stochastic integrals. Zbl 0284.60054Novikov, A. A. 31 1972 On some maximal inequalities for fractional Brownian motions. Zbl 0947.60033Novikov, Alexander; Valkeila, Esko 27 1999 On discontinuous martingales. Zbl 0354.60025Novikov, A. A. 24 1975 Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process. Zbl 1077.60057Borovkov, K.; Novikov, A. 21 2005 On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary. Zbl 0462.60079Novikov, A. A. 18 1981 On a new approach to calculating expectations for option pricing. Zbl 1016.60053Borovkov, K.; Novikov, A. 17 2002 On convergence proofs for perceptrons. Zbl 0116.34103Novikoff, A. 16 1963 On a solution of the optimal stopping problem for processes with independent increments. Zbl 1114.60035Novikov, Alexander; Shiryaev, Albert 14 2007 Martingales, Tauberian theorem, and strategies of gambling. Zbl 0895.60047Novikov, A. A. 12 1996 Time-dependent barrier options and boundary crossing probabilities. Zbl 1060.91067Novikov, A.; Frishling, V.; Kordzakhia, N. 12 2003 Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 12 2017 Bayesian sequential estimation of a drift of fractional Brownian motion. Zbl 1294.62175Çetin, U.; Novikov, A.; Shiryaev, A. N. 11 2013 On the first passage time of an autoregressive process over a level and an application to a “disorder” problem. Zbl 0723.60044Novikov, A. A. 11 1990 On an effective solution of the optimal stopping problem for random walks. Zbl 1092.60018Novikov, A. A.; Shiryaev, A. N. 10 2004 On exit times of Levy-driven Ornstein-Uhlenbeck processes. Zbl 1159.60019Borovkov, Konstantin; Novikov, Alexander 10 2008 Martingales and first-passage times for Ornstein-Uhlenbeck processes with a jump component. Zbl 1056.60039Novikov, A. A. 10 2003 On moment inequalities for stochastic integrals. Zbl 0246.60047Novikov, A. A. 9 1971 On stopping times for a Wiener process. Zbl 0258.60037Novikov, A. A. 9 1971 One-sided boundary crossing for processes with independent increments. Zbl 0658.60103Greenwood, P. E.; Novikov, A. A. 9 1987 Sequential estimation of the parameters of diffusion processes. Zbl 0256.62077Novikov, A. A. 8 1973 Martingales and first passage times of AR(1) sequences. Zbl 1148.60061Novikov, Alexander; Kordzakhia, Nino 8 2008 The crossing time of a one-sided nonlinear boundary by sums of independent random variables. Zbl 0521.60055Novikov, A. A. 8 1982 On moments of Pitman estimators: the case of fractional Brownian motion. Zbl 1310.62034Novikov, A.; Kordzakhia, N.; Ling, T. 7 2014 Lower and upper bounds for prices of Asian-type options. Zbl 1320.91145Novikov, A. A.; Kordzakhia, N. E. 7 2014 An elementary approach to optimal stopping problems for AR(1) sequences. Zbl 1242.62086Christensen, Sören; Irle, Albrecht; Novikov, Alexander 7 2011 The martingale approach to problems about the time of the first intersection of nonlinear boundaries. Zbl 0491.60038Novikov, A. A. 7 1981 On a piece-wise deterministic Markov process model. Zbl 0993.60071Borovkov, K.; Novikov, A. 6 2001 A structural model with unobserved default boundary. Zbl 1134.91525Schmidt, Thorsten; Novikov, Alexander 6 2008 On fair pricing of emission-related derivatives. Zbl 1232.91665Hinz, Juri; Novikov, Alex 6 2010 New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 5 2018 Some results about averaging in stochastic approximation. Zbl 0834.62074Le Breton, Alain; Novikov, Alexander 5 1995 Hedging of options with a given probability. Zbl 0977.91020Novikov, A. A. 5 1998 On a stochastic version of the trading rule “buy and hold”. Zbl 1274.62538Shiryaev, Albert; Novikov, Alexander A. 5 2008 On the conditions of the uniform integrability of the continuous nonnegative martingales. Zbl 0416.60050Novikov, A. A. 4 1979 On distributions of first passage times and optimal stopping of AR(1) sequences. Zbl 1204.62143Novikov, A. A. 4 2009 On small variances of Gaussian processes. Zbl 0471.60043Novikov, A. A. 4 1981 Estimation of cusp location of stochastic processes: a survey. Zbl 1450.62098Dachian, S.; Kordzakhia, N.; Kutoyants, Yu. A.; Novikov, A. 4 2018 Consistency of least squares estimates in regression models with martingale errors. Zbl 0645.62094Novikov, A. A. 4 1985 Sequential inferences with prescribed accuracy for semimartingales. Zbl 0693.62066Mel’nikov, A. V.; Novikov, A. A. 4 1988 Explicit analytical solutions for the average run length of CUSUM and EWMA charts. Zbl 1225.65014Mititelu, G.; Areepong, Y.; Sukparungsee, S.; Novikov, A. 4 2010 On the moment of crossing the one-sided nonlinear boundary by sums of independent random variables. Zbl 0497.60043Novikov, A. A. 4 1982 A martingale approach in problems on first crossing time of nonlinear boundaries. Zbl 0524.60051Novikov, A. A. 4 1983 Low-rank Riemannian eigensolver for high-dimensional Hamiltonians. Zbl 1452.65070Rakhuba, Maxim; Novikov, Alexander; Oseledets, Ivan 3 2019 On moment inequalities and identities for stochastic integrals. Zbl 0264.60039Novikov, A. A. 3 1973 Averaging for estimating covariances in stochastic approximation. Zbl 0826.60029Le Breton, A.; Novikov, A. A. 3 1994 Pitman estimators: an asymptotic variance revisited. Zbl 1402.62037Novikov, A.; Kordzakhia, N. 3 2013 Optimal consumption, investment and housing with means-tested public pension in retirement. Zbl 1394.91184Andréasson, Johan G.; Shevchenko, Pavel V.; Novikov, Alex 3 2017 Pricing of volume-weighted average options: analytical approximations and numerical results. Zbl 1418.91531Novikov, Alexander A.; Ling, Timothy G.; Kordzakhia, Nino 3 2014 Small deviations of Gaussian process. Zbl 0479.60047Novikov, A. A. 3 1981 On conditions for uniform integrability of continuous non-negative martingales. Zbl 0441.60046Novikov, A. A. 2 1980 Sequential estimation of parameters of diffusion processes. Zbl 0237.62053Novikov, A. A. 2 1971 Sequentielle Schätzung der Parameter von Diffusionsprozessen. Zbl 0248.62038Novikov, A. A. 2 1972 Adaptive sequential tests for composite hypotheses. Zbl 1007.62065Dragalin, V. P.; Novikov, A. A. 2 1999 Tail distributions of supremum and quadratic variation of local martingales. Zbl 1110.60044Liptser, Robert; Novikov, Alexander 2 2006 One-sided boundary crossing for processes with independent increments. Zbl 0602.60060Greenwood, Pr. E.; Novikov, A. A. 2 1986 Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0645.62083Dragalin, V. P.; Novikov, A. A. 2 1987 Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0716.62076Dragalin, V. P.; Novikov, A. A. 2 1987 On conditions for uniform integrability for continuous exponential martingales. Zbl 0474.60037Novikov, A. A. 2 1980 On the exit time of sums of bounded random variables from a curvilinear strip. Zbl 0481.60032Novikov, A. A. 2 1982 Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities. Zbl 1384.62150Kordzakhia, Nino; Novikov, Alexander; Ycart, Bernard 2 2017 On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion. Zbl 1463.62033Kordzakhia, Nino E.; Kutoyants, Yury A.; Novikov, Alexander A.; Hin, Lin-Yee 1 2018 Bounds and approximations for distributions of weighted Kolmogorov-Smirnov tests. Zbl 1383.62131Kordzakhia, Nino; Novikov, Alexander 1 2017 Über Schätzungen der Parameter in Diffusionsprozessen. Zbl 0266.60045Novikov, A. A. 1 1972 On Wald’s equation, discrete time case. Zbl 0882.60040Galtchouk, Leonid I.; Novikov, Alexandre A. 1 1997 Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62151Novikov, A.; Shiryaev, A. N. 1 2014 Random walk methods for Monte Carlo simulations of Brownian diffusion on a sphere. Zbl 1433.60079Novikov, A.; Kuzmin, D.; Ahmadi, O. 1 2020 Translation invariant statistical experiments with independent increments. Zbl 1403.62012Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander 1 2018 Bounds on prices for Asian options via Fourier methods. Zbl 1373.60082Alexander, Scott; Novikov, Alexander; Kordzakhia, Nino 1 2016 Limit theorems for the first passage time of autoregression process over a level. Zbl 0841.60030Novikov, A. A.; Ehrgashev, B. A. 1 1993 Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes. Zbl 0561.60056Novikov, A. A. 1 1984 The first exit time of the autoregressive process beyond a level and an application to the disorder problem. Zbl 0702.60048Novikov, A. A. 1 1990 Martingale identities, inequalities and their applications in nonlinear boundary value problems for random processes. Zbl 0541.60047Novikov, A. A. 1 1984 Optimal group sequential tests with groups of random size. Zbl 1493.62485Novikov, A.; Popoca-Jiménez, X. I. 1 2022 Optimal group sequential tests with groups of random size. Zbl 1493.62485Novikov, A.; Popoca-Jiménez, X. I. 1 2022 Random walk methods for Monte Carlo simulations of Brownian diffusion on a sphere. Zbl 1433.60079Novikov, A.; Kuzmin, D.; Ahmadi, O. 1 2020 Low-rank Riemannian eigensolver for high-dimensional Hamiltonians. Zbl 1452.65070Rakhuba, Maxim; Novikov, Alexander; Oseledets, Ivan 3 2019 New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 5 2018 Estimation of cusp location of stochastic processes: a survey. Zbl 1450.62098Dachian, S.; Kordzakhia, N.; Kutoyants, Yu. A.; Novikov, A. 4 2018 On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion. Zbl 1463.62033Kordzakhia, Nino E.; Kutoyants, Yury A.; Novikov, Alexander A.; Hin, Lin-Yee 1 2018 Translation invariant statistical experiments with independent increments. Zbl 1403.62012Gushchin, Alexander; Kordzakhia, Nino; Novikov, Alexander 1 2018 Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 12 2017 Optimal consumption, investment and housing with means-tested public pension in retirement. Zbl 1394.91184Andréasson, Johan G.; Shevchenko, Pavel V.; Novikov, Alex 3 2017 Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities. Zbl 1384.62150Kordzakhia, Nino; Novikov, Alexander; Ycart, Bernard 2 2017 Bounds and approximations for distributions of weighted Kolmogorov-Smirnov tests. Zbl 1383.62131Kordzakhia, Nino; Novikov, Alexander 1 2017 Bounds on prices for Asian options via Fourier methods. Zbl 1373.60082Alexander, Scott; Novikov, Alexander; Kordzakhia, Nino 1 2016 On moments of Pitman estimators: the case of fractional Brownian motion. Zbl 1310.62034Novikov, A.; Kordzakhia, N.; Ling, T. 7 2014 Lower and upper bounds for prices of Asian-type options. Zbl 1320.91145Novikov, A. A.; Kordzakhia, N. E. 7 2014 Pricing of volume-weighted average options: analytical approximations and numerical results. Zbl 1418.91531Novikov, 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 1291.62151Novikov, A.; Shiryaev, A. N. 1 2014 Bayesian sequential estimation of a drift of fractional Brownian motion. Zbl 1294.62175Çetin, U.; Novikov, A.; Shiryaev, A. N. 11 2013 Pitman estimators: an asymptotic variance revisited. Zbl 1402.62037Novikov, A.; Kordzakhia, N. 3 2013 An elementary approach to optimal stopping problems for AR(1) sequences. Zbl 1242.62086Christensen, Sören; Irle, Albrecht; Novikov, Alexander 7 2011 On fair pricing of emission-related derivatives. Zbl 1232.91665Hinz, Juri; Novikov, Alex 6 2010 Explicit analytical solutions for the average run length of CUSUM and EWMA charts. Zbl 1225.65014Mititelu, G.; Areepong, Y.; Sukparungsee, S.; Novikov, A. 4 2010 On distributions of first passage times and optimal stopping of AR(1) sequences. Zbl 1204.62143Novikov, A. A. 4 2009 On exit times of Levy-driven Ornstein-Uhlenbeck processes. Zbl 1159.60019Borovkov, Konstantin; Novikov, Alexander 10 2008 Martingales and first passage times of AR(1) sequences. Zbl 1148.60061Novikov, Alexander; Kordzakhia, Nino 8 2008 A structural model with unobserved default boundary. Zbl 1134.91525Schmidt, Thorsten; Novikov, Alexander 6 2008 On a stochastic version of the trading rule “buy and hold”. Zbl 1274.62538Shiryaev, Albert; Novikov, Alexander A. 5 2008 On a solution of the optimal stopping problem for processes with independent increments. Zbl 1114.60035Novikov, Alexander; Shiryaev, Albert 14 2007 Tail distributions of supremum and quadratic variation of local martingales. Zbl 1110.60044Liptser, Robert; Novikov, Alexander 2 2006 Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process. Zbl 1077.60057Borovkov, K.; Novikov, A. 21 2005 On an effective solution of the optimal stopping problem for random walks. Zbl 1092.60018Novikov, A. A.; Shiryaev, A. N. 10 2004 Time-dependent barrier options and boundary crossing probabilities. Zbl 1060.91067Novikov, A.; Frishling, V.; Kordzakhia, N. 12 2003 Martingales and first-passage times for Ornstein-Uhlenbeck processes with a jump component. Zbl 1056.60039Novikov, A. A. 10 2003 On a new approach to calculating expectations for option pricing. Zbl 1016.60053Borovkov, K.; Novikov, A. 17 2002 On a piece-wise deterministic Markov process model. Zbl 0993.60071Borovkov, K.; Novikov, A. 6 2001 Approximations of boundary crossing probabilities for a Brownian motion. Zbl 0978.60092Novikov, Alex; Frishling, Volf; Kordzakhia, Nino 51 1999 On some maximal inequalities for fractional Brownian motions. Zbl 0947.60033Novikov, Alexander; Valkeila, Esko 27 1999 Adaptive sequential tests for composite hypotheses. Zbl 1007.62065Dragalin, V. P.; Novikov, A. A. 2 1999 Hedging of options with a given probability. Zbl 0977.91020Novikov, A. A. 5 1998 On Wald’s equation, discrete time case. Zbl 0882.60040Galtchouk, Leonid I.; Novikov, Alexandre A. 1 1997 Martingales, Tauberian theorem, and strategies of gambling. Zbl 0895.60047Novikov, A. A. 12 1996 Some results about averaging in stochastic approximation. Zbl 0834.62074Le Breton, Alain; Novikov, Alexander 5 1995 Averaging for estimating covariances in stochastic approximation. Zbl 0826.60029Le Breton, A.; Novikov, A. A. 3 1994 Limit theorems for the first passage time of autoregression process over a level. Zbl 0841.60030Novikov, 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 0723.60044Novikov, A. A. 11 1990 The first exit time of the autoregressive process beyond a level and an application to the disorder problem. Zbl 0702.60048Novikov, A. A. 1 1990 Sequential inferences with prescribed accuracy for semimartingales. Zbl 0693.62066Mel’nikov, A. V.; Novikov, A. A. 4 1988 One-sided boundary crossing for processes with independent increments. Zbl 0658.60103Greenwood, P. E.; Novikov, A. A. 9 1987 Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0645.62083Dragalin, V. P.; Novikov, A. A. 2 1987 Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. Zbl 0716.62076Dragalin, V. P.; Novikov, A. A. 2 1987 One-sided boundary crossing for processes with independent increments. Zbl 0602.60060Greenwood, Pr. E.; Novikov, A. A. 2 1986 Consistency of least squares estimates in regression models with martingale errors. Zbl 0645.62094Novikov, A. A. 4 1985 Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes. Zbl 0561.60056Novikov, A. A. 1 1984 Martingale identities, inequalities and their applications in nonlinear boundary value problems for random processes. Zbl 0541.60047Novikov, A. A. 1 1984 A martingale approach in problems on first crossing time of nonlinear boundaries. Zbl 0524.60051Novikov, A. A. 4 1983 The crossing time of a one-sided nonlinear boundary by sums of independent random variables. Zbl 0521.60055Novikov, A. A. 8 1982 On the moment of crossing the one-sided nonlinear boundary by sums of independent random variables. Zbl 0497.60043Novikov, A. A. 4 1982 On the exit time of sums of bounded random variables from a curvilinear strip. Zbl 0481.60032Novikov, A. A. 2 1982 On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary. Zbl 0462.60079Novikov, A. A. 18 1981 The martingale approach to problems about the time of the first intersection of nonlinear boundaries. Zbl 0491.60038Novikov, A. A. 7 1981 On small variances of Gaussian processes. Zbl 0471.60043Novikov, A. A. 4 1981 Small deviations of Gaussian process. Zbl 0479.60047Novikov, A. A. 3 1981 On conditions for uniform integrability of continuous non-negative martingales. Zbl 0441.60046Novikov, A. A. 2 1980 On conditions for uniform integrability for continuous exponential martingales. Zbl 0474.60037Novikov, A. A. 2 1980 On the conditions of the uniform integrability of the continuous nonnegative martingales. Zbl 0416.60050Novikov, A. A. 4 1979 On discontinuous martingales. Zbl 0354.60025Novikov, A. A. 24 1975 Sequential estimation of the parameters of diffusion processes. Zbl 0256.62077Novikov, A. A. 8 1973 On moment inequalities and identities for stochastic integrals. Zbl 0264.60039Novikov, A. A. 3 1973 On an identity for stochastic integrals. Zbl 0284.60054Novikov, A. A. 31 1972 Sequentielle Schätzung der Parameter von Diffusionsprozessen. Zbl 0248.62038Novikov, A. A. 2 1972 Über Schätzungen der Parameter in Diffusionsprozessen. Zbl 0266.60045Novikov, A. A. 1 1972 On moment inequalities for stochastic integrals. Zbl 0246.60047Novikov, A. A. 9 1971 On stopping times for a Wiener process. Zbl 0258.60037Novikov, A. A. 9 1971 Sequential estimation of parameters of diffusion processes. Zbl 0237.62053Novikov, A. A. 2 1971 On convergence proofs for perceptrons. Zbl 0116.34103Novikoff, A. 16 1963 all cited Publications top 5 cited Publications all top 5 Cited by 477 Authors 21 Novikov, Aleksandr Aleksandrovich 12 Mishura, Yuliya Stepanivna 10 Borovkov, Konstantin A. 8 Lu, Dawei 7 Hashorva, Enkelejd 7 Kutoyants, Yury A. 7 Pergamenshchikov, Sergeĭ Markovich 6 Prakasa Rao, B. L. S. 6 Wachtel, Vitali I. 5 Song, Lixin 5 Zhitlukhin, Mikhail V. 4 Abundo, Mario 4 Chernoyarov, Oleg V. 4 Christensen, Soren 4 Dachian, Sergueï 4 Denisov, Denis E. 4 Patie, Pierre 4 Peskir, Goran 4 Stummer, Wolfgang 4 Wang, Yongjin 4 Yor, Marc 3 Alili, Larbi 3 Aurzada, Frank 3 Beltaief, Slim 3 Bischoff, Wolfgang 3 Bisewski, Krzysztof 3 Bo, Lijun 3 Dębicki, Krzysztof 3 Donchev, Doncho S. 3 Ekström, Erik 3 Fatalov, Vadim Rolandovich 3 Fusai, Gianluca 3 Gapeev, Pavel V. 3 Guillaume, Tristan 3 Kazamaki, Norihiko 3 Konev, Victor 3 Kordzakhia, Nino E. 3 Lasukov, V. V. 3 Lee, Chihoon 3 Melnikov, Aleksander Viktorovich 3 Pelletier, Mariane 3 Pötzelberger, Klaus 3 Ruf, Johannes 3 Sakhanenko, Aleksandr Ivanovich 3 Shao, Jinghai 3 Song, Yingda 3 Tartakovsky, Alexander G. 3 Valkeila, Esko 3 Yode, Armel Fabrice 2 Alexander, Scott 2 Arkin, Vadim I. 2 Artemov, A. V. 2 Barbu, Vlad Stefan 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 Fu, James C. 2 Germano, Guido 2 Gür, Sercan 2 Hin, Lin-Yee 2 Hinrichs, Günter 2 Hinz, Juri 2 Hognas, Goran 2 Hulley, Hardy 2 Hüsler, Jürg 2 Iaci, Ross 2 Irle, Albrecht 2 Jung, Brita 2 Kabanov, Yuriĭ Mikhaĭlovich 2 Kaishev, Vladimir K. 2 Kaji, Shunsuke 2 Kijima, Masaaki 2 Kou, Steven 2 Kühn, Franziska 2 Larsson, Martin 2 Le Breton, Alain 2 Liu, Zaiming 2 Mackevičius, Vigirdas 2 Marazzina, Daniele 2 Mémin, Jean 2 Mokkadem, Abdelkader 2 Muravlev, Alexey A. 2 N’Zi, Modeste 2 Papapantoleon, Antonis 2 Pedersen, Jesper Lund 2 Rolski, Tomasz 2 Salminen, Paavo H. 2 Sambucini, Anna Rita 2 Schmidt, Thorsten 2 Sekiguchi, Takeshi 2 Shevchenko, Pavel V. 2 Shiryaev, Al’bert Nikolaevich 2 Simon, Thomas 2 Sohr, Tobias 2 Song, Na ...and 377 more Authors all top 5 Cited in 116 Serials 24 Statistics & Probability Letters 18 Journal of Applied Probability 16 Stochastic Processes and their Applications 15 Stochastics 14 Theory of Probability and its Applications 13 Advances in Applied Probability 12 Stochastic Analysis and Applications 12 Sequential Analysis 10 Journal of Theoretical Probability 10 Communications in Statistics. Theory and Methods 9 Annals of the Institute of Statistical Mathematics 9 Methodology and Computing in Applied Probability 9 Quantitative Finance 6 The Annals of Probability 6 The Annals of Applied Probability 6 Journal of Mathematical Sciences (New York) 6 Finance and Stochastics 5 The Annals of Statistics 5 Probability Theory and Related Fields 5 Random Operators and Stochastic Equations 5 Mathematical Finance 4 Tôhoku Mathematical Journal. Second Series 4 Queueing Systems 4 European Journal of Operational Research 4 Applied Mathematical Finance 4 Statistical Inference for Stochastic Processes 4 Stochastic Models 3 Journal of Mathematical Analysis and Applications 3 Lithuanian Mathematical Journal 3 Physica A 3 Mathematics of Operations Research 3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 3 Insurance Mathematics & Economics 3 Annals of Operations Research 3 Automation and Remote Control 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 International Journal of Theoretical and Applied Finance 3 Russian Physics Journal 3 Lobachevskii Journal of Mathematics 3 Proceedings of the Steklov Institute of Mathematics 2 Computers & Mathematics with Applications 2 Journal of Statistical Physics 2 Russian Mathematical Surveys 2 Stochastics 2 Ukrainian Mathematical Journal 2 Applied Mathematics and Computation 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 Cybernetics and Systems Analysis 2 Thailand Statistician 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 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 Operations Research Letters 1 Journal of Time Series Analysis 1 Acta Applicandae Mathematicae 1 Statistics 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 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 Journal of Probability 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 Decisions in Economics and Finance 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Stochastics and Dynamics 1 North American Actuarial Journal 1 Asia-Pacific Financial Markets ...and 16 more Serials all top 5 Cited in 33 Fields 304 Probability theory and stochastic processes (60-XX) 105 Statistics (62-XX) 87 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Numerical analysis (65-XX) 20 Systems theory; control (93-XX) 12 Operations research, mathematical programming (90-XX) 9 Partial differential equations (35-XX) 7 Integral equations (45-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 5 Ordinary differential equations (34-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Statistical mechanics, structure of matter (82-XX) 4 Information and communication theory, circuits (94-XX) 3 Functional analysis (46-XX) 3 Relativity and gravitational theory (83-XX) 3 Biology and other natural sciences (92-XX) 2 Measure and integration (28-XX) 2 Special functions (33-XX) 2 Integral transforms, operational calculus (44-XX) 2 Operator theory (47-XX) 2 Geophysics (86-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 Potential theory (31-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 General topology (54-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-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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