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Pergamenshchikov, Sergeĭ Markovich

Author ID: pergamenshchikov.s-m Recent zbMATH articles by "Pergamenshchikov, Sergeĭ Markovich"
Published as: Pergamenshchikov, S. M.; Pergamenshchikov, S.; Pergamenchtchikov, Serguei; Pergamenshchikov, Serguei; Pergamenshchikov, Sergey; Pergamenshchikov, Sergei; Pergamenshchicov, S. M.; Pergamenshchikov, Sergeĭ Markovich; Pergamenshchikov, Sergej; Pergamentshikov, S. M.
Homepage: http://lmrs.univ-rouen.fr/Persopage/Pergamenchtchikov/index.html
External Links: Math-Net.Ru
Documents Indexed: 96 Publications since 1981, including 1 Book and 7 Additional arXiv Preprints
Co-Authors: 17 Co-Authors with 79 Joint Publications
477 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

68 Publications have been cited 530 times in 291 Documents Cited by Year
In the insurance business risky investments are dangerous. Zbl 1002.91037
Frolova, Anna; Kabanov, Yuri; Pergamenshchikov, Serguei
64
2002
Two-scale stochastic systems. Asymptotic analysis and control. Zbl 1033.60001
Kabanov, Yu.; Pergamenshchikov, S.
50
2003
The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. Zbl 1094.62114
Klüppelberg, Claudia; Pergamenchtchikov, Serguei
31
2004
Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression. Zbl 1293.62091
Galtchouk, Leonid; Pergamenshchikov, Sergey
27
2009
Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models. Zbl 1154.62329
Galtchouk, L.; Pergamenshchikov, S.
21
2009
Ruin probability in the presence of risky investments. Zbl 1088.60076
Pergamenshchikov, Serguei; Zeitouny, Omar
20
2006
Improved model selection method for a regression function with dependent noise. Zbl 1122.62023
Fourdrinier, D.; Pergamenshchikov, S.
17
2007
Limit theorem for Leland’s strategy. Zbl 1091.91039
Pergamenshchikov, S.
16
2003
In the insurance business risky investments are dangerous: the case of negative risk sums. Zbl 1342.60105
Kabanov, Yuri; Pergamenshchikov, Serguei
16
2016
Asymptotically efficient estimates for nonparametric regression models. Zbl 1089.62044
Galtchouk, L.; Pergamenshchikov, S.
14
2006
Geometric ergodicity for classes of homogeneous Markov chains. Zbl 1323.60091
Galtchouk, L.; Pergamenshchikov, S.
13
2014
General model selection estimation of a periodic regression with a Gaussian noise. Zbl 1432.62075
Konev, Victor; Pergamenchtchikov, Serguei
12
2010
Robust model selection for a semimartingale continuous time regression from discrete data. Zbl 1298.62067
Konev, Victor; Pergamenchtchikov, Serguei
12
2015
Efficient robust nonparametric estimation in a semimartingale regression model. Zbl 1282.62102
Konev, Victor; Pergamenshchikov, Serguei
12
2012
Optimal consumption and investment for markets with random coefficients. Zbl 1278.91127
Berdjane, Belkacem; Pergamenshchikov, Serguei
11
2013
Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise. Zbl 1031.62062
Konev, V.; Pergamenshchikov, S.
10
2003
Renewal theory for functionals of a Markov chain with compact state space. Zbl 1048.60065
Klüppelberg, Claudia; Pergamenchtchikov, Serguei
10
2003
Estimation of a regression with the pulse type noise from discrete data. Zbl 1357.62174
Konev, V. V.; Pergamenshchikov, S. M.; Pchelintsev, E. A.
10
2014
Nonparametric sequential minimax estimation of the drift coefficient in diffusion processes. Zbl 1081.62058
Galtchouk, Leonid; Pergamenshchikov, Sergei
9
2005
On guaranteed estimation of the mean of an autoregressive process. Zbl 0887.62087
Konev, V.; Pergamenshchikov, S.
9
1997
Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes. Zbl 1117.62083
Galtchouk, L.; Pergamenshchikov, S.
9
2006
Uniform concentration inequality for ergodic diffusion processes. Zbl 1117.60026
Galtchouk, L.; Pergamenshchikov, S.
9
2007
Extremal behaviour of models with multivariate random recurrence representation. Zbl 1118.60060
Klüppelberg, Claudia; Pergamenchtchikov, Serguei
8
2007
Uniform concentration inequality for ergodic diffusion processes observed at discrete times. Zbl 1266.60139
Galtchouk, L.; Pergamenshchikov, S.
8
2013
Adaptive sequential estimation for ergodic diffusion processes in quadratic metric. Zbl 1359.62123
Galtchouk, L. I.; Pergamenshchikov, S. M.
8
2011
Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes. Zbl 1005.62070
Galtchouk, L.; Pergamenshchikov, S.
7
2001
Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process. Zbl 1430.91031
Kabanov, Yuri; Pergamenshchikov, Serguei
7
2020
Truncated sequential estimation of the parameters in a random regression. Zbl 0698.62080
Konev, V. V.; Pergamenshchicov, S. M.
6
1990
Nonparametric sequential estimation of the drift in diffusion processes via model selection. Zbl 1129.62073
Galtchouk, L.; Pergamenshchikov, S.
6
2004
Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises. Zbl 1282.62042
Fourdrinier, D.; Konev, V.; Pergamenshchikov, S.
6
2009
On the duration of sequential estimation of parameters of stochastic processes in discrete time. Zbl 0601.62104
Konev, V. V.; Pergamenshchicov, S. M.
5
1986
On optimality of the fixed-accuracy estimate of the parameter in an explosive autoregressive process of the first order. Zbl 0774.62090
Konev, V. V.; Pergamenshchikov, S. M.
5
1993
Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems. Zbl 0801.62069
Konev, V. V.; Pergamenshchikov, S. M.
5
1992
Asymptotic properties of sequential design for estimating the parameter of a first-order autoregression. Zbl 0744.62108
Pergamenshchikov, S. M.
5
1991
On truncated sequential estimation of the drifting parameter mean in the first order autoregressive models. Zbl 0704.62064
Konev, V. V.; Pergamenshchikov, S. M.
5
1990
Sequential identification procedures for the parameters of dynamic systems. Zbl 0494.93040
Konev, V. V.; Pergamenshchikov, S. M.
5
1981
Kullback-Leibler approach to CUSUM quickest detection rule for Markovian time series. Zbl 1431.62378
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei
5
2018
Approximate hedging problem with transaction costs in stochastic volatility markets. Zbl 1391.91159
Nguyen, Thai Huu; Pergamenshchikov, Serguei
5
2017
Sequential robust estimation for nonparametric autoregressive models. Zbl 1358.62071
Arkoun, Ouerdia; Pergamenchtchikov, Serguei
5
2016
Sequential estimation of the parameter of a stochastic difference equation with random coefficients. Zbl 0806.62064
Pergamenshchikov, S. M.; Shiryaev, A. N.
4
1992
Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions. Zbl 1342.60132
Galtchouk, L. I.; Pergamenshchikov, S. M.
4
2015
Model selection for the robust efficient signal processing observed with small Lévy noise. Zbl 1465.62051
Beltaief, Slim; Chernoyarov, Oleg; Pergamenchtchikov, Serguei
4
2020
Oracle inequalities for the stochastic differential equations. Zbl 1403.62064
Pchelintsev, E. A.; Pergamenshchikov, S. M.
4
2018
On convergence of attainability sets for controlled two-scale stochastic linear systems. Zbl 0888.93062
Kabanov, Yuri; Pergamenshchikov, Sergei
3
1997
Optimal consumption and investment with bounded downside risk for power utility functions. Zbl 1200.91281
Klüppelberg, Claudia; Pergamenchtchikov, Serguei
3
2009
On the sequential estimation of parameters of stochastic processes of diffusion type. Zbl 0566.62069
Konev, V. V.; Pergamenshchikov, S. M.
3
1985
Erratum to: “Ruin probability in the presence of risky investments” [Stochastic Process Appl. 116 (2006) 267-278]. (Erratum to: “Ruin probability in the presence of risk investments” [Stochastic Process Appl. 116 (2006) 267-278].) Zbl 1165.60334
Pergamenshchikov, Serguei
3
2009
Robust adaptive efficient estimation for semi-Markov nonparametric regression models. Zbl 1420.62168
Barbu, Vlad Stefan; Beltaief, Slim; Pergamenshchikov, Sergey
3
2019
Optimal control of singularly perturbed stochastic linear systems. Zbl 0739.93080
Kabanov, Yu. M.; Pergamenshchikov, S. M.
2
1991
Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions. Zbl 1197.91177
Klüppelberg, Claudia; Pergamenshchikov, Serguei
2
2009
Improved robust model selection methods for a Lévy nonparametric regression in continuous time. Zbl 1423.62029
Pchelintsev, E. A.; Pchelintsev, V. A.; Pergamenshchikov, S. M.
2
2019
On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process. Zbl 0928.62074
Konev, V. V.; Pergamenshchikov, S. M.
1
1996
Sequential generalized least squares estimator for an autoregressive parameter. Zbl 0879.62072
Dmitrienko, Alexei; Konev, Victor; Pergamenshchikov, Sergej
1
1997
Asymptotic expansions for singularly perturbed stochastic differential equations. Zbl 0774.60054
Kabanov, Yu. M.; Pergamenshchikov, S. M.; Stoyanov, J. M.
1
1991
Guaranteed estimation of autoregression parameters on the basis of a sequential correlational method. Zbl 0846.62059
Konev, V. V.; Pergamenshchikov, S. M.
1
1993
On reparametrization and asymptotically optimal minimax estimation in a generalized autoregressive model. Zbl 0786.62083
Pergamentshikov, S. M.; Shiryaev, A. N.
1
1992
Sequential model selection method for nonparametric autoregression. Zbl 1430.62075
Arkoun, Ouerdia; Brua, Jean-Yves; Pergamenchtchikov, Serguei
1
2019
The prescribed precision estimators of the autoregression parameter using the generalized least square method. Zbl 0894.62092
Konev, V. V.; Pergamenshchikov, S. M.
1
1996
Sequential estimation in stochastic approximation problem with autoregressive errors in observations. Zbl 1052.93064
Konev, V.; Pergamenshchikov, S.
1
2003
Estimation of the number of observations in the sequential parameter identification of dynamical systems. Zbl 0563.93067
Konev, V. V.; Pergamenshchikov, S. M.
1
1984
On optimal control of singularly perturbed stochastic differential equations. Zbl 0748.93080
Kabanov, Yu. M.; Pergamenshchikov, S. M.
1
1991
Singular perturbations of stochastic differential equations. Zbl 0715.60067
Kabanov, Yu. M.; Pergamenshchikov, S. M.
1
1990
Asymptotical properties of the sequential design of estimating the autoregression parameter of the first order. Zbl 0729.62070
Pergamenshchikov, S. M.
1
1991
Efficient estimation methods for non-Gaussian regression models in continuous time. Zbl 07473257
Pchelintsev, Evgeny; Pergamenshchikov, Serguei; Povzun, Maria
1
2022
Nonparametric estimation for an autoregressive model. Zbl 1507.62279
Arkoun, O.; Pergamenshchikov, S. M.
1
2008
On ruin probabilities with investments in a risky asset with a regime-switching price. Zbl 1498.91361
Kabanov, Yuri; Pergamenshchikov, Sergey
1
2022
Improved estimation method for high dimension semimartingale regression models based on discrete data. Zbl 07594032
Pchelintsev, Evgeny; Pergamenshchikov, Serguei; Leshchinskaya, Maria
1
2022
Optimal investment with bounded VaR for power utility functions. Zbl 1418.91459
Chouaf, Bénamar; Pergamenchtchikov, Serguei
1
2014
Efficient estimation methods for non-Gaussian regression models in continuous time. Zbl 07473257
Pchelintsev, Evgeny; Pergamenshchikov, Serguei; Povzun, Maria
1
2022
On ruin probabilities with investments in a risky asset with a regime-switching price. Zbl 1498.91361
Kabanov, Yuri; Pergamenshchikov, Sergey
1
2022
Improved estimation method for high dimension semimartingale regression models based on discrete data. Zbl 07594032
Pchelintsev, Evgeny; Pergamenshchikov, Serguei; Leshchinskaya, Maria
1
2022
Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process. Zbl 1430.91031
Kabanov, Yuri; Pergamenshchikov, Serguei
7
2020
Model selection for the robust efficient signal processing observed with small Lévy noise. Zbl 1465.62051
Beltaief, Slim; Chernoyarov, Oleg; Pergamenchtchikov, Serguei
4
2020
Robust adaptive efficient estimation for semi-Markov nonparametric regression models. Zbl 1420.62168
Barbu, Vlad Stefan; Beltaief, Slim; Pergamenshchikov, Sergey
3
2019
Improved robust model selection methods for a Lévy nonparametric regression in continuous time. Zbl 1423.62029
Pchelintsev, E. A.; Pchelintsev, V. A.; Pergamenshchikov, S. M.
2
2019
Sequential model selection method for nonparametric autoregression. Zbl 1430.62075
Arkoun, Ouerdia; Brua, Jean-Yves; Pergamenchtchikov, Serguei
1
2019
Kullback-Leibler approach to CUSUM quickest detection rule for Markovian time series. Zbl 1431.62378
Girardin, Valérie; Konev, Victor; Pergamenchtchikov, Serguei
5
2018
Oracle inequalities for the stochastic differential equations. Zbl 1403.62064
Pchelintsev, E. A.; Pergamenshchikov, S. M.
4
2018
Approximate hedging problem with transaction costs in stochastic volatility markets. Zbl 1391.91159
Nguyen, Thai Huu; Pergamenshchikov, Serguei
5
2017
In the insurance business risky investments are dangerous: the case of negative risk sums. Zbl 1342.60105
Kabanov, Yuri; Pergamenshchikov, Serguei
16
2016
Sequential robust estimation for nonparametric autoregressive models. Zbl 1358.62071
Arkoun, Ouerdia; Pergamenchtchikov, Serguei
5
2016
Robust model selection for a semimartingale continuous time regression from discrete data. Zbl 1298.62067
Konev, Victor; Pergamenchtchikov, Serguei
12
2015
Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions. Zbl 1342.60132
Galtchouk, L. I.; Pergamenshchikov, S. M.
4
2015
Geometric ergodicity for classes of homogeneous Markov chains. Zbl 1323.60091
Galtchouk, L.; Pergamenshchikov, S.
13
2014
Estimation of a regression with the pulse type noise from discrete data. Zbl 1357.62174
Konev, V. V.; Pergamenshchikov, S. M.; Pchelintsev, E. A.
10
2014
Optimal investment with bounded VaR for power utility functions. Zbl 1418.91459
Chouaf, Bénamar; Pergamenchtchikov, Serguei
1
2014
Optimal consumption and investment for markets with random coefficients. Zbl 1278.91127
Berdjane, Belkacem; Pergamenshchikov, Serguei
11
2013
Uniform concentration inequality for ergodic diffusion processes observed at discrete times. Zbl 1266.60139
Galtchouk, L.; Pergamenshchikov, S.
8
2013
Efficient robust nonparametric estimation in a semimartingale regression model. Zbl 1282.62102
Konev, Victor; Pergamenshchikov, Serguei
12
2012
Adaptive sequential estimation for ergodic diffusion processes in quadratic metric. Zbl 1359.62123
Galtchouk, L. I.; Pergamenshchikov, S. M.
8
2011
General model selection estimation of a periodic regression with a Gaussian noise. Zbl 1432.62075
Konev, Victor; Pergamenchtchikov, Serguei
12
2010
Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression. Zbl 1293.62091
Galtchouk, Leonid; Pergamenshchikov, Sergey
27
2009
Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models. Zbl 1154.62329
Galtchouk, L.; Pergamenshchikov, S.
21
2009
Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises. Zbl 1282.62042
Fourdrinier, D.; Konev, V.; Pergamenshchikov, S.
6
2009
Optimal consumption and investment with bounded downside risk for power utility functions. Zbl 1200.91281
Klüppelberg, Claudia; Pergamenchtchikov, Serguei
3
2009
Erratum to: “Ruin probability in the presence of risky investments” [Stochastic Process Appl. 116 (2006) 267-278]. (Erratum to: “Ruin probability in the presence of risk investments” [Stochastic Process Appl. 116 (2006) 267-278].) Zbl 1165.60334
Pergamenshchikov, Serguei
3
2009
Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions. Zbl 1197.91177
Klüppelberg, Claudia; Pergamenshchikov, Serguei
2
2009
Nonparametric estimation for an autoregressive model. Zbl 1507.62279
Arkoun, O.; Pergamenshchikov, S. M.
1
2008
Improved model selection method for a regression function with dependent noise. Zbl 1122.62023
Fourdrinier, D.; Pergamenshchikov, S.
17
2007
Uniform concentration inequality for ergodic diffusion processes. Zbl 1117.60026
Galtchouk, L.; Pergamenshchikov, S.
9
2007
Extremal behaviour of models with multivariate random recurrence representation. Zbl 1118.60060
Klüppelberg, Claudia; Pergamenchtchikov, Serguei
8
2007
Ruin probability in the presence of risky investments. Zbl 1088.60076
Pergamenshchikov, Serguei; Zeitouny, Omar
20
2006
Asymptotically efficient estimates for nonparametric regression models. Zbl 1089.62044
Galtchouk, L.; Pergamenshchikov, S.
14
2006
Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes. Zbl 1117.62083
Galtchouk, L.; Pergamenshchikov, S.
9
2006
Nonparametric sequential minimax estimation of the drift coefficient in diffusion processes. Zbl 1081.62058
Galtchouk, Leonid; Pergamenshchikov, Sergei
9
2005
The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. Zbl 1094.62114
Klüppelberg, Claudia; Pergamenchtchikov, Serguei
31
2004
Nonparametric sequential estimation of the drift in diffusion processes via model selection. Zbl 1129.62073
Galtchouk, L.; Pergamenshchikov, S.
6
2004
Two-scale stochastic systems. Asymptotic analysis and control. Zbl 1033.60001
Kabanov, Yu.; Pergamenshchikov, S.
50
2003
Limit theorem for Leland’s strategy. Zbl 1091.91039
Pergamenshchikov, S.
16
2003
Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise. Zbl 1031.62062
Konev, V.; Pergamenshchikov, S.
10
2003
Renewal theory for functionals of a Markov chain with compact state space. Zbl 1048.60065
Klüppelberg, Claudia; Pergamenchtchikov, Serguei
10
2003
Sequential estimation in stochastic approximation problem with autoregressive errors in observations. Zbl 1052.93064
Konev, V.; Pergamenshchikov, S.
1
2003
In the insurance business risky investments are dangerous. Zbl 1002.91037
Frolova, Anna; Kabanov, Yuri; Pergamenshchikov, Serguei
64
2002
Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes. Zbl 1005.62070
Galtchouk, L.; Pergamenshchikov, S.
7
2001
On guaranteed estimation of the mean of an autoregressive process. Zbl 0887.62087
Konev, V.; Pergamenshchikov, S.
9
1997
On convergence of attainability sets for controlled two-scale stochastic linear systems. Zbl 0888.93062
Kabanov, Yuri; Pergamenshchikov, Sergei
3
1997
Sequential generalized least squares estimator for an autoregressive parameter. Zbl 0879.62072
Dmitrienko, Alexei; Konev, Victor; Pergamenshchikov, Sergej
1
1997
On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process. Zbl 0928.62074
Konev, V. V.; Pergamenshchikov, S. M.
1
1996
The prescribed precision estimators of the autoregression parameter using the generalized least square method. Zbl 0894.62092
Konev, V. V.; Pergamenshchikov, S. M.
1
1996
On optimality of the fixed-accuracy estimate of the parameter in an explosive autoregressive process of the first order. Zbl 0774.62090
Konev, V. V.; Pergamenshchikov, S. M.
5
1993
Guaranteed estimation of autoregression parameters on the basis of a sequential correlational method. Zbl 0846.62059
Konev, V. V.; Pergamenshchikov, S. M.
1
1993
Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems. Zbl 0801.62069
Konev, V. V.; Pergamenshchikov, S. M.
5
1992
Sequential estimation of the parameter of a stochastic difference equation with random coefficients. Zbl 0806.62064
Pergamenshchikov, S. M.; Shiryaev, A. N.
4
1992
On reparametrization and asymptotically optimal minimax estimation in a generalized autoregressive model. Zbl 0786.62083
Pergamentshikov, S. M.; Shiryaev, A. N.
1
1992
Asymptotic properties of sequential design for estimating the parameter of a first-order autoregression. Zbl 0744.62108
Pergamenshchikov, S. M.
5
1991
Optimal control of singularly perturbed stochastic linear systems. Zbl 0739.93080
Kabanov, Yu. M.; Pergamenshchikov, S. M.
2
1991
Asymptotic expansions for singularly perturbed stochastic differential equations. Zbl 0774.60054
Kabanov, Yu. M.; Pergamenshchikov, S. M.; Stoyanov, J. M.
1
1991
On optimal control of singularly perturbed stochastic differential equations. Zbl 0748.93080
Kabanov, Yu. M.; Pergamenshchikov, S. M.
1
1991
Asymptotical properties of the sequential design of estimating the autoregression parameter of the first order. Zbl 0729.62070
Pergamenshchikov, S. M.
1
1991
Truncated sequential estimation of the parameters in a random regression. Zbl 0698.62080
Konev, V. V.; Pergamenshchicov, S. M.
6
1990
On truncated sequential estimation of the drifting parameter mean in the first order autoregressive models. Zbl 0704.62064
Konev, V. V.; Pergamenshchikov, S. M.
5
1990
Singular perturbations of stochastic differential equations. Zbl 0715.60067
Kabanov, Yu. M.; Pergamenshchikov, S. M.
1
1990
On the duration of sequential estimation of parameters of stochastic processes in discrete time. Zbl 0601.62104
Konev, V. V.; Pergamenshchicov, S. M.
5
1986
On the sequential estimation of parameters of stochastic processes of diffusion type. Zbl 0566.62069
Konev, V. V.; Pergamenshchikov, S. M.
3
1985
Estimation of the number of observations in the sequential parameter identification of dynamical systems. Zbl 0563.93067
Konev, V. V.; Pergamenshchikov, S. M.
1
1984
Sequential identification procedures for the parameters of dynamic systems. Zbl 0494.93040
Konev, V. V.; Pergamenshchikov, S. M.
5
1981
all top 5

Cited by 357 Authors

32 Pergamenshchikov, Sergeĭ Markovich
25 Konev, Victor
14 Galtchouk, Leonid I.
12 Kabanov, Yuriĭ Mikhaĭlovich
10 Pchelintsev, Evgeniĭ Anatol’evich
8 Vasil’iev, Vyacheslav A.
7 Belkina, Tat’yana Andreevna
7 Konyukhova, Nadyezhda B.
6 Damek, Ewa
6 Grandits, Peter
6 Pergamenchtchikov, Serguei M.
5 Klüppelberg, Claudia
5 Kühn, Christian
5 Kurochkin, Sergey Vladimirovich
5 Lépinette, Emmanuel
5 Tang, Qihe
4 Bardi, Martino
4 Buraczewski, Dariusz
4 Gaitsgory, Vladimir G.
3 Belkina, Tatiana
3 Beltaief, Slim
3 Brua, Jean-Yves
3 Cline, Daren B. H.
3 Duan, Jinqiao
3 Emel’yanova, Tatiana Veniaminovna
3 Gaier, Johanna
3 Guivarc’h, Yves
3 Högele, Michael Anton
3 Kostadinova, Radostina
3 Pergamenshchikov, Serguei Markovich
3 Rossomakhine, Sergey
3 Ruffino, Paulo Régis C.
3 Stelzer, Robert
3 Tartakovsky, Alexander G.
3 Vorobeychikov, Sergey E.
3 Zienkiewicz, Jacek
2 Arkoun, Ouerdia
2 Barbu, Vlad Stefan
2 Bashkirtseva, Irina Adol’fovna
2 Bazyari, Abouzar
2 Berdjane, Belkacem
2 Berglund, Nils
2 Borkar, Vivek Shripad
2 Cesaroni, Annalisa
2 Constantinescu, Corina D.
2 da Costa, Paulo Henrique P.
2 Denis, Emmanuel
2 Drăgan, Vasile
2 Fuh, Cheng-Der
2 Ghilli, Daria
2 Girardin, Valerie
2 Golomoziy, Vitaliy
2 Guatteri, Giuseppina
2 Hervé, Loïc
2 Hult, Henrik
2 Kasozi, Juma
2 Konev, Victor Vasil’evich
2 Korshunov, Dmitriĭ Alekseevich
2 Le Page, Emile
2 Ledoux, James
2 Li, Jinzhu
2 Lindskog, Filip
2 Luo, Shangzhen
2 Mannucci, Paola
2 Marchi, Claudio
2 Mateu, Jorge
2 Mentemeier, Sebastian
2 Mikosch, Thomas
2 Mirek, Mariusz
2 Paulsen, Jostein
2 Pavliotis, Grigorios A.
2 Pchelintsev, Valery Anatol’evich
2 Politis, Dimitris Nicolas
2 Ragulina, Olena
2 Runggaldier, Wolfgang J.
2 Ryashko, Lev Borisovich
2 Saura, Fuensanta
2 Segers, Johan
2 Slavko, B. V.
2 Sriram, T. N.
2 Tchou, Nicoletta Anna
2 Tessitore, Gianmario
2 Vostrikova, Lioudmila
2 Xu, Lin
2 Yin, Chuancun
2 Yuen, Kam Chuen
2 Zhao, Yanyong
1 Abid, Amira
1 Abid, Fathi
1 Abry, Patrice
1 Ahlén, Anders
1 Akinyemi, M. I.
1 Aknouche, Abdelhakim
1 Aktar, Yalçin
1 Albosaily, Sahar
1 Albrecher, Hansjörg
1 Alonso, Juan Antonio
1 Alsmeyer, Gerold
1 Alvarez, Olivier
1 Antonello, Michele
...and 257 more Authors
all top 5

Cited in 101 Serials

20 Sequential Analysis
19 Stochastic Processes and their Applications
13 Insurance Mathematics & Economics
13 Finance and Stochastics
11 Vestnik Tomskogo Gosudarstvennogo Universiteta. Matematika i Mekhanika
7 Annals of the Institute of Statistical Mathematics
7 Journal of Multivariate Analysis
7 The Annals of Applied Probability
7 Statistical Inference for Stochastic Processes
6 Theory of Probability and its Applications
6 Automation and Remote Control
6 Scandinavian Actuarial Journal
5 SIAM Journal on Control and Optimization
5 Statistics & Probability Letters
5 Bernoulli
4 Advances in Applied Probability
4 Applied Mathematics and Computation
4 Applied Mathematics and Optimization
4 Journal of Applied Probability
4 Computational Mathematics and Mathematical Physics
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Journal of Nonparametric Statistics
4 Mathematical Finance
4 North American Actuarial Journal
4 Electronic Journal of Statistics
3 The Annals of Statistics
3 Journal of Differential Equations
3 Physica D
3 Communications in Statistics. Theory and Methods
3 Journal of Difference Equations and Applications
3 Journal of Industrial and Management Optimization
2 Journal of Mathematical Analysis and Applications
2 Metrika
2 Chaos, Solitons and Fractals
2 The Annals of Probability
2 Automatica
2 Journal of Time Series Analysis
2 Probability Theory and Related Fields
2 Journal of Theoretical Probability
2 European Journal of Operational Research
2 Journal of Dynamics and Differential Equations
2 Potential Analysis
2 Mathematical Methods of Statistics
2 Applied Mathematical Finance
2 European Journal of Control
2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
2 Extremes
2 Econometric Theory
2 Journal of the Korean Statistical Society
2 Modern Stochastics. Theory and Applications
1 Journal of Statistical Physics
1 Zhurnal Vychislitel’noĭ Matematiki i Matematicheskoĭ Fiziki
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Functional Analysis
1 Journal of Optimization Theory and Applications
1 Journal of Statistical Planning and Inference
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Siberian Mathematical Journal
1 Transactions of the American Mathematical Society
1 Optimal Control Applications & Methods
1 Stochastic Analysis and Applications
1 Acta Applicandae Mathematicae
1 Journal of the Nigerian Mathematical Society
1 Acta Mathematicae Applicatae Sinica. English Series
1 MCSS. Mathematics of Control, Signals, and Systems
1 Science in China. Series A
1 SIAM Journal on Mathematical Analysis
1 Computational Statistics and Data Analysis
1 Journal of Nonlinear Science
1 Cybernetics and Systems Analysis
1 Journal of Mathematical Sciences (New York)
1 Random Operators and Stochastic Equations
1 NoDEA. Nonlinear Differential Equations and Applications
1 Opuscula Mathematica
1 Discrete and Continuous Dynamical Systems
1 Doklady Mathematics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of Inequalities and Applications
1 Discrete Dynamics in Nature and Society
1 International Journal of Theoretical and Applied Finance
1 Probability in the Engineering and Informational Sciences
1 Methodology and Computing in Applied Probability
1 Lobachevskii Journal of Mathematics
1 Applied Stochastic Models in Business and Industry
1 Journal of Systems Science and Complexity
1 Decisions in Economics and Finance
1 Iranian Journal of Science and Technology. Transaction A: Science
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Analysis and Applications (Singapore)
1 Mediterranean Journal of Mathematics
1 Journal of Statistical Mechanics: Theory and Experiment
1 Stochastics
1 Statistical Methodology
1 Journal of Biological Dynamics
1 Frontiers of Mathematics in China
1 Mathematics and Financial Economics
1 Journal of Physics A: Mathematical and Theoretical
1 Set-Valued and Variational Analysis
1 European Actuarial Journal
1 Arabian Journal for Science and Engineering
...and 1 more Serials

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