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Gushchin, Aleksandr Aleksandrovich

Co-Author Distance
Author ID: gushchin.alexander-a Recent zbMATH articles by "Gushchin, Aleksandr Aleksandrovich"
Published as: Gushchin, A. A.; Gushchin, Alexander A.; Gushchin, Alexander; Gushchin, Aleksandr A.; Gushchin, A.
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
331 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
Dual characterization of the value function in the robust utility maximization problem. Zbl 1238.91126
Gushchin, A. A.
4
2011
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
Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails. Zbl 1465.62142
Gushchin, Alexander; Pavlyukevich, Ilya; Ritsch, Marian
3
2020
Approximations and limit theorems for likelihood ratio processes in the binary case. Zbl 1044.62005
Gushchin, A. A.; Valkeila, E.
3
2003
Processes that can be embedded in a geometric Brownian motion. Zbl 1341.60101
Gushchin, A. A.; Urusov, M. A.
3
2016
Stochastic calculus for quantitative finance. Zbl 1331.60001
Gushchin, Alexander A.
3
2015
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 asymptotic optimality of estimators of parameters under the LAQ condition. Zbl 0898.62031
Gushchin, A. A.
2
1995
On oscillations of the geometric Brownian motion with time-delayed drift. Zbl 1126.60048
Gushchin, Alexander A.; Küchler, Uwe
2
2004
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
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
On estimation of delay location. Zbl 1274.62562
Gushchin, Alexander A.; Küchler, Uwe
1
2011
Improvement and generalization of the Cramér-Rao inequality for a filtered space. Zbl 0728.62082
Gushchin, A. A.
1
1990
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
On taking limits under the compensator sign. Zbl 0870.60042
Gushchin, A. A.
1
1996
Addendum to “Asymptotic inference for a linear stochastic differential equation with time delay”. Zbl 1008.62080
Gushchin, Alexander A.; Küchler, Uwe
1
2001
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 recovery of a measure from its symmetrization. Zbl 1089.28003
Gushchin, A. A.; Küchler, U.
1
2004
The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. III. Zbl 0788.60066
Gushchin, A. A.; Mishura, Yu. S.
1
1991
On pathwise counterparts of Doob’s maximal inequalities. Zbl 1325.60064
Gushchin, A. A.
1
2014
Some functional analytic tools for utility maximization. Zbl 1328.91267
Gushchin, Alexander A.; Khasanov, Ruslan V.; Morozov, Ivan
1
2014
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
On pathwise counterparts of Doob’s maximal inequalities. Zbl 1325.60064
Gushchin, A. A.
1
2014
Some functional analytic tools for utility maximization. Zbl 1328.91267
Gushchin, Alexander A.; Khasanov, Ruslan V.; Morozov, Ivan
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