Alexander Gushchin (0000-0002-0020-7496)

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Альберт Николаевич Ширяев (к 90-летию со дня рождения)

Успехи математических наук

2025 | Journal article

DOI: 10.4213/rm10234

Contributors: Alexander Vadimovich Bulinski; Alexander Alexandrovich Gushchin; Mikhail Valentinovich Zhitlukhin; Valery Vasil'evich Kozlov; Anatoly Dmitrievich Manita; Alexey Anatol'evich Muravlev; Aleksandr Aleksandrovich Novikov; Igor Victorovich Pavlov; Dmitry Valerevich Treschev; Alexander Semenovich Holevo et al.

Alexander Gushchin

https://orcid.org/0000-0002-0020-7496

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Works (32)

Альберт Николаевич Ширяев (к 90-летию со дня рождения)

Равномерная интегрируемость неотрицательных супермартингалов через замену времени в геометрическом броуновском движении

On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions

Functional Limit Theorem for the Sums of PSI-Processes with Random Intensities

Single jump filtrations and local martingales

Совместное распределение макс-непрерывного локального субмартингала и его максимума

Минимальные вложения интегрируемых процессов в броуновское движение

О возможных соотношениях между возрастающим процессом и его компенсатором в неинтегрируемом случае

Integrated quantile functions: properties and applications

PROCESSES THAT CAN BE EMBEDDED IN A GEOMETRIC BROWNIAN MOTION

The Minimum Increment of f-Divergences Given Total Variation Distances

Процессы, вкладывающиеся в геометрическое броуновское движение

On pathwise counterparts of Doob's maximal inequalities

On the submartingale/supermartingale property of diffusions in natural scale

A Characterization of a Minimax Test in the Problem of Testing Two Composite Hypotheses

DUAL CHARACTERIZATION OF THE VALUE FUNCTION IN THE ROBUST UTILITY MAXIMIZATION PROBLEM

ON AN EXTENSION OF THE NOTION OF f-DIVERGENCE

A minimax result for f-divergences

On oscillations of the geometric Brownian motion with time-delayed drift

On recovery of a measure from its symmetrization

Addendum to 'Asymptotic inference for a linear stochastic differential equation with time delay'

On stationary solutions of delay differential equations driven by a Levy process

Asymptotic inference for a linear stochastic differential equation with time delay

On asymptotic optimality of estimators of parameters under the LAQ condition

ON THE ASYMPTOTIC OPTIMALITY OF ESTIMATES OF PARAMETERS FOR LOCALLY ASYMPTOTICALLY QUADRATIC STATISTICAL EXPERIMENTS

A REGULAR FILTERED STATISTICAL-MODEL AND FAMILIES OF MARTINGALES

ON QUASI-SCORE PROCESSES

ESTIMATION OF THE AVERAGE PAYOFF FROM AN OPEN-LOOP CONTROL FOR ONE TYPE OF CONTROLLED MARKOV SEQUENCES

RAO-CRAMER INEQUALITIES ON A SPACE WITH FILTRATION

ON ABSOLUTE CONTINUITY AND SINGULARITY OF THE DISTRIBUTIONS OF RANDOM-FIELDS

ON THE GENERAL-THEORY OF RANDOM-FIELDS ON THE PLANE

WEAKLY PREDICTABLE STOCHASTIC FIELDS

Peer review (2 reviews for 2 publications/grants)