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Gushchin Alexander Alexandrovich

Total publications: 80
Scientific articles: 76
in MathSciNet: 43
in zbMATH: 44
in Web of Science: 21
in Scopus: 14
Cited articles: 19
Citations in Math-Net.Ru: 42
Citations in MathSciNet: 110
Citations in Web of Science: 63
Citations in Scopus: 67
Presentations: 16

Number of views:
This page:3280
Abstract pages:2808
Full texts:412
References:247
Senior Researcher
Doctor of physico-mathematical sciences (1997)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
Birth date: 18.09.1958
E-mail:
Keywords: stochastic analysis; theory of martingales; Hellinger processes; statistics of stochastic processes; parameter estimation; mathematical finance.
   
Main publications:
  1. A. A. Gushchin, É. Mordecki, “Bounds on Option Prices for Semimartingale Market Models”, Proc. Steklov Inst. Math., 237 (2002), 73–113  mathnet  mathscinet  zmath
  2. A. A. Gushchin, U. Küchler, “On stationary solutions of delay differential equations driven by a Lévy process”, Stochastic Process. Appl., 88:2 (2000), 195–211  crossref  mathscinet  zmath  isi  elib  scopus
  3. A. A. Gushchin, U. Küchler, “Asymptotic inference for a linear stochastic differential equation with time delay”, Bernoulli, 5:6 (1999), 1059–1098  crossref  mathscinet  zmath  isi  elib  scopus
  4. A. A. Gushchin, “On asymptotic optimality of estimators of parameters under the LAQ condition”, Theory Probab. Appl., 40:2 (1995), 261–272  mathnet  crossref  mathscinet  zmath  isi
  5. A. A. Gushchin, “On the general theory of random fields on the plane”, Russian Math. Surveys, 37:6 (1982), 55–80  mathnet  crossref  mathscinet  zmath  adsnasa  isi

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ISTINA http://istina.msu.ru/workers/2765141
http://orcid.org/0000-0002-0020-7496
http://www.researcherid.com/rid/K-8696-2015
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Full list of publications:
| by years | by types | by times cited | scientific publications | common list |



   2017
1. A. A. Gushchin, “The joint law of terminal values of a nonnegative submartingale and its compensator”, Teor. Veroyatnost. i Primenen., 62:2 (2017), 267–291  mathnet  crossref  elib

   2016
2. A. A. Gushchin, “The minimum increment of $f$-divergences given total variation distances”, Math. Methods Statist., 25:4 (2016), 304–312  mathnet  crossref  mathscinet  zmath  scopus

   2015
3. A. Gushchin, “A characterization of maximin tests for two composite hypotheses”, Math. Methods Statist., 24:2 (2015), 110–121  mathnet  crossref  mathscinet  zmath  elib  scopus
4. Alexander A. Gushchin, Stochastic calculus for quantitative finance, ISTE, London; Elsevier, Kidlington, 2015 , 208 pp. www.sciencedirect.com/science/book/9781785480348  mathscinet  zmath
5. A. A. Guschin, M. A. Urusov, “Protsessy, vkladyvayuschiesya v geometricheskoe brounovskoe dvizhenie”, TVP, 60:2 (2015), 248–271  mathnet  crossref  zmath  elib; A. A. Gushchin, M. A. Urusov, “Processes that can be embedded in a geometric Brownian motion”, Theory Probab. Appl., 60:2 (2016), 246–262  crossref  zmath  isi  elib  scopus

   2014
6. A. A. Gushchin, R. V. Khasanov, I. S. Morozov, “Some functional analytic tools for utility maximization”, Modern stochastics and applications, Springer Optimization and Its Applications, 90, eds. V. Korolyuk, N. Limnios, Y. Mishura, L. Sakhno, G. Shevchenko, Springer, 2014, 267–285  mathnet  crossref  mathscinet  zmath
7. A. A. Gushchin, “On pathwise counterparts of Doob's maximal inequalities”, Proc. Steklov Inst. Math., 287:1 (2014), 118–121  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib  scopus
8. Alexander Gushchin, Mikhail Urusov, Mihail Zervos, “On the submartingale/supermartingale property of diffusions in natural scale”, Proc. Steklov Inst. Math., 287:1 (2014), 122–132  mathnet  crossref  crossref  mathscinet (cited: 2)  zmath  isi (cited: 1)  elib (cited: 2)  elib (cited: 2)  scopus (cited: 3)
9. Stokhasticheskoe ischislenie, martingaly i ikh primeneniya, Sbornik statei. K 80-letiyu so dnya rozhdeniya akademika Alberta Nikolaevicha Shiryaeva, Tr. MIAN, 287, ed. A. A. Guschin, A. G. Sergeev, MAIK, M., 2014 , 319 pp.  mathnet

   2013
10. A. A. Gushchin, “On the upper hedging price of nonnegative contingent claims”, Modern problems of mathematics and mechanics. Volume VIII. Mathematics. Issue 3. To the 80th anniversary of Mechanics and Mathematics Department of MSU, eds. A. N. Shiryaev, A. V. Lebedev, MSU Press, Moscow, 2013, 60–72
11. A. A. Gushchin, “A characterization of a minimax test in the problem of testing two composite hypotheses”, Dokl. Math., 87:3 (2013), 345–347  mathnet  crossref  crossref  mathscinet  zmath  isi  elib (cited: 1)  elib (cited: 1)  scopus (cited: 1)
12. A. A. Gushchin, “On a connection between superhedging prices and the dual problem in utility maximization”, Advanced finance and stochastics, Book of Abstracts (Moscow, 24–28 June 2013), eds. M. Zhitlukhin and A. Muravlev, Steklov Mathematical Institute, Moscow, 2013, 60–61
13. A. Gushchin, “Translation invariant statistical experiments with independent increments”, Russian-Chinese Seminar on Asymptotic Methods in Probability Theory and Mathematical Statistics. Programme and Abstracts (St.Petersburg, 10–14 June, 2013), The Euler International Mathematical Institute, 2013, 24 http://www.pdmi.ras.ru/EIMI/2013/RChS/prog.pdf

   2012
14. A. A. Gushchin, “On a structure of a minimax test in testing composite hypotheses”, International conference “Stochastic Optimization and Optimal Stopping”. Book of abstracts (Moscow, 24–28 September 2012), eds. Mikhail Zhitlukhin and Alexey Muravlev, Steklov Mathematical Institute, Moscow, 2012, 79–80

   2011
15. A. A. Gushchin, U. Küchler, “On estimation of delay location”, Stat. Inference Stoch. Process., 14:3 (2011), 273–305  crossref  mathscinet (cited: 2)  zmath  elib (cited: 2)  scopus (cited: 2)

   2010
16. A. A. Guschin, “Maksimizatsiya poleznosti na nekotorykh rynkakh, dopuskayuschikh arbitrazh”, TVP, 55:3 (2010), 613  mathnet  crossref  elib; A. A. Gushchin, “Utility maximization in some markets admitting arbitrage”, Theory Probab. Appl., 55:3 (2011), 548  crossref  isi
17. A. A. Guschin, “Dvoistvennaya kharakterizatsiya tseny v zadache maksimizatsii robastnoi poleznosti”, TVP, 55:4 (2010), 680–704  mathnet (cited: 2)  crossref  mathscinet (cited: 2)  elib; A. A. Gushchin, “Dual characterization of the value function in the robust utility maximization problem”, Theory Probab. Appl., 55:4 (2011), 611–630  crossref  mathscinet (cited: 1)  zmath  isi (cited: 1)  elib (cited: 1)  scopus (cited: 2)
18. Yu. S. Mishura, A. A. Guschin, “Mezhdunarodnaya konferentsiya “Sovremennaya stokhastika: teoriya i primeneniya II””, TVP, 55:4 (2010), 822–823  mathnet  crossref  elib; Yu. S. Mishura, A. A. Gushchin, “International Conference “Modern Stochastics: Theory and Applications II””, Theory Probab. Appl., 55:4 (2011), 732  mathscinet (cited: 12)

   2009
19. A. A. Guschin, “O maksimizatsii robastnoi poleznosti so shtrafnoi funktsiei”, XVI Vserossiiskaya shkola-kollokvium po stokhasticheskim metodam (Sankt-Peterburg, 19–24 maya 2009 g.), Obozrenie prikladnoi i promyshlennoi matematiki, 16, no. 2, 2009, 260–261
20. A. A. Guschin, “Odna lemma iz teorii prostranstv Orlicha”, X Vserossiiskii simpozium po prikladnoi i promyshlennoi matematike (Sochi, 1–8 oktyabrya 2009 g.), Obozrenie prikladnoi i promyshlennoi matematiki, 16, no. 6, 2009, 1056–1057

   2007
21. A. A. Guschin, “O rasshirenii ponyatiya $f$-divergentsii”, TVP, 52:3 (2007), 468–489  mathnet (cited: 5)  crossref  mathscinet (cited: 2)  zmath  elib (cited: 2); A. A. Gushchin, “On an extension of the notion of $f$-divergence”, Theory Probab. Appl., 52:3 (2008), 439–455  crossref  mathscinet  zmath  zmath  isi (cited: 6)  elib (cited: 7)  scopus (cited: 8)

   2006
22. A. A. Gushchin, D. A. Zhdanov, “A minimax result for $f$-divergences”, From stochastic calculus to mathematical finance, The Shiryaev Festschrift, eds. Yu. Kabanov, R. Liptser and J. Stoyanov, Springer, Berlin, 2006, 287–294  crossref  mathscinet  zmath  isi
23. A. A. Gushchin, “On robust utility maximization”, International Conference “Modern Stochastics: Theory and Applications” (Kyiv, June 19–23, 2008), Conference Materials, Kyiv National Taras Shevchenko University, 2006, 134–135

   2005
24. A. A. Gushchin, Measures of informativity and their applications in statistics and finance, Minicourse at Helsinki University of Technology, May 3–9, 2005, 2005
25. A. A. Guschin, “$f$-divergentsiya konechno-additivnykh mer”, XII Vserossiiskaya shkola-kollokvium po stokhasticheskim metodam (Sochi, 1–7 oktyabrya 2005 g.), Obozrenie prikladnoi i promyshlennoi matematiki, 12, no. 3, 2005, 657–658  elib

   2004
26. A. A. Gushchin, U. Küchler, “On oscillations of the geometric Brownian motion with time-delayed drift”, Statist. Probab. Lett., 70:1 (2004), 19–24  crossref  mathscinet (cited: 2)  zmath  isi (cited: 1)  elib (cited: 3)  scopus (cited: 3)
27. A. A. Guschin, U. Kyukhler, “O vosstanovlenii mery po ee simmetrizatsii”, TVP, 49:2 (2004), 352–362  mathnet (cited: 1)  crossref  mathscinet (cited: 1)  zmath; A. A. Gushchin, U. Küchler, “On recovery of a measure from its symmetrization”, Theory Probab. Appl., 49:2 (2005), 323–333  crossref  mathscinet  zmath  isi  elib (cited: 1)  scopus (cited: 1)

   2003
28. A. A. Gushchin, E. Valkeila, “Approximations and limit theorems for likelihood ratio processes in the binary case”, Statist. Decisions, 21:3 (2003), 219–260  crossref  mathscinet  zmath
29. A. A. Gushchin, U. Küchler, “On parametric statistical models for stationary solutions of affine stochastic delay differential equations”, Math. Methods Statist., 12:1 (2003), 31–61  mathscinet (cited: 5)

   2002
30. A. A. Guschin, “O lemme Fano i analogichnykh neravenstvakh dlya minimaksnogo riska”, Teoriya Imovir. ta Matem. Statist., 2002, no. 67, 26–37  mathscinet (cited: 4)  zmath; A. A. Gushchin, “On Fano's lemma and similar inequalities for the minimax risk”, Theory Probab. Math. Statist., 2003, no. 67, 29–41  mathscinet  zmath
31. A. A. Gushchin, É. Mordecki, “Bounds on Option Prices for Semimartingale Market Models”, Proc. Steklov Inst. Math., 237 (2002), 73–113  mathnet  mathscinet  zmath

   2001
32. A. A. Gushchin, E. Valkeila, “Exponential approximation of statistical experiments”, Asymptotic methods in probability and statistics with applications (St. Petersburg, 1998), Stat. Ind. Technol., eds. N. Balakrishnan, I. A. Ibragimov, V. B. Nevzorov, Birkhäuser Boston, Boston, MA, 2001, 409–423  mathscinet  zmath
33. A. A. Gushchin, E. Valkeila, “Exponential statistical experiments: their properties and convergence results”, Statist. Decisions, 19:2 (2001), 173–190  mathscinet  zmath
34. A. A. Guschin, O. V. Lepskii, “Ob asimptoticheskom povedenii otsenok parametrov”, VIII Vserossiiskaya shkola-kollokvium po stokhasticheskim metodam (Ioshkar-Ola, 1–6 dekabrya 2001 g.), Obozrenie prikladnoi i promyshlennoi matematiki, 8, no. 2, 2001, 755–756
35. A. A. Gushchin, E. Valkeila, “Approximations for likelihood ratio processes”, VIII Vserossiiskaya shkola-kollokvium po stokhasticheskim metodam (Ioshkar-Ola, 1–6 dekabrya 2001 g.), Obozrenie prikladnoi i promyshlennoi matematiki, 8, no. 2, 2001, 819–821
36. A. A. Gushchin, U. Küchler, “Addendum to: “Asymptotic inference for a linear stochastic differential equation with time delay” [Bernoulli 5 (1999), no. 6, 1059–1098]”, Bernoulli, 7:4 (2001), 629–632  crossref  mathscinet (cited: 1)  zmath  isi (cited: 1)  scopus (cited: 1)

   2000
37. A. A. Gushchin, U. Küchler, “On stationary solutions of delay differential equations driven by a Lévy process”, Stochastic Process. Appl., 88:2 (2000), 195–211  crossref  mathscinet (cited: 20)  zmath  isi (cited: 23)  elib (cited: 22)  scopus (cited: 27)
38. A. A. Guschin, U. Kyukhler, “Ob otsenivanii parametra v odnoi modeli statsionarnykh gaussovskikh nablyudenii”, VII Vserossiiskaya shkola-kollokvium po stokhasticheskim metodam (Sochi, 1–6 oktyabrya 2000 g.), Obozrenie prikladnoi i promyshlennoi matematiki, 7, no. 2, 2000, 489–490

   1999
39. A. A. Gushchin, U. Küchler, “Asymptotic inference for a linear stochastic differential equation with time delay”, Bernoulli, 5:6 (1999), 1059–1098  crossref  mathscinet (cited: 12)  zmath  isi (cited: 14)  elib (cited: 18)  scopus (cited: 19)
40. A. Guschin, “Retsenziya na knigu Christopher S. Heyde. “Quasi-Likelihood And Its Application. A General Approach to Optimal Parameter Estimation””, TVP, 44:1 (1999), 233–235  mathnet  crossref; A. A. Gushchin, “Book review: Christopher C. Heyde. “Quasi-Likelihood and Its Application. A General Approach to Optimal Parameter Estimation””, Theory Probab. Appl., 44:1 (2000), 222–224  crossref

   1998
41. A. A. Gushchin, E. Valkeila, “On convergence to exponential-type statistical models”, Abstracts of communications, International conference “Asymptotic Methods in Probability and Mathematical Statistics” dedicated to the 50th Anniversary of the Chair of Probability and Statistics in St. Petersburg University (St. Petersburg, June 24–28, 1998), St. Petersburg University, 1998, 107–112
42. A. A. Guschin, U. Kyukhler, “O suschestvovanii statsionarnogo resheniya stokhasticheskogo differentsialnogo uravneniya s zapazdyvaniem, upravlyaemogo protsessom Levi”, V Vserossiiskaya shkola-kollokvium po stokhasticheskim metodam (Ioshkar-Ola, 6–12 dekabrya 1998 g.), Obozrenie prikladnoi i promyshlennoi matematiki, 5, no. 2, 1998, 217–218

   1997
43. A. A. Guschin, Issledovaniya po teorii semimartingalov i ikh statistike, Diss. … doktora fiz.-matem. nauk, Matematicheskii institut im. V. A. Steklova, Moskva, 1997 , 223 pp.
44. A. A. Guschin, Issledovaniya po teorii semimartingalov i ikh statistike, Avtoreferat diss. … doktora fiz.-matem. nauk, Matematicheskii institut im. V. A. Steklova, Moskva, 1997 , 26 pp.

   1996
45. A. A. Gushchin, “On taking limits under the compensator sign”, Probability theory and mathematical statistics, Proceedings of the Euler Institute seminars dedicated to the memory of Kolmogorov (St. Petersburg, 1993), eds. I. A. Ibragimov and A. Yu. Zaitsev, Gordon and Breach, Amsterdam, 1996, 185–192  mathscinet (cited: 1)  zmath
46. A. A. Gushchin, “On an information-type inequality for the Hellinger process”, Probability theory and mathematical statistics, Proceedings of the Seventh Japan–Russia Symposium (Tokyo, 1995), eds. S. Watanabe, M. Fukushima, Yu. V. Prohorov, A. N. Shiryaev, World Scientific, Singapore, 1996, 83–109  mathscinet  zmath
47. A. A. Gushchin, “On some inequalities of Cramér–Rao type”, Uspekhi teorii veroyatnostei ee primenenii II (Moskva, 3–8 oktyabrya 1993 g.), Trudy chetvertogo rossiisko–finskogo simpoziuma po teorii veroyatnostei i matematicheskoi statistike, eds. A. N. Shiryaev, A. V. Melnikov, Kh. Niemi, E. Valkeila, TVP, Moskva, 1996, 59–66  zmath

   1995
48. A. A. Gushchin, “On asymptotic optimality of estimators of parameters under the LAQ condition”, Theory Probab. Appl., 40:2 (1995), 261–272  mathnet  crossref  mathscinet  zmath  isi (cited: 3)
49. A. A. Gushchin, On efficiency bounds for estimating the offspring mean in a branching process, WIAS Preprint No. 175, WIAS, Berlin, 1995 , 25 pp.
50. A. A. Gushchin, “On semiparametric estimation for functionals of stochastic processes”, 21st European Meeting of Statisticians. Programme & Abstracts (Aarhus, August 21–25, 1995), University of Aarhus, 1995, 78
51. A. A. Gushchin, “A lower bound for the variation distance between distributions of stochastic processes”, Abstract. Japan–Russia Symposium on Probability Theory and Mathematical Statistics (Tokyo, July 26–30, 1995), The Meiji Mutual Life Insurance Co. Corporate Training Center, 1995, 75
52. A. A. Guschin, U. Kyukhler, “Otsenivanie parametrov po nablyudeniyu za resheniem lineinogo stokhasticheskogo differentsialnogo uravneniya s zapazdyvaniem”, Vtoraya Vserossiiskaya shkola-kollokvium po stokhasticheskim metodam (Ioshkar-Ola, 18–23 dekabrya 1995 g.), Tezisy dokladov, TVP, Moskva, 1995, 44–45

   1994
53. A. A. Gushchin, “On the asymptotic optimality of estimates of parameters for locally asymptotically quadratic statistical experiments”, Russian Math. Surveys, 49:2 (1994), 159–160  mathnet  crossref  mathscinet  zmath  adsnasa  isi
54. A. A. Guschin, “Ob asimptoticheskoi effektivnosti otsenok funktsionalov ot sluchainykh protsessov”, Vserossiiskaya shkola-kollokvium po stokhasticheskim metodam geometrii i analiza. Tezisy dokladov (Abrau–Dyurso, 25 sentyabrya–2 oktyabrya 1994 g.), TVP, Moskva, 1994, 33–34
55. A. A. Gushchin, “Efficiency bounds for estimating the offspring mean in a branching process”, Proceedings of the Workshop on Stochastics and Finance (Berlin, September 5–10, 1994), Humboldt University, Berlin, 1994, 32–33

   1993
56. A. A. Guschin, “O skhodimosti posledovatelnostei semimartingalov i ikh komponent”, Statistika i upravlenie sluchainymi protsessami, Tr. MIAN, 202, TVP, M., 1993, 42–119  mathnet  mathscinet  zmath; A. A. Gushchin, “On the convergence of sequences of semimartingales and their components”, Proc. Steklov Inst. Math., 202 (1994), 35–95  mathscinet  zmath

   1992
57. A. A. Gushchin, “On convergence of a sequence of compensators of increasing processes”, Probability theory and mathematical statistics (Kiev, 1991), eds. A. N. Shiryaev et al., World Scientific, Singapore, 1992, 111–124  mathscinet  zmath
58. A. A. Guschin, “Regulyarnaya statisticheskaya model s filtratsiei i semeistva martingalov”, TVP, 37:1 (1992), 49–52  mathnet  mathscinet  zmath; A. A. Gushchin, “A Regular Filtered Statistical Model and Families of Martingales”, Theory Probab. Appl., 37:1 (1993), 43–46  crossref  mathscinet  zmath  isi
59. A. A. Gushchin, “On quasi-score processes”, Ann. Acad. Sci. Fenn. Ser. A I Math., 17:1 (1992), 29–38  crossref  mathscinet  zmath  isi (cited: 1)

   1991
60. A. A. Guschin, Yu. S. Mishura, “Neravenstva Devisa i razlozhenie Gandi dlya dvuparametricheskikh silnykh martingalov. III”, Teor. veroyatnost. i matem. statist., 1991, no. 44, 49–56  mathscinet  zmath; A. A. Gushchin, Yu. S. Mishura, “The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. III”, Theory Probab. Math. Statist., 1992, no. 44, 45–51  mathscinet  zmath

   1990
61. Yu. S. Mishura, A. A. Gushchin, “Two-parameter strong martingales: inequalities for quadratic variation and some decompositions”, Probability theory and mathematical statistics (Vilnius, 1989), Vol. II, eds. B. Grigelionis et al., VSP / Mokslas, Utrecht / Vilnius, 1990, 181–192  mathscinet  zmath
62. A. A. Gushchin, “Improvement and generalization of the Cramér-Rao inequality for a filtered space”, Probability theory and mathematical statistics (Vilnius, 1989), Vol. I, eds. B. Grigelionis et al., VSP / Mokslas, Utrecht / Vilnius, 1990, 480–489  mathscinet  zmath
63. A. A. Gushchin, A. I. Ekushov, “Estimation of the expected reward from programmed control for a certain type of controllable Markov sequence”, Theory Probab. Appl., 35:3 (1990), 431–442  mathnet  crossref  mathscinet  zmath  isi
64. A. A. Guschin, Yu. S. Mishura, “Neravenstva Devisa i razlozhenie Gandi dlya dvuparametricheskikh silnykh martingalov. II”, Teor. veroyatnost. i matem. statist., 1990, no. 43, 59–69  mathscinet (cited: 5)  zmath; A. A. Gushchin, Yu. S. Mishura, “The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. II”, Theory Probab. Math. Statist., 1991, no. 43, 65–76  mathscinet  zmath
65. A. A. Guschin, Yu. S. Mishura, “Neravenstva Devisa i razlozhenie Gandi dlya dvuparametricheskikh silnykh martingalov. I”, Teor. veroyatnost. i matem. statist., 1990, no. 42, 27–35  mathscinet (cited: 5)  zmath; A. A. Gushchin, Yu. S. Mishura, “The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. I”, Theory Probab. Math. Statist., 1991, no. 42, 29–37  mathscinet  zmath

   1989
66. A. A. Gushchin, “A remark on the asymptotic behavior of minimax risk in distinguishing processes of diffusion type”, Statistics and control of random processes (Preila, 1987), Nauka, Moscow, 1989, 48–55  mathscinet  zmath
67. A. A. Gushchin, “Rao-Cramér inequalities on a space with filtration”, Russian Math. Surveys, 44:4 (1989), 205–206  mathnet  crossref  mathscinet  zmath  adsnasa  isi
68. A. A. Gushchin, “Cramér–Rao type inequality for a filtered space”, Fifth International Vilnius Conference on Probability Theory and Mathematical Statistics, Abstracts of Communications (Vilnius, June 26 – July 1, 1989), V. I: A–L, Institute of Mathematics and Cybernetics, Academy of Sciences of the Lithuanian SSR, Vilnius, 1989, 190–191
69. Yu. S. Mishura, A. A. Guschin, “Razlozheniya silnykh martingalov i semimartingalov, zadannykh na ploskosti”, Pyataya mezhdunarodnaya Vilnyusskaya konferentsiya po teorii veroyatnostei i matematicheskoi statistike, Tezisy dokladov (Vilnyus, 26 iyunya – 1 iyulya 1989 g.), T. IV: M–Ya, Institut matematiki i kibernetiki Litovskoi SSR, Vilnyus, 1989, 57–58
70. A. A. Gushchin, “Cramér–Rao type inequality for filtered statistical experiments”, XXXIII Semester on Robustness and Nonparametric Statistics, Abstracts of Lectures (Warsaw, March 1 – May 31, 1989), Part I, Stefan Banach International Mathematical Center, Warsaw, 1989, 66–67

   1988
71. A. A. Gushchin, “Stochastic integration with respect to strong martingales in the plane”, Lectures in mathematics and its applications, Vol. 2, No. 2, Ross. Akad. Nauk, Inst. Mat. im. Steklova, Moscow, 1988, 242–256  mathscinet

   1987
72. A. A. Guschin, “Ob “ostanovke” silnykh martingalov na ploskosti”, XXI shkola-kollokvium po teorii veroyatnostei i matematicheskoi statistike, Tezisy dokladov (Bakuriani, 21 fevralya – 1 marta 1987 g.), Metsniereba, Tbilisi, 1987, 12
73. A. A. Gushchin, “On asymptotic behaviour of minimax risk in the problem of testing two simple hypotheses”, 5th European Young Statisticians Meeting (Aarhus, August 17–21, 1987), eds. J. L. Jensen, M. Sørensen, Aarhus University, Aarhus, 1987, 60–62

   1985
74. A. A. Guschin, E. I. Kolomiets, “Nekotorye neravenstva dlya veroyatnostei oshibok razlicheniya dvukh prostykh gipotez”, Chetvertaya mezhdunarodnaya Vilnyusskaya konferentsiya po teorii veroyatnostei i matematicheskoi statistike, Tezisy dokladov (Vilnyus, 24–29 iyunya 1985 g.), T. 1: A-I, Institut matematiki i kibernetiki AN Litovskoi SSR, Vilnyus, 1985, 198–199

   1983
75. A. A. Guschin, K obschei teorii sluchainykh polei (martingalnyi podkhod), Diss. … kand. fiz.-matem. nauk, Matematicheskii institut im. V. A. Steklova, Moskva, 1983 , 108 pp.
76. A. A. Guschin, K obschei teorii sluchainykh polei (martingalnyi podkhod), Avtoreferat diss. … kand. fiz.-matem. nauk, Matematicheskii institut im. V. A. Steklova, Moskva, 1983 , 12 pp.

   1982
77. A. A. Gushchin, “Weakly predictable random fields”, Soviet Math. Dokl., 26:3 (1982), 725–727  mathscinet  zmath  isi
78. A. A. Gushchin, “On the general theory of random fields on the plane”, Russian Math. Surveys, 37:6 (1982), 55–80  mathnet  crossref  mathscinet  zmath  adsnasa  isi (cited: 12)
79. A. A. Guschin, “Ob absolyutnoi nepreryvnosti i singulyarnosti raspredelenii sluchainykh polei”, Matem. sb., 118(160):2(6) (1982), 164–172  mathnet (cited: 1)  mathscinet  zmath; A. A. Gushchin, “On absolute continuity and singularity of the distributions of random fields”, Math. USSR-Sb., 46:2 (1983), 161–170  crossref  mathscinet  zmath

   1981
80. A. A. Guschin, “Ob absolyutnoi nepreryvnosti i singulyarnosti raspredelenii sluchainykh polei”, Tretya Vilnyusskaya konferentsiya po teorii veroyatnostei i matematicheskoi statistike, Tezisy dokladov (Vilnyus, 22–27 iyunya 1981 g.), T. 1 (A–K), Institut matematiki i kibernetiki AN Litovskoi SSR, Vilnyus, 1981, 159–160

Presentations in Math-Net.Ru
1. The joint law of terminal values of a nonnegative submartingale and its compensator
Principle Seminar of the Department of Probability Theory, Moscow State University
February 15, 2017 16:45
2. О характеризации множества возможных терминальных распределений некоторых наборов случайных процессов
Traditional winter session MIAN–POMI devoted to the topic "Probability theory"
December 15, 2016 10:00
3. Совместное распределение терминальных значений неотрицательного субмартингала и его компенсатора
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
October 13, 2016 13:00
4. From the Skorokhod embedding problem to the Monroe theorems: New settings and solutions
Principle Seminar of the Department of Probability Theory, Moscow State University
October 28, 2015 16:45
5. On some aspects of the utility maximization problem
School on Stochastics and Financial Mathematics
September 9, 2015 15:30   
6. On the inequalities connecting Hellinger processes and some statistical distances
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary
October 14, 2014 16:00   
7. On embedding of processes
Advances in Stochastic Analysis
September 3, 2014 12:00   
8. On a connection between superhedging prices and the dual problem in utility maximization
International conference "Advanced Finance and Stochastics"
June 28, 2013 12:30   
9. On a structure of a minimax test in testing composite hypotheses
International conference "Stochastic Optimization and Optimal Stopping"
September 24, 2012 13:10   
10. Some functional analytic problems related to the utility maximization problem
Traditional winter session MIAN–POMI devoted to the topic "Probability and Functional Analysis"
February 17, 2012 16:00   
11. On the structure of a maximin test in the problem of testing two composite hypotheses
Principle Seminar of the Department of Probability Theory, Moscow State University
October 26, 2011 16:45
12. Об одном свойстве обобщенных байесовских оценок в моделях, инвариантных относительно сдвига (послесловие к докладу А. Новикова и Н. Кордзахия)
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
March 3, 2011 15:30
13. Utility maximization: a dual problem and connections with upper prices of hedging contingent claims
Principle Seminar of the Department of Probability Theory, Moscow State University
October 13, 2010 16:45
14. Двойственная характеризация цены в задаче максимизации робастной полезности
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
December 10, 2009 15:30
15. О задаче максимизации робастной полезности
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
December 7, 2006
16. О задаче максимизации полезности
Principle Seminar of the Department of Probability Theory, Moscow State University
November 2, 2005

Books in Math-Net.Ru
  1. Stochastic calculus, martingales, and their applications, Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday, Tr. Mat. Inst. Steklova, 287, ed. A. A. Gushchin, A. G. Sergeev, 2014, 319 с.
    http://mi.mathnet.ru/book1573

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