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Gushchin, Alexander A
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ResearcherID: K-8696-2015
URL: http://www.researcherid.com/rid/K-8696-2015
ORCID: http://orcid.org/0000-0002-0020-7496
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This list contains papers that I have authored.

publication(s)  
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1.  Title: On pathwise counterparts of Doob's maximal inequalities
 Author(s): Gushchin, A. A.
 Source: Proceedings of the Steklov Institute of Mathematics Volume: 287 Issue: 1 Pages: 118-121 Published: DEC 2014
 Times Cited: 0
 DOI: 10.1134/S0081543814080070
added
16-Sep-15
2.  Title: On the submartingale/supermartingale property of diffusions in natural scale
 Author(s): Gushchin, Alexander; Urusov, Mikhail; Zervos, Mihail
 Source: Proceedings of the Steklov Institute of Mathematics Volume: 287 Issue: 1 Pages: 122-132 Published: DEC 2014
 Times Cited: 2
 DOI: 10.1134/S0081543814080082
added
16-Sep-15
3.  Title: A Characterization of a Minimax Test in the Problem of Testing Two Composite Hypotheses
 Author(s): Gushchin, A. A.
 Source: Doklady Mathematics Volume: 87 Issue: 3 Pages: 345-347 Published: MAY 2013
 Times Cited: 0
 DOI: 10.1134/S1064562413030307
added
16-Sep-15
4.  Title: DUAL CHARACTERIZATION OF THE VALUE FUNCTION IN THE ROBUST UTILITY MAXIMIZATION PROBLEM
 Author(s): Gushchin, A. A.
 Source: Theory of Probability and Its Applications Volume: 55 Issue: 4 Pages: 611-630 Published: 2011
 Times Cited: 2
 DOI: 10.1137/S0040585X9798508X
added
16-Sep-15
5.  Title: ON AN EXTENSION OF THE NOTION OF f-DIVERGENCE
 Author(s): Gushchin, A. A.
 Source: Theory of Probability and Its Applications Volume: 52 Issue: 3 Pages: 439-455 Published: 2008
 Times Cited: 6
 DOI: 10.1137/S0040585X97983134
added
16-Sep-15
6.  Title: A minimax result for f-divergences
 Author(s): Gushchin, AA; Zhdanov, DA; Kabanov, Y; et al.
 Source: From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift Pages: 287-294 Published: 2006
 Times Cited: 0
 DOI: 10.1007/978-3-540-30788-4_14
added
16-Sep-15
7.  Title: On oscillations of the geometric Brownian motion with time-delayed drift
 Author(s): Gushchin, AA; Kuchler, U
 Source: Statistics & Probability Letters Volume: 70 Issue: 1 Pages: 19-24 Published: OCT 15 2004
 Times Cited: 2
 DOI: 10.1016/j.spl.2004.03.013
added
16-Sep-15
8.  Title: On recovery of a measure from its symmetrization
 Author(s): Gushchin, AA; Kuechler, U
 Source: Theory of Probability and Its Applications Volume: 49 Issue: 2 Pages: 323-333 Published: 2004
 Times Cited: 0
 DOI: 10.1137/S0040585X97981068
added
16-Sep-15
9.  Title: Addendum to 'Asymptotic inference for a linear stochastic differential equation with time delay'
 Author(s): Gushchin, AA; Kuchler, U
 Source: Bernoulli Volume: 7 Issue: 4 Pages: 629-632 Published: AUG 2001
 Times Cited: 1
 DOI: 10.2307/3318729
added
16-Sep-15
10.  Title: On stationary solutions of delay differential equations driven by a Levy process
 Author(s): Gushchin, AA; Kuchler, U
 Source: Stochastic Processes and Their Applications Volume: 88 Issue: 2 Pages: 195-211 Published: AUG 2000
 Times Cited: 23
 DOI: 10.1016/S0304-4149(99)00126-X
added
16-Sep-15
publication(s)  
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