NOVIKOV Alexander 个人学术档案

引用次数

	总计	2019 年至今
引用	2468	571
h 指数	29	11
i10 指数	64	17

160

120

198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202414 10 9 8 12 13 13 7 11 13 14 23 25 34 17 26 20 27 38 60 50 52 54 98 74 79 89 123 147 156 104 128 113 114 130 100 105 87 108 41

开放获取的出版物数量

查看全部

12 篇文章

8 篇文章

可查看的文章

无法查看的文章

根据资助方的强制性开放获取政策

合著作者

Albert ShiryaevSenior researcher, Steklov mathematical institute在 mi.ras.ru 的电子邮件经过验证
Saowanit SukparungseeKing Mongkut’s University of Technology North Bangkok在 sci.kmutnb.ac.th 的电子邮件经过验证
Yupaporn AreepongKing Mongkut’s University of Technology North Bangkok在 sci.kmutnb.ac.th 的电子邮件经过验证
Yury KutoyantsLe Mans University在 univ-lemans.fr 的电子邮件经过验证
Yuliya MishuraProfessor of Probability, Taras Shevchenko National University of Kyiv在 knu.ua 的电子邮件经过验证
Mikhail ZhitlukhinSteklov Mathematical Institute, Moscow在 mi-ras.ru 的电子邮件经过验证
Lin-Yee HinDepartment of Mathematics & Statistics, Curtin University在 postgrad.curtin.edu.au 的电子邮件经过验证
Pavel V. ShevchenkoProfessor of Actuarial Studies, co-director of the Centre for Risk Analytics, Macquarie University在 mq.edu.au 的电子邮件经过验证
Thorsten SchmidtProfessur für Finanzmathematik, TU Chemnitz在 mathematik.tu-chemnitz.de 的电子邮件经过验证
Eka ShinjikashviliUNSW在 unsw.edu.au 的电子邮件经过验证
Yoshio MiyaharaNagoya City University在 zm.commufa.jp 的电子邮件经过验证
Priscilla GreenwoodUniversity of British Columbia在 math.ubc.ca 的电子邮件经过验证
Umut CetinProfessor in Statistics, LSE在 lse.ac.uk 的电子邮件经过验证
Sören ChristensenUniversity of Kiel在 math.uni-kiel.de 的电子邮件经过验证
Jordan StoyanovRetired Professor of Probability, Newcastle University在 ncl.ac.uk 的电子邮件经过验证
Carl ChiarellaProfessor of Quantitative Finance在 uts.edu.au 的电子邮件经过验证
Vladimir MazalovИнститут прикладных математических исследований Карельского在 krc.karelia.ru 的电子邮件经过验证
Ara AsatryanLecturer, University of Technology Sydney在 uts.edu.au 的电子邮件经过验证
Bernard YcartProfesssor of mathematics, University of Grenoble在 imag.fr 的电子邮件经过验证
Alexander NovikovProfessor Emeritus, University of Technology, Sydney在 uts.edu.au 的电子邮件经过验证

关注

NOVIKOV Alexander

University of Technology Sydney

在 uts.edu.au 的电子邮件经过验证 - 首页

Stochastic analysis financial mathemtics statistics of random processes


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
On an identity for stochastic integrals AA Novikov Teoriya Veroyatnostei i ee Primeneniya 17 (4), 761-765, 1972	196	1972
Approximations of boundary crossing probabilities for a Brownian motion A Novikov, V Frishling, N Kordzakhia Journal of Applied Probability 36 (4), 1019-1030, 1999	126	1999
Sequential estimation of the parameters of diffusion processes AA Novikov Mathematical Notes of the Academy of Sciences of the USSR 12 (5), 812-818, 1972	87	1972
On discontinuous martingales AA Novikov Theory of Probability & Its Applications 20 (1), 11-26, 1975	78	1975
On some maximal inequalities for fractional Brownian motions A Novikov, E Valkeila Statistics & probability letters 44 (1), 47-54, 1999	75	1999
On a new approach to calculating expectations for option pricing K Borovkov, A Novikov Journal of applied probability 39 (4), 889-895, 2002	73	2002
On an effective solution of the optimal stopping problem for random walks AA Novikov, AN Shiryaev Theory of Probability & Its Applications 49 (2), 344-354, 2005	71	2005
Explicit analytical solutions for the average run length of CUSUM and EWMA charts G Mititelu, Y Areepong, S Sukparungsee, A Novikov East-West Journal of Mathematics, 2010	68	2010
On stopping times for a Wiener process AA Novikov Theory of Probability & Its Applications 16 (3), 449-456, 1971	67	1971
On moment inequalities for stochastic integrals AA Novikov Theory of Probability & Its Applications 16 (3), 538-541, 1971	60	1971
Optimal consumption, investment and housing with means-tested public pension in retirement JG Andréasson, PV Shevchenko, A Novikov Insurance: Mathematics and Economics 75, 32-47, 2017	59	2017
Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process K Borovkov, A Novikov Journal of Applied Probability 42 (1), 82-92, 2005	57	2005
On the first passage time of an autoregressive process over a level and an application to a “disorder” problem AA Novikov Theory of Probability & Its Applications 35 (2), 269-279, 1991	56*	1991
Martingales and First-Passage Times for Ornstein--Uhlenbeck Processes with a Jump Component A Novikov Theory of Probability & Its Applications 48 (2), 288-303, 2004	54	2004
On a solution of the optimal stopping problem for processes with independent increments A Novikov, A Shiryaev Stochastics An International Journal of Probability and Stochastic Processes …, 2007	50	2007
On a stochastic version of the trading rule “buy and hold” A Shiryaev, AA Novikov Statistics & Decisions 26 (4), 289-302, 2009	49	2009
On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary AA Novikov Sbornik: Mathematics 38 (4), 495-505, 1981	42	1981
On EWMA procedure for detection of a change in observations via martingale approach S Sukparungsee, A Novikov CURRENT APPLIED SCIENCE AND TECHNOLOGY 6 (2a), 373-380, 2006	41	2006
First passage time of filtered Poisson process with exponential shape function A Novikov, RE Melchers, E Shinjikashvili, N Kordzakhia Probabilistic engineering mechanics 20 (1), 57-65, 2005	41	2005
Geometric Lévy process pricing model Y Miyahara, AA Novikov Труды Математического института имени ВА Стеклова 237 (0), 185-200, 2002	40	2002

系统目前无法执行此操作，请稍后再试。

文章 1–20

每年引用数

重复的引用

合并的引用

添加合著者合著作者

上传 PDF

关注此作者

引用次数

合著作者

引用