Birth date:
15.12.1982
E-mail: Keywords: stochastic analysis; theory of martingales
Subject:
Probability theory and mathematical statistics
Main publications:
A. A. Gushchin, D. A. Borzykh, “Integrated quantile functions: properties and applications”, Modern Stochastics: Theory and Applications, 4:4 (2017), 285-314
D. A. Borzykh, “On a property of joint terminal distributions of locally integrable increasing processes and their compensators”, Theory Stoch. Process., 23(39):2 (2018), 7–20