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:
A. A. Gushchin, É. Mordecki, “Bounds on Option Prices for Semimartingale Market Models”, Proc. Steklov Inst. Math., 237 (2002), 73–113
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
A. A. Gushchin, U. Küchler, “Asymptotic inference for a linear stochastic differential equation with time delay”, Bernoulli, 5:6 (1999), 1059–1098
A. A. Gushchin, “On asymptotic optimality of estimators of parameters under the LAQ condition”, Theory Probab. Appl., 40:2 (1995), 261–272
A. A. Gushchin, “On the general theory of random fields on the plane”, Russian Math. Surveys, 37:6 (1982), 55–80
ISTINA
