Novikov Aleksandr Aleksandrovich

Presentations in Math-Net.Ru

1. Closing the Conference
   A. A. Novikov
   International Conference “Stochastic analysis, Statistics of Random Processes and Optimisation” dedicated to the 90th anniversary of Academician Albert Shiryaev
   December 13, 2024 19:25
2. On parameter estimation of diffusion-type processes: sequential approach revisited
   A. A. Novikov, A. N. Shiryaev, N. E. Kordzahiya
   International Conference “Stochastic analysis, Statistics of Random Processes and Optimisation” dedicated to the 90th anniversary of Academician Albert Shiryaev
   December 10, 2024 15:00
3. List of PhD students of Albert Shiryaev
   A. A. Novikov, M. G. Mania
   International Conference “Stochastic analysis, Statistics of Random Processes and Optimisation” dedicated to the 90th anniversary of Academician Albert Shiryaev
   December 9, 2024 10:25
4. On maximal inequalities for Ornstein-Uhlenbeck processes with jumps
   Alex Novikov, Nino Kordzakhia
   International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
   May 22, 2021 10:00   
5. First passage time problems: martingale approach revised
   A. A. Novikov
   Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary
   October 14, 2014 14:30   
6. Lower and upper bounds for Asian-type options: a unified approach
   Alexander Novikov
   International conference "Advanced Finance and Stochastics"
   June 24, 2013 12:10   
7. An approach to calculating the variance of Pitman estimators
   A. A. Novikov, N. E. Kordzahiya
   Principle Seminar of the Department of Probability Theory, Moscow State University
   February 9, 2011 16:45