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Novikov Aleksandr Aleksandrovich
(full list of publications)
| by years | scientific publications | by types |


Articles


   2017
1. Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin, “Bounds for expected maxima of Gaussian processes and their discrete approximations”, Stochastics, 89:1 (2017), 21–37  mathnet  crossref  mathscinet  isi (cited: 1)  isi (cited: 1)  elib  scopus
2. Nino Kordzakhia, Alexander Novikov, Bernard Ycart, “Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities”, Stat. Comput., 27 (2017), 1513 , 1523 pp.  mathnet  crossref  mathscinet  isi  elib  scopus

   2016
3. A. A. Novikov, S. Aleksander, N. E. Kordzakhiya, T. Ling, “Otsenivanie optsionov aziatskogo i basketnogo tipov s pomoschyu verkhnikh i nizhnikh granits”, Teoriya veroyatn. i ee primen., 61:1 (2016), 53–68  mathnet  crossref  zmath  elib; A. A. Novikov, S. Alexander, N. E. Kordzahiya, T. Ling, “Pricing of asian-type and basket options via bounds”, Theory Probab. Appl., 61:1 (2017), 94–106  crossref  zmath  isi  scopus

   2014
4. A. Novikov, A. N. Shiryaev, “Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci”, Sequential Anal., 33:2 (2014), 182–185  mathnet  crossref  mathscinet  zmath  isi (cited: 1)  scopus (cited: 1)
5. A. A. Novikov, N. E. Kordzahia, “Lower and upper bounds for prices of Asian-type options”, Proc. Steklov Inst. Math., 287:1 (2014), 225–231  mathnet  crossref  crossref  isi (cited: 5)  elib (cited: 4)  elib (cited: 4)  scopus (cited: 5)

   2013
6. A. Novikov, A. Shiryaev, “Remarks on moment inequalities and identities for martingales”, Statist. Probab. Lett., 83:4 (2013), 1260–1261  mathnet  crossref  mathscinet  zmath  isi  elib  scopus
7. A. A. Novikov, N. E. Kordzakhiya, T. Ling, “O momentakh otsenok Pitmena: cluchai drobnogo brounovskogo dvizheniya”, TVP, 58:4 (2013), 695–710  mathnet (cited: 1)  crossref  elib; A. A. Novikov, N. E. Kordzahiya, T. Ling, “On moments of Pitman estimators: the case of fractional Brownian motion”, Theory Probab. Appl., 58:4 (2014), 601–614  crossref  isi (cited: 1)  elib
8. U. Çetin, A. Novikov, A. N. Shiryaev, “Bayesian sequential estimation of a drift of fractional Brownian motion”, Sequential Anal., 32:3 (2013), 288–296  mathnet  crossref  mathscinet  zmath  isi (cited: 5)  scopus (cited: 5)

   2012
9. A. A. Novikov, N. E. Kordzakhiya, “Otsenki Pitmana: novyi podkhod k vychisleniyu asimptoticheskoi dispersii”, TVP, 57:3 (2012), 603–611  mathnet (cited: 1)  crossref  elib; A. A. Novikov, N. E. Kordzakhia, “Pitman estimators: an asymptotic variance revisited”, Theory Probab. Appl., 57:3 (2013), 521–529  crossref  isi (cited: 1)  elib (cited: 1)  scopus (cited: 1)

   2011
10. S. Christensen, A. Irle, A. Novikov, “An elementary approach to optimal stopping problems for $\mathrm{AR}(1)$ sequences”, Sequential Anal., 30:1 (2011), 79–93  crossref  mathscinet (cited: 4)  zmath  isi (cited: 10)  elib (cited: 7)  scopus (cited: 10)

   2010
11. G. Mititelu, Y. Areepong, S. Sukparungsee, A. Novikov, “Explicit analytical solutions for average run length of CUSUM and EWMA charts”, East-West J. Math., 2010, no. Special Vol., 253–265  mathscinet (cited: 1)  zmath
12. J. Hinz, A. Novikov, “On fair pricing of emission-related derivatives”, Bernoulli, 16:4 (2010), 1240–1261  crossref  mathscinet (cited: 4)  zmath  isi (cited: 8)  scopus (cited: 9)
13. K. A. Borovkov, A. N. Downes, A. A. Novikov, “Continuity theorems in boundary crossing problems for diffusion processes”, Contemporary quantitative finance, Springer, Berlin, 2010, 335–351  crossref  mathscinet  zmath

   2008
14. A. A. Novikov, “Neskolko zamechanii o raspredelenii vremeni pervogo vykhoda i optimalnoi ostanovke AR(1)-posledovatelnostei”, TVP, 53:3 (2008), 458–471  mathnet (cited: 6)  crossref  mathscinet (cited: 2)  zmath  elib; A. A. Novikov, “On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences”, Theory Probab. Appl., 53:3 (2009), 419–429  crossref  mathscinet  zmath  isi (cited: 5)  elib (cited: 5)  scopus (cited: 5)
15. A. N. Shiryaev, A. A. Novikov, “On a stochastic version of the trading rule “buy and hold””, Statist. Decisions, 26:4 (2008), 289–302  mathscinet (cited: 6)  zmath
16. N. Kordzakhia, A. Novikov, “Pricing of defaultable securities under stochastic interest”, Mathematical control theory and finance, Springer, Berlin, 2008, 251–263  crossref  mathscinet  zmath  scopus
17. K. Borovkov, A. Novikov, “On exit times of Levy-driven Ornstein-Uhlenbeck processes”, Statist. Probab. Lett., 78:12 (2008), 1517–1525  crossref  mathscinet (cited: 4)  zmath  isi (cited: 8)  scopus (cited: 9)
18. T. Schmidt, A. Novikov, “A structural model with unobserved default boundary”, Appl. Math. Finance, 15:1-2 (2008), 183–203  crossref  mathscinet (cited: 4)  zmath  scopus (cited: 9)
19. A. Novikov, N. Kordzakhia, “Martingales and first passage times of AR(1) sequences”, Stochastics, 80:2-3 (2008), 197–210  mathscinet (cited: 6)  zmath  isi (cited: 9)  scopus (cited: 10)

   2007
20. A. Novikov, A. Shiryaev, “On solution of the optimal stopping problem for processes with independent increments”, Stochastics, 79:3-4 (2007), 393–406  mathscinet (cited: 16)  zmath  elib (cited: 17)  scopus (cited: 22)

   2006
21. R. Liptser, A. Novikov, “Tail distributions of supremum and quadratic variation of local martingales”, From stochastic calculus to mathematical finance, Springer, Berlin, 2006, 421–432  crossref  mathscinet (cited: 2)  zmath

   2005
22. K. Borovkov, A. Novikov, “Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process”, J. Appl. Probab., 42:1 (2005), 82–92  crossref  mathscinet (cited: 12)  zmath  isi (cited: 20)  scopus (cited: 19)

   2004
23. A. A. Novikov, A. N. Shiryaev, “Ob odnom effektivnom sluchae resheniya zadachi ob optimalnoi ostanovke dlya sluchainykh bluzhdanii”, TVP, 49:2 (2004), 373–382  mathnet (cited: 16)  crossref  mathscinet (cited: 17)  zmath; A. A. Novikov, A. N. Shiryaev, “On an effective solution of the optimal stopping problem for random walks”, Theory Probab. Appl., 49:2 (2005), 344–354  crossref  mathscinet  zmath  isi (cited: 2)  elib (cited: 12)  scopus (cited: 11)

   2003
24. A. A. Novikov, “Martingaly i momenty pervogo vykhoda dlya protsessa Ornshteina–Ulenbeka so skachkami”, TVP, 48:2 (2003), 340–358  mathnet (cited: 18)  crossref  mathscinet (cited: 14)  zmath; A. A. Novikov, “Martingales and first passage times for Ornstein–Uhlenbeck processes with a jump component”, Theory Probab. Appl., 48:2 (2004), 288–303  crossref  mathscinet  zmath  isi (cited: 3)  scopus (cited: 10)
25. A. Novikov, V. Frishling, N. Kordzakhia, “Time-dependent barrier options and boundary crossing probabilities”, Dedicated to the memory of Professor Revaz Chitashvili, Georgian Math. J., 10:2 (2003), 325–334  mathscinet (cited: 7)  zmath

   2002
26. “Geometric Lévy Process Pricing Model”, Proc. Steklov Inst. Math., 237 (2002), 176–191  mathnet  mathnet  mathscinet  zmath
27. K. Borovkov, A. Novikov, “On a new approach to calculating expectations for option pricing”, J. Appl. Probab., 39:4 (2002), 889–895  crossref  mathscinet (cited: 7)  zmath  scopus (cited: 22)

   2001
28. K. Borovkov, A. Novikov, “On a piece-wise deterministic Markov process model”, Statist. Probab. Lett., 53:4 (2001), 421–428  crossref  mathscinet (cited: 3)  zmath  isi (cited: 6)  scopus (cited: 8)

   1999
29. A. Le Breton, A. A. Novikov, “On stochastic approximation procedures with averaging”, TVP, 44:3 (1999), 661–675  mathnet  crossref  mathscinet  zmath; Theory Probab. Appl., 44:3 (2000), 591–604  crossref  mathscinet  zmath  isi
30. A. Novikov, V. Frishling, N. Kordzakhia, “Approximations of boundary crossing probabilities for a Brownian motion”, J. Appl. Probab., 36:4 (1999), 1019–1030  crossref  mathscinet (cited: 25)  zmath
31. A. Novikov, E. Valkeila, “On some maximal inequalities for fractional Brownian motions”, Statist. Probab. Lett., 44:1 (1999), 47–54  crossref  mathscinet (cited: 20)  zmath  isi (cited: 26)

   1998
32. A. A. Novikov, “Khedzhirovanie optsionov s zadannoi veroyatnostyu”, TVP, 43:1 (1998), 152–161  mathnet (cited: 9)  crossref  mathscinet (cited: 3)  zmath; A. A. Novikov, “Hedging of options with a given probability”, Theory Probab. Appl., 43:1 (1999), 135–143  crossref  mathscinet  zmath  isi (cited: 2)

   1997
33. L. I. Galtchouk, A. A. Novikov, “On Wald's equation. Discrete time case”, Séminaire de Probabilités, XXXI, Lecture Notes in Math., 1655, Springer, Berlin, 1997, 126–135  crossref  mathscinet (cited: 3)  zmath

   1996
34. A. A. Novikov, “Martingaly, tauberova teorema i strategii azartnykh igr”, TVP, 41:4 (1996), 810–826  mathnet (cited: 12)  crossref  mathscinet (cited: 8)  zmath; A. A. Novikov, “Martingales, Tauberian theorem, and strategies of gambling”, Theory Probab. Appl., 41:4 (1997), 716–729  crossref  mathscinet  zmath  isi (cited: 7)
35. A. A. Novikov, V. V. Novikov, “Sequential procedures for multihypotheses testing”, Probability theory and mathematical statistics (Tokyo, 1995), World Sci. Publ., River Edge, NJ, 1996, 363–378  mathscinet  zmath
36. A. Le Breton, A. Novikov, “Some results about averaging in stochastic approximation”, ProbaStat '94 (Smolenice Castle, 1994), Tatra Mt. Math. Publ., 7, 1996, 255–260  mathscinet  zmath

   1995
37. A. Le Breton, A. Novikov, “Some results about averaging in stochastic approximation”, Second International Conference on Mathematical Statistics (Smolenice Castle, 1994), Metrika, 42, no. 3-4, 1995, 153–171  crossref  mathscinet (cited: 5)  zmath

   1994
38. A. Le Breton, A. A. Novikov, “Averaging for estimating covariances in stochastic approximation”, Math. Methods Statist., 3:3 (1994), 244–266  mathscinet (cited: 4)  zmath

   1993
39. A. A. Novikov, B. A. Ergashev, “Predelnye teoremy dlya momenta dostizheniya urovnya protsessom avtoregressii”, Statistika i upravlenie sluchainymi protsessami, Tr. MIAN, 202, TVP, M., 1993, 209–233  mathnet (cited: 2)  mathscinet (cited: 4)  zmath; A. A. Novikov, B. A. Èrgashev, “Limit theorems for the first passage time of autoregression process over a level”, Proc. Steklov Inst. Math., 202 (1994), 169–186  mathscinet  zmath
40. A. A. Novikov, A. N. Shiryaev, “Foreword”, Statistics and control of stochastic processes, Trudy Mat. Inst. Steklov., 202, TVP, Moscow, 1993, 3  mathnet  zmath

   1990
41. A. A. Novikov, “On the first exit time of an autoregressive process beyond a level and an application to the “change-point” problem”, Theory Probab. Appl., 35:2 (1990), 269–279  mathnet  crossref  mathscinet  zmath  isi (cited: 18)
42. A. V. Mel'nikov, A. A. Novikov, “Statistical inferences for semimartingale regression models”, Probability theory and mathematical statistics (Vilnius, 1989), v. II, “Mokslas”, Vilnius, 1990, 150–167  mathscinet

   1989
43. A. A. Novikov, “On a family of martingales connected with an autoregressive process”, Statistics and control of random processes (Preila, 1987), “Nauka”, Moscow, 1989, 160–169 (Russian)  mathscinet

   1988
44. A. V. Melnikov, A. A. Novikov, “Sequential Inferences with Prescribed Accuracy for Semimartingales”, Theory Probab. Appl., 33:3 (1988), 446–459  mathnet  crossref  mathscinet  zmath  isi (cited: 3)
45. A. A. Novikov, V. P. Dragalin, “Asymptotic expansions for 2-SPRT”, Probability theory and mathematical statistics (Kyoto, 1986), Lecture Notes in Math., 1299, Springer, Berlin, 1988, 366–375  crossref  mathscinet

   1987
46. V. P. Dragalin, A. A. Novikov, “The Asymptotic Solution of the Kiefer–Weiss Problem for Processes with Independent Increments”, Theory Probab. Appl., 32:4 (1987), 617–627  mathnet  crossref  mathscinet  zmath  isi (cited: 5)
47. V. I. Lotov, A. A. Novikov, “Asymptotic expansions in some problems of sequential testing”, Proceedings of the 1st World Congress of the Bernoulli Society (Tashkent, 1986), v. 2, VNU Sci. Press, Utrecht, 1987, 411–420  mathscinet

   1986
48. P. E. Greenwood, A. A. Novikov, “One-sided boundary crossing for processes with independent increments”, TVP, 31:2 (1986), 266–277  mathnet (cited: 4)  mathscinet (cited: 8)  zmath; Theory Probab. Appl., 31:2 (1987), 221–232  crossref  mathscinet  zmath  isi (cited: 4)

   1985
49. A. A. Novikov, “Consistency of least squares estimates in regression models with martingale errors”, Statistics and control of stochastic processes (Moscow, 1984), Transl. Ser. Math. Engrg., Optimization Software, New York, 1985, 389–409  mathscinet (cited: 2)

   1984
50. A. A. Novikov, “Effektivnost protsedur otbora”, Issled. po prikl. matem., 11, no. 2, Izd-vo Kazanskogo un-ta, Kazan, 1984, 43–51  mathnet (cited: 1)  mathscinet  zmath; A. A. Novikov, “Efficiency of selection procedures”, J. Soviet Math., 42, no. 1 (1988), 1475–1479  crossref  mathscinet  zmath

   1982
51. A. A. Novikov, “O vremeni peresecheniya odnostoronnei nelineinoi granitsy summami nezavisimykh sluchainykh velichin”, TVP, 27:4 (1982), 643–656  mathnet (cited: 10)  mathscinet (cited: 6)  zmath; A. A. Novikov, “On the moment of crossing the one-sided nonlinear boundary by sums of independent random variables”, Theory Probab. Appl., 27:4 (1983), 688–702  crossref  mathscinet  zmath  isi (cited: 4)

   1981
52. A. A. Novikov, “Small deviations of Gaussian process”, Math. Notes, 29:2 (1981), 150–155  mathnet  crossref  mathscinet  zmath  isi (cited: 3)
53. A. A. Novikov, “Martingalnyi podkhod v zadachakh o vremeni pervogo peresecheniya nelineinykh granits”, Analiticheskaya teoriya chisel, matematicheskii analiz i ikh prilozheniya, Sbornik statei. Posvyaschaetsya akademiku Ivanu Matveevichu Vinogradovu k ego k ego devyanostoletiyu, Tr. MIAN SSSR, 158, 1981, 130–152  mathnet (cited: 6)  mathscinet (cited: 8)  zmath; A. A. Novikov, “The martingale approach in problems on the time of the first crossing of nonlinear boundaries”, Proc. Steklov Inst. Math., 158 (1983), 141–163  mathscinet  zmath
54. A. A. Novikov, “O vremeni vykhoda summ ogranichennykh sluchainykh velichin iz krivolineinoi polosy”, TVP, 26:2 (1981), 287–301  mathnet  mathscinet  zmath; A. A. Novikov, “On the exit time of sums of bounded random variables out of a curve strip”, Theory Probab. Appl., 26:2 (1982), 279–292  crossref  mathscinet  zmath  isi (cited: 1)
55. A. A. Novikov, “A martingale approach to first passage problems and a new condition for Wald's identity”, Stochastic differential systems (Visegrád, 1980), Lecture Notes in Control and Information Sci., 36, Springer, Berlin, 1981, 146–156  crossref  mathscinet (cited: 2)

   1980
56. A. A. Novikov, “Ob otsenkakh i asimptoticheskom povedenii veroyatnostei neperesecheniya podvizhnykh granits summami nezavisimykh sluchainykh velichin”, Izv. AN SSSR. Ser. matem., 44:4 (1980), 868–885  mathnet  mathscinet  zmath; A. A. Novikov, “On estimates and the asymptotic behavior of the probability of nonintersection of moving boundaries by sums of independent random variables”, Math. USSR-Izv., 17:1 (1981), 129–145  crossref  mathscinet  zmath  isi
57. A. A. Novikov, “On conditions for uniform integrability for continuous exponential martingales”, Stochastic differential systems, Proc. IFIP-WG 7/1 Working Conf. (Vilnius, 1978), Lecture Notes in Control and Information Sci., 25, Springer, Berlin, 1980, 304–310  crossref  mathscinet (cited: 1)
58. A. A. Novikov, “Recursive interpolation of partially observable random fields”, Mathematical statistics, Banach Center Publ., 6, PWN, Warsaw, 1980, 245–247  mathscinet

   1979
59. A. A. Novikov, “Ob otsenkakh i asimptoticheskom povedenii veroyatnostei nevykhoda vinerovskogo protsessa na podvizhnuyu granitsu”, Matem. sb., 110(152):4(12) (1979), 539–550  mathnet (cited: 17)  mathscinet (cited: 11)  zmath; A. A. Novikov, “On estimates and the asymptotic behavior of nonexit probabilities of a Wiener process to a moving boundary”, Math. USSR-Sb., 38:4 (1981), 495–505  crossref  mathscinet  zmath  isi (cited: 9)
60. A. A. Novikov, “Ob usloviyakh ravnomernoi integriruemosti nepreryvnykh neotritsatelnykh martingalov”, TVP, 24:4 (1979), 821–825  mathnet (cited: 4)  mathscinet (cited: 5)  zmath; A. A. Novikov, “On the conditions of the uniform integrability of the continuous nonnegative martingales”, Theory Probab. Appl., 24:4 (1980), 820–824  crossref  mathscinet  zmath  isi (cited: 2)
61. A. A. Novikov, “On stopping times of semistable diffusion processes”, Probability theory, Papers, VIIth Semester, Stefan Banach Internat. Math. Center, Warsaw, 1976, Banach Center Publ., 5, PWN, Warsaw, 1979, 203–209  mathscinet (cited: 1)
62. A. A. Novikov, “Optimal interpolation of partially observed two-dimensional random fields”, Probability theory, Papers, VIIth Semester, Stefan Banach Internat. Math. Center, Warsaw, 1976, Banach Center Publ., 5, PWN, Warsaw, 1979, 211–220  mathscinet (cited: 1)

   1978
63. A. A. Novikov, “Ob usloviyakh absolyutnoi nepreryvnosti veroyatnostnykh mer”, Matem. sb., 107(149):3(11) (1978), 435–445  mathnet  mathscinet (cited: 1)  zmath; A. A. Novikov, “On conditions for absolute continuity of probability measures”, Math. USSR-Sb., 35:5 (1979), 697–707  crossref  mathscinet  zmath  isi (cited: 1)
64. A. A. Novikov, “Rekurrentnaya interpolyatsiya chastichno nablyudaemykh sluchainykh polei s diskretnym parametrom”, TVP, 23:2 (1978), 408–413  mathnet  mathscinet  zmath; A. A. Novikov, “Recurrent interpolation of partially observed random fields with discrete parameter”, Theory Probab. Appl., 23:2 (1979), 390–395  crossref  mathscinet  zmath

   1975
65. A. A. Novikov, “On discontinuous martingales”, Theory Probab. Appl., 20:1 (1975), 11–26  mathnet  crossref  mathscinet  zmath
66. A. A. Novikov, “Martingale inequalities”, Proceedings of the School and Seminar on the Theory of Random Processes (Druskininkai, 1974), Part II, Inst. Fiz. i Mat. Akad. Nauk Litovsk. SSR, Vilnius, 1975, 89–126  mathscinet

   1974
67. A. A. Novikov, “Inequalities and identities for a certain class of martingales”, Papers presented at the Fifth Balkan Mathematical Congress (Belgrade, 1974), Math. Balkanica, 4, 1974, 465–467  mathscinet  zmath

   1973
68. A. A. Novikov, “On moment inequalities and identities for stochastic integrals”, Proceedings of the Second Japan-USSR Symposium on Probability Theory (Kyoto, 1972), Lecture Notes in Math., 330, Springer, Berlin, 1973, 333–339  crossref  mathscinet (cited: 6)

   1972
69. A. A. Novikov, “Sequential estimation of the parameters of diffusion processes”, Math. Notes, 12:5 (1972), 812–818  mathnet  crossref  zmath
70. A. A. Novikov, “Ob odnom tozhdestve dlya stokhasticheskikh integralov”, TVP, 17:4 (1972), 761–765  mathnet (cited: 7)  mathscinet (cited: 12)  zmath; A. A. Novikov, “On an identity for stochastic integrals”, Theory Probab. Appl., 17:4 (1973), 717–720  crossref  mathscinet  zmath
71. A. A. Novikov, “Estimation of the parameters of diffusion processes”, Studia Sci. Math. Hungar., 7 (1972), 201–209 (Russian)  mathscinet (cited: 1)  zmath

   1971
72. A. A. Novikov, “On moment inequalities for stochastic integrals”, Theory Probab. Appl., 16:3 (1971), 538–541  mathnet  crossref  mathscinet  zmath
73. A. A. Novikov, “On stopping times for the Wiener process”, Theory Probab. Appl., 16:3 (1971), 449–456  mathnet  crossref  mathscinet  zmath

Thesis


   1984
74. A. A. Novikov, “Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes”, Math. Notes, 35:3 (1984), 241–249  mathnet  crossref  mathscinet  zmath  isi

Information matherials


   1988
75. A. A. Novikov, T. L. Shervashidze, “The Twenty-First School-Colloquium on Probability Theory and Mathematical Statistics”, Theory Probab. Appl., 33:1 (1988), 197–198  mathnet  crossref

   1987
76. T. L. Shervashidze, A. A. Novikov, “XX Winter School on Probability Theory and Mathematical Statistics”, Theory Probab. Appl., 32:4 (1987), 751  mathnet  crossref  isi
77. A. N. Shiryaev, A. A. Novikov, E. L. Presman, “First World Congress of Bernoulli Society for Mathematical Statistics and Probability (continuation)”, Theory Probab. Appl., 32:2 (1987), 384–385  mathnet  crossref
78. A. N. Shiryaev, A. A. Novikov, E. L. Presman, “First World Congress of Bernoulli Society for Mathematical Statistics and Probability”, Theory Probab. Appl., 32:2 (1987), 199–200  mathnet  crossref  isi

   1985
79. A. E. Bashirov, A. A. Novikov, “Informatsiya o mezhdunarodnoi konferentsii «Stokhasticheskie differentsialnye sistemy»”, TVP, 30:1 (1985), 204  mathnet; A. E. Bashirov, A. A. Novikov, “Information on the International conference «Stochastic differential systems»”, Theory Probab. Appl., 30:1 (1986), 223  crossref

   1984
80. A. A. Novikov, T. L. Shervashidze, “XVIII shkola-kollokvium po teorii veroyatnostei i matematicheskoi statistike”, TVP, 29:3 (1984), 617–619  mathnet; A. A. Novikov, T. L. Shervashidze, “XVIII Winter School on Probability Theory and Mathematical Statistics”, Theory Probab. Appl., 29:3 (1985), 640–643  crossref  isi

   1983
81. A. A. Novikov, A. N. Shiryaev, “IV Sovetsko-yaponskii simpozium po teorii veroyatnostei i matematicheskoi statistike”, TVP, 28:1 (1983), 198–199  mathnet; A. A. Novikov, A. N. Širyaev, “IV Soviet-Japanese symposium on probability theory and mathematical statistics”, Theory Probab. Appl., 28:1 (1984), 208–209  crossref

   1981
82. A. A. Novikov, T. L. Shervashidze, “XV vsesoyuznaya shkola-kollokvium po teorii veroyatnostei i matematicheskoi statistike”, TVP, 26:4 (1981), 883–885  mathnet; A. A. Novikov, T. L. Shervashidze, “The fifteenth all-union colloquium on probability theory and mathematical statistics”, Theory Probab. Appl., 26:4 (1982), 867–869  crossref  isi
83. A. A. Novikov, T. L. Shervashidze, “The fourteenth all-union colloquium on probability theory and mathematical statistics”, Theory Probab. Appl., 26:1 (1981), 209–211  mathnet  crossref

   1979
84. A. A. Novikov, T. L. Shervashidze, “Trinadtsataya Vsesoyuznaya shkola-kollokvium po teorii veroyatnostei i matematicheskoi statistike”, TVP, 24:4 (1979), 893–894  mathnet; A. A. Novikov, T. L. Šervašidze, “The Thirteenth All-Union Colloquium on Probability Theory and Mathematical Statistics”, Theory Probab. Appl., 24:4 (1980), 888–890  crossref  isi

   1978
85. A. A. Novikov, A. S. Kholevo, “Dvenadtsataya Vsesoyuznaya shkola-kollokvium po teorii veroyatnostei i matematicheskoi statistike”, TVP, 23:4 (1978), 886  mathnet; A. A. Novikov, A. S. Holevo, “The Twelfth All-Union Seminar on Probability Theory and Mathematical Statistics”, Theory Probab. Appl., 23:4 (1979), 853  crossref

Personalia


   2010
86. R. Liptser, A. Novikov, A. G. Tartakovsky, “Celebrating Albert Shiryaev's 75th anniversary”, Sequential Anal., 29:2 (2010), 107–111  crossref  mathscinet  scopus

Miscellaneous


   1993
87. Statistika i upravlenie sluchainymi protsessami, Tr. MIAN, 202, ed. A. A. Novikov, A. N. Shiryaev, E. F. Mischenko, TVP, M., 1993 , 304 pp.  mathnet  zmath

Letters, errata


   1973
88. A. A. Novikov, “Ispravleniya k state: «Ob odnom tozhdestve dlya stokhasticheskikh integralov» (Teoriya veroyat. i ee primen., XVII, 4 (1972), 761–765)”, TVP, 18:3 (1973), 680  mathnet; A. A. Novikov, “Letter to the Editor”, Theory Probab. Appl., 18:3 (1974), 642  crossref
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