Search Results - "Gushchin, Alexander A."

Single jump filtrations and local martingales by Gushchin, Alexander A.

“…A single jump filtration ${({\mathcal{F}_{t}})_{t\in {\mathbb{R}_{+}}}$ generated by a random variable γ with values in ${\overline{\mathbb{R}}_{+}}$ on a…”
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Integrated quantile functions: properties and applications by Gushchin, Alexander A., Borzykh, Dmitriy A.

“…In this paper we provide a systematic exposition of basic properties of integrated distribution and quantile functions. We define these transforms in such a…”
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On estimation of delay location by Gushchin, Alexander A., Küchler, Uwe

“…Assume that we observe a stationary Gaussian process X ( t ), , which satisfies the affine stochastic delay differential equation where W ( t ), t  ≥ 0, is a…”
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On stationary solutions of delay differential equations driven by a Lévy process by Gushchin, Alexander A., Küchler, Uwe

“…The stochastic delay differential equation dX(t)= ∫ [−r,0] X(t+u) a( du) dt+ dZ(t), t⩾0 is considered, where Z( t) is a process with independent stationary…”
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On oscillations of the geometric Brownian motion with time-delayed drift by Gushchin, Alexander A., Küchler, Uwe

“…The geometric Brownian motion is the solution of a linear stochastic differential equation in the Itô sense. If one adds to the drift term a possible nonlinear…”
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Asymptotic Inference for a Linear Stochastic Differential Equation with Time Delay by Guschin, Alexander A., Küchler, Uwe

“…For the stochastic differential equation dX(t) = {aX(t) + bX(t - 1)} dt + dW(t), t ≥ 0, the local asymptotic properties of the likelihood function are studied…”
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Addendum to 'Asymptotic Inference for a Linear Stochastic Differential Equation with Time Delay' by Gushchin, Alexander A., Küchler, Uwe

“…We strengthen the convergence result proving the local asymptotic mixed normality property in one of the 11 cases considered in our previous paper…”
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Single jump filtrations and local martingales by Gushchin, Alexander A

“…Modern Stochastics: Theory and Applications 2020, Vol. 7, No. 2, 135-156 A single jump filtration $({\mathscr{F}}_t)_{t\in \mathbb{R}_+}$ generated by a random…”
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On pathwise counterparts of Doob's maximal inequalities by Gushchin, Alexander A

“…Proceedings of the Steklov Institute of Mathematics December 2014, Volume 287, Issue 1, pp 118-121 In this paper, we present pathwise counterparts of Doob's…”
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Integrated quantile functions: properties and applications by Gushchin, Alexander A, Borzykh, Dmitriy A

“…Modern Stochastics: Theory and Applications 2017, Vol. 4, No. 4, 285-314 In this paper we provide a systematic exposition of basic properties of integrated…”
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Clinical Justification for Preliminary Thermal Exposure to Composite in the Treatment of Caries: Randomized Clinical Trial by Shipieva, U. A., Adamchik, A. A., Gushchin, A. A., Samhaev, V. N., Kirsh, K. D., Adamchik, M. A., Risovannaya, N. O.

“…Background. Polymer composites have good aesthetic characteristics and pronounced physicochemical properties, as compared to traditional restorative materials…”
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On oscillations of the geometric Brownian motion with time-delayed drift by GUSHCHIN, Alexander A, KÜCHLER, Uwe

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