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Gushchin Alexander Alexandrovich
(recent publications)

by years

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2026
1.	A. A. Gushchin, “Upper bounds for some statistical distances in terms of Hellinger processes”, Modern Problems of Physical and Mathematical Sciences: Proceedings of the XI All-Russian Scientific and Practical Conference (Oryol, November 28-29, 2025), eds. T. N. Mozharova, I. F. Avdeev, V. I. Dorofeeva et al., Turgenev State University of Oryol, Oryol, 2026, 196–204 https://www.elibrary.ru/item.asp?id=89145063

2025
2.	A. V. Bulinski, A. A. Gushchin, M. V. Zhitlukhin, V. V. Kozlov, A. D. Manita, A. A. Muravlev, A. A. Novikov, I. V. Pavlov, D. V. Treschev, A. S. Holevo, E. B. Yarovaya, P. A. Yaskov, “Albert Nikolaevich Shiryaev (on his 90th birthday)”, Russian Math. Surveys, 80:1 (2025), 161–168
3.	A. Gushchin, I. Pavlov, A. Karapetyants, “Academician Albert N. Shiryaev—scientist, teacher and personality”, Journal of Mathematical Sciences, 289:3 (2025), 359–363 https://doi.org/10.1007/s10958-025-07732-1
4.	A. A. Gushchin, “Uniform integrability of nonnegative supermartingales via change of time in geometric Brownian motion”, Theory Probab. Appl., 69:4 (2025), 622–629

2022
5.	Dmitriy Borzykh, Alexander Gushchin, “On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions”, Mod. Stoch., Theory Appl., 9:3 (2022), 265–277	2 ^[x]
6.	Yuri Yakubovich, Oleg Rusakov, Alexander Gushchin, “Functional limit theorem for the sums of PSI-processes with random intensities”, Mathematics, 10:21 (2022), 3955, 17 pp.	1 ^[x]
7.	Guschin A. A., Nedoshivin M. A., “O konstruktsii Perkinsa v zadache vlozheniya Skorokhoda”, Tezisy dokladov, predstavlennykh na Sedmoi mezhdunarodnoi konferentsii po stokhasticheskim metodam. I. (pos. Divnomorskoe, Gelendzhik, 02–09 iyunya 2022 g.), Teoriya veroyatn. i ee primen., 67, no. 4, 2022, 831

2021
8.	Alexander A. Gushchin, Assylliya K. Zhunussova, “Single jump filtrations: preservation of the local martingale property with respect to the filtration generated by the local martingale”, Operator Theory and Harmonic Analysis, OTHA 2020, Springer Proc. Math. Statist., 358, Springer, Cham, 2021, 219–231

2020
9.	Alexander Gushchin, Ilya Pavlyukevich, Marian Ritsch, “Drift estimation for a L\evy–driven Ornstein–Uhlenbeck process with heavy tails”, Stat. Inference Stoch. Process., 23:3 (2020), 553–570	3 ^[x]
10.	Alexander A. Gushchin, “Single jump filtrations and local martingales”, Mod. Stoch., Theory Appl., 7:2 (2020), 135–156	5 ^[x]

2021
11.	A. A. Gushchin, “The joint law of a max-continuous local submartingale and its maximum”, Theory Probab. Appl., 65:4 (2021), 545–557

2019
12.	A. A. Gushchin, M. A. Urusov, “Minimal embeddings of integrable processes in a Brownian motion”, Russian Math. Surveys, 74:5 (2019), 953–955

2020
13.	A. A. Gushchin, S. S. Leshchenko, “Testing hypotheses for measures with different masses: Four optimization problems”, Theory Probab. Math. Stat., 101 (2020), 109–117

2018
14.	Alexander Gushchin, Nino Kordzakhia, Alexander Novikov, “Translation invariant statistical experiments with independent increments”, Stat. Inference Stoch. Process., 21:2 (2018), 363–383	1 ^[x]
15.	A. A. Gushchin, “On possible relations between an increasing process and its compensator in the non-integrable case”, Russian Math. Surveys, 73:5 (2018), 928–930
16.	A. A. Gushchin, “The joint law of terminal values of a nonnegative submartingale and its compensator”, Theory Probab. Appl., 62:2 (2018), 216–235

2017
17.	Alexander Gushchin and Esko Valkeila, “Quadratic Approximation for Log-Likelihood Ratio Processes”, Modern Problems of Stochastic Analysis and Statistics, Selected Contributions in Honor of Valentin Konakov, Springer Proceedings in Mathematics & Statistics, 208, eds. Vladimir Panov, Springer International Publishing AG, Cham, 2017, 179–215	1 ^[x]
18.	A. A. Gushchin, D. A. Borzykh, “Integrated quantile functions: properties and applications”, Mod. Stoch., Theory Appl., 4:4 (2017), 285–314	6 ^[x]

2016
19.	A. A. Gushchin, “The minimum increment of $f$-divergences given total variation distances”, Math. Methods Statist., 25:4 (2016), 304–312	1 ^[x]

2015
20.	A. Gushchin, “A characterization of maximin tests for two composite hypotheses”, Math. Methods Statist., 24:2 (2015), 110–121	3 ^[x]
21.	Alexander A. Gushchin, Stochastic calculus for quantitative finance, ISTE, London; Elsevier, Kidlington, 2015, 208 pp. www.sciencedirect.com/science/book/9781785480348

2016
22.	A. A. Gushchin, M. A. Urusov, “Processes that can be embedded in a geometric Brownian motion”, Theory Probab. Appl., 60:2 (2016), 246–262

2014
23.	A. A. Gushchin, R. V. Khasanov, I. S. Morozov, “Some functional analytic tools for utility maximization”, Modern stochastics and applications, Springer Optimization and Its Applications, 90, eds. V. Korolyuk, N. Limnios, Y. Mishura, L. Sakhno, G. Shevchenko, Springer, 2014, 267–285	2 ^[x]
24.	A. A. Gushchin, “On pathwise counterparts of Doob's maximal inequalities”, Proc. Steklov Inst. Math., 287:1 (2014), 118–121
25.	Alexander Gushchin, Mikhail Urusov, Mihail Zervos, “On the submartingale/supermartingale property of diffusions in natural scale”, Proc. Steklov Inst. Math., 287:1 (2014), 122–132
26.	Stokhasticheskoe ischislenie, martingaly i ikh primeneniya, Sbornik statei. K 80-letiyu so dnya rozhdeniya akademika Alberta Nikolaevicha Shiryaeva, Trudy MIAN, 287, ed. A. A. Guschin, A. G. Sergeev, MAIK «Nauka/Interperiodika», M., 2014, 319 pp.

2013
27.	A. A. Gushchin, “On the upper hedging price of nonnegative contingent claims”, Modern problems of mathematics and mechanics. Volume VIII. Mathematics. Issue 3. To the 80th anniversary of Mechanics and Mathematics Department of MSU, eds. A. N. Shiryaev, A. V. Lebedev, MSU Press, Moscow, 2013, 60–72
28.	A. A. Gushchin, “A characterization of a minimax test in the problem of testing two composite hypotheses”, Dokl. Math., 87:3 (2013), 345–347
29.	A. A. Gushchin, “On a connection between superhedging prices and the dual problem in utility maximization”, Advanced finance and stochastics, Book of Abstracts (Moscow, 24–28 June 2013), eds. M. Zhitlukhin and A. Muravlev, Steklov Mathematical Institute, Moscow, 2013, 60–61
30.	A. Gushchin, “Translation invariant statistical experiments with independent increments”, Russian-Chinese Seminar on Asymptotic Methods in Probability Theory and Mathematical Statistics. Programme and Abstracts (St.Petersburg, 10–14 June, 2013), The Euler International Mathematical Institute, 2013, 24 http://www.pdmi.ras.ru/EIMI/2013/RChS/prog.pdf

2012
31.	A. A. Gushchin, “On a structure of a minimax test in testing composite hypotheses”, International conference “Stochastic Optimization and Optimal Stopping”. Book of abstracts (Moscow, 24–28 September 2012), eds. Mikhail Zhitlukhin and Alexey Muravlev, Steklov Mathematical Institute, Moscow, 2012, 79–80

2011
32.	A. A. Gushchin, U. Küchler, “On estimation of delay location”, Stat. Inference Stoch. Process., 14:3 (2011), 273–305	6 ^[x]
33.	A. A. Gushchin, “Utility maximization in some markets admitting arbitrage”, Theory Probab. Appl., 55:3 (2011), 548
34.	A. A. Gushchin, “Dual characterization of the value function in the robust utility maximization problem”, Theory Probab. Appl., 55:4 (2011), 611–630
35.	Yu. S. Mishura, A. A. Gushchin, “International Conference “Modern Stochastics: Theory and Applications II””, Theory Probab. Appl., 55:4 (2011), 732

Full list of publications