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SPIN-RSCI: 1576-3404
ORCID: 0000-0002-0020-7496
ResearcherID: K-8696-2015
Scopus AuthorID: 7006190356
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Supervisors
V. Mkhitarian
V. Konakov
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Alexander A. Gushchin

  • Alexander A. Gushchin has been at HSE since 2013.

Education and Degrees

  • 1997

    Doctor of Sciences* in Probability Theory and Mathematical Statistics
    V.A. Steklov Mathematical Institute of the Russian Academy of Sciences

  • 1983

    Candidate of Sciences* (PhD) in Probability Theory and Mathematical Statistics
    V.A. Steklov Mathematical Institute of the Russian Academy of Sciences

  • 1979

    Degree in Mathematics
    Lomonosov Moscow State University

  • 1979

    Degree in Mathematics
    Lomonosov Moscow State University

* Candidate of Sciences
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
* Doctor of Sciences
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.

Student Term / Thesis Papers

Full list of of student term / thesis papers

Courses (2018/2019)

Courses (2017/2018)

Courses (2016/2017)

Courses (2015/2016)

Courses (2014/2015)

Editorial board membership

  • 2014: Member of the Editorial Board, Statistical Inference for Stochastic Processes.

  • 2013: Member of the Editorial Board, Теория вероятностей и ее применения (Theory of Probability and Its Applications).

  • 2013: Member of the Editorial Board, Теорія ймовірностей і математична статистика.

Conferences

  • 2018
    Третья международная конференция по стохастическим методам (Геленджик). Presentation: Joint distributions of increasing processes and their compensators, single jump martingales, and the Skorokhod embedding
  • Современные методы и проблемы теории операторов и гармонического анализа и их приложения VIII (Ростов-на-Дону). Presentation: Single jump martingales and the Skorokhod embedding
  • The 12th Bachelier Colloquium in Stochastic Calculus and Mathematical Finance (Metabief). Presentation: On the Chacon-Walsh construction in the Skorokhod Embedding Problem
  • 2017
    The 11th Bachelier Colloquium in Stochastic Calculus and Mathematical Finance, Metabief (Metabief). Presentation: The joint law of the terminal values of a nonnegative submartingale and its compensator
  • 2016
    The 10th Bachelier Colloquium on Mathematical Finance and Stochastic Calculus (Metabief). Presentation: The joint law of the terminal values of an increasing process and its compensator
  • Monash Probability Conference in Honor of Robert Liptser's 80th Birthday (Prato). Presentation: The joint law of the terminal values of an increasing process and its compensator
  • 2015
    The 9th Bachelier Colloquium on Mathematical Finance and Stochastic Calculus (Metabief). Presentation: A remark on exponential utility maximization in exponential Lévy models
  • Asymptotical Statistics of Stochastic Processes X (Le Mans). Presentation: Continuity of stationary solutions of delay differential equations driven by Lévy processes
  • Школа по стохастике и финансовой математике-ITIS 2015' (Сочи). Presentation: On some aspects of the utility maximization problem

  • Workshop New Trends in Stochastic Analysis and New Trends in statistical analysis of time series (Снегири). Presentation: The joint distribution of the terminal values of an integrable increasing process and its compensator
  • Современные методы и проблемы теории операторов и гармонического анализа и их приложения V (Ростов-на-Дону). Presentation: О вложении процессов в броуновское и в геометрическое броуновское движение

  • 2014
    The 8th Bachelier Colloquium on Mathematical Finance and Stochastic Calculus (Métabief). Presentation: A characterization of minimax tests with applications to efficient partial hedging
  • XV Международная научная конференция по проблемам развития экономики и общества. Presentation: О верхней цене хеджирования неотрицательных платежных обязательств
  • International conference «Stochastic calculus, Martingales and Financial Modeling» (Пушкин). Presentation: On embedding of processes
  • Statistics meets stochastics (Москва). Presentation: On stationary solutions of delay dierential equations driven by Levy processes

Publications74

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