| On an identity for stochastic integrals AA Novikov Teoriya Veroyatnostei i ee Primeneniya 17 (4), 761-765, 1972 | 192 | 1972 |
| On a new approach to calculating expectations for option pricing K Borovkov, A Novikov Journal of applied probability 39 (4), 889-895, 2002 | 72 | 2002 |
| On an effective solution of the optimal stopping problem for random walks AA Novikov, AN Shiryaev Theory of Probability & Its Applications 49 (2), 344-354, 2005 | 71 | 2005 |
| On some maximal inequalities for fractional Brownian motions A Novikov, E Valkeila Statistics & probability letters 44 (1), 47-54, 1999 | 71 | 1999 |
| Explicit analytical solutions for the average run length of CUSUM and EWMA charts G Mititelu, Y Areepong, S Sukparungsee, A Novikov East-West Journal of Mathematics, 2010 | 68 | 2010 |
| Explicit bounds for approximation rates of boundary crossing probabilities for the Wiener process K Borovkov, A Novikov Journal of Applied Probability 42 (1), 82-92, 2005 | 57 | 2005 |
| On a solution of the optimal stopping problem for processes with independent increments A Novikov, A Shiryaev Stochastics An International Journal of Probability and Stochastic Processes …, 2007 | 50 | 2007 |
| On a stochastic version of the trading rule “buy and hold” A Shiryaev, AA Novikov Statistics & Decisions 26 (4), 289-302, 2009 | 49 | 2009 |
| On EWMA procedure for detection of a change in observations via martingale approach S Sukparungsee, A Novikov CURRENT APPLIED SCIENCE AND TECHNOLOGY 6 (2a), 373-380, 2006 | 40 | 2006 |
| First passage time of filtered Poisson process with exponential shape function A Novikov, RE Melchers, E Shinjikashvili, N Kordzakhia Probabilistic engineering mechanics 20 (1), 57-65, 2005 | 40 | 2005 |
| Bounds for expected maxima of Gaussian processes and their discrete approximations K Borovkov, Y Mishura, A Novikov, M Zhitlukhin Stochastics 89 (1), 21-37, 2017 | 39 | 2017 |
| Martingales and first passage times of AR (1) sequences A Novikov, N Kordzakhia Stochastics: An International Journal of Probability and Stochastics …, 2008 | 35 | 2008 |
| On exit times of Lévy-driven Ornstein–Uhlenbeck processes K Borovkov, A Novikov Statistics & Probability Letters 78 (12), 1517-1525, 2008 | 28 | 2008 |
| Analytical approximations for detection of a change-point in case of light-tailed distributions S Sukparungsee, AA Novikov Journal of Quality Measurement and Analysis 4 (2), 49-56, 2008 | 25 | 2008 |
| Martingale approach to EWMA control charts for changes in exponential distribution Y Areepong, A Novikov Journal of Quality Measurement and analysis 4 (1), 197-203, 2008 | 22 | 2008 |
| A structural model with unobserved default boundary T Schmidt, A Novikov Applied mathematical finance 15 (2), 183-203, 2008 | 21 | 2008 |
| Pricing of volume-weighted average options: analytical approximations and numerical results AA Novikov, TG Ling, N Kordzakhia Inspired by Finance: The Musiela Festschrift, 461-474, 2014 | 19 | 2014 |
| An elementary approach to optimal stopping problems for AR (1) sequences S Christensen, A Irle, A Novikov Sequential Analysis 30 (1), 79-93, 2011 | 18 | 2011 |
| Anxiety: A dynamic symbolic execution framework A Gerasimov, S Vartanov, M Ermakov, L Kruglov, D Kutz, A Novikov, ... 2017 Ivannikov ISPRAS Open Conference (ISPRAS), 16-21, 2017 | 16 | 2017 |
| On a piece-wise deterministic Markov process model K Borovkov, A Novikov Statistics & probability letters 53 (4), 421-428, 2001 | 16 | 2001 |
