Alexander Novikov

1.1k total citations
65 papers, 536 citations indexed

About

Alexander Novikov is a scholar working on Finance, Statistics and Probability and Statistics, Probability and Uncertainty. According to data from OpenAlex, Alexander Novikov has authored 65 papers receiving a total of 536 indexed citations (citations by other indexed papers that have themselves been cited), including 33 papers in Finance, 16 papers in Statistics and Probability and 14 papers in Statistics, Probability and Uncertainty. Recurrent topics in Alexander Novikov's work include Stochastic processes and financial applications (29 papers), Financial Risk and Volatility Modeling (15 papers) and Advanced Statistical Process Monitoring (13 papers). Alexander Novikov is often cited by papers focused on Stochastic processes and financial applications (29 papers), Financial Risk and Volatility Modeling (15 papers) and Advanced Statistical Process Monitoring (13 papers). Alexander Novikov collaborates with scholars based in Russia, Australia and France. Alexander Novikov's co-authors include Konstantin Borovkov, Nino Kordzakhia, Esko Valkeila, Albert N. Shiryaev, Carl Chiarella, Thorsten Schmidt, O. A. Mirgorodskaya, Saowanit Sukparungsee, Yupaporn Areepong and Roman Körner and has published in prestigious journals such as Analytical Chemistry, Journal of Computational Physics and Solar Energy.

In The Last Decade

Alexander Novikov

55 papers receiving 473 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Alexander Novikov Russia 15 292 100 91 87 76 65 536
Giulia Di Nunno Norway 11 627 2.1× 87 0.9× 136 1.5× 169 1.9× 30 0.4× 54 783
Paolo Dai Pra Italy 14 165 0.6× 162 1.6× 208 2.3× 55 0.6× 24 0.3× 58 681
Miao Bai-qi China 12 122 0.4× 282 2.8× 64 0.7× 67 0.8× 29 0.4× 47 514
Uwe Küchler Germany 13 633 2.2× 230 2.3× 147 1.6× 200 2.3× 61 0.8× 44 1.0k
S. R. Srinivasa Varadhan United States 2 582 2.0× 153 1.5× 365 4.0× 111 1.3× 27 0.4× 2 1.0k
Wolfgang J. Runggaldier Italy 17 580 2.0× 87 0.9× 82 0.9× 175 2.0× 29 0.4× 76 950
Gyula Pap Hungary 13 356 1.2× 194 1.9× 233 2.6× 80 0.9× 31 0.4× 115 680
Bernard Bercu France 15 300 1.0× 259 2.6× 180 2.0× 137 1.6× 18 0.2× 58 664
Claudio Macci Italy 11 189 0.6× 111 1.1× 73 0.8× 156 1.8× 17 0.2× 81 462
Peter Spreij Netherlands 13 256 0.9× 146 1.5× 41 0.5× 97 1.1× 15 0.2× 79 584

Countries citing papers authored by Alexander Novikov

Since Specialization
Citations

This map shows the geographic impact of Alexander Novikov's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alexander Novikov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alexander Novikov more than expected).

Fields of papers citing papers by Alexander Novikov

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alexander Novikov. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alexander Novikov. The network helps show where Alexander Novikov may publish in the future.

Co-authorship network of co-authors of Alexander Novikov

This figure shows the co-authorship network connecting the top 25 collaborators of Alexander Novikov. A scholar is included among the top collaborators of Alexander Novikov based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alexander Novikov. Alexander Novikov is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Novikov, Alexander, Albert N. Shiryaev, & Nino Kordzakhia. (2025). On Parameter Estimation of Diffusion-Type Processes: Sequential Estimation Revisited. Theory of Probability and Its Applications. 69(4). 531–552.
2.
Novikov, Alexander, et al.. (2024). Multibeam Antenna Array Simulation. 1–6.
3.
Novikov, Alexander, et al.. (2019). SMT Solvers in Application to Static and Dynamic Symbolic Execution: A Case Study. 12. 9–15. 3 indexed citations
4.
Novikov, Alexander, et al.. (2019). Low-rank Riemannian eigensolver for high-dimensional Hamiltonians. Journal of Computational Physics. 396. 718–737. 7 indexed citations
5.
Kordzakhia, Nino, Yury A. Kutoyants, Alexander Novikov, & Lin‐Yee Hin. (2018). On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion. Statistics & Probability Letters. 139. 141–151. 2 indexed citations
6.
Novikov, Alexander, et al.. (2017). Compendium of TID influence on SEE sensitivity investigation. 44. 313–316. 2 indexed citations
7.
Novikov, Alexander, et al.. (2017). Anxiety: A Dynamic Symbolic Execution Framework. 16–21. 8 indexed citations
8.
Novikov, Alexander, et al.. (2017). Pricing of Asian-Type and Basket Options via Bounds. Theory of Probability and Its Applications. 61(1). 94–106.
9.
Borovkov, Konstantin, et al.. (2016). New bounds for expected maxima of fractional Brownian motion. arXiv (Cornell University).
10.
Novikov, Alexander, et al.. (2016). BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS. The ANZIAM Journal. 57(3). 299–318.
11.
Christensen, Sören, Albrecht Irle, & Alexander Novikov. (2011). An Elementary Approach to Optimal Stopping Problems for AR(1) Sequences. Sequential Analysis. 30(1). 79–93. 9 indexed citations
12.
Chiarella, Carl & Alexander Novikov. (2010). Contemporary quantitative finance : essays in honour of Eckhard Platen. CERN Document Server (European Organization for Nuclear Research). 14 indexed citations
13.
Novikov, Alexander. (2009). On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences. Theory of Probability and Its Applications. 53(3). 419–429. 5 indexed citations
14.
Shiryaev, Albert N. & Alexander Novikov. (2009). On a stochastic version of the trading rule “Buy and Hold”. 26(4). 289–302. 9 indexed citations
15.
Borovkov, Konstantin & Alexander Novikov. (2005). Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process. Journal of Applied Probability. 42(1). 82–92. 4 indexed citations
16.
Borovkov, Konstantin & Alexander Novikov. (2005). Explicit Bounds for Approximation Rates of Boundary Crossing Probabilities for the Wiener Process. Journal of Applied Probability. 42(1). 82–92. 21 indexed citations
17.
Novikov, Alexander. (2004). Martingales and First-Passage Times for Ornstein--Uhlenbeck Processes with a Jump Component. Theory of Probability and Its Applications. 48(2). 288–303. 19 indexed citations
18.
Novikov, Alexander, et al.. (2003). Time-Dependent Barrier Options and Boundary Crossing Probabilities. Georgian Mathematical Journal. 10(2). 325–334. 14 indexed citations
19.
Borovkov, Konstantin & Alexander Novikov. (2001). On a piece-wise deterministic Markov process model. Statistics & Probability Letters. 53(4). 421–428. 9 indexed citations
20.
Novikov, Alexander. (1984). Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes. Mathematical Notes. 35(3). 241–249. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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