Alexander Novikov (professor)
Encyclopedia
Alexander Novikov is a professor of Mathematics at the Department of Mathematical Sciences, University of Technology Sydney.
Prior to this current appointment in 1999 he was Leading Research Fellow at the Steklov Mathematical Institute (Moscow, since 1970) and Senior Lecture at the University of Newcastle (Australia, from 1996 to 1999).
Alexander was born in the Soviet Union, and currently lives in Australia. His research interest includes stochastic processes, statistics of random processes, sequential analysis, random fields and mathematical finance. He is the author of Novikov's condition
.
He received a PhD in Mathematics in 1972 and his Doctor of Science degree in 1982, both from the Steklov Mathematical Institute, with his thesis supervised by Andrey Kolmogorov
. He has published more than 90 research papers, and has been invited to more than 80 visiting appointments at leading mathematical institutions.
Prior to this current appointment in 1999 he was Leading Research Fellow at the Steklov Mathematical Institute (Moscow, since 1970) and Senior Lecture at the University of Newcastle (Australia, from 1996 to 1999).
Alexander was born in the Soviet Union, and currently lives in Australia. His research interest includes stochastic processes, statistics of random processes, sequential analysis, random fields and mathematical finance. He is the author of Novikov's condition
Novikov's condition
In probability theory, Novikov's condition is the sufficient condition for a stochastic process which takes the form of the Radon-Nikodym derivative in Girsanov's theorem to be a martingale...
.
He received a PhD in Mathematics in 1972 and his Doctor of Science degree in 1982, both from the Steklov Mathematical Institute, with his thesis supervised by Andrey Kolmogorov
Andrey Kolmogorov
Andrey Nikolaevich Kolmogorov was a Soviet mathematician, preeminent in the 20th century, who advanced various scientific fields, among them probability theory, topology, intuitionistic logic, turbulence, classical mechanics and computational complexity.-Early life:Kolmogorov was born at Tambov...
. He has published more than 90 research papers, and has been invited to more than 80 visiting appointments at leading mathematical institutions.
External links
- http://datasearch2.uts.edu.au/science/staff/details.cfm?StaffId=618