Alexander Novikov is a professor

Emeritus ''Emeritus/Emerita'' () is an honorary title granted to someone who retires from a position of distinction, most commonly an academic faculty position, but is allowed to continue using the previous title, as in "professor emeritus". In some c ...

at the Department of Mathematical Sciences,

University of Technology Sydney The University of Technology Sydney (UTS) is a public university, public research university located in Sydney, New South Wales, Australia. The university was founded in its current form in 1988, though its origins as a Institute of technology, ...

. Prior to this current appointment in 1999 he was Leading

Research Fellow A research fellow is an academic research position at a university or a similar research institution, usually for academic staff or faculty members. A research fellow may act either as an independent investigator or under the supervision of a p ...

at the

Steklov Mathematical Institute Steklov Institute of Mathematics or Steklov Mathematical Institute () is a premier research institute based in Moscow, specialized in mathematics, and a part of the Russian Academy of Sciences. The institute is named after Vladimir Andreevich Ste ...

(

Moscow Moscow is the Capital city, capital and List of cities and towns in Russia by population, largest city of Russia, standing on the Moskva (river), Moskva River in Central Russia. It has a population estimated at over 13 million residents with ...

, since 1970) and Senior Lecture at the University of Newcastle (

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, from 1996 to 1999). Alexander was born in the

Soviet Union The Union of Soviet Socialist Republics. (USSR), commonly known as the Soviet Union, was a List of former transcontinental countries#Since 1700, transcontinental country that spanned much of Eurasia from 1922 until Dissolution of the Soviet ...

, and currently lives in Australia. His research interest includes

stochastic process In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables in a probability space, where the index of the family often has the interpretation of time. Sto ...

es, statistics of random processes,

sequential analysis In statistics, sequential analysis or sequential hypothesis testing is statistical analysis where the sample size is not fixed in advance. Instead data is evaluated as it is collected, and further sampling is stopped in accordance with a pre-defi ...

random field In physics and mathematics, a random field is a random function over an arbitrary domain (usually a multi-dimensional space such as \mathbb^n). That is, it is a function f(x) that takes on a random value at each point x \in \mathbb^n(or some other ...

s, and

mathematical finance Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that req ...

. He is the author of

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. If satisfied together with other conditions, Girsanov' ...

. He received a

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Mathematics Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many ar ...

in 1972 and his

Doctor of Science A Doctor of Science (; most commonly abbreviated DSc or ScD) is a science doctorate awarded in a number of countries throughout the world. Africa Algeria and Morocco In Algeria, Morocco, Libya and Tunisia, all universities accredited by the s ...

degree in 1982, both from the Steklov Mathematical Institute, with his thesis supervised by

Albert Shiryaev Albert Nikolayevich Shiryaev (; born October 12, 1934) is a Soviet and Russian mathematician. He is known for his work in probability theory, statistics and financial mathematics. Career He graduated from Moscow State University in 1957. From ...

. He has published more than 90 research papers.

References

{{DEFAULTSORT:Novikov, Alexander Living people Soviet mathematicians Year of birth missing (living people)