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researcher

A. Chertok

3 papers hereh-index 345 citations10 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author2
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • cs.LG1

identity via Semantic Scholar / OpenAlex

activity
20142021
most citedModeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes

1 citations · 2 across the 3 of their papers we have counts for

collaborators
Showing 2015Show all

1 paper · 1 filter

math.PR2015★ 1 cited

A note on functional limit theorems for compound Cox processes

V. Yu. Korolev, A. V. Chertok, A. Yu. Korchagin +2

An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.