Court documents show that Alexandra has requested that Gary, 56, pay spousal support and her lawyer's fees, and, in turn, asks that the court not award him spousal support.
Gary was first married in 1987 to English actress Lesley Manville, but they split in 1989, not long after the arrival of their son, Alfie. He was then married to Uma Thurman from 1990 until 1992.
After a long-term relationship with Italian actress Isabella Rossellini, Gary married Donya Fiorentino in 1997. The couple, who went their separate ways in 2001, had two sons – Gulliver and Charlie – whom he was later granted sole custody of.
Gary was confident about his fourth marriage as recently as February 2014. "Practice makes perfect. Isn't that what they say? I'm not proud that this is my fourth marriage. But this is a good one. Hopefully, my last one," he told the Independent.