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Georgiy Shevchenko

Identifiers

  • name variant Georgiy Shevchenko 0.60 · backfill

Papers (31)

  1. Replication of Wiener-transformable stochastic processes with application to financial markets with memory math.PR · 2018 · author #3
  2. Existence and uniqueness of mild solution to stochastic heat equation with white and fractional noises math.PR · 2018 · author #3
  3. Wave equation with a coloured stable noise math.PR · 2017 · author #2
  4. Stochastic wave equation in a plane driven by spatial stable noise math.PR · 2016 · author #2
  5. Approximations for a solution to stochastic heat equation with stable noise math.PR · 2016 · author #2
  6. Fractionally integrated inverse stable subordinators math.PR · 2016 · author #4
  7. Integral representation with respect to fractional Brownian motion under a log-H\"{o}lder assumption math.PR · 2015 · author #2
  8. Convergence of hitting times for jump-diffusion processes math.PR · 2015 · author #1
  9. Small ball properties and representation results math.PR · 2015 · author #2
  10. Convergence of solutions of mixed stochastic delay differential equations with applications math.PR · 2014 · author #3
  11. Fractional Brownian motion in a nutshell math.PR · 2014 · author #1
  12. Existence of density for solutions of mixed stochastic equations math.PR · 2014 · author #2
  13. Adapted integral representations of random variables math.PR · 2014 · author #1
  14. Integral representation with adapted continuous integrand with respect to fractional Brownian motion math.PR · 2014 · author #1
  15. Integrability of solutions to mixed stochastic differential equations math.PR · 2013 · author #1
  16. Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion math.PR · 2013 · author #4
  17. Local times for multifractional square Gaussian processes math.PR · 2013 · author #1
  18. On the distribution of local times and integral functionals of a homogeneous diffusion process math.PR · 2013 · author #3
  19. Mixed stochastic delay differential equations math.PR · 2013 · author #1
  20. Malliavin regularity of solutions to mixed stochastic differential equations math.PR · 2013 · author #1
  21. Asymptotic behavior of mixed power variations and statistical estimation in mixed models math.PR · 2013 · author #3
  22. Stochastic viability and comparison theorems for mixed stochastic differential equations math.PR · 2012 · author #3
  23. Mixed fractional stochastic differential equations with jumps math.PR · 2012 · author #1
  24. Approximation of fractional Brownian motion by martingales math.PR · 2012 · author #2
  25. Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions math.PR · 2011 · author #2
  26. Random variables as pathwise integrals with respect to fractional Brownian motion math.PR · 2011 · author #2
  27. Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion math.PR · 2011 · author #2
  28. Stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index $H> 1/2$ math.PR · 2011 · author #2
  29. Smooth approximations for fractional and multifractional fields math.PR · 2011 · author #2
  30. Real harmonizable multifractional stable process and its local properties math.PR · 2010 · author #2
  31. The rate of convergence of Euler approximations for solutions of stochastic differential equations driven by fractional Brownian motion math.PR · 2007 · author #2

Mentions

  • 1407.5149 #3 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1406.1956 #1 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1406.1896 #2 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1404.7518 #1 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1403.2066 #1 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1310.1578 #1 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1309.6596 #4 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1308.4695 #1 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1306.1297 #3 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1306.0590 #1 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1305.3462 #1 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1301.0993 #3 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1211.1814 #3 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1206.3637 #1 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1205.4559 #2 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1112.2332 #2 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1111.1851 #2 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1111.1845 #2 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1103.0615 #2 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1102.3602 #2 · backfill · confidence 0.70 Georgiy Shevchenko
  • 1012.0503 #2 · backfill · confidence 0.70 Georgiy Shevchenko
  • 0705.1773 #2 · backfill · confidence 0.70 Georgiy Shevchenko

Frequent Coauthors