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Taras Shalaiko

Identifiers

  • name variant Taras Shalaiko 0.60 · backfill

Papers (6)

  1. The Order Barrier for Strong Approximation of Rough Volatility Models math.PR · 2016 · author #2
  2. Integral representation with respect to fractional Brownian motion under a log-H\"{o}lder assumption math.PR · 2015 · author #1
  3. The relation between mixed and rough SDEs and its application to numerical methods math.PR · 2015 · author #2
  4. Convergence of solutions of mixed stochastic delay differential equations with applications math.PR · 2014 · author #2
  5. Existence of density for solutions of mixed stochastic equations math.PR · 2014 · author #1
  6. Malliavin regularity of solutions to mixed stochastic differential equations math.PR · 2013 · author #2

Mentions

  • 1504.07211 #2 · backfill · confidence 0.70 Taras Shalaiko
  • 1407.5149 #2 · backfill · confidence 0.70 Taras Shalaiko
  • 1406.1896 #1 · backfill · confidence 0.70 Taras Shalaiko
  • 1305.3462 #2 · backfill · confidence 0.70 Taras Shalaiko

Frequent Coauthors