Georgiy Shevchenko
Title
Cited by
Cited by
Year
The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion
Y Mishura, G Shevchenko
Stochastics An International Journal of Probability and Stochastic Processes, 2008
652008
Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index H> 1/2
YS Mishura, GM Shevchenko
Communications in Statistics-Theory and Methods 40 (19-20), 3492-3508, 2011
532011
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions
Y Mishura, G Shevchenko
Computers & Mathematics with Applications 64 (10), 3217-3227, 2011
382011
Fractional Brownian motion in a nutshell
G Shevchenko
arXiv preprint arXiv:1406.1956, 2014
312014
Mixed stochastic delay differential equations
G Shevchenko
Theory of Probability and Mathematical Statistics 89, 181-195, 2014
262014
Approximation schemes for stochastic differential equations in Hilbert space
YS Mishura, GM Shevchenko
Theory of Probability and its Applications 51, 442, 2007
262007
Asymptotic behavior of mixed power variations and statistical estimation in mixed models
M Dozzi, Y Mishura, G Shevchenko
Statistical Inference for Stochastic Processes 18 (2), 151-175, 2015
23*2015
Mixed fractional stochastic differential equations with jumps
G Shevchenko
Stochastics An International Journal of Probability and Stochastic Processes, 2014
202014
Path properties of multifractal Brownian motion
KV Ralchenko, GM Shevchenko
Journal: Theor. Probability and Math. Statist. No 80, 119-130, 2010
182010
Theory and Statistical Applications of Stochastic Processes
Y Mishura, G Shevchenko
John Wiley & Sons, 2017
17*2017
Stochastic viability and comparison theorems for mixed stochastic differential equations
A Melnikov, Y Mishura, G Shevchenko
Methodology and Computing in Applied Probability 17 (1), 169-188, 2015
152015
Random variables as pathwise integrals with respect to fractional Brownian motion
Y Mishura, G Shevchenko, E Valkeila
Stochastic Processes and their Applications 123 (6), 2353-2369, 2013
152013
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion
Y Mishura, K Ralchenko, O Seleznev, G Shevchenko
Modern Stochastics and Applications, 303-318, 2014
142014
Real harmonizable multifractional stable process and its local properties
M Dozzi, G Shevchenko
Stochastic Processes and their Applications 121 (7), 1509-1523, 2011
142011
Fractionally integrated inverse stable subordinators
A Iksanov, Z Kabluchko, A Marynych, G Shevchenko
Stochastic Processes and their Applications 127 (1), 80-106, 2017
132017
Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion
Y Mishura, G Shevchenko
Random Operators and Stochastic Equations 19 (4), 387-406, 2011
132011
Approximation of fractional Brownian motion by martingales
S Shklyar, G Shevchenko, Y Mishura, V Doroshenko, O Banna
Methodology and Computing in Applied Probability 16 (3), 539-560, 2014
112014
Malliavin regularity of solutions to mixed stochastic differential equations
G Shevchenko, T Shalaiko
Statistics & Probability Letters 83 (12), 2638-2646, 2013
112013
Heat equation in a multidimensional domain with a general stochastic measure
I Bodnarchuk, G Shevchenko
Theory of Probability and Mathematical Statistics 93, 1-17, 2016
102016
Wave equation with a stable noise
L Pryhara, G Shevchenko
Theory of Probability and Mathematical Statistics 96, 145-157, 2017
92017
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Articles 1–20