Publications (31)
On the distribution of local times and integral functionals of a homogeneous diffusion process
Mykola Perestyuk, Yuliya Mishura, Georgiy Shevchenko
The rate of convergence of Euler approximations for solutions of stochastic differential equations driven by fractional Brownian motion
Yuliya Mishura, Georgiy Shevchenko
Smooth approximations for fractional and multifractional fields
Kostiantyn Ralchenko, Georgiy Shevchenko
Integral representation with adapted continuous integrand with respect to fractional Brownian motion
Georgiy Shevchenko, Lauri Viitasaari
Small ball properties and representation results
Yuliya Mishura, Georgiy Shevchenko
Integrability of solutions to mixed stochastic differential equations
Georgiy Shevchenko
Stochastic wave equation in a plane driven by spatial stable noise
Larysa Pryhara, Georgiy Shevchenko
Approximations for a solution to stochastic heat equation with stable noise
Larysa Pryhara, Georgiy Shevchenko
Mixed stochastic delay differential equations
Georgiy Shevchenko
Convergence of hitting times for jump-diffusion processes
Georgiy Shevchenko
Stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index $H> 1/2$
Yuliya Mishura, Georgiy Shevchenko
Mixed fractional stochastic differential equations with jumps
Georgiy Shevchenko
Real harmonizable multifractional stable process and its local properties
Marco Dozzi, Georgiy Shevchenko
Fractionally integrated inverse stable subordinators
Alexander Iksanov, Zakhar Kabluchko, Alexander Marynych +1
Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion
Yuliya Mishura, Kostiantyn Ral'chenko, Oleg Seleznev +1
Wave equation with a coloured stable noise
Larysa Pryhara, Georgiy Shevchenko
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions
Yuliya Mishura, Georgiy Shevchenko
Replication of Wiener-transformable stochastic processes with application to financial markets with memory
Elena Boguslavskaya, Yuliya Mishura, Georgiy Shevchenko
Adapted integral representations of random variables
Georgiy Shevchenko, Lauri Viitasaari
Existence and uniqueness of mild solution to stochastic heat equation with white and fractional noises
Yuliya Mishura, Kostiantyn Ralchenko, Georgiy Shevchenko
Random variables as pathwise integrals with respect to fractional Brownian motion
Yuliya Mishura, Georgiy Shevchenko, Esko Valkeila
Local times for multifractional square Gaussian processes
Georgiy Shevchenko
Convergence of solutions of mixed stochastic delay differential equations with applications
Yuliya Mishura, Taras Shalaiko, Georgiy Shevchenko
Integral representation with respect to fractional Brownian motion under a log-Hölder assumption
Taras Shalaiko, Georgiy Shevchenko
Malliavin regularity of solutions to mixed stochastic differential equations
Georgiy Shevchenko, Taras Shalaiko
Stochastic viability and comparison theorems for mixed stochastic differential equations
Alexander Melnikov, Yuliya Mishura, Georgiy Shevchenko
Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion
Yulia Mishura, Georgiy Shevchenko
Asymptotic behavior of mixed power variations and statistical estimation in mixed models
Marco Dozzi, Yuliya Mishura, Georgiy Shevchenko
Approximation of fractional Brownian motion by martingales
Sergiy Shklyar, Georgiy Shevchenko, Yuliya Mishura +2
Fractional Brownian motion in a nutshell
Georgiy Shevchenko
Existence of density for solutions of mixed stochastic equations
Taras Shalaiko, Georgiy Shevchenko