Georgiy Shevchenko

Georgiy Shevchenko

Kyiv School of Economics, Ukraine - Kyiv / Ukraine
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1208933
Київська школа економіки, Україна
person_outline Georgiy Shevchenko's MOST POPULAR ARTICLES
1-) The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion Stochastics An International Journal of Probability and Stochastic Processes …, 2008
2-) Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions Computers & Mathematics with Applications 64 (10), 3217-3227, 2011
3-) Asymptotic behavior of mixed power variations and statistical estimation in mixed models Statistical Inference for Stochastic Processes 18 (2), 151-175, 2015
4-) Mixed stochastic delay differential equations Theory of Probability and Mathematical Statistics 89, 181-195, 2014
5-) Path properties of multifractal Brownian motion Journal: Theor. Probability and Math. Statist. No 80, 119-130, 2010