| 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 | 79 | 2008 |
| 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 | 71 | 2011 |
| Fractional Brownian motion in a nutshell G Shevchenko arXiv preprint arXiv:1406.1956, 2014 | 63 | 2014 |
| 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 | 57 | 2011 |
| Mixed fractional stochastic differential equations with jumps G Shevchenko Stochastics An International Journal of Probability and Stochastic Processes …, 2014 | 35 | 2014 |
| Mixed stochastic delay differential equations G Shevchenko Theory of Probability and Mathematical Statistics 89, 181-195, 2014 | 32 | 2014 |
| 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 | 31* | 2015 |
| Approximation schemes for stochastic differential equations in Hilbert space YS Mishura, GM Shevchenko Theory of Probability and its Applications 51, 442, 2007 | 31 | 2007 |
| Theory and Statistical Applications of Stochastic Processes Y Mishura, G Shevchenko John Wiley & Sons, 2017 | 29* | 2017 |
| Path properties of multifractal Brownian motion KV Ral’chenko, GM Shevchenko Journal: Theor. Probability and Math. Statist. No 80, 119-130, 2010 | 24 | 2010 |
| Stochastic viability and comparison theorems for mixed stochastic differential equations A Melnikov, Y Mishura, G Shevchenko Methodology and computing in applied probability 17, 169-188, 2015 | 18 | 2015 |
| 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 | 18 | 2011 |
| Fractionally integrated inverse stable subordinators A Iksanov, Z Kabluchko, A Marynych, G Shevchenko Stochastic Processes and their Applications 127 (1), 80-106, 2017 | 17 | 2017 |
| Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises Y Mishura, K Ralchenko, G Shevchenko Theory of Probability and Mathematical Statistics 98, 149-170, 2019 | 16 | 2019 |
| 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 | 16 | 2013 |
| Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion Y Mishura, K Ral’chenko, O Seleznev, G Shevchenko Modern Stochastics and Applications, 303-318, 2014 | 15 | 2014 |
| Real harmonizable multifractional stable process and its local properties M Dozzi, G Shevchenko Stochastic Processes and their Applications 121 (7), 1509-1523, 2011 | 15 | 2011 |
| Malliavin regularity of solutions to mixed stochastic differential equations G Shevchenko, T Shalaiko Statistics & Probability Letters 83 (12), 2638-2646, 2013 | 14 | 2013 |
| 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 | 13 | 2016 |
| Wave equation with a stable noise L Pryhara, G Shevchenko Theory of Probability and Mathematical Statistics 96, 145-157, 2017 | 12* | 2017 |
Kostiantyn RalchenkoTaras Shevchenko National University of KyivBestätigte E-Mail-Adresse bei knu.ua
