Upper estimate of overrunning by Subϕ (Ω) random process the level specified by continuous function Y Kozachenko, O Vasylyk, R Yamnenko
Random Oper. Stoch. Equ 13 (2), 111-128, 2005
30 2005 Simulation of Weakly Self-Similar Stationary Increment Sub_phi(Omega)-Processes: A Series Expansion Approach Y Kozachenko, T Sottinen, O Vasylyk
Methodology and computing in applied probability 7, 379-400, 2005
28 2005 Path space large deviations of a large buffer with Gaussian input traffic Y Kozachenko, O Vasylyk, T Sottinen
Queueing Systems 42, 113-129, 2002
24 2002 On uniform convergence of wavelet expansions of ϕ-sub-Gaussian random processes. YV Kozachenko, MM Perestyuk, OI Vasylyk
Random Operators & Stochastic Equations 14 (3), 2006
16 2006 Simulation of generalized fractional Brownian motion in C ([0,T ]) Y Kozachenko, A Pashko, O Vasylyk
Monte Carlo Methods and Applications 24 (3), 179-192, 2018
11 2018 On the probability of exceeding some curve by ϕ-subgaussian random process K Yu, O Vasylyk, R Yamnenko
Theory of Stochastic Processes 9 (25), 3-4, 2003
10 2003 Estimates for functionals of solutions to Higher-Order Heat-Type equations with random initial conditions Y Kozachenko, E Orsingher, L Sakhno, O Vasylyk
Journal of Statistical Physics 172 (6), 1641-1662, 2018
9 2018 ϕ-suggaussian random processes OI Vasylyk, YV Kozachenko, RE Yamnenko
K.: Kyiv University Publishing House.[in Ukrainian], 2008
9 2008 φ-sub-Gaussian random process Y Kozachenko, R Yamnenko, O Vasylyk
Kyiv: Vydavnycho-Poligrafichnyi Tsentr" Kyivskyi Universytet, 2008
7 2008 Random process from the class V (φ, ψ): exceeding a curve R Yamnenko, O Vasylyk
Theory of Stochastic Processes 13 (4), 219–232, 2007
7 2007 Analysis of simulation methods for fractional Brownian motion in the problems of intelligent systems design AO Pashko, OV Lukovych, IV Rozora, TA Oleshko, OI Vasylyk
2019 IEEE International Conference on Advanced Trends in Information Theory …, 2019
5 2019 Strictly O Vasylyk
Statistics, Optimization & Information Computing 5 (2), 109-120, 2017
5 2017 Sample pathes continuity and estimates of distributions of the increments of separable stochastic processes from the class V (φ, ψ), defined on a compact set Y Kozachenko, O Vasylyk
Bulletin of the University of Kiev, Series: Physics and Mathematics, 45-50, 2004
5 2004 Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions Y Kozachenko, E Orsingher, L Sakhno, O Vasylyk
Modern Stochastics: Theory and Applications 7 (1), 79-96, 2019
4 2019 Lipschitz conditions for 𝑆𝑢𝑏_ {𝜑}(Ω)-processes and applications to weakly self-similar processes with stationary increments Y Kozachenko, T Sottinen, O Vasylyk
Theory of Probability and Mathematical Statistics 82, 57-73, 2011
4 * 2011 Statistical Simulation of Size Behavior for TCP Windows A Pashko, O Vasylyk
2019 IEEE International Scientific-Practical Conference Problems of …, 2019
3 2019 Self-similar processes with stationary increments in the spaces SSub_phi(Omega) Y Kozachenko, T Sottinen, O Vasylyk
Theory of Probability and Mathematical Statistics, 77-88, 2002
3 2002 Weakly Self-similar Stationary Increment Processes from the Space Y Kozachenko, T Sottinen, O Vasylyk
University of Helsinki. Department of Mathematics, 2002
3 2002 Properties of strictly 𝜑-sub-Gaussian quasi-shot-noise processes O Vasylyk
Theory of Probability and Mathematical Statistics 101, 51-65, 2020
2 2020 Simulation of a fractional Brownian motion in the space 𝐿_ {𝑝}([0, 𝑇]) Y Kozachenko, A Pashko, O Vasylyk
Theory of Probability and Mathematical Statistics 97, 99-111, 2018
2 * 2018 
Yuriy V. KozachenkoTaras Shevchenko National University of Kyiv, UkraineBestätigte E-Mail-Adresse bei univ.kiev.ua
