All Stories

  1. Wave equation with a coloured stable noise

    Article • Random Operators and Stochastic Equations, December 2017, De Gruyter

    Dr Georgiy Shevchenko

  2. FCAA Related News, Events and Books (FCAA–Volume 19–1–2016)

    Article • Fractional Calculus and Applied Analysis, January 2016, De Gruyter

    Professor Jose Tenreiro Machado, Dr Georgiy Shevchenko, Prof. Blas M Vinagre, Prof. Virginia S. Kiryakova

  3. Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion

    Article • Stochastic Analysis and Applications, October 2014, Taylor & Francis

    Dr Georgiy Shevchenko

  4. Asymptotic behavior of mixed power variations and statistical estimation in mixed models

    Article • Statistical Inference for Stochastic Processes, October 2014, Springer Science + Business Media

    Dr Georgiy Shevchenko

  5. Integrability of Solutions to Mixed Stochastic Differential Equations

    Article • Journal of Mathematical Sciences, March 2014, Springer Science + Business Media

    Dr Georgiy Shevchenko

  6. Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion

    Article • December 2013, Springer Science + Business Media

    Dr Georgiy Shevchenko

  7. Malliavin regularity of solutions to mixed stochastic differential equations

    Article • Statistics & Probability Letters, December 2013, Elsevier

    Dr Georgiy Shevchenko

  8. Random variables as pathwise integrals with respect to fractional Brownian motion

    Article • Stochastic Processes and their Applications, June 2013, Elsevier

    Dr Georgiy Shevchenko

  9. Stochastic Viability and Comparison Theorems for Mixed Stochastic Differential Equations

    Article • Methodology And Computing In Applied Probability, April 2013, Springer Science + Business Media

    Dr Georgiy Shevchenko

  10. Mixed fractional stochastic differential equations with jumps

    Article • Stochastics, March 2013, Taylor & Francis

    Dr Georgiy Shevchenko

  11. Local properties of a multifractional stable field

    Article • Theory of Probability and Mathematical Statistics, January 2013, American Mathematical Society (AMS)

    Dr Georgiy Shevchenko

  12. Approximation of Fractional Brownian Motion by Martingales

    Article • Methodology And Computing In Applied Probability, November 2012, Springer Science + Business Media

    Dr Georgiy Shevchenko

  13. Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions

    Article • Computers & Mathematics with Applications, November 2012, Elsevier

    Dr Georgiy Shevchenko

  14. Anatolii Volodymyrovych Skorokhod (1930–2011)

    Article • Stochastic Processes and their Applications, March 2012, Elsevier

    Dr Georgiy Shevchenko, Yuriy Kozachenko

  15. Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst IndexH > 1/2

    Article • Communication in Statistics- Theory and Methods, October 2011, Taylor & Francis

    Dr Georgiy Shevchenko

  16. Preface

    Article • Communication in Statistics- Theory and Methods, October 2011, Taylor & Francis

    Dr Georgiy Shevchenko

  17. Real harmonizable multifractional stable process and its local properties

    Article • Stochastic Processes and their Applications, July 2011, Elsevier

    Dr Georgiy Shevchenko

  18. Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion

    Article • Random Operators and Stochastic Equations, January 2011, De Gruyter

    Dr Georgiy Shevchenko

  19. The Optimal Time to Exchange one Asset for Another on Finite Interval

    Article • January 2009, Springer Science + Business Media

    Dr Georgiy Shevchenko