| Publication | Date of Publication | Type |
|---|
Gaussian processes with Volterra kernels
Springer Proceedings in Mathematics & Statistics | 2024-03-16 | Paper |
| Stochastic selection problem for a Stratonovich SDE with power non-linearity | 2023-08-12 | Paper |
Minimax identity with robust utility functional for a nonconcave utility
Modern Stochastics. Theory and Applications | 2023-06-22 | Paper |
The harmonic mean formula for random processes
Stochastic Analysis and Applications | 2023-05-15 | Paper |
Existence of density for solutions of mixed stochastic equations
Trends in Mathematics | 2022-09-30 | Paper |
Tail measures and regular variation
Electronic Journal of Probability | 2022-06-13 | Paper |
Optimal investments for the standard maximization problem with non-concave utility function in complete market model
Mathematical Methods of Operations Research | 2022-04-08 | Paper |
Nonparametric estimation of the kernel function of symmetric stable moving average random functions
Annals of the Institute of Statistical Mathematics | 2021-07-20 | Paper |
Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics
Journal of Theoretical Probability | 2021-06-08 | Paper |
Limit theorems for additive functionals of continuous time random walks
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2021-05-03 | Paper |
Tail Measures and Regular Variation
(available as arXiv preprint) | 2021-03-07 | Paper |
| Secretary problem with vanishing objects | 2021-01-11 | Paper |
Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited
Bernoulli | 2020-02-12 | Paper |
Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited
Bernoulli | 2020-02-12 | Paper |
| Estimation of diffusion parameter for stochastic heat equation with white noise | 2019-12-09 | Paper |
Replication of Wiener-transformable stochastic processes with application to financial markets with memory
(available as arXiv preprint) | 2019-10-17 | Paper |
Existence and uniqueness of mild solution to fractional stochastic heat equation
Modern Stochastics. Theory and Applications | 2019-10-08 | Paper |
Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises
Theory of Probability and Mathematical Statistics | 2019-08-21 | Paper |
Wave equation for a homogeneous string with fixed ends driven by a stable random noise
Theory of Probability and Mathematical Statistics | 2019-08-21 | Paper |
Stochastic differential equations with generalized stochastic volatility and statistical estimators
Theory of Probability and Mathematical Statistics | 2018-10-10 | Paper |
Wave equation with a stable noise
Theory of Probability and Mathematical Statistics | 2018-10-10 | Paper |
On the continuous dependence of non-ruin probability on claim distribution function in the classical risk model
Cybernetics and Systems Analysis | 2018-07-20 | Paper |
| Theory and statistical applications of stochastic processes | 2017-12-06 | Paper |
Wave equation with a coloured stable noise
Random Operators and Stochastic Equations | 2017-12-04 | Paper |
Heat equation in a multidimensional domain with a general stochastic measure
Theory of Probability and Mathematical Statistics | 2017-02-09 | Paper |
Fractionally integrated inverse stable subordinators
Stochastic Processes and their Applications | 2016-11-30 | Paper |
Small ball properties and representation results
Stochastic Processes and their Applications | 2016-11-30 | Paper |
Workshop ``Fractality and fractionality
Modern Stochastics. Theory and Applications | 2016-11-21 | Paper |
Stochastic wave equation in a plane driven by spatial stable noise
Modern Stochastics. Theory and Applications | 2016-11-21 | Paper |
On the distribution of integral functionals of a homogeneous diffusion process
Modern Stochastics. Theory and Applications | 2016-11-16 | Paper |
Convergence of hitting times for jump-diffusion processes
Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
Integral representation with respect to fractional Brownian motion under a log-Hölder assumption
Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
Approximations for a solution to stochastic heat equation with stable noise
Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
Convergence of solutions of mixed stochastic delay differential equations with applications
Applied Mathematics and Computation | 2016-06-23 | Paper |
Adapted integral representations of random variables
International Journal of Modern Physics: Conference Series | 2016-05-02 | Paper |
Fractional Brownian motion in a nutshell
International Journal of Modern Physics: Conference Series | 2016-05-02 | Paper |
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion
Modern Stochastics and Applications | 2015-09-16 | Paper |
Mixed stochastic delay differential equations
Theory of Probability and Mathematical Statistics | 2015-09-08 | Paper |
Asymptotic behavior of mixed power variations and statistical estimation in mixed models
Statistical Inference for Stochastic Processes | 2015-06-25 | Paper |
Stochastic viability and comparison theorems for mixed stochastic differential equations
Methodology and Computing in Applied Probability | 2015-04-16 | Paper |
Integral representation with adapted continuous integrand with respect to fractional Brownian motion
Stochastic Analysis and Applications | 2015-01-09 | Paper |
| Convergence of hitting times in diffusion models with jumps and non-Lipschitz diffusion | 2014-12-10 | Paper |
Approximation of fractional Brownian motion by martingales
Methodology and Computing in Applied Probability | 2014-12-05 | Paper |
Approximation of random variables by functionals of the increments of a fractional Brownian motion
Theory of Probability and Mathematical Statistics | 2014-10-15 | Paper |
Integrability of solutions to mixed stochastic differential equations
Journal of Mathematical Sciences (New York) | 2014-10-14 | Paper |
Local times for multifractional square Gaussian processes
Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka | 2014-08-21 | Paper |
Mixed fractional stochastic differential equations with jumps
Stochastics | 2014-08-14 | Paper |
Random variables as pathwise integrals with respect to fractional Brownian motion
Stochastic Processes and their Applications | 2014-04-10 | Paper |
Malliavin regularity of solutions to mixed stochastic differential equations
Statistics & Probability Letters | 2014-03-14 | Paper |
| On the distribution of a local time of a homogeneous diffusion process | 2014-02-17 | Paper |
Local properties of a multifractional stable field
Theory of Probability and Mathematical Statistics | 2013-09-17 | Paper |
The structure of the stopping region in a Lévy model
Theory of Probability and Mathematical Statistics | 2013-09-17 | Paper |
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions
Computers & Mathematics with Applications | 2013-07-25 | Paper |
Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion
Random Operators and Stochastic Equations | 2013-06-06 | Paper |
Smooth approximations for fractional and multifractional fields
Random Operators and Stochastic Equations | 2013-06-06 | Paper |
| On the distribution of local times and integral functionals of a homogeneous diffusion process | 2013-06-06 | Paper |
| On the distribution of the price of perpetual annuity with a binomial model of the interest rate | 2013-01-08 | Paper |
Properties of trajectories of a multifractional Rosenblatt process
Theory of Probability and Mathematical Statistics | 2012-06-11 | Paper |
Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index \(H > 1/2\)
Communications in Statistics. Theory and Methods | 2012-06-08 | Paper |
Anatolii Volodymyrovych Skorokhod (1930--2011)
Stochastic Processes and their Applications | 2012-03-22 | Paper |
On a constant related to American type options
Theory of Probability and Mathematical Statistics | 2012-02-19 | Paper |
Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations
Ukrainian Mathematical Journal | 2011-07-18 | Paper |
Real harmonizable multifractional stable process and its local properties
Stochastic Processes and their Applications | 2011-07-08 | Paper |
| XLII all-Ukrainian olympiad of young mathematicians. | 2011-06-23 | Paper |
Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion
Theory of Probability and Mathematical Statistics | 2011-04-06 | Paper |
Path properties of multifractal Brownian motion
Theory of Probability and Mathematical Statistics | 2011-04-06 | Paper |
Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I
Theory of Probability and Mathematical Statistics | 2011-04-06 | Paper |
On the rate of convergence of prices of barrier options with discrete and continuous time
Theory of Probability and Mathematical Statistics | 2011-04-06 | Paper |
A generalization of Mil’shtein’s theorem for stochastic differential equations
Theory of Probability and Mathematical Statistics | 2011-04-06 | Paper |
Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size
Theory of Probability and Mathematical Statistics | 2011-04-06 | Paper |
| scientific article; zbMATH DE number 5856117 (Why is no real title available?) | 2011-02-22 | Paper |
| Asymptotic behaviour of the value function of an American type perpetual contingent claim in the Lévy model at infinite expansion of the time interval | 2011-02-22 | Paper |
| On the rate of convergence of barrier option prices in binomial market to those in continuous time market | 2011-02-22 | Paper |
| The optimal time to exchange one asset for another on finite interval | 2010-02-05 | Paper |
| scientific article; zbMATH DE number 5592539 (Why is no real title available?) | 2009-08-08 | Paper |
The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion
Stochastics | 2008-11-25 | Paper |
Approximate solutions to anticipative stochastic differential equations
Statistics & Probability Letters | 2008-03-11 | Paper |
| scientific article; zbMATH DE number 5220425 (Why is no real title available?) | 2007-12-16 | Paper |
| On reselling of European option | 2007-12-16 | Paper |
Approximation Schemes for Stochastic Differential Equations in Hilbert Space
Theory of Probability & Its Applications | 2007-10-19 | Paper |
| Euler approximations of anticipating quasilinear stochastic differential equations | 2006-12-08 | Paper |
| Rate of convergence of discrete approximate solutions of stochastic differential equations in a Hilbert space | 2006-09-19 | Paper |
| Linear equations and stochastic exponents in a Hilbert space | 2006-09-19 | Paper |
| On a generalized diffusion process with a drift that is the generalized derivative of a singular function | 2006-09-19 | Paper |
On Multidimensional Generalized Diffusion Processes
Ukrainian Mathematical Journal | 2005-09-28 | Paper |
Euler Approximations of Solutions of Abstract Equations and Their Applications in the Theory of Semigroups
Ukrainian Mathematical Journal | 2005-09-28 | Paper |
| scientific article; zbMATH DE number 2169492 (Why is no real title available?) | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 1738353 (Why is no real title available?) | 2002-05-07 | Paper |
| scientific article; zbMATH DE number 1260835 (Why is no real title available?) | 1999-03-14 | Paper |
