The following pages link to Georgiy M. Shevchenko (Q460741):
Displaying 50 items.
- (Q300022) (redirect page) (← links)
- Convergence of solutions of mixed stochastic delay differential equations with applications (Q300023) (← links)
- Convergence of hitting times for jump-diffusion processes (Q340776) (← links)
- Integral representation with respect to fractional Brownian motion under a log-Hölder assumption (Q340777) (← links)
- Approximations for a solution to stochastic heat equation with stable noise (Q340824) (← links)
- On the distribution of integral functionals of a homogeneous diffusion process (Q341080) (← links)
- Workshop ``Fractality and fractionality'' (Q343043) (← links)
- Stochastic wave equation in a plane driven by spatial stable noise (Q343048) (← links)
- Small ball properties and representation results (Q347466) (← links)
- Fractionally integrated inverse stable subordinators (Q347468) (← links)
- Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions (Q356320) (← links)
- Integrability of solutions to mixed stochastic differential equations (Q460742) (← links)
- Approximation of fractional Brownian motion by martingales (Q479168) (← links)
- On dynamic programming equations for utility indifference pricing under delta constraints (Q534745) (← links)
- Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
- Real harmonizable multifractional stable process and its local properties (Q550163) (← links)
- Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations (Q609207) (← links)
- The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds (Q609211) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- On the minimal members of convex expectations (Q624553) (← links)
- Generalized integrands and bond portfolios: pitfalls and counter examples (Q627245) (← links)
- A class of Gaussian processes with fractional spectral measures (Q642517) (← links)
- A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes (Q708289) (← links)
- On the continuous dependence of non-ruin probability on claim distribution function in the classical risk model (Q722046) (← links)
- Anatolii Volodymyrovych Skorokhod (1930--2011) (Q765874) (← links)
- On the area under lattice paths associated with triangular diminishing urn models (Q962001) (← links)
- Spectral approximation of infinite-dimensional Black-Scholes equations with memory (Q965863) (← links)
- Optimal portfolios in Lévy markets under state-dependent bounded utility functions (Q965867) (← links)
- Refracted Lévy processes (Q974766) (← links)
- Symmetrical solutions of backward stochastic Volterra integral equations and their applications (Q986653) (← links)
- Optimal investment policy and dividend payment strategy in an insurance company (Q990379) (← links)
- Wave equation with a coloured stable noise (Q1684056) (← links)
- Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
- Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics (Q2031007) (← links)
- Nonparametric estimation of the kernel function of symmetric stable moving average random functions (Q2042436) (← links)
- An individual claims reserving model for reported claims (Q2066783) (← links)
- Optimal investments for the standard maximization problem with non-concave utility function in complete market model (Q2123128) (← links)
- Tail measures and regular variation (Q2144349) (← links)
- W-symmetries of backward stochastic differential equations, preservation of simple symmetries and Kozlov's theory (Q2212046) (← links)
- Market selection of constant proportions investment strategies in continuous time (Q2267531) (← links)
- Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited (Q2295037) (← links)
- Splitting of a gap in the bulk of the spectrum of random matrices (Q2302615) (← links)
- Existence and uniqueness of mild solution to fractional stochastic heat equation (Q2326530) (← links)
- Replication of Wiener-transformable stochastic processes with application to financial markets with memory (Q2329120) (← links)
- Stochastic viability and comparison theorems for mixed stochastic differential equations (Q2340306) (← links)
- Asymptotic behavior of mixed power variations and statistical estimation in mixed models (Q2350912) (← links)
- Malliavin regularity of solutions to mixed stochastic differential equations (Q2439634) (← links)
- Random variables as pathwise integrals with respect to fractional Brownian motion (Q2444645) (← links)
- Approximate solutions to anticipative stochastic differential equations (Q2475422) (← links)
- Large deviations for the largest eigenvalue of sub-Gaussian matrices (Q2662978) (← links)
