The following pages link to G. M. Shevchenko (Q460741):
Displaying 50 items.
- Fractional Brownian motion in a nutshell (Q2803666) (← links)
- Adapted integral representations of random variables (Q2803668) (← links)
- The structure of the stopping region in a Lévy model (Q2849252) (← links)
- Local properties of a multifractional stable field (Q2849286) (← links)
- Mixed fractional stochastic differential equations with jumps (Q2875263) (← links)
- Local times for multifractional square Gaussian processes (Q2877276) (← links)
- Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index<i>H</i> > 1/2 (Q2890082) (← links)
- Properties of trajectories of a multifractional Rosenblatt process (Q2890730) (← links)
- Approximation of random variables by functionals of the increments of a fractional Brownian motion (Q2923394) (← links)
- (Q2933415) (← links)
- Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion (Q2937459) (← links)
- Mixed stochastic delay differential equations (Q2944762) (← links)
- Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion (Q2946099) (← links)
- Heat equation in a multidimensional domain with a general stochastic measure (Q2960453) (← links)
- (Q3009151) (← links)
- Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations (Q3013847) (← links)
- (Q3076220) (← links)
- (Q3076301) (← links)
- (Q3077835) (← links)
- On a constant related to American type options (Q3114558) (← links)
- (Q3400716) (← links)
- (Q3411276) (← links)
- The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion (Q3541206) (← links)
- (Q4231369) (← links)
- (Q4529810) (← links)
- Theory and Statistical Applications of Stochastic Processes (Q4595949) (← links)
- (Q4676939) (← links)
- Stochastic differential equations with generalized stochastic volatility and statistical estimators (Q4686483) (← links)
- Wave equation with a stable noise (Q4686495) (← links)
- (Q4899363) (← links)
- Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion (Q4923228) (← links)
- Smooth approximations for fractional and multifractional fields (Q4923239) (← links)
- Limit theorems for additive functionals of continuous time random walks (Q4987477) (← links)
- Existence of Density for Solutions of Mixed Stochastic Equations (Q5038287) (← links)
- (Q5143135) (← links)
- (Q5204178) (← links)
- Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises (Q5230214) (← links)
- Wave equation for a homogeneous string with fixed ends driven by a stable random noise (Q5230216) (← links)
- (Q5325328) (← links)
- A generalization of Mil’shtein’s theorem for stochastic differential equations (Q5391388) (← links)
- Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion (Q5391399) (← links)
- On the rate of convergence of prices of barrier options with discrete and continuous time (Q5391404) (← links)
- Path properties of multifractal Brownian motion (Q5391416) (← links)
- Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I (Q5391429) (← links)
- Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size (Q5391432) (← links)
- (Q5395810) (← links)
- Approximation Schemes for Stochastic Differential Equations in Hilbert Space (Q5422351) (← links)
- (Q5430688) (← links)
- (Q5430720) (← links)
- (Q5487212) (← links)
