Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. (English) Zbl 1329.60193 Korolyuk, Volodymyr (ed.) et al., Modern stochastics and applications. Selected papers based on the presentations at the international conference “Modern stochastics: theory and applications III”, dedicated to B. V. Gnedenko on the occasion of his 100th birthday and to M. I. Yadrenko on the occasion of his 80th birthday, Kyiv, Ukraine, September 10–14, 2012. Cham: Springer (ISBN 978-3-319-03511-6/hbk; 978-3-319-03512-3/ebook). Springer Optimization and Its Applications 90, 303-318 (2014). Reviewer: Romeo Negrea (Timişoara) MSC: 60H10 60G22 62M05 62F12 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Springer Optim. Appl. 90, 303--318 (2014; Zbl 1329.60193) Full Text: DOI arXiv
Abramowicz, Konrad; Seleznev, Oleg On the error of the Monte Carlo pricing method. (English) Zbl 1164.91007 Zh. Obchysl. Prykl. Mat. 96, No. 1, 1-10 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B24 65C05 PDFBibTeX XMLCite \textit{K. Abramowicz} and \textit{O. Seleznev}, Zh. Obchysl. Prykl. Mat. 96, No. 1, 1--10 (2008; Zbl 1164.91007)
Rusakov, Alexander; Seleznjev, Oleg On weak convergence of functionals on smooth random functions. (English) Zbl 0994.60033 Math. Commun. 6, No. 2, 123-134 (2001). Reviewer: Zdzislaw Rychlik (Lublin) MSC: 60F17 60G15 PDFBibTeX XMLCite \textit{A. Rusakov} and \textit{O. Seleznjev}, Math. Commun. 6, No. 2, 123--134 (2001; Zbl 0994.60033)
Seleznev, Oleg Distribution of extremes and simulation of Gaussian processes. (English) Zbl 0940.60051 Theory Probab. Math. Stat. 58, 161-169 (1999) and Teor. Jmovirn. Mat. Stat. 58, 149-157 (1998). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60G15 60G17 PDFBibTeX XMLCite \textit{O. Seleznev}, Teor. Ĭmovirn. Mat. Stat. 58, 149--157 (1998; Zbl 0940.60051)
Seleznjev, Oleg Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments. (English) Zbl 0861.60033 Adv. Appl. Probab. 28, No. 2, 481-499 (1996). MSC: 60F05 60G15 PDFBibTeX XMLCite \textit{O. Seleznjev}, Adv. Appl. Probab. 28, No. 2, 481--499 (1996; Zbl 0861.60033) Full Text: DOI