Bahchedjioglou, Olena; Shevchenko, Georgiy Minimax identity with robust utility functional for a nonconcave utility. (English) Zbl 1519.91229 Mod. Stoch., Theory Appl. 10, No. 1, 19-35 (2023). MSC: 91G10 91B16 49J35 PDFBibTeX XMLCite \textit{O. Bahchedjioglou} and \textit{G. Shevchenko}, Mod. Stoch., Theory Appl. 10, No. 1, 19--35 (2023; Zbl 1519.91229) Full Text: DOI arXiv
Bisewski, Krzysztof; Hashorva, Enkelejd; Shevchenko, Georgiy The harmonic mean formula for random processes. (English) Zbl 1516.60020 Stochastic Anal. Appl. 41, No. 3, 591-603 (2023). MSC: 60G07 60G17 60G70 PDFBibTeX XMLCite \textit{K. Bisewski} et al., Stochastic Anal. Appl. 41, No. 3, 591--603 (2023; Zbl 1516.60020) Full Text: DOI arXiv
Pavlyukevich, Ilya; Shevchenko, Georgiy Stochastic selection problem for a Stratonovich SDE with power non-linearity. arXiv:2308.06646 Preprint, arXiv:2308.06646 [math.PR] (2023). MSC: 60H10 60J55 60J60 BibTeX Cite \textit{I. Pavlyukevich} and \textit{G. Shevchenko}, ``Stochastic selection problem for a Stratonovich SDE with power non-linearity'', Preprint, arXiv:2308.06646 [math.PR] (2023) Full Text: arXiv OA License
Mishura, Yuliya; Shevchenko, Georgiy; Shklyar, Sergiy Gaussian processes with Volterra kernels. (English) Zbl 07819618 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 249-276 (2022). Reviewer: Oleksandr Mokliachuk (Princeton) MSC: 60G15 60G17 62P05 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Springer Proc. Math. Stat. 408, 249--276 (2022; Zbl 07819618) Full Text: DOI arXiv
Bladt, Martin; Hashorva, Enkelejd; Shevchenko, Georgiy Tail measures and regular variation. (English) Zbl 1514.60063 Electron. J. Probab. 27, Paper No. 64, 43 p. (2022). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 28A33 60B10 60F05 PDFBibTeX XMLCite \textit{M. Bladt} et al., Electron. J. Probab. 27, Paper No. 64, 43 p. (2022; Zbl 1514.60063) Full Text: DOI arXiv
Bahchedjioglou, Olena; Shevchenko, Georgiy Optimal investments for the standard maximization problem with non-concave utility function in complete market model. (English) Zbl 1484.91413 Math. Methods Oper. Res. 95, No. 1, 163-181 (2022). MSC: 91G10 90C26 91B16 PDFBibTeX XMLCite \textit{O. Bahchedjioglou} and \textit{G. Shevchenko}, Math. Methods Oper. Res. 95, No. 1, 163--181 (2022; Zbl 1484.91413) Full Text: DOI
Kampf, Jürgen; Shevchenko, Georgiy; Spodarev, Evgeny Nonparametric estimation of the kernel function of symmetric stable moving average random functions. (English) Zbl 1469.62222 Ann. Inst. Stat. Math. 73, No. 2, 337-367 (2021). MSC: 62G05 62M10 PDFBibTeX XMLCite \textit{J. Kampf} et al., Ann. Inst. Stat. Math. 73, No. 2, 337--367 (2021; Zbl 1469.62222) Full Text: DOI arXiv
Hashorva, Enkelejd; Mishura, Yuliya; Shevchenko, Georgiy Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics. (English) Zbl 1493.60068 J. Theor. Probab. 34, No. 2, 728-754 (2021). Reviewer: Dmitry Zaporozhets (Sankt-Peterburg) MSC: 60G15 60G70 60F10 PDFBibTeX XMLCite \textit{E. Hashorva} et al., J. Theor. Probab. 34, No. 2, 728--754 (2021; Zbl 1493.60068) Full Text: DOI arXiv
Kondratiev, Yuri; Mishura, Yuliya; Shevchenko, Georgiy Limit theorems for additive functionals of continuous time random walks. (English) Zbl 1485.60049 Proc. R. Soc. Edinb., Sect. A, Math. 151, No. 2, 799-820 (2021). Reviewer: Alexander Iksanov (Kiev) MSC: 60G50 60J55 60F17 PDFBibTeX XMLCite \textit{Y. Kondratiev} et al., Proc. R. Soc. Edinb., Sect. A, Math. 151, No. 2, 799--820 (2021; Zbl 1485.60049) Full Text: DOI arXiv
Dotsenko, Sergeĭ I.; Shevchenko, Georgiĭ M. Secretary problem with vanishing objects. (Russian. English summary) Zbl 1455.91074 Mat. Teor. Igr Prilozh. 12, No. 2, 63-81 (2020). MSC: 91B06 60F10 PDFBibTeX XMLCite \textit{S. I. Dotsenko} and \textit{G. M. Shevchenko}, Mat. Teor. Igr Prilozh. 12, No. 2, 63--81 (2020; Zbl 1455.91074) Full Text: MNR
Pavlyukevich, Ilya; Shevchenko, Georgiy Stratonovich stochastic differential equation with irregular coefficients: Girsanov’s example revisited. (English) Zbl 1466.60120 Bernoulli 26, No. 2, 1381-1409 (2020). MSC: 60H10 60J60 60K50 PDFBibTeX XMLCite \textit{I. Pavlyukevich} and \textit{G. Shevchenko}, Bernoulli 26, No. 2, 1381--1409 (2020; Zbl 1466.60120) Full Text: DOI arXiv Euclid
Rusanyuk, L. I.; Shevchenko, G. M. Wave equation for a homogeneous string with fixed ends driven by a stable random noise. (English. Ukrainian original) Zbl 1436.60067 Theory Probab. Math. Stat. 98, 171-181 (2019); translation from Teor. Jmovirn. Mat. Stat. 98, 163-172 (2018). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 60H15 35L05 35R60 60G52 PDFBibTeX XMLCite \textit{L. I. Rusanyuk} and \textit{G. M. Shevchenko}, Theory Probab. Math. Stat. 98, 171--181 (2019; Zbl 1436.60067); translation from Teor. Jmovirn. Mat. Stat. 98, 163--172 (2018) Full Text: DOI
Mishura, Yu.; Ralchenko, K.; Shevchenko, G. Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. (English) Zbl 1433.60059 Theory Probab. Math. Stat. 98, 149-170 (2019) and Teor. Jmovirn. Mat. Stat. 98, 142-162 (2018). MSC: 60H15 35R60 35K55 60G22 PDFBibTeX XMLCite \textit{Yu. Mishura} et al., Theory Probab. Math. Stat. 98, 149--170 (2019; Zbl 1433.60059) Full Text: DOI arXiv
Mishura, Y. (ed.); Sakhno, L. (ed.); Shevchenko, G. (ed.) Editorial. (English) Zbl 1418.00027 Theory Probab. Math. Stat. 98, 1-3 (2019) and Teor. Jmovirn. Mat. Stat. 98, 5-7 (2018). MSC: 00B15 60-06 PDFBibTeX XMLCite \textit{Y. Mishura} (ed.) et al., Theory Probab. Math. Stat. 98, 1--3 (2019; Zbl 1418.00027) Full Text: DOI
Avetisian, D. A.; Shevchenko, G. M. Estimation of diffusion parameter for stochastic heat equation with white noise. (English) Zbl 1438.35466 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 3, 9-16 (2018). MSC: 35R60 60H15 35K05 PDFBibTeX XMLCite \textit{D. A. Avetisian} and \textit{G. M. Shevchenko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 3, 9--16 (2018; Zbl 1438.35466)
Boguslavskaya, Elena; Mishura, Yuliya; Shevchenko, Georgiy Replication of Wiener-transformable stochastic processes with application to financial markets with memory. (English) Zbl 1423.60107 Silvestrov, Sergei (ed.) et al., Stochastic processes and applications. SPAS2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 271, 335-361 (2018). MSC: 60H30 91B24 60G22 PDFBibTeX XMLCite \textit{E. Boguslavskaya} et al., Springer Proc. Math. Stat. 271, 335--361 (2018; Zbl 1423.60107) Full Text: DOI arXiv Link
Ralchenko, Kostiantyn; Shevchenko, Georgiy Existence and uniqueness of mild solution to fractional stochastic heat equation. (English) Zbl 1442.60068 Mod. Stoch., Theory Appl. 6, No. 1, 57-79 (2019). MSC: 60H15 35R60 35K55 60G22 35R11 PDFBibTeX XMLCite \textit{K. Ralchenko} and \textit{G. Shevchenko}, Mod. Stoch., Theory Appl. 6, No. 1, 57--79 (2018; Zbl 1442.60068) Full Text: DOI arXiv
Pryhara, L. I.; Shevchenko, G. M. Wave equation with a stable noise. (English. Ukrainian original) Zbl 1402.60079 Theory Probab. Math. Stat. 96, 145-157 (2018); translation from Teor. Jmovirn. Mat. Stat. 96, 142-154 (2016). MSC: 60H15 35L05 35R60 60G52 PDFBibTeX XMLCite \textit{L. I. Pryhara} and \textit{G. M. Shevchenko}, Theory Probab. Math. Stat. 96, 145--157 (2018; Zbl 1402.60079); translation from Teor. Jmovirn. Mat. Stat. 96, 142--154 (2016) Full Text: DOI
Khlifa, M. Bel Hadj; Mishura, Yu.; Ralchenko, K.; Shevchenko, G.; Zili, M. Stochastic differential equations with generalized stochastic volatility and statistical estimators. (English) Zbl 1402.60072 Theory Probab. Math. Stat. 96, 1-13 (2018) and Teor. Jmovirn. Mat. Stat. 96, 8-20 (2016). MSC: 60H10 62F10 62F12 PDFBibTeX XMLCite \textit{M. B. H. Khlifa} et al., Theory Probab. Math. Stat. 96, 1--13 (2018; Zbl 1402.60072) Full Text: DOI
Boldyreva, Valery O.; Shevchenko, G. M. On the continuous dependence of non-ruin probability on claim distribution function in the classical risk model. (English. Russian original) Zbl 1393.93113 Cybern. Syst. Anal. 54, No. 2, 242-248 (2018); translation from Kibern. Sist. Anal. 2018, No. 2, 78-84 (2018). MSC: 93E03 91B30 PDFBibTeX XMLCite \textit{V. O. Boldyreva} and \textit{G. M. Shevchenko}, Cybern. Syst. Anal. 54, No. 2, 242--248 (2018; Zbl 1393.93113); translation from Kibern. Sist. Anal. 2018, No. 2, 78--84 (2018) Full Text: DOI
Mishura, Yuliya; Shevchenko, Georgiy Theory and statistical applications of stochastic processes. (English) Zbl 1375.60006 London: ISTE; Hoboken, NJ: John Wiley & Sons (ISBN 978-1-78630-050-8/hbk; 978-1-119-44160-1/ebook). xix, 373 p. (2017). MSC: 60-01 60Gxx 60Hxx 60Jxx PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{G. Shevchenko}, Theory and statistical applications of stochastic processes. London: ISTE; Hoboken, NJ: John Wiley \& Sons (2017; Zbl 1375.60006) Full Text: DOI
Pryhara, Larysa; Shevchenko, Georgiy Wave equation with a coloured stable noise. (English) Zbl 1386.60224 Random Oper. Stoch. Equ. 25, No. 4, 249-260 (2017). MSC: 60H15 35L05 35R60 60G52 PDFBibTeX XMLCite \textit{L. Pryhara} and \textit{G. Shevchenko}, Random Oper. Stoch. Equ. 25, No. 4, 249--260 (2017; Zbl 1386.60224) Full Text: DOI arXiv
Iksanov, Alexander; Kabluchko, Zakhar; Marynych, Alexander; Shevchenko, Georgiy Fractionally integrated inverse stable subordinators. (English) Zbl 1353.60032 Stochastic Processes Appl. 127, No. 1, 80-106 (2017). MSC: 60F17 60F15 60G52 60K05 60G17 60G18 PDFBibTeX XMLCite \textit{A. Iksanov} et al., Stochastic Processes Appl. 127, No. 1, 80--106 (2017; Zbl 1353.60032) Full Text: DOI arXiv
Mishura, Yuliya; Shevchenko, Georgiy Small ball properties and representation results. (English) Zbl 1353.60050 Stochastic Processes Appl. 127, No. 1, 20-36 (2017). MSC: 60H05 60G15 60G22 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{G. Shevchenko}, Stochastic Processes Appl. 127, No. 1, 20--36 (2017; Zbl 1353.60050) Full Text: DOI arXiv
Shalaiko, Taras; Shevchenko, Georgiy Existence of density for solutions of mixed stochastic equations. (English) Zbl 1498.60237 Bernido, Christopher C. (ed.) et al., Stochastic and infinite dimensional analysis. Collected papers based on the presentations at the conference, Bielefeld, Germany, June 2013. Basel: Birkhäuser/Springer. Trends Math., 281-300 (2016). MSC: 60H10 60G22 60H07 PDFBibTeX XMLCite \textit{T. Shalaiko} and \textit{G. Shevchenko}, in: Stochastic and infinite dimensional analysis. Collected papers based on the presentations at the conference, Bielefeld, Germany, June 2013. Basel: Birkhäuser/Springer. 281--300 (2016; Zbl 1498.60237) Full Text: DOI arXiv
Bodnarchuk, I. M.; Shevchenko, G. M. Heat equation in a multidimensional domain with a general stochastic measure. (English. Ukrainian original) Zbl 1357.60065 Theory Probab. Math. Stat. 93, 1-17 (2016); translation from Teor. Jmovirn. Mat. Stat. 93, 7-21 (2015). MSC: 60H15 60G17 60G57 PDFBibTeX XMLCite \textit{I. M. Bodnarchuk} and \textit{G. M. Shevchenko}, Theory Probab. Math. Stat. 93, 1--17 (2016; Zbl 1357.60065); translation from Teor. Jmovirn. Mat. Stat. 93, 7--21 (2015) Full Text: DOI
Pryhara, Larysa; Shevchenko, Georgiy Stochastic wave equation in a plane driven by spatial stable noise. (English) Zbl 1352.60092 Mod. Stoch., Theory Appl. 3, No. 3, 237-248 (2016). MSC: 60H15 60G52 60G57 35R60 35L05 PDFBibTeX XMLCite \textit{L. Pryhara} and \textit{G. Shevchenko}, Mod. Stoch., Theory Appl. 3, No. 3, 237--248 (2016; Zbl 1352.60092) Full Text: DOI arXiv
Mishura, Yuliya; Shevchenko, Georgiy Workshop “Fractality and fractionality”. (English) Zbl 1349.28001 Mod. Stoch., Theory Appl. 3, No. 3, 209-211 (2016). MSC: 28-06 00B25 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{G. Shevchenko}, Mod. Stoch., Theory Appl. 3, No. 3, 209--211 (2016; Zbl 1349.28001) Full Text: DOI
Pryhara, Larysa; Shevchenko, Georgiy Approximations for a solution to stochastic heat equation with stable noise. (English) Zbl 1352.60091 Mod. Stoch., Theory Appl. 3, No. 2, 133-144 (2016). MSC: 60H15 60F15 60G22 60G52 60G57 PDFBibTeX XMLCite \textit{L. Pryhara} and \textit{G. Shevchenko}, Mod. Stoch., Theory Appl. 3, No. 2, 133--144 (2016; Zbl 1352.60091) Full Text: DOI arXiv
Shalaiko, Taras; Shevchenko, Georgiy Integral representation with respect to fractional Brownian motion under a log-Hölder assumption. (English) Zbl 1352.60076 Mod. Stoch., Theory Appl. 2, No. 3, 219-232 (2015). MSC: 60H05 60G22 PDFBibTeX XMLCite \textit{T. Shalaiko} and \textit{G. Shevchenko}, Mod. Stoch., Theory Appl. 2, No. 3, 219--232 (2015; Zbl 1352.60076) Full Text: DOI arXiv
Shevchenko, Georgiy Convergence of hitting times for jump-diffusion processes. (English) Zbl 1352.60052 Mod. Stoch., Theory Appl. 2, No. 3, 203-218 (2015). MSC: 60F17 60H10 60J60 60J75 60G40 60G44 PDFBibTeX XMLCite \textit{G. Shevchenko}, Mod. Stoch., Theory Appl. 2, No. 3, 203--218 (2015; Zbl 1352.60052) Full Text: DOI arXiv
Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy Convergence of solutions of mixed stochastic delay differential equations with applications. (English) Zbl 1338.34155 Appl. Math. Comput. 257, 487-497 (2015). MSC: 34K50 34A12 60H10 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Appl. Math. Comput. 257, 487--497 (2015; Zbl 1338.34155) Full Text: DOI arXiv
Shevchenko, Georgiy; Viitasaari, Lauri Adapted integral representations of random variables. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). (English) Zbl 1337.60110 Bernido, Christopher C. (ed.) et al., Analysis of fractional stochastic processes: advances and applications. Proceedings of the 7th Jagna international workshop, Jagna, Bohol, Philippines, January 6–11, 2014. Hackensack, NJ: World Scientific (ISBN 978-981-4618-34-2/hbk). Article ID 1560004, 16 p. (2015). MSC: 60H05 60G22 PDFBibTeX XMLCite \textit{G. Shevchenko} and \textit{L. Viitasaari}, in: Analysis of fractional stochastic processes: advances and applications. Proceedings of the 7th Jagna international workshop, Jagna, Bohol, Philippines, January 6--11, 2014. Hackensack, NJ: World Scientific. Article ID 1560004, 16 p. (2015; Zbl 1337.60110) Full Text: DOI arXiv
Shevchenko, Georgiy Fractional Brownian motion in a nutshell. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). (English) Zbl 1337.60067 Bernido, Christopher C. (ed.) et al., Analysis of fractional stochastic processes: advances and applications. Proceedings of the 7th Jagna international workshop, Jagna, Bohol, Philippines, January 6–11, 2014. Hackensack, NJ: World Scientific (ISBN 978-981-4618-34-2/hbk). Article ID 1560002, 16 p. (2015). MSC: 60G22 65C99 PDFBibTeX XMLCite \textit{G. Shevchenko}, in: Analysis of fractional stochastic processes: advances and applications. Proceedings of the 7th Jagna international workshop, Jagna, Bohol, Philippines, January 6--11, 2014. Hackensack, NJ: World Scientific. Article ID 1560002, 16 p. (2015; Zbl 1337.60067) Full Text: DOI arXiv
Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy Asymptotic behavior of mixed power variations and statistical estimation in mixed models. (English) Zbl 1329.60102 Stat. Inference Stoch. Process. 18, No. 2, 151-175 (2015). MSC: 60G22 60F05 60F15 60G15 62M09 62F25 PDFBibTeX XMLCite \textit{M. Dozzi} et al., Stat. Inference Stoch. Process. 18, No. 2, 151--175 (2015; Zbl 1329.60102) Full Text: DOI arXiv HAL
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy Stochastic viability and comparison theorems for mixed stochastic differential equations. (English) Zbl 1310.60087 Methodol. Comput. Appl. Probab. 17, No. 1, 169-188 (2015). MSC: 60H10 60G22 60G15 26A33 91G80 PDFBibTeX XMLCite \textit{A. Melnikov} et al., Methodol. Comput. Appl. Probab. 17, No. 1, 169--188 (2015; Zbl 1310.60087) Full Text: DOI arXiv
Perestyuk, M.; Mishura, Yu.; Shevchenko, G. On the distribution of integral functionals of a homogeneous diffusion process. (English) Zbl 1349.60129 Mod. Stoch., Theory Appl. 1, No. 2, 109-116 (2014). MSC: 60J60 60J55 PDFBibTeX XMLCite \textit{M. Perestyuk} et al., Mod. Stoch., Theory Appl. 1, No. 2, 109--116 (2014; Zbl 1349.60129) Full Text: DOI OA License
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
Shevchenko, G. Mixed stochastic delay differential equations. (English) Zbl 1322.60097 Theory Probab. Math. Stat. 89, 181-195 (2014); translation from Teor. Jmovirn. Mat. Stat. 89, 167–180 (2013). MSC: 60H10 60G22 34K50 PDFBibTeX XMLCite \textit{G. Shevchenko}, Theory Probab. Math. Stat. 89, 181--195 (2014; Zbl 1322.60097); translation from Teor. Jmovirn. Mat. Stat. 89, 167--180 (2013) Full Text: DOI arXiv
Shevchenko, Georgiy; Viitasaari, Lauri Integral representation with adapted continuous integrand with respect to fractional Brownian motion. (English) Zbl 1305.60041 Stochastic Anal. Appl. 32, No. 6, 934-943 (2014). MSC: 60H05 60G22 60G15 PDFBibTeX XMLCite \textit{G. Shevchenko} and \textit{L. Viitasaari}, Stochastic Anal. Appl. 32, No. 6, 934--943 (2014; Zbl 1305.60041) Full Text: DOI arXiv
Tomashyk, V. V.; Shevchenko, G. M. Convergence of hitting times in diffusion models with jumps and non-Lipschitz diffusion. (Ukrainian. English summary) Zbl 1313.60143 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2014, No. 2, 32-38 (2014). MSC: 60J60 60H10 PDFBibTeX XMLCite \textit{V. V. Tomashyk} and \textit{G. M. Shevchenko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2014, No. 2, 32--38 (2014; Zbl 1313.60143)
Shklyar, Sergiy; Shevchenko, Georgiy; Mishura, Yuliya; Doroshenko, Vadym; Banna, Oksana Approximation of fractional Brownian motion by martingales. (English) Zbl 1312.60043 Methodol. Comput. Appl. Probab. 16, No. 3, 539-560 (2014). MSC: 60G22 60G44 90C25 PDFBibTeX XMLCite \textit{S. Shklyar} et al., Methodol. Comput. Appl. Probab. 16, No. 3, 539--560 (2014; Zbl 1312.60043) Full Text: DOI arXiv
Shevchenko, Georgiy M. Integrability of solutions to mixed stochastic differential equations. (English. Ukrainian original) Zbl 1398.60076 J. Math. Sci., New York 198, No. 4, 457-468 (2014); translation from Ukr. Mat. Visn. 10, No. 4, 559-574 (2013). MSC: 60H10 34C11 PDFBibTeX XMLCite \textit{G. M. Shevchenko}, J. Math. Sci., New York 198, No. 4, 457--468 (2014; Zbl 1398.60076); translation from Ukr. Mat. Visn. 10, No. 4, 559--574 (2013) Full Text: DOI arXiv
Shevchenko, Georgiy Mixed fractional stochastic differential equations with jumps. (English) Zbl 1307.60087 Stochastics 86, No. 2, 203-217 (2014). MSC: 60H10 60G22 60G15 60J65 PDFBibTeX XMLCite \textit{G. Shevchenko}, Stochastics 86, No. 2, 203--217 (2014; Zbl 1307.60087) Full Text: DOI arXiv
Korolyuk, Volodymyr (ed.); Limnios, Nikolaos (ed.); Mishura, Yuliya (ed.); Sakhno, Lyudmyla (ed.); Shevchenko, Georgiy (ed.) 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. (English) Zbl 1283.60008 Springer Optimization and Its Applications 90. Cham: Springer (ISBN 978-3-319-03511-6/hbk; 978-3-319-03512-3/ebook). xvii, 349 p. (2014). MSC: 60-06 60E05 60G07 60Fxx 60Hxx 62G05 62P05 91G70 00B25 PDFBibTeX XMLCite \textit{V. Korolyuk} (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 (2014; Zbl 1283.60008) Full Text: DOI
Shevchenko, G. M.; Shalaiko, T. O. Approximation of random variables by functionals of the increments of a fractional Brownian motion. (English. Ukrainian original) Zbl 1310.60038 Theory Probab. Math. Stat. 87, 199-208 (2013); translation from Teor. Jmovirn. Mat. Stat. 87, 176-184 (2012). MSC: 60G22 60G15 65C30 PDFBibTeX XMLCite \textit{G. M. Shevchenko} and \textit{T. O. Shalaiko}, Theory Probab. Math. Stat. 87, 199--208 (2013; Zbl 1310.60038); translation from Teor. Jmovirn. Mat. Stat. 87, 176--184 (2012) Full Text: DOI
Shevchenko, G. M. Local times for multifractional square Gaussian processes. (English) Zbl 1313.60075 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2013, No. 4, 27-31 (2013). MSC: 60G22 PDFBibTeX XMLCite \textit{G. M. Shevchenko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2013, No. 4, 27--31 (2013; Zbl 1313.60075) Full Text: arXiv
Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko Random variables as pathwise integrals with respect to fractional Brownian motion. (English) Zbl 1328.60131 Stochastic Processes Appl. 123, No. 6, 2353-2369 (2013). MSC: 60H05 60G22 60G15 91G10 91G80 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Stochastic Processes Appl. 123, No. 6, 2353--2369 (2013; Zbl 1328.60131) Full Text: DOI arXiv
Shevchenko, Georgiy; Shalaiko, Taras Malliavin regularity of solutions to mixed stochastic differential equations. (English) Zbl 1287.60075 Stat. Probab. Lett. 83, No. 12, 2638-2646 (2013). MSC: 60H10 60H07 60G22 PDFBibTeX XMLCite \textit{G. Shevchenko} and \textit{T. Shalaiko}, Stat. Probab. Lett. 83, No. 12, 2638--2646 (2013; Zbl 1287.60075) Full Text: DOI arXiv
Perestyuk, M. O.; Mishura, Yu. S.; Shevchenko, G. M. On the distribution of a local time of a homogeneous diffusion process. (Ukrainian. English summary) Zbl 1289.60131 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2013, No. 10, 29-35 (2013). MSC: 60J60 34F05 PDFBibTeX XMLCite \textit{M. O. Perestyuk} et al., Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2013, No. 10, 29--35 (2013; Zbl 1289.60131)
Perestyuk, Mykola; Mishura, Yuliya; Shevchenko, Georgiy On the distribution of local times and integral functionals of a homogeneous diffusion process. arXiv:1306.1297 Preprint, arXiv:1306.1297 [math.PR] (2013). BibTeX Cite \textit{M. Perestyuk} et al., ``On the distribution of local times and integral functionals of a homogeneous diffusion process'', Preprint, arXiv:1306.1297 [math.PR] (2013) Full Text: arXiv OA License
Shevchenko, Georgiy Local properties of a multifractional stable field. (English. Ukrainian original) Zbl 1285.60045 Theory Probab. Math. Stat. 85, 159-168 (2012); translation from Teor. Jmovirn. Mat. Stat. 85, 140-149 (2011). Reviewer: Peter Kern (Düsseldorf) MSC: 60G60 60G17 60G22 PDFBibTeX XMLCite \textit{G. Shevchenko}, Theory Probab. Math. Stat. 85, 159--168 (2012; Zbl 1285.60045); translation from Teor. Jmovirn. Mat. Stat. 85, 140--149 (2011) Full Text: DOI
Moroz, A. G.; Shevchenko, G. M. The structure of the stopping region in a Lévy model. (English. Ukrainian original) Zbl 1279.60053 Theory Probab. Math. Stat. 84, 107-115 (2012); translation from Teor. Jmovirn. Mat. Stat. 84, 102-110 (2011). MSC: 60G40 60G51 PDFBibTeX XMLCite \textit{A. G. Moroz} and \textit{G. M. Shevchenko}, Theory Probab. Math. Stat. 84, 107--115 (2012; Zbl 1279.60053); translation from Teor. Jmovirn. Mat. Stat. 84, 102--110 (2011) Full Text: DOI
Mishura, Yuliya; Shevchenko, Georgiy Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. (English) Zbl 1268.60088 Comput. Math. Appl. 64, No. 10, 3217-3227 (2012). MSC: 60H10 60G22 35R60 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{G. Shevchenko}, Comput. Math. Appl. 64, No. 10, 3217--3227 (2012; Zbl 1268.60088) Full Text: DOI arXiv
Ralchenko, Kostiantyn V.; Shevchenko, Georgii M. Smooth approximations for fractional and multifractional fields. (English) Zbl 1274.60125 Random Oper. Stoch. Equ. 20, No. 3, 209-232 (2012). Reviewer: Vygantas Paulauskas (Vilnius) MSC: 60G22 60G15 60G60 60H05 PDFBibTeX XMLCite \textit{K. V. Ralchenko} and \textit{G. M. Shevchenko}, Random Oper. Stoch. Equ. 20, No. 3, 209--232 (2012; Zbl 1274.60125) Full Text: DOI arXiv
Bulda, M. M.; Shevchenko, G. M. On the distribution of the price of perpetual annuity with a binomial model of the interest rate. (Ukrainian. English summary) Zbl 1265.62031 Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 1, 32-39 (2012). MSC: 62P05 91G70 PDFBibTeX XMLCite \textit{M. M. Bulda} and \textit{G. M. Shevchenko}, Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 1, 32--39 (2012; Zbl 1265.62031)
Korolyuk, Volodymyr; Kozachenko, Yuriy; Mishura, Yuliya; Shevchenko, Georgiy; Syta, Halyna Anatolii Volodymyrovych Skorokhod (1930–2011). (English) Zbl 1236.60003 Stochastic Processes Appl. 122, No. 3, 715-724 (2012). MSC: 60-03 01A70 PDFBibTeX XMLCite \textit{V. Korolyuk} et al., Stochastic Processes Appl. 122, No. 3, 715--724 (2012; Zbl 1236.60003) Full Text: DOI
Mishura, Yuliya S.; Shevchenko, Georgiy M. Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. (English) Zbl 1290.60069 Random Oper. Stoch. Equ. 19, No. 4, 387-406 (2011). Reviewer: Mikko Pakkanen (Aarhus) MSC: 60H35 60H10 60G22 60J65 PDFBibTeX XMLCite \textit{Y. S. Mishura} and \textit{G. M. Shevchenko}, Random Oper. Stoch. Equ. 19, No. 4, 387--406 (2011; Zbl 1290.60069) Full Text: DOI arXiv
Shevchenko, Georgiĭ Properties of trajectories of a multifractional Rosenblatt process. (English. Russian original) Zbl 1248.60045 Theory Probab. Math. Stat. 83, 163-173 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 138-147 (2010). Reviewer: Tamas Szabados (Budapest) MSC: 60G22 60J55 60B10 60G17 PDFBibTeX XMLCite \textit{G. Shevchenko}, Theory Probab. Math. Stat. 83, 163--173 (2011; Zbl 1248.60045); translation from Teor. Jmovirn. Mat. Stat. 83, 138--147 (2010) Full Text: DOI
Mishura, Yulia S.; Shevchenko, Georgiy M. Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index \(H > 1/2\). (English) Zbl 1315.60071 Commun. Stat., Theory Methods 40, No. 19-20, 3492-3508 (2011). MSC: 60H10 60G15 60G22 60J65 PDFBibTeX XMLCite \textit{Y. S. Mishura} and \textit{G. M. Shevchenko}, Commun. Stat., Theory Methods 40, No. 19--20, 3492--3508 (2011; Zbl 1315.60071) Full Text: DOI arXiv
Shevchenko, Georgiĭ On a constant associated with American options. (English. Ukrainian original) Zbl 1232.91673 Theory Probab. Math. Stat. 82, 171-175 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 163-167. MSC: 91G20 60G40 PDFBibTeX XMLCite \textit{G. Shevchenko}, Theory Probab. Math. Stat. 82, 171--175 (2011; Zbl 1232.91673); translation from Teor. Jmovirn. Mat. Stat. No. 82, 163--16 Full Text: DOI
Mishura, Yuliya (ed.); Sakhno, Lyudmyla (ed.); Shevchenko, Georgiy (ed.) Special issue: Modern stochastic: Theory and applications II. Selected papers based on the presentations at the international conference, Kyiv, Ukraine, September 7–11, 2011. Dedicated to the anniversaries of Anatolij Skorohod, Volodymyr Korolyuk and Igor Kovalenko. (English) Zbl 1241.60003 Commun. Stat., Theory Methods 40, No. 19-20, 3383-3710 (2011). MSC: 60-06 60Jxx 62Jxx 00B25 PDFBibTeX XML
Dozzi, Marco; Shevchenko, Georgiy Real harmonizable multifractional stable process and its local properties. (English) Zbl 1231.60039 Stochastic Processes Appl. 121, No. 7, 1509-1523 (2011). Reviewer: Werner Linde (Jena) MSC: 60G52 60G17 60G22 PDFBibTeX XMLCite \textit{M. Dozzi} and \textit{G. Shevchenko}, Stochastic Processes Appl. 121, No. 7, 1509--1523 (2011; Zbl 1231.60039) Full Text: DOI arXiv
Ral’chenko, K. V.; Shevchenko, G. M. Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations. (Ukrainian, English) Zbl 1240.60161 Ukr. Mat. Zh. 62, No. 9, 1256-1268 (2010); translation in Ukr. Math. J. 62, No. 9, 1460-1475 (2010). MSC: 60H10 PDFBibTeX XMLCite \textit{K. V. Ral'chenko} and \textit{G. M. Shevchenko}, Ukr. Mat. Zh. 62, No. 9, 1256--1268 (2010; Zbl 1240.60161); translation in Ukr. Math. J. 62, No. 9, 1460--1475 (2010) Full Text: DOI
Moroz, A.; Shevchenko, G. Asymptotic behaviour of the value function of an American type perpetual contingent claim in the Lévy model at infinite expansion of the time interval. (Ukrainian. English summary) Zbl 1224.62126 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2010, No. 24, 39-43 (2010). MSC: 62P05 91G70 PDFBibTeX XMLCite \textit{A. Moroz} and \textit{G. Shevchenko}, Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2010, No. 24, 39--43 (2010; Zbl 1224.62126)
Shalaiko, T. O.; Shevchenko, G. M. Multifractionality: a modern tool to model complex behaviour. (English) Zbl 1224.62128 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2010, No. 3, 107-111 (2010). MSC: 62P05 60K99 91G70 PDFBibTeX XMLCite \textit{T. O. Shalaiko} and \textit{G. M. Shevchenko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2010, No. 3, 107--111 (2010; Zbl 1224.62128)
Shevchenko, G. M. Arbitrage in a discrete time model of a financial market with taxation proportional to the portfolio size. (Ukrainian, English) Zbl 1224.91142 Teor. Jmovirn. Mat. Stat. 81, 155-163 (2009); translation in Theory Probab. Math. Stat. 81, 177-186 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 91G10 91G80 91B24 PDFBibTeX XMLCite \textit{G. M. Shevchenko}, Teor. Ĭmovirn. Mat. Stat. 81, 155--163 (2009; Zbl 1224.91142); translation in Theory Probab. Math. Stat. 81, 177--186 (2010) Full Text: DOI
Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V. Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. (Ukrainian, English) Zbl 1224.60061 Teor. Jmovirn. Mat. Stat. 81, 114-127 (2009); translation in Theory Probab. Math. Stat. 81, 131-146 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60F17 60H05 91B30 91G80 PDFBibTeX XMLCite \textit{Yu. S. Mishura} et al., Teor. Ĭmovirn. Mat. Stat. 81, 114--127 (2009; Zbl 1224.60061); translation in Theory Probab. Math. Stat. 81, 131--146 (2010) Full Text: DOI
Ral’chenko, K. V.; Shevchenko, G. M. Path properties of multifractal Brownian motion. (Ukrainian, English) Zbl 1224.60080 Teor. Jmovirn. Mat. Stat. 80, 106-116 (2009); translation in Theory Probab. Math. Stat. 80, 119-130 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G22 60G17 60G18 PDFBibTeX XMLCite \textit{K. V. Ral'chenko} and \textit{G. M. Shevchenko}, Teor. Ĭmovirn. Mat. Stat. 80, 106--116 (2009; Zbl 1224.60080); translation in Theory Probab. Math. Stat. 80, 119--130 (2010) Full Text: DOI
Mishura, Yuliya; Shevchenko, Georgiy The optimal time to exchange one asset for another on finite interval. (English) Zbl 1189.60087 Delbaen, Freddy (ed.) et al., Optimality and risk – modern trends in mathematical finance. The Kabanov Festschrift. Berlin: Springer (ISBN 978-3-642-02607-2/hbk). 197-210 (2009). Reviewer: Pavel Gapeev (London) MSC: 60G40 60J65 35R35 91G80 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{G. Shevchenko}, in: Optimality and risk -- modern trends in mathematical finance. The Kabanov Festschrift. Berlin: Springer. 197--210 (2009; Zbl 1189.60087)
Solovejko, O. M.; Shevchenko, G. M. On the rate of convergence of prices of barrier options with discrete and continuous time. (Ukrainian, English) Zbl 1224.91164 Teor. Jmovirn. Mat. Stat. 79, 155-161 (2008); translation in Theory Probab. Math. Stat. 79, 171-178 (2009). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 91G20 62P05 60G50 60F05 PDFBibTeX XMLCite \textit{O. M. Solovejko} and \textit{G. M. Shevchenko}, Teor. Ĭmovirn. Mat. Stat. 79, 155--161 (2008; Zbl 1224.91164); translation in Theory Probab. Math. Stat. 79, 171--178 (2009) Full Text: DOI
Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M. Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. (Ukrainian, English) Zbl 1224.91194 Teor. Jmovirn. Mat. Stat. 79, 105-113 (2008); translation in Theory Probab. Math. Stat. 79, 117-126 (2009). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 91G80 60H10 91G30 PDFBibTeX XMLCite \textit{Yu. S. Mishura} et al., Teor. Ĭmovirn. Mat. Stat. 79, 105--113 (2008; Zbl 1224.91194); translation in Theory Probab. Math. Stat. 79, 117--126 (2009) Full Text: DOI
Shevchenko, Georgij A generalization of Mil’shtein’s theorem for stochastic differential equations. (Ukrainian, English) Zbl 1224.60148 Teor. Jmovirn. Mat. Stat. 78, 175-183 (2008); translation in Theory Probab. Math. Stat. 78, 191-199 (2009). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H10 34G10 47A50 47D06 PDFBibTeX XMLCite \textit{G. Shevchenko}, Teor. Ĭmovirn. Mat. Stat. 78, 175--183 (2008; Zbl 1224.60148); translation in Theory Probab. Math. Stat. 78, 191--199 (2009) Full Text: DOI
Soloveiko, Olena; Shevchenko, Georgiy On the rate of convergence of barrier option prices in binomial market to those in continuous time market. (English) Zbl 1224.91163 Theory Stoch. Process. 14, No. 3-4, 165-173 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 91G20 91B25 60G50 60F05 PDFBibTeX XMLCite \textit{O. Soloveiko} and \textit{G. Shevchenko}, Theory Stoch. Process. 14, No. 3--4, 165--173 (2008; Zbl 1224.91163)
Mishura, Yu; Shevchenko, G. The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1154.60046 Stochastics 80, No. 5, 489-511 (2008). Reviewer: Stanisław Wedrychowicz (Rzeszów) MSC: 60H10 60G18 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{G. Shevchenko}, Stochastics 80, No. 5, 489--511 (2008; Zbl 1154.60046) Full Text: DOI arXiv
Mishura, Yu.; Shevchenko, G. Approximate solutions to anticipative stochastic differential equations. (English) Zbl 1134.60351 Stat. Probab. Lett. 78, No. 1, 60-66 (2008). MSC: 60H10 60H35 PDFBibTeX XMLCite \textit{Yu. Mishura} and \textit{G. Shevchenko}, Stat. Probab. Lett. 78, No. 1, 60--66 (2008; Zbl 1134.60351) Full Text: DOI
Mishura, Yu. S.; Shelyazhenko, P. S.; Shevchenko, G. M. A bounded arbitrage strategy for a multiperiod model of a financial market in discrete time. (Ukrainian, English) Zbl 1199.91277 Teor. Jmovirn. Mat. Stat. 77, 122-131 (2007); translation in Theory Probab. Math. Stat. 77, 135-146 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 91G80 PDFBibTeX XMLCite \textit{Yu. S. Mishura} et al., Teor. Ĭmovirn. Mat. Stat. 77, 122--131 (2007; Zbl 1199.91277); translation in Theory Probab. Math. Stat. 77, 135--146 (2008) Full Text: Link
Mishura, Yu. S.; Shevchenko, G. M. On the differentiability of solutions to stochastic differential equations with fractional Brownian motion. (English) Zbl 1142.60358 Theory Stoch. Process. 13, No. 29, Part 1-2, 243-250 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 60H05 60H07 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{G. M. Shevchenko}, Theory Stoch. Process. 13(29), No. 1--2, 243--250 (2007; Zbl 1142.60358)
Mishura, Yu. S.; Shevchenko, G. M. Approximation schemes for stochastic differential equations in Hilbert space. (English. Russian original) Zbl 1148.60044 Theory Probab. Appl. 51, No. 3, 442-458 (2007); translation from Teor. Veroyatn. Primen. 51, No. 3, 476-495 (2007). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H35 60H20 65C30 35R60 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{G. M. Shevchenko}, Theory Probab. Appl. 51, No. 3, 442--458 (2007; Zbl 1148.60044); translation from Teor. Veroyatn. Primen. 51, No. 3, 476--495 (2007) Full Text: DOI
Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M. On reselling of European option. (English) Zbl 1141.91017 Theory Stoch. Process. 12, No. 28, Part 3-4, 75-87 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B28 65C50 62P05 62L15 PDFBibTeX XMLCite \textit{A. G. Kukush} et al., Theory Stoch. Process. 12(28), No. 3--4, 75--87 (2006; Zbl 1141.91017)
Shevchenko, Georgij Euler approximations of anticipating quasilinear stochastic differential equations. (Ukrainian, English) Zbl 1124.60054 Teor. Jmovirn. Mat. Stat. 72, 150-157 (2005); translation in Theory Probab. Math. Stat. 72, 167-175 (2006). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H35 65C30 PDFBibTeX XMLCite \textit{G. Shevchenko}, Teor. Ĭmovirn. Mat. Stat. 72, 150--157 (2005; Zbl 1124.60054); translation in Theory Probab. Math. Stat. 72, 167--175 (2006) Full Text: Link
Shevchenko, G. M. The approximate integration of stochastic differential equations in Hilbert space. (Ukrainian. English summary) Zbl 1064.60143 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2005, No. 1, 39-46 (2005). MSC: 60H10 PDFBibTeX XMLCite \textit{G. M. Shevchenko}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2005, No. 1, 39--46 (2005; Zbl 1064.60143)
Mishura, Yuliya; Shevchenko, Georgij Linear equations and stochastic exponents in a Hilbert space. (Ukrainian, English) Zbl 1097.60050 Teor. Jmovirn. Mat. Stat. 71, 123-132 (2004); translation in Theory Probab. Math. Stat. 71, 139-149 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 60H10 34G10 47A50 47D06 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{G. Shevchenko}, Teor. Ĭmovirn. Mat. Stat. 71, 123--132 (2004; Zbl 1097.60050); translation in Theory Probab. Math. Stat. 71, 139--149 (2005) Full Text: Link
Shevchenko, G. Rate of convergence of discrete approximate solutions of stochastic differential equations in a Hilbert space. (Ukrainian, English) Zbl 1097.60055 Teor. Jmovirn. Mat. Stat. 69, 172-183 (2004); translation in Theory Probab. Math. Stat. 69, 187-199 (2004). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H35 60H10 60H20 65C30 PDFBibTeX XMLCite \textit{G. Shevchenko}, Teor. Ĭmovirn. Mat. Stat. 69, 172--183 (2004; Zbl 1097.60055); translation in Theory Probab. Math. Stat. 69, 187--199 (2004) Full Text: Link
Mishura, Yu. S.; Shevchenko, H. M. Euler approximations of solutions of abstract equations and their applications in the theory of semigroups. (Ukrainian, English) Zbl 1091.47034 Ukr. Mat. Zh. 56, No. 3, 399-410 (2004); translation in Ukr. Math. J. 56, No. 3, 489-503 (2004). Reviewer: Anatoly N. Kochubei (Kyïv) MSC: 47D06 34G10 65J10 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{H. M. Shevchenko}, Ukr. Mat. Zh. 56, No. 3, 399--410 (2004; Zbl 1091.47034); translation in Ukr. Math. J. 56, No. 3, 489--503 (2004) Full Text: DOI
Shevchenko, H. M. On multidimensional generalized diffusion processes. (Ukrainian, English) Zbl 1075.60103 Ukr. Mat. Zh. 55, No. 9, 1291-1296 (2003); translation in Ukr. Math. J. 55, No. 9, 1560-1566 (2003). MSC: 60J60 PDFBibTeX XMLCite \textit{H. M. Shevchenko}, Ukr. Mat. Zh. 55, No. 9, 1291--1296 (2003; Zbl 1075.60103); translation in Ukr. Math. J. 55, No. 9, 1560--1566 (2003) Full Text: DOI
Kurchenko, O. O.; Leifura, V. M.; Radchenko, V. M.; Shevchenko, G. M.; Yasinskiy, V. A. XLII all-Ukrainian olympiad of young mathematicians. (Ukrainian) Zbl 1224.97021 Sviti Mat. 8, No. 3, 69-79 (2002). Reviewer: A. Ya. Olenko (Kyïv) MSC: 97U40 PDFBibTeX XMLCite \textit{O. O. Kurchenko} et al., Sviti Mat. 8, No. 3, 69--79 (2002; Zbl 1224.97021)
Shevchenko, Georgiy M. On a generalized diffusion process with a drift that is the generalized derivative of a singular function. (English) Zbl 1097.60064 Ukrainian mathematical congress – 2001, Kiev, Ukraine, August 21–23, 2001. Proceedings. Section 9. Probability theory and mathematical statistics. Kyïv: Instytut Matematyky NAN Ukraïny (ISBN 966-02-2616-0). 139-148 (2002). MSC: 60J60 58J65 PDFBibTeX XMLCite \textit{G. M. Shevchenko}, in: Ukraïns'kyj matematychnyj kongres -- 2001. Pratsi. Sektsiya 9. Teoriya jmovirnostej i matematychna statystyka. Kyïv: Instytut Matematyky NAN Ukraïny. 139--148 (2002; Zbl 1097.60064)
Shevchenko, G. M. On the distribution of sojourn times for the Brownian motion process on a bundle of rays. (English. Ukrainian original) Zbl 0990.60080 Theory Probab. Math. Stat. 63, 159-170 (2001); translation from Teor. Jmovirn. Mat. Stat. 63, 145-155 (2000). Reviewer: A.D.Borisenko (Kyïv) MSC: 60J65 60J55 PDFBibTeX XMLCite \textit{G. M. Shevchenko}, Teor. Ĭmovirn. Mat. Stat. 63, 145--155 (2000; Zbl 0990.60080); translation from Teor. Jmovirn. Mat. Stat. 63, 145--155 (2000)
Shevchenko, G. Napoleon’s method. (Ukrainian) Zbl 0918.51020 Sviti Mat. 4, No. 1, 37-41 (1998). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 51M04 00A35 PDFBibTeX XMLCite \textit{G. Shevchenko}, Sviti Mat. 4, No. 1, 37--41 (1998; Zbl 0918.51020)