Androshchuk, T. Asymptotic behavior of the unit root bilinear model with fractional Gaussian noise. Euler’s scheme with small perturbations. (Russian, English. English summary) Zbl 1125.60050 Zap. Nauchn. Semin. POMI 341, 5-33 (2007); translation in J. Math. Sci., New York 147, No. 4, 6847-6863 (2007). Reviewer: Vasily A. Chernecky (Odessa) MSC: 60H10 60G15 62P05 PDFBibTeX XMLCite \textit{T. Androshchuk}, Zap. Nauchn. Semin. POMI 341, 5--33 (2007; Zbl 1125.60050); translation in J. Math. Sci., New York 147, No. 4, 6847--6863 (2007) Full Text: Link
Androshchuk, Taras Regularity conditions and the maximum likelihood estimation in dynamical systems with small fractional Brownian noise. (English) Zbl 1115.62080 Random Oper. Stoch. Equ. 14, No. 4, 335-366 (2006). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M05 62M09 62F12 60G15 60H10 PDFBibTeX XMLCite \textit{T. Androshchuk}, Random Oper. Stoch. Equ. 14, No. 4, 335--366 (2006; Zbl 1115.62080) Full Text: DOI
Androshchuk, Taras; Mishura, Yuliya Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics. (English) Zbl 1115.60043 Stochastics 78, No. 5, 281-300 (2006). Reviewer: Stefan Weber (Ithaca) MSC: 60G15 60H05 91B28 PDFBibTeX XMLCite \textit{T. Androshchuk} and \textit{Y. Mishura}, Stochastics 78, No. 5, 281--300 (2006; Zbl 1115.60043) Full Text: DOI
Androshchuk, T. O.; Mishura, Yu. S. A mixed Brownian-fractional Brownian model of stock market: the absence of arbitrage and the convergence of capitals. (Ukrainian. English summary) Zbl 1128.91019 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2006, No. 1, 7-13 (2006). MSC: 91B28 60J65 60J70 60G48 PDFBibTeX XMLCite \textit{T. O. Androshchuk} and \textit{Yu. S. Mishura}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2006, No. 1, 7--13 (2006; Zbl 1128.91019)
Androshchuk, Taras O.; Kulik, Alexey M. Limit theorems for oscillatory functionals of a Markov process. (English) Zbl 1142.60379 Theory Stoch. Process. 11, No. 27, Part 3-4, 3-13 (2005). MSC: 60J55 PDFBibTeX XMLCite \textit{T. O. Androshchuk} and \textit{A. M. Kulik}, Theory Stoch. Process. 11(27), No. 3--4, 3--13 (2005; Zbl 1142.60379)
Androshchuk, T. O. Approximation of a stochastic integral with respect to fractional Brownian motion by integrals with respect to absolutely continuous processes. (Ukrainian, English) Zbl 1118.60049 Teor. Jmovirn. Mat. Stat. 73, 17-26 (2005); translation in Theory Probab. Math. Stat., Vol 73, 19-29 (2006). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H05 60G15 PDFBibTeX XMLCite \textit{T. O. Androshchuk}, Teor. Ĭmovirn. Mat. Stat. 73, 17--26 (2005; Zbl 1118.60049); translation in Theory Probab. Math. Stat., Vol 73, 19--29 (2006) Full Text: Link
Androshchuk, T. The local asymptotic normality of a family of measures generated by solutions of stochastic differential equations with a small fractional Brownian motion. (Ukrainian, English) Zbl 1097.60045 Teor. Jmovirn. Mat. Stat. 71, 1-14 (2004); translation in Theory Probab. Math. Stat. 71, 1-15 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 60H10 60F15 PDFBibTeX XMLCite \textit{T. Androshchuk}, Teor. Ĭmovirn. Mat. Stat. 71, 1--14 (2004; Zbl 1097.60045); translation in Theory Probab. Math. Stat. 71, 1--15 (2005) Full Text: Link
Androshchuk, T. O. An estimate of higher degree moments for deviation of solutions to stochastic differential equation from its trend. (Ukrainian. English summary) Zbl 1065.60059 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2004, No. 12, 60-62 (2004). MSC: 60H10 PDFBibTeX XMLCite \textit{T. O. Androshchuk}, Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2004, No. 12, 60--62 (2004; Zbl 1065.60059)
Androshchuk, Taras O. Distribution of the number of intersections of a segment by a random walk and the Brownian motion. (English) Zbl 1064.60089 Theory Stoch. Process. 7(23), No. 3-4, 3-7 (2001). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G50 60F17 PDFBibTeX XMLCite \textit{T. O. Androshchuk}, Theory Stoch. Process. 7(23), No. 3--4, 3--7 (2001; Zbl 1064.60089)