Kozachenko, Yuriy; Rozora, Iryna On statistical properties of the estimator of impulse response function. (English) Zbl 07819630 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, 563-585 (2022). MSC: 62G07 60G07 62G05 62M09 60G15 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{I. Rozora}, Springer Proc. Math. Stat. 408, 563--585 (2022; Zbl 07819630) Full Text: DOI
Ianevych, Tetiana O.; Kozachenko, Yuriy V.; Troshki, Viktor B. On test for checking hypothesis on expectation and covariance function of stochastic process. (English) Zbl 07532278 Commun. Stat., Theory Methods 51, No. 2, 356-367 (2022). MSC: 62F03 60G15 62G10 62-XX PDFBibTeX XMLCite \textit{T. O. Ianevych} et al., Commun. Stat., Theory Methods 51, No. 2, 356--367 (2022; Zbl 07532278) Full Text: DOI
Ivanov, Alexander; Kozachenko, Yuriy; Moskvychova, Kateryna Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model. (English) Zbl 07531809 Commun. Stat., Theory Methods 50, No. 18, 4236-4254 (2021). MSC: 62J02 60G10 60J15 60F10 62G20 62-XX PDFBibTeX XMLCite \textit{A. Ivanov} et al., Commun. Stat., Theory Methods 50, No. 18, 4236--4254 (2021; Zbl 07531809) Full Text: DOI
Formica, Maria Rosaria; Vasil’ovich Kozachenko, Yuriy; Ostrovsky, Eugeny; Sirota, Leonid Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables. (English) Zbl 1473.60006 Lith. Math. J. 60, No. 3, 330-358 (2020). Reviewer: Daniel Beltiţă (Bucureşti) MSC: 60B05 60F15 46E30 60G50 PDFBibTeX XMLCite \textit{M. R. Formica} et al., Lith. Math. J. 60, No. 3, 330--358 (2020; Zbl 1473.60006) Full Text: DOI
Kozachenko, Yu. V.; Rozora, I. V. Conditions for the sample continuity with probability one for square-Gaussian stochastic processes. (English. Ukrainian original) Zbl 1455.60059 Theory Probab. Math. Stat. 101, 153-166 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 134-146 (2019). MSC: 60G15 60G17 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{I. V. Rozora}, Theory Probab. Math. Stat. 101, 153--166 (2020; Zbl 1455.60059); translation from Teor. Jmovirn. Mat. Stat. 101, 134--146 (2019) Full Text: DOI
Kozachenko, Yuriy; Orsingher, Enzo; Sakhno, Lyudmyla; Vasylyk, Olga Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions. (English) Zbl 1434.35281 Mod. Stoch., Theory Appl. 7, No. 1, 79-96 (2020). MSC: 35R60 35G10 60G20 60G60 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Mod. Stoch., Theory Appl. 7, No. 1, 79--96 (2020; Zbl 1434.35281) Full Text: DOI arXiv
Vasylyk, O. I.; Hopkalo, O. M.; Kozachenko, Yu. V.; Sakhno, L. M. Some properties and estimates for \(\varphi\)-sub-Gaussian stochastic processes. (Ukrainian. English summary) Zbl 1463.60058 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 4, 18-22 (2019). MSC: 60G15 60G17 60E07 PDFBibTeX XMLCite \textit{O. I. Vasylyk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 4, 18--22 (2019; Zbl 1463.60058) Full Text: DOI OA License
Kozachenko, Yu. V.; Rozora, I. V. Construction of the Karhunen-Loève model for an input Gaussian process in a linear system by using the output process. (English. Ukrainian original) Zbl 1447.60066 Theory Probab. Math. Stat. 99, 113-124 (2019); translation from Teor. Jmovirn. Mat. Stat. 99, 101-112 (2018). MSC: 60G15 60K10 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{I. V. Rozora}, Theory Probab. Math. Stat. 99, 113--124 (2019; Zbl 1447.60066); translation from Teor. Jmovirn. Mat. Stat. 99, 101--112 (2018) Full Text: DOI
Kozachenko, Yury V.; Troshki, Viktor B. Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean. (English) Zbl 1508.62208 Commun. Stat., Theory Methods 47, No. 18, 4556-4567 (2018). MSC: 62M07 60G10 60G15 62G10 62M15 PDFBibTeX XMLCite \textit{Y. V. Kozachenko} and \textit{V. B. Troshki}, Commun. Stat., Theory Methods 47, No. 18, 4556--4567 (2018; Zbl 1508.62208) Full Text: DOI
Kozachenko, Yu.; Ostrovsky, E.; Sirota, L. Equivalence between tails, grand Lebesgue spaces and Orlicz norms for random variables without Cramer’s condition. (English) Zbl 1449.60076 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 4, 20-29 (2018). MSC: 60G17 60E07 60G70 PDFBibTeX XMLCite \textit{Yu. Kozachenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 4, 20--29 (2018; Zbl 1449.60076) Full Text: arXiv
Kozachenko, Yu. V.; Ostrovsky, E.; Sirota, L. Relations between exponential tails, moments and moment generating functions for random variables and vectors. (English) Zbl 1424.60052 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 2, 13-30 (2018). MSC: 60G17 60E07 60G70 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2018, No. 2, 13--30 (2018; Zbl 1424.60052) Full Text: arXiv
Kozachenko, Yu. V.; Pashko, A. O.; Vasylyk, O. I. Simulation of a fractional Brownian motion in the space \(L_p([0,T])\). (English. Ukrainian original) Zbl 1409.60054 Theory Probab. Math. Stat. 97, 99-111 (2018); translation from Teor. Jmovirn. Mat. Stat. 97, 97-108 (2017). MSC: 60G15 60G22 60G51 68U20 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} et al., Theory Probab. Math. Stat. 97, 99--111 (2018; Zbl 1409.60054); translation from Teor. Jmovirn. Mat. Stat. 97, 97--108 (2017) Full Text: DOI
Kozachenko, Yu.; Orsingher, E.; Sakhno, L.; Vasylyk, O. Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions. (English) Zbl 1418.35325 J. Stat. Phys. 172, No. 6, 1641-1662 (2018). MSC: 35Q53 35K58 35R11 35R60 60G12 PDFBibTeX XMLCite \textit{Yu. Kozachenko} et al., J. Stat. Phys. 172, No. 6, 1641--1662 (2018; Zbl 1418.35325) Full Text: DOI arXiv
Kozachenko, Yuriy; Pashko, Anatolii; Vasylyk, Olga Simulation of generalized fractional Brownian motion in \(C([0,T])\). (English) Zbl 1398.60057 Monte Carlo Methods Appl. 24, No. 3, 179-192 (2018). MSC: 60G15 60G22 60G51 65C05 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Monte Carlo Methods Appl. 24, No. 3, 179--192 (2018; Zbl 1398.60057) Full Text: DOI
Dozzi, Marco; Kozachenko, Yuriy; Mishura, Yuliya; Ralchenko, Kostiantyn Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation. (English) Zbl 1395.60042 Stat. Inference Stoch. Process. 21, No. 1, 21-52 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G15 60G22 62F10 62F12 PDFBibTeX XMLCite \textit{M. Dozzi} et al., Stat. Inference Stoch. Process. 21, No. 1, 21--52 (2018; Zbl 1395.60042) Full Text: DOI arXiv HAL
Korolyuk, V. (ed.); Kozachenko, Yu. (ed.); Mishura, Yu. (ed.); Sakhno, L. (ed.) Editorial. (English) Zbl 1386.01013 Theory Probab. Math. Stat. 95, 1-2 (2017) and Teor. Jmovirn. Mat. Stat. 95, 1 (2016). MSC: 01A70 PDFBibTeX XMLCite \textit{V. Korolyuk} (ed.) et al., Theory Probab. Math. Stat. 95, 1--2 (2017; Zbl 1386.01013) Full Text: DOI
Kozachenko, Yuriy; Petranova, Marina Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T])\). (English) Zbl 1386.60133 Monte Carlo Methods Appl. 23, No. 4, 277-286 (2017). MSC: 60G10 60G15 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{M. Petranova}, Monte Carlo Methods Appl. 23, No. 4, 277--286 (2017; Zbl 1386.60133) Full Text: DOI
Ianevych, Tetiana O.; Kozachenko, Yuriy V.; Troshki, Viktor B. Goodness-of-fit tests for random sequences incorporating several components. (English) Zbl 1360.62440 Random Oper. Stoch. Equ. 25, No. 1, 1-10 (2017). MSC: 62M07 60G15 60G10 62M10 PDFBibTeX XMLCite \textit{T. O. Ianevych} et al., Random Oper. Stoch. Equ. 25, No. 1, 1--10 (2017; Zbl 1360.62440) Full Text: DOI
Kozachenko, Yuriy; Olenko, Andriy Aliasing-truncation errors in sampling approximations of sub-Gaussian signals. (English) Zbl 1359.94381 IEEE Trans. Inf. Theory 62, No. 10, 5831-5838 (2016). MSC: 94A20 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{A. Olenko}, IEEE Trans. Inf. Theory 62, No. 10, 5831--5838 (2016; Zbl 1359.94381) Full Text: DOI arXiv
Kozachenko, Yu. V.; Rozora, I. V. Cross-correlogram estimators of impulse response functions. (English. Ukrainian original) Zbl 1431.62434 Theory Probab. Math. Stat. 93, 79-91 (2016); translation from Teor. Jmovirn. Mat. Stat. 93, 75-86 (2015). MSC: 62M20 60E15 62M15 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{I. V. Rozora}, Theory Probab. Math. Stat. 93, 79--91 (2016; Zbl 1431.62434); translation from Teor. Jmovirn. Mat. Stat. 93, 75--86 (2015) Full Text: DOI
Kozachenko, Yuriy; Pogorilyak, Oleksandr; Rozora, Iryna; Tegza, Antonina Simulation of stochastic processes with given accuracy and reliability. (English) Zbl 1376.60004 Amsterdam: Elsevier/ISTE Press (ISBN 978-1-78548-217-5/hbk; 978-0-08-102085-2/ebook). xi, 333 p. (2016). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60-02 60G15 60G10 60K30 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Simulation of stochastic processes with given accuracy and reliability. Amsterdam: Elsevier/ISTE Press (2016; Zbl 1376.60004) Full Text: Link
Kozachenko, Yu. V.; Mlavets, Yu. Yu. An application of the theory of spaces \(\mathbf{F}_\psi(\Omega)\) for evaluating multiple integrals by using the Monte Carlo method. (English. Ukrainian original) Zbl 1355.65007 Theory Probab. Math. Stat. 92, 59-69 (2016); translation from Teor. Jmovirn. Mat. Stat. 92, 61-70 (2015). MSC: 65C05 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{Yu. Yu. Mlavets}, Theory Probab. Math. Stat. 92, 59--69 (2016; Zbl 1355.65007); translation from Teor. Jmovirn. Mat. Stat. 92, 61--70 (2015) Full Text: DOI
Kozachenko, Yuriy; Olenko, Andriy Whittaker-Kotel’nikov-Shannon approximation of \(\phi\)-sub-Gaussian random processes. (English) Zbl 1342.60048 J. Math. Anal. Appl. 443, No. 2, 926-946 (2016). MSC: 60F99 60F25 60G15 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{A. Olenko}, J. Math. Anal. Appl. 443, No. 2, 926--946 (2016; Zbl 1342.60048) Full Text: DOI arXiv
Zatula, D. V.; Kozachenko, Yu. V. Lipschitz conditions for stochastic processes in the Banach spaces \(\mathbb {F}_\psi (\Omega)\) of random variables. (English. Ukrainian original) Zbl 1333.60069 Theory Probab. Math. Stat. 91, 43-60 (2015); translation from Teor. Jmovirn. Mat. Stat. 91, 38-54 (2014). MSC: 60G07 60G17 PDFBibTeX XMLCite \textit{D. V. Zatula} and \textit{Yu. V. Kozachenko}, Theory Probab. Math. Stat. 91, 43--60 (2015; Zbl 1333.60069); translation from Teor. Jmovirn. Mat. Stat. 91, 38--54 (2014) Full Text: DOI
Kozachenko, Yuriy V.; Mlavets, Yuriy Y. Reliability and accuracy in the space \(L_{p}(T)\) for the calculation of integrals depending on a parameter by the Monte Carlo method. (English) Zbl 1323.65003 Monte Carlo Methods Appl. 21, No. 3, 233-244 (2015). MSC: 65C05 60G07 65D32 PDFBibTeX XMLCite \textit{Y. V. Kozachenko} and \textit{Y. Y. Mlavets}, Monte Carlo Methods Appl. 21, No. 3, 233--244 (2015; Zbl 1323.65003) Full Text: DOI
Kozachenko, Yuriy; Troshki, Viktor The restricted isometry property for random matrices with \(\phi\)-subgaussian entries. (English) Zbl 1327.60072 Random Oper. Stoch. Equ. 23, No. 3, 169-178 (2015). MSC: 60F10 60B20 94A12 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{V. Troshki}, Random Oper. Stoch. Equ. 23, No. 3, 169--178 (2015; Zbl 1327.60072) Full Text: DOI arXiv
Kozachenko, Y.; Melnikov, A.; Mishura, Y. On drift parameter estimation in models with fractional Brownian motion. (English) Zbl 1396.62190 Statistics 49, No. 1, 35-62 (2015). MSC: 62M05 60G22 60J65 60H10 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Statistics 49, No. 1, 35--62 (2015; Zbl 1396.62190) Full Text: DOI arXiv
Kozachenko, Yuriy; Olenko, Andriy; Polosmak, Olga Convergence in \(L_{p}([0, T])\) of wavelet expansions of \(\varphi\)-sub-Gaussian random processes. (English) Zbl 1310.60028 Methodol. Comput. Appl. Probab. 17, No. 1, 139-153 (2015). MSC: 60G15 60G10 42C40 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Methodol. Comput. Appl. Probab. 17, No. 1, 139--153 (2015; Zbl 1310.60028) Full Text: DOI arXiv
Kozachenko, Yuriy; Makogin, Vitalii Probability distributions of extremes of self-similar Gaussian random fields. (English) Zbl 1412.60027 J. Class. Anal. 5, No. 1, 25-42 (2014). MSC: 60E05 60E15 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{V. Makogin}, J. Class. Anal. 5, No. 1, 25--42 (2014; Zbl 1412.60027) Full Text: DOI arXiv
Kozachenko, Yuriy; Troshki, Viktor A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process. (English) Zbl 1349.62384 Mod. Stoch., Theory Appl. 1, No. 2, 139-149 (2014). MSC: 62M07 60G10 60G15 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{V. Troshki}, Mod. Stoch., Theory Appl. 1, No. 2, 139--149 (2014; Zbl 1349.62384) Full Text: DOI arXiv
Kozachenko, Yuriy V.; Yamnenko, Rostyslav E. Application of \(\varphi\)-sub-Gaussian random processes in queueing theory. (English) Zbl 1322.60196 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, 21-38 (2014). MSC: 60K25 60G15 60G22 90B22 PDFBibTeX XMLCite \textit{Y. V. Kozachenko} and \textit{R. E. Yamnenko}, Springer Optim. Appl. 90, 21--38 (2014; Zbl 1322.60196) Full Text: DOI
Zatula, D. V.; Kozachenko, Yu. V. Lipschitz conditions for random processes from Banach spaces \(\mathbb{F}_{\psi}(\Omega)\) of random variables. (Ukrainian. English summary) Zbl 1313.60064 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2014, No. 9, 19-24 (2014). MSC: 60G07 PDFBibTeX XMLCite \textit{D. V. Zatula} and \textit{Yu. V. Kozachenko}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2014, No. 9, 19--24 (2014; Zbl 1313.60064) Full Text: DOI OA License
Kozachenko, Yu. V.; Kamenshchikova, O. E. An approximation of stochastic processes belonging to the Orlicz space in the norm of the space \(C[0,\infty)\). (English. Ukrainian original) Zbl 1333.60067 Theory Probab. Math. Stat. 88, 123-138 (2014); translation from Teor. Jmovirn. Mat. Stat. 88, 110-123 (2013). MSC: 60G07 60G17 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{O. E. Kamenshchikova}, Theory Probab. Math. Stat. 88, 123--138 (2014; Zbl 1333.60067); translation from Teor. Jmovirn. Mat. Stat. 88, 110--123 (2013) Full Text: DOI
Yamnenko, R.; Kozachenko, Yu.; Bushmitch, D. Generalized sub-Gaussian fractional Brownian motion queueing model. (English) Zbl 1302.60128 Queueing Syst. 77, No. 1, 75-96 (2014). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 60G20 PDFBibTeX XMLCite \textit{R. Yamnenko} et al., Queueing Syst. 77, No. 1, 75--96 (2014; Zbl 1302.60128) Full Text: DOI
Kozachenko, Yuriy; Olenko, Andriy; Polosmak, Olga Uniform convergence of compactly supported wavelet expansions of Gaussian random processes. (English) Zbl 1308.60041 Commun. Stat., Theory Methods 43, No. 10-12, 2549-2562 (2014). MSC: 60G15 42C40 60G10 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Commun. Stat., Theory Methods 43, No. 10--12, 2549--2562 (2014; Zbl 1308.60041) Full Text: DOI arXiv
Kozachenko, Yuriy V.; Sergiienko, Mykola P. The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process. (English) Zbl 1398.60056 Monte Carlo Methods Appl. 20, No. 2, 137-144 (2014). MSC: 60G15 62G05 62G10 PDFBibTeX XMLCite \textit{Y. V. Kozachenko} and \textit{M. P. Sergiienko}, Monte Carlo Methods Appl. 20, No. 2, 137--144 (2014; Zbl 1398.60056) Full Text: DOI
Kozachenko, Yuriy; Sergiienko, Mykola Estimates of distributions for some functionals of stochastic processes from an Orlicz space. (English) Zbl 1294.60061 Random Oper. Stoch. Equ. 22, No. 2, 65-72 (2014). MSC: 60G15 46E30 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{M. Sergiienko}, Random Oper. Stoch. Equ. 22, No. 2, 65--72 (2014; Zbl 1294.60061) Full Text: DOI
Kozachenko, Yuriy V.; Slyvka-Tylyshchak, Anna I. The Cauchy problem for the heat equation with a random right side. (English) Zbl 1284.35205 Random Oper. Stoch. Equ. 22, No. 1, 53-64 (2014). MSC: 35K05 60G15 PDFBibTeX XMLCite \textit{Y. V. Kozachenko} and \textit{A. I. Slyvka-Tylyshchak}, Random Oper. Stoch. Equ. 22, No. 1, 53--64 (2014; Zbl 1284.35205) Full Text: DOI
Giuliano Antonini, Rita; Hu, Tien-Chung; Kozachenko, Yuriy; Volodin, Andrei An application of \(\varphi\)-subgaussian technique to Fourier analysis. (English) Zbl 1334.42015 J. Math. Anal. Appl. 408, No. 1, 114-124 (2013). MSC: 42A61 42A20 60G15 60F05 60F15 PDFBibTeX XMLCite \textit{R. Giuliano Antonini} et al., J. Math. Anal. Appl. 408, No. 1, 114--124 (2013; Zbl 1334.42015) Full Text: DOI
Kozachenko, Yu. V.; Mlavets’, Yu. Yu. The Banach spaces \(\mathbf{F}_\psi (\Omega )\) of random variables. (English. Ukrainian original) Zbl 1305.60025 Theory Probab. Math. Stat. 86, 105-121 (2013); translation from Teor. Jmovirn. Mat. Stat. 86, 92-107 (2012). Reviewer: Gianluca Cassese (Milano) MSC: 60G07 46E30 65C05 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{Yu. Yu. Mlavets'}, Theory Probab. Math. Stat. 86, 105--121 (2013; Zbl 1305.60025); translation from Teor. Jmovirn. Mat. Stat. 86, 92--107 (2012) Full Text: DOI
Kozachenko, Yuriy; Olenko, Andriy; Polosmak, Olga On convergence of general wavelet decompositions of nonstationary stochastic processes. (English) Zbl 1291.60073 Electron. J. Probab. 18, Paper No. 69, 21 p. (2013). Reviewer: Miroslav M. Ristic (Niš) MSC: 60G15 42C40 60G22 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Electron. J. Probab. 18, Paper No. 69, 21 p. (2013; Zbl 1291.60073) Full Text: DOI arXiv
Kozachenko, Yury; Kurchenko, Oleksandr; Synyavska, Olga Lévy-Baxter theorems for one class of non-Gaussian random fields. (English) Zbl 1284.60073 Monte Carlo Methods Appl. 19, No. 3, 171-182 (2013). Reviewer: George Stoica (Saint John) MSC: 60F25 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Monte Carlo Methods Appl. 19, No. 3, 171--182 (2013; Zbl 1284.60073) Full Text: DOI
Kozachenko, Yuriy; Olenko, Andriy; Polosmak, Olga Convergence rate of wavelet expansions of Gaussian random processes. (English) Zbl 1278.60071 Commun. Stat., Theory Methods 42, No. 21, 3853-3872 (2013). MSC: 60G15 60G10 42C40 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Commun. Stat., Theory Methods 42, No. 21, 3853--3872 (2013; Zbl 1278.60071) Full Text: DOI arXiv
Dzyamko, V. I.; Kozachenko, Yu. V.; Motsa, A. I. Conditions for uniform convergence of trigonometric series representations of \(\varphi\)-sub-Gaussian stochastic processes. (Ukrainian. English summary) Zbl 1289.60059 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. 23, No. 2, 42-50 (2012). MSC: 60G07 PDFBibTeX XMLCite \textit{V. I. Dzyamko} et al., Nauk. Visn. Uzhgorod. Univ., Ser. Mat. 23, No. 2, 42--50 (2012; Zbl 1289.60059)
Bratyk, M. V.; Kozachenko, Yu. V.; Mishura, Yu. S. Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence. (English. Ukrainian original) Zbl 1274.91373 Theory Probab. Math. Stat. 84, 15-31 (2012); translation from Teor. Jmovirn. Mat. Stat. 84, 18-33 (2011). MSC: 91G10 60G22 PDFBibTeX XMLCite \textit{M. V. Bratyk} et al., Theory Probab. Math. Stat. 84, 15--31 (2012; Zbl 1274.91373); translation from Teor. Jmovirn. Mat. Stat. 84, 18--33 (2011) Full Text: DOI
Dzyamko, V. J.; Kozachenko, Yu. V.; Motsa, A. I. The representation of \(\varphi\)-sub-Gaussian periodic random processes in the form of series. (Ukrainian. English summary) Zbl 1265.60074 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. 23, No. 1, 42-54 (2012). MSC: 60G07 PDFBibTeX XMLCite \textit{V. J. Dzyamko} et al., Nauk. Visn. Uzhgorod. Univ., Ser. Mat. 23, No. 1, 42--54 (2012; Zbl 1265.60074)
Korolyuk, V. S.; Zakusilo, O. K.; Gorodnij, M. F.; Bagro, G. S.; Borisenko, O. D.; Vasilik, O. I.; Kartashov, M. V.; Kozachenko, Yu. V.; Kurchenko, O. O.; Lapida, T. M.; Majboroda, R. E.; Mishura, Yu. S.; Moklyachuk, M. P.; Olenko, A. Ya.; Ponomarenko, O. I. Obituary: Mikhajlo Josypovych Yadrenko (16.04.1932–28.09.2004). (Ukrainian. English summary) Zbl 1274.01086 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2012, No. 28, 60-61 (2012). MSC: 01A70 60-03 62-03 PDFBibTeX XMLCite \textit{V. S. Korolyuk} et al., Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2012, No. 28, 60--61 (2012; Zbl 1274.01086)
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
Kozachenko, Yury V.; Kurchenko, Oleksandr Levy-Baxter theorems for one class of non-Gaussian stochastic processes. (English) Zbl 1270.60043 Random Oper. Stoch. Equ. 19, No. 4, 313-326 (2011). Reviewer: George Stoica (Saint John) MSC: 60G12 PDFBibTeX XMLCite \textit{Y. V. Kozachenko} and \textit{O. Kurchenko}, Random Oper. Stoch. Equ. 19, No. 4, 313--326 (2011; Zbl 1270.60043) Full Text: DOI
Korolyuk, V. S.; Zakuzylo, O. K.; Gorodnij, M. F.; Kartashov, M. V.; Kozachenko, Yu. V.; Kulinich, G. L.; Mishura, Yu. S.; Moklyachuk, M. P.; Radchenko, V. M.; Vyshens’kyj, V. A. Anatolij Volodymyrovych Skorokhod (10.09.1930–03.01.2011). (Ukrainian) Zbl 1249.01028 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2011, No. 26, 62-63 (2011). MSC: 01A70 60-03 62-03 PDFBibTeX XMLCite \textit{V. S. Korolyuk} et al., Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2011, No. 26, 62--63 (2011; Zbl 1249.01028)
Samojlenko, A. M.; Vyshens’kyj, V. A.; Kyrychenko, V. V.; Kozachenko, Yu. V.; Kulinich, G. L.; Nagornyj, V. N.; Plakhotnyk, V. V.; Shevchuk, I. O.; Parasyuk, I. O.; Kapudtyan, O. V.; Gorodnij, M. F.; Meleshko, V. V.; Stanzhyts’kyj, O. M.; Samojlenko, V. G. To the 65 anniversary from the date of Mykola Oleksijovych Perestyuk birth. (Ukrainian. English summary) Zbl 1249.01032 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2011, No. 25, 61 (2011). MSC: 01A70 34-03 PDFBibTeX XMLCite \textit{A. M. Samojlenko} et al., Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2011, No. 25, 61 (2011; Zbl 1249.01032)
Samojlenko, A. M.; Kovalenko, I. M.; Perestyuk, M. O.; Zakuzylo, O. K.; Kartashov, M. V.; Kozachenko, Yu. V.; Majboroda, R. E.; Mishura, Yu. S.; Moklyachuk, M. P.; Gusak, D. V. To the 85 anniversary from the date of Volodymyr Semenovych Korolyuk birth. (Ukrainian. English summary) Zbl 1249.01031 Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2011, No. 25, 59-60 (2011). MSC: 01A70 60-03 62-03 PDFBibTeX XMLCite \textit{A. M. Samojlenko} et al., Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka 2011, No. 25, 59--60 (2011; Zbl 1249.01031)
Kozachenko, Yu. V.; Mlavets’, Yu. Yu. The accuracy and reliability of the calculation of integrals by the Monte Carlo method. (Ukrainian. English summary) Zbl 1249.60062 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2011, No. 8, 18-20 (2011). MSC: 60G07 65C05 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{Yu. Yu. Mlavets'}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2011, No. 8, 18--20 (2011; Zbl 1249.60062)
Kozachenko, Yu. V.; Moklyachuk, O. M. Sample continuity and modeling of stochastic processes from the spaces \(D_{V,W}\). (English. Russian original) Zbl 1251.60030 Theory Probab. Math. Stat. 83, 95-110 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 80-91 (2010). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60G07 60G20 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{O. M. Moklyachuk}, Theory Probab. Math. Stat. 83, 95--110 (2011; Zbl 1251.60030); translation from Teor. Jmovirn. Mat. Stat. 83, 80--91 (2010) Full Text: DOI
Kozachenko, Yury V.; Rozora, Iryna V.; Turchyn, Yevgen V. Properties of some random series. (English) Zbl 1315.60040 Commun. Stat., Theory Methods 40, No. 19-20, 3672-3683 (2011). MSC: 60G12 60G15 PDFBibTeX XMLCite \textit{Y. V. Kozachenko} et al., Commun. Stat., Theory Methods 40, No. 19--20, 3672--3683 (2011; Zbl 1315.60040) Full Text: DOI
Kozachenko, Yuriĭ V.; Sottinen, Tommi; Vasilik, Olga Lipschitz conditions for \(\mathrm{sub}_\phi(\Omega)\)-processes: applications to weakly self-similar processes with stationary increments. (English. Ukrainian original) Zbl 1232.60031 Theory Probab. Math. Stat. 82, 57-73 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 67-81. MSC: 60G17 60G18 60G22 PDFBibTeX XMLCite \textit{Y. V. Kozachenko} et al., Theory Probab. Math. Stat. 82, 57--73 (2011; Zbl 1232.60031); translation from Teor. Jmovirn. Mat. Stat. No. 82, 67--8 Full Text: DOI
Kozachenko, Yuriĭ V.; Moklyachuk, O. M. Random processes in the spaces \({D_{V,W}}\). (English. Ukrainian original) Zbl 1232.60030 Theory Probab. Math. Stat. 82, 43-56 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 56-66. MSC: 60G07 PDFBibTeX XMLCite \textit{Y. V. Kozachenko} and \textit{O. M. Moklyachuk}, Theory Probab. Math. Stat. 82, 43--56 (2011; Zbl 1232.60030); translation from Teor. Jmovirn. Mat. Stat. No. 82, 56--6 Full Text: DOI
Kozachenko, Yurij; Pogoriliak, Oleksandr Simulation of Cox processes driven by random Gaussian field. (English) Zbl 1277.60088 Methodol. Comput. Appl. Probab. 13, No. 3, 511-521 (2011). MSC: 60G55 60G10 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{O. Pogoriliak}, Methodol. Comput. Appl. Probab. 13, No. 3, 511--521 (2011; Zbl 1277.60088) Full Text: DOI
Kozachenko, Yu. V.; Mlavets, Yu. Yu. Probability of large deviations of sums of random processes from Orlicz space. (English) Zbl 1221.65011 Monte Carlo Methods Appl. 17, No. 2, 155-168 (2011). MSC: 65C05 60G07 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{Yu. Yu. Mlavets}, Monte Carlo Methods Appl. 17, No. 2, 155--168 (2011; Zbl 1221.65011) Full Text: DOI
Kozachenko, Yuriy; Olenko, Andriy; Polosmak, Olga Uniform convergence of wavelet expansions of Gaussian random processes. (English) Zbl 1215.60026 Stochastic Anal. Appl. 29, No. 2, 169-184 (2011). MSC: 60G15 60G10 42C40 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Stochastic Anal. Appl. 29, No. 2, 169--184 (2011; Zbl 1215.60026) Full Text: DOI arXiv
Dzyamko, V. J.; Kozachenko, Yu. V.; Motsa, A. I. On construction of models for stochastic processes in Orlicz spaces. (Ukrainian. English summary) Zbl 1249.60061 Prykl. Stat., Aktuarna Finans. Mat. 2010, No. 1-2, 125-134 (2010). MSC: 60G07 PDFBibTeX XMLCite \textit{V. J. Dzyamko} et al., Prykl. Stat., Aktuarna Finans. Mat. 2010, No. 1--2, 125--134 (2010; Zbl 1249.60061)
Kozachenko, Yu. V.; Veresh, K. J. Boundary-value problem for a nonhomogeneous parabolic equation with Orlicz right side. (English) Zbl 1226.35089 Random Oper. Stoch. Equ. 18, No. 2, 97-119 (2010). MSC: 35R60 35K20 46E30 60G12 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{K. J. Veresh}, Random Oper. Stoch. Equ. 18, No. 2, 97--119 (2010; Zbl 1226.35089) Full Text: DOI
Kozachenko, Yu. V.; Yakovenko, T. O. A criterion for testing hypotheses on the covariance function of Gaussian stationary stochastic sequences. (Ukrainian. English summary) Zbl 1224.62037 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. 20, 39-43 (2010). MSC: 62M07 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{T. O. Yakovenko}, Nauk. Visn. Uzhgorod. Univ., Ser. Mat. 20, 39--43 (2010; Zbl 1224.62037)
Kozachenko, Yu. V.; Polos’mak, O. V. Conditions for the uniform convergence in probability of wavelet decompositions for stochastic processes from the space \(\text{Exp}_{\varphi}(\Omega)\). (Ukrainian, English) Zbl 1224.60068 Teor. Jmovirn. Mat. Stat. 81, 76-87 (2009); translation in Theory Probab. Math. Stat. 81, 85-99 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G07 42C40 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{O. V. Polos'mak}, Teor. Ĭmovirn. Mat. Stat. 81, 76--87 (2009; Zbl 1224.60068); translation in Theory Probab. Math. Stat. 81, 85--99 (2010) Full Text: DOI
Kozachenko, Yu. V.; Darijchuk, I. V. The distribution of the supremum of \(\Theta\)-pre-Gaussian shot noise processes. (Ukrainian, English) Zbl 1224.60077 Teor. Jmovirn. Mat. Stat. 80, 76-90 (2009); translation in Theory Probab. Math. Stat. 80, 85-100 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G20 60G60 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{I. V. Darijchuk}, Teor. Ĭmovirn. Mat. Stat. 80, 76--90 (2009; Zbl 1224.60077); translation in Theory Probab. Math. Stat. 80, 85--100 (2010) Full Text: DOI
Kozachenko, Yu. V.; Veresh, K. I. The heat equation with random initial conditions from Orlicz spaces. (Ukrainian, English) Zbl 1224.60113 Teor. Jmovirn. Mat. Stat. 80, 63-75 (2009); translation in Theory Probab. Math. Stat. 80, 71-84 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G60 60G17 35R60 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{K. I. Veresh}, Teor. Ĭmovirn. Mat. Stat. 80, 63--75 (2009; Zbl 1224.60113); translation in Theory Probab. Math. Stat. 80, 71--84 (2010) Full Text: DOI
Dovgay, B. V.; Kozachenko, Yu. V. Properties of the solution of nonhomogeneous string oscillation equations with \(\varphi\)-subgaussian right side. (English) Zbl 1224.35258 Random Oper. Stoch. Equ. 17, No. 3, 221-241 (2009). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 35L20 35B05 35C10 60G35 PDFBibTeX XMLCite \textit{B. V. Dovgay} and \textit{Yu. V. Kozachenko}, Random Oper. Stoch. Equ. 17, No. 3, 221--241 (2009; Zbl 1224.35258) Full Text: DOI
Vasylyk, O. I.; Kozachenko, Yu. V.; Yakovenko, T. O. Simulation of stationary random sequences. (Ukrainian. English summary) Zbl 1199.60125 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2009, No. 1, 7-10 (2009). MSC: 60G15 60G10 PDFBibTeX XMLCite \textit{O. I. Vasylyk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2009, No. 1, 7--10 (2009; Zbl 1199.60125)
Kozachenko, Yu. V.; Kamenshchikova, O. E. Approximation of \(\text{SSub}_{\varphi}(\Omega)\) stochastic processes in the space \(L_p(\mathbb T)\). (Ukrainian, English) Zbl 1224.60067 Teor. Jmovirn. Mat. Stat. 79, 73-78 (2008); translation in Theory Probab. Math. Stat. 79, 83-88 (2009). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G07 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{O. E. Kamenshchikova}, Teor. Ĭmovirn. Mat. Stat. 79, 73--78 (2008; Zbl 1224.60067); translation in Theory Probab. Math. Stat. 79, 83--88 (2009) Full Text: DOI
Kozachenko, Yu. V.; Turchin, E. V. Conditions for the uniform convergence of expansions of \(\varphi\)-sub-Gaussian stochastic processes in function systems generated by wavelets. (Ukrainian, English) Zbl 1224.60069 Teor. Jmovirn. Mat. Stat. 78, 74-85 (2008); translation in Theory Probab. Math. Stat. 78, 83-95 (2009). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G07 42C40 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{E. V. Turchin}, Teor. Ĭmovirn. Mat. Stat. 78, 74--85 (2008; Zbl 1224.60069); translation in Theory Probab. Math. Stat. 78, 83--95 (2009) Full Text: DOI
Kozachenko, Yu. V.; Polosmak, O. V. Uniform convergence in probability of wavelet expansions of random processes from \(L_2(\Omega)\). (English) Zbl 1199.42148 Random Oper. Stoch. Equ. 16, No. 4, 325-355 (2008). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 42C40 60G12 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{O. V. Polosmak}, Random Oper. Stoch. Equ. 16, No. 4, 325--355 (2008; Zbl 1199.42148) Full Text: DOI
Dariychuk, Illya; Kozachenko, Yurij Estimates for the distribution of the supremum of \(\theta\)-pre-Gaussian random processes. (English) Zbl 1199.60130 Random Oper. Stoch. Equ. 16, No. 1, 39-78 (2008). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 60G20 60G60 PDFBibTeX XMLCite \textit{I. Dariychuk} and \textit{Y. Kozachenko}, Random Oper. Stoch. Equ. 16, No. 1, 39--78 (2008; Zbl 1199.60130) Full Text: DOI
Vasylyk, O. I.; Kozachenko, Yu. V.; Yamnenko, R. E. \(\varphi\)-sub-Gaussian random processes. (\(\варпхи\)-субгауссові випадкові процеси.) (Ukrainian) Zbl 1224.60070 Kyïv: Vydavnycho-PoligrafichnyĭTsentr, KyïvskyĭUniversytet (ISBN 978-966-439-051-1). 231 p. (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G07 60-02 60G17 PDFBibTeX XMLCite \textit{O. I. Vasylyk} et al., \(\варпхи\)-субгауссові випадкові процеси (Ukrainian). Kyïv: Vydavnycho-Poligrafichnyĭ\ Tsentr, Kyïvskyĭ\ Universytet (2008; Zbl 1224.60070)
Kozachenko, Yu. V.; Perestyuk, M. M. On the uniform convergence of wavelet expansions of random processes from Orlicz spaces of random variables. II. (Ukrainian, English) Zbl 1164.60345 Ukr. Mat. Zh. 60, No. 6, 759-775 (2008); translation in Ukr. Math. J. 60, No. 6, 876-900 (2008). MSC: 60G07 42C40 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{M. M. Perestyuk}, Ukr. Mat. Zh. 60, No. 6, 759--775 (2008; Zbl 1164.60345); translation in Ukr. Math. J. 60, No. 6, 876--900 (2008) Full Text: DOI
Giuliano Antonini, Rita; Kozachenko, Yuriy; Volodin, Andrei Convergence of series of dependent \(\varphi \)-sub-Gaussian random variables. (English) Zbl 1134.60021 J. Math. Anal. Appl. 338, No. 2, 1188-1203 (2008). MSC: 60F15 PDFBibTeX XMLCite \textit{R. Giuliano Antonini} et al., J. Math. Anal. Appl. 338, No. 2, 1188--1203 (2008; Zbl 1134.60021) Full Text: DOI
Kozachenko, Yu. V.; Pogorilyak, O. O. Modelling log Gaussian Cox processes with a given reliability and accuracy. (Ukrainian, English) Zbl 1199.60115 Teor. Jmovirn. Mat. Stat. 76, 70-83 (2007); translation in Theory Probab. Math. Stat. 76, 77-91 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G10 65C50 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{O. O. Pogorilyak}, Teor. Ĭmovirn. Mat. Stat. 76, 70--83 (2007; Zbl 1199.60115); translation in Theory Probab. Math. Stat. 76, 77--91 (2008) Full Text: Link
Kozachenko, Yu. V.; Mishura, Yu. S. Maximum upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations that have fractional Brownian motion with Hurst index \(H<1/2\). II. (Ukrainian, English) Zbl 1199.60214 Teor. Jmovirn. Mat. Stat. 76, 53-69 (2007); translation in Theory Probab. Math. Stat. 76, 59-76 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H10 60H05 60G15 60G22 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{Yu. S. Mishura}, Teor. Ĭmovirn. Mat. Stat. 76, 53--69 (2007; Zbl 1199.60214); translation in Theory Probab. Math. Stat. 76, 59--76 (2008) Full Text: Link
Kozachenko, Yu. V.; Pogorilyak, O. O. A method of modelling log Gaussian Cox processes. (Ukrainian, English) Zbl 1199.60114 Teor. Jmovirn. Mat. Stat. 77, 82-95 (2007); translation in Theory Probab. Math. Stat. 77, 91-105 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G10 65C40 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{O. O. Pogorilyak}, Teor. Ĭmovirn. Mat. Stat. 77, 82--95 (2007; Zbl 1199.60114); translation in Theory Probab. Math. Stat. 77, 91--105 (2008) Full Text: Link
Kozachenko, Yu. V.; Perestyuk, M. M. On the uniform convergence of wavelet expansions of random processes from Orlicz spaces of random variables. I. (Ukrainian, English) Zbl 1164.60344 Ukr. Mat. Zh. 59, No. 12, 1647-1660 (2007); translation in Ukr. Math. J. 59, No. 12, 1850-1869 (2007). MSC: 60G07 42C40 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{M. M. Perestyuk}, Ukr. Mat. Zh. 59, No. 12, 1647--1660 (2007; Zbl 1164.60344); translation in Ukr. Math. J. 59, No. 12, 1850--1869 (2007) Full Text: DOI
Kozachenko, Yu. V.; Pashko, A. O.; Rozora, I. V. Modelling of stochastic processes and fields. (Моделювания випадкових процесів та полів.) (Ukrainian) Zbl 1199.60003 Kyïv: Zadruga (ISBN 978-966-432-021-1). 230 p. (2007). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 60-02 60G07 60G15 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} et al., Моделювания випадкових процесів та полів (Ukrainian). Kyïv: Zadruga (2007; Zbl 1199.60003)
Kozachenko, Yu. V.; Rozora, I. V.; Turchyn, Ye. V. On an expansion of random processes in series. (English) Zbl 1142.60349 Random Oper. Stoch. Equ. 15, No. 1, 15-33 (2007). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 60G60 65C20 68U20 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} et al., Random Oper. Stoch. Equ. 15, No. 1, 15--33 (2007; Zbl 1142.60349) Full Text: DOI
Beghin, L.; Kozachenko, Yu.; Orsingher, E.; Sakhno, L. On the solutions of linear odd-order heat-type equations with random initial conditions. (English) Zbl 1147.82328 J. Stat. Phys. 127, No. 4, 721-739 (2007). MSC: 82B30 PDFBibTeX XMLCite \textit{L. Beghin} et al., J. Stat. Phys. 127, No. 4, 721--739 (2007; Zbl 1147.82328) Full Text: DOI
Kozachenko, Yu. V.; Mishura, Yu. S. Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations containing fractional Brownian motion with Hurst index \(H<1/2\). I. (Ukrainian, English) Zbl 1164.60378 Teor. Jmovirn. Mat. Stat. 75, 45-56 (2006); translation in Theory Probab. Math. Stat. 75, 51-64 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H05 60G15 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{Yu. S. Mishura}, Teor. Ĭmovirn. Mat. Stat. 75, 45--56 (2006; Zbl 1164.60378); translation in Theory Probab. Math. Stat. 75, 51--64 (2007) Full Text: Link
Kozachenko, Yu. V.; Slyvka, G. I. On the modeling of solution of the hyperbolic equation with random initial conditions. (Ukrainian, English) Zbl 1150.60026 Teor. Jmovirn. Mat. Stat. 74, 52-67 (2006); translation in Theory Probab. Math. Stat. 74, 59-75 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60G60 35R60 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{G. I. Slyvka}, Teor. Ĭmovirn. Mat. Stat. 74, 52--67 (2006; Zbl 1150.60026); translation in Theory Probab. Math. Stat. 74, 59--75 (2007) Full Text: Link
Kozachenko, Yuriy; Vasylyk, Olga Simulation of fractional Brownian motion with given reliability and accuracy in \(C([0,1])\). (English) Zbl 1141.60019 Theory Stoch. Process. 12, No. 28, Part 3-4, 55-62 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G18 60G15 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{O. Vasylyk}, Theory Stoch. Process. 12(28), No. 3--4, 55--62 (2006; Zbl 1141.60019)
Kozachenko, Yuriy; Rozora, Iryna Application of the theory of square-Gaussian processes to simulation of stochastic processes. (English) Zbl 1141.60027 Theory Stoch. Process. 12, No. 28, Part 3-4, 43-54 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G60 60G15 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{I. Rozora}, Theory Stoch. Process. 12(28), No. 3--4, 43--54 (2006; Zbl 1141.60027)
Kozachenko, Yu. V.; Yakovenko, T. O. Stochastic processes in Sobolev-Orlicz spaces. (Ukrainian, English) Zbl 1119.60029 Ukr. Mat. Zh. 58, No. 10, 1340-1356 (2006); translation in Ukr. Math. J. 58, No. 10, 1517-1537 (2006). Reviewer: Anatoly N. Kochubei (Kyïv) MSC: 60G17 42C40 46E30 46E35 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{T. O. Yakovenko}, Ukr. Mat. Zh. 58, No. 10, 1340--1356 (2006; Zbl 1119.60029); translation in Ukr. Math. J. 58, No. 10, 1517--1537 (2006) Full Text: DOI
Kozachenko, Yu. V.; Perestyuk, M. M.; Vasylyk, O. I. On uniform convergence of wavelet expansions of \(\varphi\)-sub-Gaussian random processes. (English) Zbl 1120.60036 Random Oper. Stoch. Equ. 14, No. 3, 209-232 (2006). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G15 60G05 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} et al., Random Oper. Stoch. Equ. 14, No. 3, 209--232 (2006; Zbl 1120.60036) Full Text: DOI
Kozachenko, Yu. V.; Pogorilyak, O. O. Simulation of Cox processes controlled by a random field. (Ukrainian. English summary) Zbl 1150.62423 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2006, No. 10, 20-23 (2006). MSC: 62M40 62M99 65C60 65C50 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{O. O. Pogorilyak}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 2006, No. 10, 20--23 (2006; Zbl 1150.62423)
Kozachenko, Yu. V.; Fedoryanich, T. V. Estimates for the distribution of the supremum of square-Gaussian stochastic processes defined on noncompact sets. (Ukrainian, English) Zbl 1119.60028 Teor. Jmovirn. Mat. Stat. 73, 72-87 (2005); translation in Theory Probab. Math. Stat., Vol 73, 81-97 (2006). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G17 60G07 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{T. V. Fedoryanich}, Teor. Ĭmovirn. Mat. Stat. 73, 72--87 (2005; Zbl 1119.60028); translation in Theory Probab. Math. Stat., Vol 73, 81--97 (2006) Full Text: Link
Kozachenko, Yu. V.; Dovgay, B. V. The conditions for application of Fourier method to solution of nonhomogeneous string oscillation equation with \(\varphi\)-sub-Gaussian right side. (English) Zbl 1115.60063 Random Oper. Stoch. Equ. 13, No. 3, 281-296 (2005). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H15 35R60 35L99 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{B. V. Dovgay}, Random Oper. Stoch. Equ. 13, No. 3, 281--296 (2005; Zbl 1115.60063)
Vasylyk, Olga; Kozachenko, Yuriy; Yamnenko, Rostyslav Upper estimate of overrunning by \(\text{Sub}_{\varphi}(\Omega)\) random process the level specified by continuous function. (English) Zbl 1118.60025 Random Oper. Stoch. Equ. 13, No. 2, 111-128 (2005). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G07 60K25 PDFBibTeX XMLCite \textit{O. Vasylyk} et al., Random Oper. Stoch. Equ. 13, No. 2, 111--128 (2005; Zbl 1118.60025)
Kozachenko, Yu. V.; Leonenko, G. M. Extremal behavior of the heat random field. (English) Zbl 1115.60054 Extremes 8, No. 3, 191-205 (2005). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60G60 60G17 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{G. M. Leonenko}, Extremes 8, No. 3, 191--205 (2005; Zbl 1115.60054) Full Text: DOI
Giuliano Antonini, R.; Kozachenko, Yu. V. A note on the asymptotic behaviour of sequences of generalized subGaussian random vectors. (English) Zbl 1088.60032 Random Oper. Stoch. Equ. 13, No. 1, 39-52 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G15 60E05 60G48 PDFBibTeX XMLCite \textit{R. Giuliano Antonini} and \textit{Yu. V. Kozachenko}, Random Oper. Stoch. Equ. 13, No. 1, 39--52 (2005; Zbl 1088.60032) Full Text: DOI
Kozachenko, Yuriy; Sottinen, Tommi; Vasylyk, Olga Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach. (English) Zbl 1082.60512 Methodol. Comput. Appl. Probab. 7, No. 3, 379-400 (2005). MSC: 60G18 60G15 68U20 33C10 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Methodol. Comput. Appl. Probab. 7, No. 3, 379--400 (2005; Zbl 1082.60512) Full Text: DOI
Kozachenko, Yu. V.; Rozora, I. V. Accuracy and reliability of models of stochastic processes of the space \(\text{Sub}_{\varphi}(\Omega)\). (Ukrainian, English) Zbl 1100.60016 Teor. Jmovirn. Mat. Stat. 71, 93-104 (2004); translation in Theory Probab. Math. Stat. 71, 105-117 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G10 68U20 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{I. V. Rozora}, Teor. Ĭmovirn. Mat. Stat. 71, 93--104 (2004; Zbl 1100.60016); translation in Theory Probab. Math. Stat. 71, 105--117 (2005) Full Text: Link
Kozachenko, Yu. V.; Fedoryanych, T. V. A criterion for testing hypotheses about the covariance function of a Gaussian stationary process. (Ukrainian, English) Zbl 1097.62077 Teor. Jmovirn. Mat. Stat. 69, 79-88 (2004); translation in Theory Probab. Math. Stat. 69, 85-94 (2004). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M07 60G15 60G10 62M02 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{T. V. Fedoryanych}, Teor. Ĭmovirn. Mat. Stat. 69, 79--88 (2004; Zbl 1097.62077); translation in Theory Probab. Math. Stat. 69, 85--94 (2004) Full Text: Link
Kozachenko, Yu. V.; Slyvka, G. I. Justification of the Fourier method for hyperbolic equations with random initial conditions. (Ukrainian, English) Zbl 1106.35152 Teor. Jmovirn. Mat. Stat. 69, 63-78 (2004); translation in Theory Probab. Math. Stat. 69, 67-83 (2004). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 35R60 35L20 60G35 42A16 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{G. I. Slyvka}, Teor. Ĭmovirn. Mat. Stat. 69, 63--78 (2004; Zbl 1106.35152); translation in Theory Probab. Math. Stat. 69, 67--83 (2004) Full Text: Link
Kozachenko, Yu. V. Lectures on wavelet analysis. (Lektsiïz teoriïvejvletiv.) (Ukrainian. English summary) Zbl 1138.42001 Kiev: TViMS (ISBN 966-95255-8-6). 147 p. (2004). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 42-01 42C40 62-01 60-01 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko}, Lektsiï\ z teoriï\ vejvletiv (Ukrainian). Kiev: TViMS (2004; Zbl 1138.42001)
Kozachenko, Yuriy; Slivka, Anna Boundary-value problems for equations of mathematical physics with strictly \(\text{Sub}_{\varphi}(\Omega)\) random initial conditions. (English) Zbl 1064.60151 Theory Stoch. Process. 10(26), No. 1-2, 60-71 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 60H15 35L20 35R60 PDFBibTeX XMLCite \textit{Y. Kozachenko} and \textit{A. Slivka}, Theory Stoch. Process. 10(26), No. 1--2, 60--71 (2004; Zbl 1064.60151)