Ianevych, Tetiana; Rozora, Iryna; Pashko, Anatolii On one way of modeling a stochastic process with given accuracy and reliability. (English) Zbl 1491.60052 Monte Carlo Methods Appl. 28, No. 2, 135-147 (2022). MSC: 60G15 60K10 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI
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 × Cite Format Result Cite Review PDF Full Text: DOI