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Shevchenko, Georgiy M.

Author ID: shevchenko.georgiy-m Recent zbMATH articles by "Shevchenko, Georgiy M."
Published as: Shevchenko, Georgiy; Shevchenko, G. M.; Shevchenko, G.; Shevchenko, Georgiy M.; Shevchenko, Georgij; Shevchenko, Georgiĭ; Shevchenko, H. M.; Shevchenko, Georgii M.; Shevchenko, Georgiĭ M.
External Links: MGP · ORCID · ResearchGate · Math-Net.Ru
Documents Indexed: 84 Publications since 1998, including 1 Book
3 Contributions as Editor
Reviewing Activity: 33 Reviews
Co-Authors: 52 Co-Authors with 69 Joint Publications
1,011 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

48 Publications have been cited 295 times in 205 Documents Cited by Year
The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. Zbl 1154.60046
Mishura, Yu; Shevchenko, G.
32
2008
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. Zbl 1268.60088
Mishura, Yuliya; Shevchenko, Georgiy
29
2012
Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index \(H > 1/2\). Zbl 1315.60071
Mishura, Yulia S.; Shevchenko, Georgiy M.
27
2011
Mixed fractional stochastic differential equations with jumps. Zbl 1307.60087
Shevchenko, Georgiy
14
2014
Mixed stochastic delay differential equations. Zbl 1322.60097
Shevchenko, G.
12
2014
Fractional Brownian motion in a nutshell. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). Zbl 1337.60067
Shevchenko, Georgiy
11
2015
Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy
11
2015
Fractionally integrated inverse stable subordinators. Zbl 1353.60032
Iksanov, Alexander; Kabluchko, Zakhar; Marynych, Alexander; Shevchenko, Georgiy
9
2017
Malliavin regularity of solutions to mixed stochastic differential equations. Zbl 1287.60075
Shevchenko, Georgiy; Shalaiko, Taras
9
2013
Approximation schemes for stochastic differential equations in Hilbert space. Zbl 1148.60044
Mishura, Yu. S.; Shevchenko, G. M.
9
2007
Stochastic wave equation in a plane driven by spatial stable noise. Zbl 1352.60092
Pryhara, Larysa; Shevchenko, Georgiy
8
2016
Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Zbl 1329.60102
Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy
8
2015
Real harmonizable multifractional stable process and its local properties. Zbl 1231.60039
Dozzi, Marco; Shevchenko, Georgiy
8
2011
Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059
Mishura, Yu.; Ralchenko, K.; Shevchenko, G.
8
2019
Approximation of fractional Brownian motion by martingales. Zbl 1312.60043
Shklyar, Sergiy; Shevchenko, Georgiy; Mishura, Yuliya; Doroshenko, Vadym; Banna, Oksana
7
2014
Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. Zbl 1290.60069
Mishura, Yuliya S.; Shevchenko, Georgiy M.
7
2011
Convergence of solutions of mixed stochastic delay differential equations with applications. Zbl 1338.34155
Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy
6
2015
Random variables as pathwise integrals with respect to fractional Brownian motion. Zbl 1328.60131
Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko
6
2013
Heat equation in a multidimensional domain with a general stochastic measure. Zbl 1357.60065
Bodnarchuk, I. M.; Shevchenko, G. M.
6
2016
Wave equation with a coloured stable noise. Zbl 1386.60224
Pryhara, Larysa; Shevchenko, Georgiy
5
2017
Path properties of multifractal Brownian motion. Zbl 1224.60080
Ral’chenko, K. V.; Shevchenko, G. M.
5
2009
Theory and statistical applications of stochastic processes. Zbl 1375.60006
Mishura, Yuliya; Shevchenko, Georgiy
4
2017
On reselling of European option. Zbl 1141.91017
Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M.
4
2006
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. Zbl 1329.60193
Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy
4
2014
Wave equation with a stable noise. Zbl 1402.60079
Pryhara, L. I.; Shevchenko, G. M.
4
2018
Approximations for a solution to stochastic heat equation with stable noise. Zbl 1352.60091
Pryhara, Larysa; Shevchenko, Georgiy
3
2016
Integrability of solutions to mixed stochastic differential equations. Zbl 1398.60076
Shevchenko, Georgiy M.
3
2014
Integral representation with adapted continuous integrand with respect to fractional Brownian motion. Zbl 1305.60041
Shevchenko, Georgiy; Viitasaari, Lauri
3
2014
Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194
Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M.
3
2008
Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061
Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V.
3
2009
Local properties of a multifractional stable field. Zbl 1285.60045
Shevchenko, Georgiy
3
2012
Wave equation for a homogeneous string with fixed ends driven by a stable random noise. Zbl 1436.60067
Rusanyuk, L. I.; Shevchenko, G. M.
3
2019
Small ball properties and representation results. Zbl 1353.60050
Mishura, Yuliya; Shevchenko, Georgiy
2
2017
Adapted integral representations of random variables. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). Zbl 1337.60110
Shevchenko, Georgiy; Viitasaari, Lauri
2
2015
The optimal time to exchange one asset for another on finite interval. Zbl 1189.60087
Mishura, Yuliya; Shevchenko, Georgiy
2
2009
Asymptotic behaviour of the value function of an American type perpetual contingent claim in the Lévy model at infinite expansion of the time interval. Zbl 1224.62126
Moroz, A.; Shevchenko, G.
2
2010
Estimation of diffusion parameter for stochastic heat equation with white noise. Zbl 1438.35466
Avetisian, D. A.; Shevchenko, G. M.
2
2018
Convergence of hitting times for jump-diffusion processes. Zbl 1352.60052
Shevchenko, Georgiy
1
2015
Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations. Zbl 1240.60161
Ral’chenko, K. V.; Shevchenko, G. M.
1
2010
On the differentiability of solutions to stochastic differential equations with fractional Brownian motion. Zbl 1142.60358
Mishura, Yu. S.; Shevchenko, G. M.
1
2007
Local times for multifractional square Gaussian processes. Zbl 1313.60075
Shevchenko, G. M.
1
2013
Approximation of random variables by functionals of the increments of a fractional Brownian motion. Zbl 1310.60038
Shevchenko, G. M.; Shalaiko, T. O.
1
2013
Stratonovich stochastic differential equation with irregular coefficients: Girsanov’s example revisited. Zbl 1466.60120
Pavlyukevich, Ilya; Shevchenko, Georgiy
1
2020
Convergence of hitting times in diffusion models with jumps and non-Lipschitz diffusion. Zbl 1313.60143
Tomashyk, V. V.; Shevchenko, G. M.
1
2014
Limit theorems for additive functionals of continuous time random walks. Zbl 1485.60049
Kondratiev, Yuri; Mishura, Yuliya; Shevchenko, Georgiy
1
2021
Properties of trajectories of a multifractional Rosenblatt process. Zbl 1248.60045
Shevchenko, Georgiĭ
1
2011
Nonparametric estimation of the kernel function of symmetric stable moving average random functions. Zbl 1469.62222
Kampf, Jürgen; Shevchenko, Georgiy; Spodarev, Evgeny
1
2021
Existence and uniqueness of mild solution to fractional stochastic heat equation. Zbl 1442.60068
Ralchenko, Kostiantyn; Shevchenko, Georgiy
1
2018
Limit theorems for additive functionals of continuous time random walks. Zbl 1485.60049
Kondratiev, Yuri; Mishura, Yuliya; Shevchenko, Georgiy
1
2021
Nonparametric estimation of the kernel function of symmetric stable moving average random functions. Zbl 1469.62222
Kampf, Jürgen; Shevchenko, Georgiy; Spodarev, Evgeny
1
2021
Stratonovich stochastic differential equation with irregular coefficients: Girsanov’s example revisited. Zbl 1466.60120
Pavlyukevich, Ilya; Shevchenko, Georgiy
1
2020
Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059
Mishura, Yu.; Ralchenko, K.; Shevchenko, G.
8
2019
Wave equation for a homogeneous string with fixed ends driven by a stable random noise. Zbl 1436.60067
Rusanyuk, L. I.; Shevchenko, G. M.
3
2019
Wave equation with a stable noise. Zbl 1402.60079
Pryhara, L. I.; Shevchenko, G. M.
4
2018
Estimation of diffusion parameter for stochastic heat equation with white noise. Zbl 1438.35466
Avetisian, D. A.; Shevchenko, G. M.
2
2018
Existence and uniqueness of mild solution to fractional stochastic heat equation. Zbl 1442.60068
Ralchenko, Kostiantyn; Shevchenko, Georgiy
1
2018
Fractionally integrated inverse stable subordinators. Zbl 1353.60032
Iksanov, Alexander; Kabluchko, Zakhar; Marynych, Alexander; Shevchenko, Georgiy
9
2017
Wave equation with a coloured stable noise. Zbl 1386.60224
Pryhara, Larysa; Shevchenko, Georgiy
5
2017
Theory and statistical applications of stochastic processes. Zbl 1375.60006
Mishura, Yuliya; Shevchenko, Georgiy
4
2017
Small ball properties and representation results. Zbl 1353.60050
Mishura, Yuliya; Shevchenko, Georgiy
2
2017
Stochastic wave equation in a plane driven by spatial stable noise. Zbl 1352.60092
Pryhara, Larysa; Shevchenko, Georgiy
8
2016
Heat equation in a multidimensional domain with a general stochastic measure. Zbl 1357.60065
Bodnarchuk, I. M.; Shevchenko, G. M.
6
2016
Approximations for a solution to stochastic heat equation with stable noise. Zbl 1352.60091
Pryhara, Larysa; Shevchenko, Georgiy
3
2016
Fractional Brownian motion in a nutshell. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). Zbl 1337.60067
Shevchenko, Georgiy
11
2015
Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy
11
2015
Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Zbl 1329.60102
Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy
8
2015
Convergence of solutions of mixed stochastic delay differential equations with applications. Zbl 1338.34155
Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy
6
2015
Adapted integral representations of random variables. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). Zbl 1337.60110
Shevchenko, Georgiy; Viitasaari, Lauri
2
2015
Convergence of hitting times for jump-diffusion processes. Zbl 1352.60052
Shevchenko, Georgiy
1
2015
Mixed fractional stochastic differential equations with jumps. Zbl 1307.60087
Shevchenko, Georgiy
14
2014
Mixed stochastic delay differential equations. Zbl 1322.60097
Shevchenko, G.
12
2014
Approximation of fractional Brownian motion by martingales. Zbl 1312.60043
Shklyar, Sergiy; Shevchenko, Georgiy; Mishura, Yuliya; Doroshenko, Vadym; Banna, Oksana
7
2014
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. Zbl 1329.60193
Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy
4
2014
Integrability of solutions to mixed stochastic differential equations. Zbl 1398.60076
Shevchenko, Georgiy M.
3
2014
Integral representation with adapted continuous integrand with respect to fractional Brownian motion. Zbl 1305.60041
Shevchenko, Georgiy; Viitasaari, Lauri
3
2014
Convergence of hitting times in diffusion models with jumps and non-Lipschitz diffusion. Zbl 1313.60143
Tomashyk, V. V.; Shevchenko, G. M.
1
2014
Malliavin regularity of solutions to mixed stochastic differential equations. Zbl 1287.60075
Shevchenko, Georgiy; Shalaiko, Taras
9
2013
Random variables as pathwise integrals with respect to fractional Brownian motion. Zbl 1328.60131
Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko
6
2013
Local times for multifractional square Gaussian processes. Zbl 1313.60075
Shevchenko, G. M.
1
2013
Approximation of random variables by functionals of the increments of a fractional Brownian motion. Zbl 1310.60038
Shevchenko, G. M.; Shalaiko, T. O.
1
2013
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. Zbl 1268.60088
Mishura, Yuliya; Shevchenko, Georgiy
29
2012
Local properties of a multifractional stable field. Zbl 1285.60045
Shevchenko, Georgiy
3
2012
Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index \(H > 1/2\). Zbl 1315.60071
Mishura, Yulia S.; Shevchenko, Georgiy M.
27
2011
Real harmonizable multifractional stable process and its local properties. Zbl 1231.60039
Dozzi, Marco; Shevchenko, Georgiy
8
2011
Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. Zbl 1290.60069
Mishura, Yuliya S.; Shevchenko, Georgiy M.
7
2011
Properties of trajectories of a multifractional Rosenblatt process. Zbl 1248.60045
Shevchenko, Georgiĭ
1
2011
Asymptotic behaviour of the value function of an American type perpetual contingent claim in the Lévy model at infinite expansion of the time interval. Zbl 1224.62126
Moroz, A.; Shevchenko, G.
2
2010
Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations. Zbl 1240.60161
Ral’chenko, K. V.; Shevchenko, G. M.
1
2010
Path properties of multifractal Brownian motion. Zbl 1224.60080
Ral’chenko, K. V.; Shevchenko, G. M.
5
2009
Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061
Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V.
3
2009
The optimal time to exchange one asset for another on finite interval. Zbl 1189.60087
Mishura, Yuliya; Shevchenko, Georgiy
2
2009
The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. Zbl 1154.60046
Mishura, Yu; Shevchenko, G.
32
2008
Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194
Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M.
3
2008
Approximation schemes for stochastic differential equations in Hilbert space. Zbl 1148.60044
Mishura, Yu. S.; Shevchenko, G. M.
9
2007
On the differentiability of solutions to stochastic differential equations with fractional Brownian motion. Zbl 1142.60358
Mishura, Yu. S.; Shevchenko, G. M.
1
2007
On reselling of European option. Zbl 1141.91017
Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M.
4
2006
all top 5

Cited by 273 Authors

28 Mishura, Yuliya Stepanivna
26 Shevchenko, Georgiy M.
13 Ralchenko, Kostiantyn V.
8 Radchenko, Vadym Mykolaĭovych
7 Neuenkirch, Andreas
6 Shalaiko, Taras
5 Kuznetsov, Dmitriĭ Feliksovich
5 Li, Zhi
5 Prakasa Rao, B. L. S.
5 Yan, Litan
4 Kozachenko, Yuriĭ Vasyl’ovych
4 Marynych, Alexander V.
4 Tindel, Samy
4 Torres, Soledad
4 Xu, Yong
3 Ayache, Antoine
3 Bodnarchuk, I. M.
3 Bourguin, Solesne
3 Dozzi, Marco E.
3 Fallah, Somayeh
3 Iksanov, Aleksander M.
3 Khodabin, Morteza
3 Mehrdoust, Farshid
3 Melnikov, Aleksander Viktorovich
3 Moroz, A. G.
3 Pei, Bin
3 Shen, Guangjun
3 Shklyar, Sergiĭ Volodymyrovych
3 Spiliopoulos, Konstantinos V.
3 Viitasaari, Lauri
3 Wu, Jianglun
3 Xu, Liping
2 Araya, Héctor
2 Avazzadeh, Zakieh
2 Avetisian, Diana
2 Banna, Oksana L.
2 Falkowski, Adrian
2 Gailus, Siragan
2 Hamonier, Julien
2 Han, Min
2 Hashemi, Bentol Hoda
2 Heydari, Mohammad Hossien
2 Hong, Phan Thanh
2 Hu, Yaozhong
2 Jentzen, Arnulf
2 Kleptsyna, Marina L.
2 Kloeden, Peter Eris
2 Kubilius, Kȩstutis
2 León, Jorge A.
2 Liu, Weiguo
2 Lundgren, Robin
2 Ly, Sel
2 Mahmoudi, Mohammad Reza
2 Maleknejad, Khosrow
2 Naganuma, Nobuaki
2 Nualart, David
2 Privault, Nicolas
2 Pryhara, Larysa
2 Rashytov, Bohdan
2 Ruan, Dehao
2 Silvestrov, Dmitrii
2 Słomiński, Leszek
2 Sönmez, Ercan
2 Stibůrek, David
2 Tomashyk, V. V.
2 Vas’kovskiĭ, Maksim Mikhaĭlovich
2 Yukhnovs’kiĭ, Yu. V.
2 Yurchenko-Tytarenko, Anton
2 Zhang, Xinwen
1 Ahmed, Nauman
1 Aida, Shigeki
1 Akgül, Ali
1 Avetisian, D. A.
1 Babaei, Afshin
1 Balachandar, S. Raja
1 Balasubramaniam, Pagavathigounder
1 Balasubramanian, K.
1 Banihashemi, Seddigheh
1 Banna, O.
1 Barth, Andrea
1 Beghin, Luisa
1 Biermé, Hermine
1 Binh, Cao Tan
1 Bodnarchuk, Iryna
1 Bohun, Vladyslav
1 Bratyk, Mykhajlo V.
1 Bréhier, Charles-Edouard
1 Buckdahn, Rainer
1 Buryak, Filipp
1 Butkovsky, Oleg A.
1 Cahoy, Dexter O.
1 Cai, Chunhao
1 Caraballo Garrido, Tomás
1 Chang, Qiangqiang
1 Chronopoulou, Alexandra
1 Clausel, Marianne
1 Cortés López, Juan Carlos
1 Coutin, Laure
1 Da Prato, Giuseppe
1 da Silva, José Luís
...and 173 more Authors
all top 5

Cited in 81 Serials

30 Theory of Probability and Mathematical Statistics
13 Modern Stochastics. Theory and Applications
11 Stochastic Processes and their Applications
10 Stochastic Analysis and Applications
7 Journal of Theoretical Probability
5 Journal of Computational and Applied Mathematics
5 Statistics & Probability Letters
5 Communications in Statistics. Theory and Methods
5 Statistical Inference for Stochastic Processes
5 Differentsial’nye Uravneniya i Protsessy Upravleniya
4 Chaos, Solitons and Fractals
4 Stochastics
3 Journal of Mathematical Analysis and Applications
3 Applied Mathematics and Computation
3 Applied Mathematics and Optimization
3 Bernoulli
3 Abstract and Applied Analysis
3 Nonlinear Analysis. Modelling and Control
3 Stochastics and Dynamics
2 Computers & Mathematics with Applications
2 Theory of Probability and its Applications
2 Journal of Applied Probability
2 Journal of Differential Equations
2 Applied Mathematics Letters
2 Communications in Statistics. Simulation and Computation
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Filomat
2 Random Operators and Stochastic Equations
2 Journal of Inequalities and Applications
2 Discrete Dynamics in Nature and Society
2 Differential Equations
1 Applicable Analysis
1 International Journal of Control
1 Physica A
1 Ukrainian Mathematical Journal
1 Mathematics and Computers in Simulation
1 Osaka Journal of Mathematics
1 Transactions of the American Mathematical Society
1 Applied Numerical Mathematics
1 Statistics
1 Probability Theory and Related Fields
1 Journal of Complexity
1 Revista Matemática Iberoamericana
1 Journal of Integral Equations and Applications
1 Annals of Operations Research
1 The Annals of Applied Probability
1 Numerical Algorithms
1 Geometric and Functional Analysis. GAFA
1 Journal of Partial Differential Equations
1 Cybernetics and Systems Analysis
1 Potential Analysis
1 Applied Mathematics. Series B (English Edition)
1 Russian Journal of Mathematical Physics
1 Journal of Mathematical Sciences (New York)
1 Turkish Journal of Mathematics
1 Fractals
1 Electronic Journal of Probability
1 Mathematical Problems in Engineering
1 Mathematical Inequalities & Applications
1 Communications in Nonlinear Science and Numerical Simulation
1 Methodology and Computing in Applied Probability
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Multiscale Modeling & Simulation
1 Journal of the Institute of Mathematics of Jussieu
1 Mediterranean Journal of Mathematics
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Statistical Methodology
1 Journal of the Korean Statistical Society
1 Frontiers of Mathematics in China
1 Mathematics and Financial Economics
1 Journal of Statistical Theory and Practice
1 Electronic Journal of Statistics
1 Discrete and Continuous Dynamical Systems. Series S
1 Science China. Mathematics
1 Sankhyā. Series A
1 Journal of Function Spaces
1 Research in the Mathematical Sciences
1 AIMS Mathematics
1 Computational and Mathematical Biophysics
1 Probability, Uncertainty and Quantitative Risk
1 Frontiers of Mathematical Finance

Citations by Year