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Shevchenko, Georgiy M.

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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: 82 Publications since 1998, including 3 Books
Reviewing Activity: 31 Reviews

Publications by Year

Citations contained in zbMATH Open

42 Publications have been cited 200 times in 141 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.
22
2008
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.
20
2011
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. Zbl 1268.60088
Mishura, Yuliya; Shevchenko, Georgiy
19
2012
Real harmonizable multifractional stable process and its local properties. Zbl 1231.60039
Dozzi, Marco; Shevchenko, Georgiy
8
2011
Mixed fractional stochastic differential equations with jumps. Zbl 1307.60087
Shevchenko, Georgiy
8
2014
Approximation schemes for stochastic differential equations in Hilbert space. Zbl 1148.60044
Mishura, Yu. S.; Shevchenko, G. M.
8
2007
Mixed stochastic delay differential equations. Zbl 1322.60097
Shevchenko, G.
7
2014
Approximation of fractional Brownian motion by martingales. Zbl 1312.60043
Shklyar, Sergiy; Shevchenko, Georgiy; Mishura, Yuliya; Doroshenko, Vadym; Banna, Oksana
7
2014
Stochastic wave equation in a plane driven by spatial stable noise. Zbl 1352.60092
Pryhara, Larysa; Shevchenko, Georgiy
7
2016
Random variables as pathwise integrals with respect to fractional Brownian motion. Zbl 1328.60131
Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko
6
2013
Fractionally integrated inverse stable subordinators. Zbl 1353.60032
Iksanov, Alexander; Kabluchko, Zakhar; Marynych, Alexander; Shevchenko, Georgiy
6
2017
Malliavin regularity of solutions to mixed stochastic differential equations. Zbl 1287.60075
Shevchenko, Georgiy; Shalaiko, Taras
5
2013
Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy
5
2015
Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Zbl 1329.60102
Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy
5
2015
On reselling of European option. Zbl 1141.91017
Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M.
4
2006
Heat equation in a multidimensional domain with a general stochastic measure. Zbl 1357.60065
Bodnarchuk, I. M.; Shevchenko, G. M.
4
2016
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
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.
4
2019
Fractional Brownian motion in a nutshell. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). Zbl 1337.60067
Shevchenko, Georgiy
4
2015
Wave equation with a coloured stable noise. Zbl 1386.60224
Pryhara, Larysa; Shevchenko, Georgiy
3
2017
Integral representation with adapted continuous integrand with respect to fractional Brownian motion. Zbl 1305.60041
Shevchenko, Georgiy; Viitasaari, Lauri
3
2014
Path properties of multifractal Brownian motion. Zbl 1224.60080
Ral’chenko, K. V.; Shevchenko, G. M.
3
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
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.
3
2011
Wave equation with a stable noise. Zbl 1402.60079
Pryhara, L. I.; Shevchenko, G. M.
3
2018
Approximations for a solution to stochastic heat equation with stable noise. Zbl 1352.60091
Pryhara, Larysa; Shevchenko, Georgiy
3
2016
Convergence of solutions of mixed stochastic delay differential equations with applications. Zbl 1338.34155
Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy
3
2015
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
The optimal time to exchange one asset for another on finite interval. Zbl 1189.60087
Mishura, Yuliya; Shevchenko, Georgiy
2
2009
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.
2
2008
Integrability of solutions to mixed stochastic differential equations. Zbl 1398.60076
Shevchenko, Georgiy M.
2
2014
Estimation of diffusion parameter for stochastic heat equation with white noise. Zbl 1438.35466
Avetisian, D. A.; Shevchenko, G. M.
2
2018
Wave equation for a homogeneous string with fixed ends driven by a stable random noise. Zbl 1436.60067
Rusanyuk, L. I.; Shevchenko, G. M.
2
2019
Local properties of a multifractional stable field. Zbl 1285.60045
Shevchenko, Georgiy
2
2012
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
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
Theory and statistical applications of stochastic processes. Zbl 1375.60006
Mishura, Yuliya; Shevchenko, Georgiy
1
2017
Local times for multifractional square Gaussian processes. Zbl 1313.60075
Shevchenko, G. M.
1
2013
On the differentiability of solutions to stochastic differential equations with fractional Brownian motion. Zbl 1142.60358
Mishura, Yu. S.; Shevchenko, G. M.
1
2007
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
Convergence of hitting times in diffusion models with jumps and non-Lipschitz diffusion. Zbl 1313.60143
Tomashyk, V. V.; Shevchenko, G. M.
1
2014
Existence and uniqueness of mild solution to fractional stochastic heat equation. Zbl 1442.60068
Ralchenko, Kostiantyn; Shevchenko, Georgiy
1
2018
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.
4
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.
2
2019
Wave equation with a stable noise. Zbl 1402.60079
Pryhara, L. I.; Shevchenko, G. M.
3
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
6
2017
Wave equation with a coloured stable noise. Zbl 1386.60224
Pryhara, Larysa; Shevchenko, Georgiy
3
2017
Theory and statistical applications of stochastic processes. Zbl 1375.60006
Mishura, Yuliya; Shevchenko, Georgiy
1
2017
Stochastic wave equation in a plane driven by spatial stable noise. Zbl 1352.60092
Pryhara, Larysa; Shevchenko, Georgiy
7
2016
Heat equation in a multidimensional domain with a general stochastic measure. Zbl 1357.60065
Bodnarchuk, I. M.; Shevchenko, G. M.
4
2016
Approximations for a solution to stochastic heat equation with stable noise. Zbl 1352.60091
Pryhara, Larysa; Shevchenko, Georgiy
3
2016
Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy
5
2015
Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Zbl 1329.60102
Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy
5
2015
Fractional Brownian motion in a nutshell. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). Zbl 1337.60067
Shevchenko, Georgiy
4
2015
Convergence of solutions of mixed stochastic delay differential equations with applications. Zbl 1338.34155
Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy
3
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
Mixed fractional stochastic differential equations with jumps. Zbl 1307.60087
Shevchenko, Georgiy
8
2014
Mixed stochastic delay differential equations. Zbl 1322.60097
Shevchenko, G.
7
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
Integral representation with adapted continuous integrand with respect to fractional Brownian motion. Zbl 1305.60041
Shevchenko, Georgiy; Viitasaari, Lauri
3
2014
Integrability of solutions to mixed stochastic differential equations. Zbl 1398.60076
Shevchenko, Georgiy M.
2
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
Random variables as pathwise integrals with respect to fractional Brownian motion. Zbl 1328.60131
Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko
6
2013
Malliavin regularity of solutions to mixed stochastic differential equations. Zbl 1287.60075
Shevchenko, Georgiy; Shalaiko, Taras
5
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
19
2012
Local properties of a multifractional stable field. Zbl 1285.60045
Shevchenko, Georgiy
2
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.
20
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.
3
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.
3
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.
22
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.
2
2008
Approximation schemes for stochastic differential equations in Hilbert space. Zbl 1148.60044
Mishura, Yu. S.; Shevchenko, G. M.
8
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 170 Authors

24 Shevchenko, Georgiy M.
23 Mishura, Yuliya Stepanivna
9 Ralchenko, Kostiantyn V.
8 Radchenko, Vadym Mykolaĭovych
7 Neuenkirch, Andreas
5 Shalaiko, Taras
4 Kozachenko, Yuriĭ Vasyl’ovych
4 Kuznetsov, Dmitriĭ Feliksovich
3 Ayache, Antoine
3 Bodnarchuk, I. M.
3 Dozzi, Marco E.
3 Iksanov, Aleksander M.
3 Khodabin, Morteza
3 Marynych, Alexander V.
3 Melnikov, Aleksander Viktorovich
3 Moroz, A. G.
3 Tindel, Samy
3 Viitasaari, Lauri
3 Yan, Litan
2 Araya, Héctor
2 Avazzadeh, Zakieh
2 Banna, Oksana L.
2 Fallah, Somayeh
2 Hamonier, Julien
2 Hashemi, Bentol Hoda
2 Heydari, Mohammad Hossien
2 Hong, Phan Thanh
2 Jentzen, Arnulf
2 Kleptsyna, Marina L.
2 Kloeden, Peter Eris
2 León, Jorge A.
2 Lundgren, Robin
2 Maleknejad, Khosrow
2 Mehrdoust, Farshid
2 Naganuma, Nobuaki
2 Pei, Bin
2 Prakasa Rao, B. L. S.
2 Pryhara, Larysa
2 Rashytov, Bohdan
2 Shen, Guangjun
2 Shklyar, Sergiĭ Volodymyrovych
2 Silvestrov, Dmitrii
2 Stibůrek, David
2 Tomashyk, V. V.
2 Torres, Soledad
2 Xu, Yong
2 Yukhnovs’kiĭ, Yu. V.
1 Aida, Shigeki
1 Avetisian, D. A.
1 Avetisian, Diana
1 Balasubramaniam, Pagavathigounder
1 Banna, O.
1 Barth, Andrea
1 Biermé, Hermine
1 Binh, Cao Tan
1 Bourguin, Solesne
1 Bratyk, Mykhajlo V.
1 Buckdahn, Rainer
1 Buryak, Filipp
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
1 Deya, Aurélien
1 Duc, Luu Hoang
1 Erraoui, Mohamed
1 Esmili, Yassine
1 Essaky, El Hassan
1 Ezzati, Reza
1 Fageot, Julien
1 Falkowski, Adrian
1 Fang, Di
1 Fei, Weiyin
1 Gailus, Siragan
1 Garrido-Atienza, María José
1 Ghayebi, Bakhtiyar
1 Gorodetsky, Ofir
1 Gradinaru, Mihai
1 Han, Min
1 Hosseini, Seyed Mohammad
1 Humeau, Thomas
1 Jamshidi, Nahid
1 Jing, Shuai
1 Kachan, Ilya
1 Kamrani, Minoo
1 Karpovich, A. A.
1 Kubilius, Kȩstutis
1 Kuznetsov, Mikhail Dmitrievich
1 Lacaux, Céline
1 Lang, Annika
1 Lejay, Antoine
1 Li, Yumiao
1 Li, Yunmeng
1 Liu, Weiguo
...and 70 more Authors
all top 5

Cited in 60 Serials

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

Citations by Year