Edit Profile (opens in new tab) Androshchuk, Taras O. Co-Author Distance Author ID: androshchuk.taras-o Published as: Androshchuk, T. O.; Androshchuk, Taras O.; Androshchuk, Taras; Androshchuk, T. more...less Documents Indexed: 9 Publications since 2001 Co-Authors: 2 Co-Authors with 3 Joint Publications 200 Co-Co-Authors Co-Authors 6 single-authored 2 Mishura, Yuliya Stepanivna 1 Kulik, Alexey M. all top 5 Serials 2 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 2 Theory of Stochastic Processes 1 Zapiski Nauchnykh Seminarov POMI 1 Random Operators and Stochastic Equations 1 Visnyk. Matematyka. Mekhanika. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 1 Dopovidi Natsional’noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky 1 Stochastics Fields 9 Probability theory and stochastic processes (60-XX) 2 Statistics (62-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 3 Publications have been cited 23 times in 21 Documents Cited by ▼ Year ▼ Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics. Zbl 1115.60043 Androshchuk, Taras; Mishura, Yuliya 17 2006 Approximation of a stochastic integral with respect to fractional Brownian motion by integrals with respect to absolutely continuous processes. Zbl 1118.60049 Androshchuk, T. O. 5 2005 The local asymptotic normality of a family of measures generated by solutions of stochastic differential equations with a small fractional Brownian motion. Zbl 1097.60045 Androshchuk, T. 1 2004 Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics. Zbl 1115.60043 Androshchuk, Taras; Mishura, Yuliya 17 2006 Approximation of a stochastic integral with respect to fractional Brownian motion by integrals with respect to absolutely continuous processes. Zbl 1118.60049 Androshchuk, T. O. 5 2005 The local asymptotic normality of a family of measures generated by solutions of stochastic differential equations with a small fractional Brownian motion. Zbl 1097.60045 Androshchuk, T. 1 2004 all cited Publications top 5 cited Publications all top 5 Cited by 36 Authors 7 Mishura, Yuliya Stepanivna 4 Banna, Oksana L. 2 Nguyen Tien Dung 2 Fallah, Somayeh 2 Mehrdoust, Farshid 2 Melnikov, Aleksander Viktorovich 2 Shevchenko, Georgiy M. 2 Shklyar, Sergiĭ Volodymyrovych 2 Sottinen, Tommi 1 Androshchuk, Taras O. 1 Araneda, Axel A. 1 Azmoodeh, Ehsan 1 Ballestra, Luca Vincenzo 1 Bender, Christian 1 Buryak, Filipp 1 Cui, Bing 1 Dharmaraja, Selvamuthu 1 Doroshenko, Vadym 1 Dozzi, Marco E. 1 Kim, Takwon 1 Lee, Ki-Ahm 1 Mackay, Anne 1 Najafi, Alireza 1 Natarajan, Selvaraju 1 Ouyang, Yanmin 1 Pacelli, Graziella 1 Park, Jinwan 1 Radi, Davide 1 Sharma, Nitu 1 Tran Hung Thao 1 Tudor, Ciprian A. 1 Valkeila, Esko 1 Viitasaari, Lauri 1 Yang, Jingyuan 1 Yoon, Ji-Hun 1 Zhou, Shengwu all top 5 Cited in 17 Serials 3 Journal of Computational and Applied Mathematics 2 Theory of Probability and Mathematical Statistics 2 Modern Stochastics. Theory and Applications 1 Computers & Mathematics with Applications 1 Chaos, Solitons and Fractals 1 Communications in Statistics. Theory and Methods 1 Random Operators and Stochastic Equations 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Fractional Calculus & Applied Analysis 1 Discrete Dynamics in Nature and Society 1 Statistical Inference for Stochastic Processes 1 Methodology and Computing in Applied Probability 1 Applied Stochastic Models in Business and Industry 1 Brazilian Journal of Probability and Statistics 1 Stochastics 1 Mathematics and Financial Economics all top 5 Cited in 6 Fields 19 Probability theory and stochastic processes (60-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Statistics (62-XX) 2 Numerical analysis (65-XX) 1 Partial differential equations (35-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year