Found 28 publications
The Optimal Time To Exchange One Asset For Another On Finite Interval
Publisher: Springer Berlin
Authors: Georgiy Shevchenko, Yulia Mishura
Asymptotic Behavior Of Mixed Power Variations And Statistical Estimation In Mixed Models
Publisher: Statistical Inference for Stochastic Processes
Authors: Georgiy Shevchenko, Yulia Mishura, Marco Dozzi
Modern Stochastics And Applications
Publisher: Springer Cham
Authors: Georgiy Shevchenko, Volodymyr Korolyuk, Nikolaos Limnios, Yulia Mishura, Lyudmyla Sakhno
Functional Limit Theorems For Stochastic Integrals With Applications To Risk Processes And To Self‑Financing Strategies In A Multidimensional Market
Publisher: Theory of Probability and Mathematical Statistics
Authors: Georgiy Shevchenko, Yu. V. Yukhnovs’kiĭ, Yulia Mishura
Real Harmonizable Multifractional Stable Process And Its Local Properties
Publisher: Stochastic Processes and their Applications
Authors: Georgiy Shevchenko, Marco Dozzi, Yulia Mishura, Kostiantyn Ral’chenko
Existence And Uniqueness Of Mild Solution To Stochastic Heat Equation With White And Fractional Noises
Publisher: arxiv
Authors: Georgiy Shevchenko, Kostiantyn Prontenko, Yulia Mishura
Euler approximations of solutions of abstract equations and their applications in the theory of semigroups
Publisher: Springer
Authors: Georgiy Shevchenko, Yulia Mishura
On The Distribution Of Integral Functionals Of A Homogeneous Diffusion Process
Publisher: Bocconi & Springer Series
Authors: Georgiy Shevchenko, M. Perestyuk, Yulia Mishura
The Rate Of Convergence For Euler Approximations Of Solutions Of Stochastic Differential Equations Driven By Fractional Brownian Motion
Publisher: Stochastics
Authors: Georgiy Shevchenko, Yulia Mishura
Existence And Uniqueness Of The Solution Of Stochastic Differential Equation Involving Wiener Process And Fractional Brownian Motion With Hurst Index H > 1/2
Publisher: Communications in Statistics - Theory and Methods
Authors: Georgiy Shevchenko, Yulia Mishura