Journal article

Approximations For A Solution To Stochastic Heat Equation With Stable Noise

Year:

2016

Published in:

Modern Stochastics: Theory and Applications

Authors:

Cauchy problem

stochastic heat equation

harmonizable fractional stable process

Hurst parameter

LePage series4o mini

We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process

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80 publications found

2017

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Publisher: Bocconi & Springer Series

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2017

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Publisher: Taras Shevchenko National University of Kyiv

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Approximation Of Random Variables By Functionals Of The Increments Of A Fractional Brownian Motion

Publisher: Theory of Probability and Mathematical Statistics

Authors: Georgiy Shevchenko, Taras Shalaiko

2015

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Convergence Of Solutions Of Mixed Stochastic Delay Differential Equations With Applications

Publisher: Applied Mathematics and Computation

Authors: Georgiy Shevchenko, Yulia Mishura, Taras Shalaiko

2011

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Publisher: Stochastic Processes and their Applications

Authors: Georgiy Shevchenko, Volodymyr Korolyuk, Yuriy Kozachenko, Yulia Mishura, Halyna Syta

2022

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Tail Measures And Regular Variation

Publisher: Electronic Journal of Probability

Authors: Georgiy Shevchenko, Martin Bladt, Enkelejd Hashorva

2011

Working paper

Fractional And Multifractional Models In Finance

Publisher: Taras Shevchenko National University of Kyiv

Authors: Georgiy Shevchenko

2015

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Integral Representation With Respect To Fractional Brownian Motion Under A Log‑Hölder Assumption

Publisher: Modern Stochastics: Theory and Applications

Authors: Georgiy Shevchenko, Taras Shalaiko