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

Go to Source

Other publications by

80 publications found

2017

Journal article

Wave Equation With A Coloured Stable Noise

Publisher: Random Operators and Stochastic Equations

Authors: Georgiy Shevchenko, Larysa Pryhara

2014

Working paper

Fractional Brownian Motion In A Nutshell

Publisher: arxiv

Authors: Georgiy Shevchenko

2013

Journal article

Malliavin Regularity Of Solutions To Mixed Stochastic Differential Equations

Publisher: Statistics & Probability Letters

Authors: Georgiy Shevchenko, Taras Shalaiko

2015

Journal article

Convergence Of Solutions Of Mixed Stochastic Delay Differential Equations With Applications

Publisher: Applied Mathematics and Computation

Authors: Georgiy Shevchenko, Yulia Mishura, Taras Shalaiko

2022

Journal article

The Harmonic Mean Formula For Random Processes

Publisher: Stochastic Analysis and Applications

Authors: Georgiy Shevchenko, Enkelejd Hashorva, Krzysztof Bisewski

2014

Book Chapter

On The Distribution Of Integral Functionals Of A Homogeneous Diffusion Process

Publisher: Bocconi & Springer Series

Authors: Georgiy Shevchenko, M. Perestyuk, Yulia Mishura

2011

Journal article

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

2022

Journal article

Tail Measures And Regular Variation

Publisher: Electronic Journal of Probability

Authors: Georgiy Shevchenko, Martin Bladt, Enkelejd Hashorva

2020

Journal article

Limit Theorems For Additive Functionals Of Continuous Time Random Walks

Publisher: Proceedings of the Royal Society of Edinburgh: Section A Mathematics

Authors: Georgiy Shevchenko, Yuri M. Zhukov, Yulia Mishura

2014

Book

Modern Stochastics And Applications

Publisher: Springer Cham

Authors: Georgiy Shevchenko, Volodymyr Korolyuk, Nikolaos Limnios, Yulia Mishura, Lyudmyla Sakhno