Found 25 publications
The Optimal Time To Exchange One Asset For Another On Finite Interval
Publisher: Springer Berlin
Authors: Georgiy Shevchenko, Yulia Mishura
Existence And Uniqueness Of Mild Solution To Stochastic Heat Equation With White And Fractional Noises
Publisher: arxiv
Authors: Georgiy Shevchenko, Kostiantyn Prontenko, 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
Boundary Non‑Crossing Probabilities Of Gaussian Processes: Sharp Bounds And Asymptotics
Publisher: Journal of Theoretical Probability
Authors: Georgiy Shevchenko, Enkelejd Hashorva, Yulia Mishura
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
Modern Stochastics And Applications
Publisher: Springer Cham
Authors: Georgiy Shevchenko, Volodymyr Korolyuk, Nikolaos Limnios, Yulia Mishura, Lyudmyla Sakhno
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
Linear Equations And Stochastic Exponents In A Hilbert Space
Publisher: Theory of Probability and Mathematical Statistics
Authors: Georgiy Shevchenko, Yulia Mishura
Approximate Solutions To Anticipative Stochastic Differential Equations
Publisher: Statistics & Probability Letters
Authors: Georgiy Shevchenko, Yulia Mishura
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