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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Other publications by

67 publications found

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

2008

Journal article

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

2015

Journal article

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

2011

Journal article

Rate Of Convergence Of Euler Approximations Of Solution To Mixed Stochastic Differential Equation Involving Brownian Motion And Fractional Brownian Motion

Publisher: Random Operators and Stochastic Equations

Authors: Georgiy Shevchenko, Yulia Mishura

2013

Journal article

Malliavin Regularity Of Solutions To Mixed Stochastic Differential Equations

Publisher: Statistics & Probability Letters

Authors: Georgiy Shevchenko, Taras Shalaiko

2021

Journal article

Boundary Non‑Crossing Probabilities Of Gaussian Processes: Sharp Bounds And Asymptotics

Publisher: Journal of Theoretical Probability

Authors: Georgiy Shevchenko, Enkelejd Hashorva, Yulia Mishura

2014

Working paper

Fractional Brownian Motion In A Nutshell

Publisher: arxiv

Authors: Georgiy Shevchenko

2007

Journal article

Approximation Schemes For Stochastic Differential Equations In Hilbert Space

Publisher: Theory of Probability & Its Applications

Authors: Georgiy Shevchenko, Yulia Mishura

2018

Working paper

Existence And Uniqueness Of Mild Solution To Stochastic Heat Equation With White And Fractional Noises

Publisher: arxiv

Authors: Georgiy Shevchenko, Kostiantyn Prontenko, Yulia Mishura

2022

Journal article

Tail Measures And Regular Variation

Publisher: Electronic Journal of Probability

Authors: Georgiy Shevchenko, Martin Bladt, Enkelejd Hashorva