Modern Stochastics And Applications
Year:
2014Published in:
Springer ChamThis volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics and economics.
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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
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
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
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
Malliavin Regularity Of Solutions To Mixed Stochastic Differential Equations
Publisher: Statistics & Probability Letters
Authors: Georgiy Shevchenko, Taras Shalaiko
Boundary Non‑Crossing Probabilities Of Gaussian Processes: Sharp Bounds And Asymptotics
Publisher: Journal of Theoretical Probability
Authors: Georgiy Shevchenko, Enkelejd Hashorva, Yulia Mishura
Fractional Brownian Motion In A Nutshell
Publisher: arxiv
Authors: Georgiy Shevchenko
Approximation Schemes For Stochastic Differential Equations In Hilbert Space
Publisher: Theory of Probability & Its Applications
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
Tail Measures And Regular Variation
Publisher: Electronic Journal of Probability
Authors: Georgiy Shevchenko, Martin Bladt, Enkelejd Hashorva