Journal article

Stochastic Wave Equation In A Plane Driven By Spatial Stable Noise

Year:

2016

Published in:

Modern Stochastics: Theory and Applications

Authors:

Stochastic partial differential equation

wave equation

LePage series

stable random measure

Hölder continuity

generalized solution

The main object of this paper is the planar wave quation(∂2∂t2−a2Δ)U(x,t)=f(x,t),t≥0,x∈R2,(∂2∂t2−a2Δ)U(x,t)=f(x,t),t≥0,x∈R2,with random source

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Other publications by

67 publications found

2011

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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

2008

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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

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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

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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

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Malliavin Regularity Of Solutions To Mixed Stochastic Differential Equations

Publisher: Statistics & Probability Letters

Authors: Georgiy Shevchenko, Taras Shalaiko

2021

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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

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Approximation Schemes For Stochastic Differential Equations In Hilbert Space

Publisher: Theory of Probability & Its Applications

Authors: Georgiy Shevchenko, Yulia Mishura

2018

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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

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Tail Measures And Regular Variation

Publisher: Electronic Journal of Probability

Authors: Georgiy Shevchenko, Martin Bladt, Enkelejd Hashorva