Shevchenko, Georgiy
- Fractional Brownian motion in a nutshell
2014/06/08 by Shevchenko, Georgiy · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Asymptotic behavior of mixed power variations and statistical estimation in mixed models
2013/01/06 by Dozzi, Marco, Mishura, Yuliya, Shevchenko, Georgiy · 1 citation
#60G15 #60G22 #62F25 #62M09 #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Probability (math.PR)
- Gaussian processes with Volterra kernels
2020/01/10 by Mishura, Yuliya, Shevchenko, Georgiy, Shklyar, Sergiy · 1 citation
#45D05 #45E10 (Secondary) #60G17 #60G22 (Primary) 60G15 #FOS: Mathematics #Probability (math.PR)
- Stochastic selection problem for a Stratonovich SDE with power non-linearity
2023/08/12 by Ilya Pavlyukevich, Georgiy Shevchenko, Pavlyukevich, Ilya +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Mathematical Biology Tumor Growth