Author

Georgiy M. Shevchenko

Observed names: G. M. Shevchenko, G. Shevchenko, Georgii M. Shevchenko, Georgiy Shevchenko, Georgiĭ Shevchenko, H. M. Shevchenko, Shevchenko, Georgiy, Георгий М Шевченко

Institution: Kyiv School of Economics

Observed institutions: Kyiv School of Economics, Taras Shevchenko National University of Kyiv, Institute of Mathematics

ORCID: 0000-0003-1047-3533

Observed ORCID: 0000-0003-1047-3533

OpenAlex ID: A5023568795

The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion

2008 · Yu Mishura, G. Shevchenko · Stochastics · 82

PDF

Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions

2012 · Yuliya Mishura, Georgiy Shevchenko · Computers & Mathematics with Applications · 58

PDF

Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst IndexH > 1/2

2011 · Yulia S. Mishura, Georgiy M. Shevchenko · Communication in Statistics- Theory and Methods · 57

PDF

Fractional Brownian motion in a nutshell

2015 · Georgiy Shevchenko · International Journal of Modern Physics Conference Series · 48

PDF

Stochastic Processes with Independent Increments

2017 · Yuliya Mishura, Georgiy Shevchenko · Wiley eBooks · 44

Mixed fractional stochastic differential equations with jumps

2013 · Georgiy Shevchenko · Stochastics · 41

PDF

Asymptotic behavior of mixed power variations and statistical estimation in mixed models

2014 · Marco Dozzi, Yuliya Mishura, et al. · Statistical Inference for Stochastic Processes · 34

PDF

Mixed stochastic delay differential equations

2015 · G. Shevchenko · Theory of Probability and Mathematical Statistics · 31

PDF

Path properties of multifractal Brownian motion

2010 · K. V. Ral’chenko, G. M. Shevchenko · Theory of Probability and Mathematical Statistics · 30

PDF

Theory and Statistical Applications of Stochastic Processes

2017 · Yuliya Mishura, Georgiy Shevchenko · Wiley eBooks · 24

Gaussian Processes with Volterra Kernels

2022 · Yuliya Mishura, Georgiy Shevchenko, et al. · Springer proceedings in mathematics & statistics · 16

PDF

Stochastic Viability and Comparison Theorems for Mixed Stochastic Differential Equations

2013 · Alexander Melnikov, Yuliya Mishura, et al. · Methodology And Computing In Applied Probability · 16

PDF

Malliavin regularity of solutions to mixed stochastic differential equations

2013 · Georgiy Shevchenko, Taras Shalaiko · Statistics & Probability Letters · 15

PDF

Real harmonizable multifractional stable process and its local properties

2011 · Marco Dozzi, Georgiy Shevchenko · Stochastic Processes and their Applications · 15

PDF

Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion

2013 · Yuliya Mishura, Kostiantyn Ral’chenko, et al. · Springer optimization and its applications · 14

PDF

Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises

2019 · Yu. Mishura, K. Ralchenko, et al. · Theory of Probability and Mathematical Statistics · 13

PDF

Fractionally integrated inverse stable subordinators

2016 · Alexander Iksanov, Zakhar Kabluchko, et al. · Stochastic Processes and their Applications · 13

PDF

Random variables as pathwise integrals with respect to fractional Brownian motion

2013 · Yuliya Mishura, Georgiy Shevchenko, et al. · Stochastic Processes and their Applications · 13

Modern Stochastics and Applications

2014 · Volodymyr Korolyuk, Nikolaos Limnios, et al. · Springer optimization and its applications · 12

Heat equation in a multidimensional domain with a general stochastic measure

2017 · I. M. Bodnarchuk, G. M. Shevchenko · Theory of Probability and Mathematical Statistics · 10

PDF

Tail measures and regular variation

2022 · Martin Bladt, Enkelejd Hashorva, et al. · Electronic Journal of Probability · 9

PDF

Wave equation with a stable noise

2018 · L. I. Pryhara, G. M. Shevchenko · Theory of Probability and Mathematical Statistics · 9

Stochastic wave equation in a plane driven by spatial stable noise

2016 · Larysa Pryhara, Georgiy Shevchenko · Modern Stochastics Theory and Applications · 8

PDF

Approximation of Fractional Brownian Motion by Martingales

2012 · Sergiy Shklyar, Georgiy Shevchenko, et al. · Methodology And Computing In Applied Probability · 8

PDF

Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion

2011 · Yuliya S. Mishura, Georgiy M. Shevchenko · Random Operators and Stochastic Equations · 8

PDF

Works count: 105

Citation count: 767

H-index: 14

I10-index: 20