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## Shevchenko, Georgiy M.

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 Author ID: shevchenko.georgiy-m Published as: Shevchenko, G.; Shevchenko, G. M.; Shevchenko, Georgii M.; Shevchenko, Georgij; Shevchenko, Georgiy; Shevchenko, Georgiy M.; Shevchenko, Georgiĭ; Shevchenko, Georgiĭ M.; Shevchenko, H. M. External Links: MGP · Math-Net.Ru · ORCID · ResearchGate
 Documents Indexed: 81 Publications since 1998, including 3 Books Reviewing Activity: 31 Reviews
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#### Co-Authors

 18 single-authored 34 Mishura, Yuliya Stepanivna 7 Ralchenko, Kostiantyn V. 3 Pryhara, Larysa 3 Sakhno, Lyudmyla Mykhaĭlivna 3 Shalaiko, Taras 2 Dozzi, Marco E. 2 Korolyuk, Volodymyr Semenovych 2 Moroz, A. G. 2 Perestyuk, Mykola Oleksiĭovych 2 Shalaiko, T. O. 2 Viitasaari, Lauri 1 Avetisian, D. A. 1 Banna, Oksana L. 1 Bodnarchuk, I. M. 1 Boguslavskaya, Elena 1 Boldyreva, Valery O. 1 Bulda, M. M. 1 Doroshenko, Vadym 1 Dotsenko, Sergeĭ I. 1 Hashorva, Enkelejd 1 Iksanov, Aleksander M. 1 Kabluchko, Zakhar A. 1 Khlifa, M. Bel Hadj 1 Kondratiev, Yuri 1 Kozachenko, Yuriĭ Vasyl’ovych 1 Kukush, Oleksandr Georgiĭovych 1 Kurchenko, Oleksandr O. 1 Leifura, V. M. 1 Limnios, Nikolaos 1 Marynych, Alexander V. 1 Melnikov, Aleksander Viktorovich 1 Pavlyukevich, Ilya 1 Posashkova, Svitlana V. 1 Pryhara, L. I. 1 Radchenko, Vadym Mykolaĭovych 1 Rusanyuk, L. I. 1 Seleznev, Oleg 1 Shelyazhenko, P. S. 1 Shklyar, Sergiĭ Volodymyrovych 1 Soloveĭko, Olena M. 1 Solovejko, O. M. 1 Syta, Halyna M. 1 Tomashyk, V. V. 1 Valkeila, Esko 1 Yasinskiy, V. A. 1 Yukhnovs’kiĭ, Yu. V. 1 Zili, Mounir
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#### Serials

 12 Theory of Probability and Mathematical Statistics 11 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 7 Modern Stochastics. Theory and Applications 5 Stochastic Processes and their Applications 4 Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 3 Ukraïns’kyĭ Matematychnyĭ Zhurnal 3 Random Operators and Stochastic Equations 3 Theory of Stochastic Processes 2 Statistics & Probability Letters 2 Communications in Statistics. Theory and Methods 2 U Sviti Matematyky 2 Dopovidi Natsional’noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky 2 Methodology and Computing in Applied Probability 2 Stochastics 1 Computers & Mathematics with Applications 1 Theory of Probability and its Applications 1 Applied Mathematics and Computation 1 Stochastic Analysis and Applications 1 Journal of Theoretical Probability 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 Cybernetics and Systems Analysis 1 Journal of Mathematical Sciences (New York) 1 Bernoulli 1 Visnyk. Matematyka. Mekhanika. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 1 Statistical Inference for Stochastic Processes 1 Prykladna Statystyka. Aktuarna ta Finansova Matematyka 1 Matematicheskaya Teoriya Igr i eë Prilozheniya 1 Springer Optimization and Its Applications
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#### Fields

 71 Probability theory and stochastic processes (60-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Statistics (62-XX) 10 Partial differential equations (35-XX) 7 Ordinary differential equations (34-XX) 7 Numerical analysis (65-XX) 5 General and overarching topics; collections (00-XX) 3 Operator theory (47-XX) 1 History and biography (01-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Geometry (51-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) 1 Mathematics education (97-XX)

#### Citations contained in zbMATH Open

40 Publications have been cited 189 times in 134 Documents Cited by Year
The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. Zbl 1154.60046
Mishura, Yu; Shevchenko, G.
2008
Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index $$H > 1/2$$. Zbl 1315.60071
Mishura, Yulia S.; Shevchenko, Georgiy M.
2011
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. Zbl 1268.60088
Mishura, Yuliya; Shevchenko, Georgiy
2012
Mixed fractional stochastic differential equations with jumps. Zbl 1307.60087
Shevchenko, Georgiy
2014
Real harmonizable multifractional stable process and its local properties. Zbl 1231.60039
Dozzi, Marco; Shevchenko, Georgiy
2011
Approximation schemes for stochastic differential equations in Hilbert space. Zbl 1148.60044
Mishura, Yu. S.; Shevchenko, G. M.
2007
Stochastic wave equation in a plane driven by spatial stable noise. Zbl 1352.60092
Pryhara, Larysa; Shevchenko, Georgiy
2016
Approximation of fractional Brownian motion by martingales. Zbl 1312.60043
Shklyar, Sergiy; Shevchenko, Georgiy; Mishura, Yuliya; Doroshenko, Vadym; Banna, Oksana
2014
Random variables as pathwise integrals with respect to fractional Brownian motion. Zbl 1328.60131
Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko
2013
Fractionally integrated inverse stable subordinators. Zbl 1353.60032
Iksanov, Alexander; Kabluchko, Zakhar; Marynych, Alexander; Shevchenko, Georgiy
2017
Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy
2015
Heat equation in a multidimensional domain with a general stochastic measure. Zbl 1357.60065
Bodnarchuk, I. M.; Shevchenko, G. M.
2016
Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Zbl 1329.60102
Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy
2015
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. Zbl 1329.60193
Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy
2014
Mixed stochastic delay differential equations. Zbl 1322.60097
Shevchenko, G.
2014
Malliavin regularity of solutions to mixed stochastic differential equations. Zbl 1287.60075
Shevchenko, Georgiy; Shalaiko, Taras
2013
Path properties of multifractal Brownian motion. Zbl 1224.60080
Ral’chenko, K. V.; Shevchenko, G. M.
2009
Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194
Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M.
2008
On reselling of European option. Zbl 1141.91017
Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M.
2006
Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059
Mishura, Yu.; Ralchenko, K.; Shevchenko, G.
2019
Wave equation with a stable noise. Zbl 1402.60079
Pryhara, L. I.; Shevchenko, G. M.
2018
Wave equation with a coloured stable noise. Zbl 1386.60224
Pryhara, Larysa; Shevchenko, Georgiy
2017
Approximations for a solution to stochastic heat equation with stable noise. Zbl 1352.60091
Pryhara, Larysa; Shevchenko, Georgiy
2016
Convergence of solutions of mixed stochastic delay differential equations with applications. Zbl 1338.34155
Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy
2015
Integral representation with adapted continuous integrand with respect to fractional Brownian motion. Zbl 1305.60041
Shevchenko, Georgiy; Viitasaari, Lauri
2014
Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. Zbl 1290.60069
Mishura, Yuliya S.; Shevchenko, Georgiy M.
2011
Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061
Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V.
2009
Adapted integral representations of random variables. Zbl 1337.60110
Shevchenko, Georgiy; Viitasaari, Lauri
2015
Fractional Brownian motion in a nutshell. Zbl 1337.60067
Shevchenko, Georgiy
2015
Integrability of solutions to mixed stochastic differential equations. Zbl 1398.60076
Shevchenko, Georgiy M.
2014
Local properties of a multifractional stable field. Zbl 1285.60045
Shevchenko, Georgiy
2012
Asymptotic behaviour of the value function of an American type perpetual contingent claim in the Lévy model at infinite expansion of the time interval. Zbl 1224.62126
Moroz, A.; Shevchenko, G.
2010
The optimal time to exchange one asset for another on finite interval. Zbl 1189.60087
Mishura, Yuliya; Shevchenko, Georgiy
2009
On the differentiability of solutions to stochastic differential equations with fractional Brownian motion. Zbl 1142.60358
Mishura, Yu. S.; Shevchenko, G. M.
2007
Wave equation for a homogeneous string with fixed ends driven by a stable random noise. Zbl 1436.60067
Rusanyuk, L. I.; Shevchenko, G. M.
2019
Estimation of diffusion parameter for stochastic heat equation with white noise. Zbl 1438.35466
Avetisian, D. A.; Shevchenko, G. M.
2018
Convergence of hitting times in diffusion models with jumps and non-Lipschitz diffusion. Zbl 1313.60143
Tomashyk, V. V.; Shevchenko, G. M.
2014
Approximation of random variables by functionals of the increments of a fractional Brownian motion. Zbl 1310.60038
Shevchenko, G. M.; Shalaiko, T. O.
2013
Local times for multifractional square Gaussian processes. Zbl 1313.60075
Shevchenko, G. M.
2013
Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations. Zbl 1240.60161
Ral’chenko, K. V.; Shevchenko, G. M.
2010
Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059
Mishura, Yu.; Ralchenko, K.; Shevchenko, G.
2019
Wave equation for a homogeneous string with fixed ends driven by a stable random noise. Zbl 1436.60067
Rusanyuk, L. I.; Shevchenko, G. M.
2019
Wave equation with a stable noise. Zbl 1402.60079
Pryhara, L. I.; Shevchenko, G. M.
2018
Estimation of diffusion parameter for stochastic heat equation with white noise. Zbl 1438.35466
Avetisian, D. A.; Shevchenko, G. M.
2018
Fractionally integrated inverse stable subordinators. Zbl 1353.60032
Iksanov, Alexander; Kabluchko, Zakhar; Marynych, Alexander; Shevchenko, Georgiy
2017
Wave equation with a coloured stable noise. Zbl 1386.60224
Pryhara, Larysa; Shevchenko, Georgiy
2017
Stochastic wave equation in a plane driven by spatial stable noise. Zbl 1352.60092
Pryhara, Larysa; Shevchenko, Georgiy
2016
Heat equation in a multidimensional domain with a general stochastic measure. Zbl 1357.60065
Bodnarchuk, I. M.; Shevchenko, G. M.
2016
Approximations for a solution to stochastic heat equation with stable noise. Zbl 1352.60091
Pryhara, Larysa; Shevchenko, Georgiy
2016
Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy
2015
Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Zbl 1329.60102
Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy
2015
Convergence of solutions of mixed stochastic delay differential equations with applications. Zbl 1338.34155
Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy
2015
Adapted integral representations of random variables. Zbl 1337.60110
Shevchenko, Georgiy; Viitasaari, Lauri
2015
Fractional Brownian motion in a nutshell. Zbl 1337.60067
Shevchenko, Georgiy
2015
Mixed fractional stochastic differential equations with jumps. Zbl 1307.60087
Shevchenko, Georgiy
2014
Approximation of fractional Brownian motion by martingales. Zbl 1312.60043
Shklyar, Sergiy; Shevchenko, Georgiy; Mishura, Yuliya; Doroshenko, Vadym; Banna, Oksana
2014
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. Zbl 1329.60193
Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy
2014
Mixed stochastic delay differential equations. Zbl 1322.60097
Shevchenko, G.
2014
Integral representation with adapted continuous integrand with respect to fractional Brownian motion. Zbl 1305.60041
Shevchenko, Georgiy; Viitasaari, Lauri
2014
Integrability of solutions to mixed stochastic differential equations. Zbl 1398.60076
Shevchenko, Georgiy M.
2014
Convergence of hitting times in diffusion models with jumps and non-Lipschitz diffusion. Zbl 1313.60143
Tomashyk, V. V.; Shevchenko, G. M.
2014
Random variables as pathwise integrals with respect to fractional Brownian motion. Zbl 1328.60131
Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko
2013
Malliavin regularity of solutions to mixed stochastic differential equations. Zbl 1287.60075
Shevchenko, Georgiy; Shalaiko, Taras
2013
Approximation of random variables by functionals of the increments of a fractional Brownian motion. Zbl 1310.60038
Shevchenko, G. M.; Shalaiko, T. O.
2013
Local times for multifractional square Gaussian processes. Zbl 1313.60075
Shevchenko, G. M.
2013
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. Zbl 1268.60088
Mishura, Yuliya; Shevchenko, Georgiy
2012
Local properties of a multifractional stable field. Zbl 1285.60045
Shevchenko, Georgiy
2012
Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index $$H > 1/2$$. Zbl 1315.60071
Mishura, Yulia S.; Shevchenko, Georgiy M.
2011
Real harmonizable multifractional stable process and its local properties. Zbl 1231.60039
Dozzi, Marco; Shevchenko, Georgiy
2011
Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. Zbl 1290.60069
Mishura, Yuliya S.; Shevchenko, Georgiy M.
2011
Asymptotic behaviour of the value function of an American type perpetual contingent claim in the Lévy model at infinite expansion of the time interval. Zbl 1224.62126
Moroz, A.; Shevchenko, G.
2010
Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations. Zbl 1240.60161
Ral’chenko, K. V.; Shevchenko, G. M.
2010
Path properties of multifractal Brownian motion. Zbl 1224.60080
Ral’chenko, K. V.; Shevchenko, G. M.
2009
Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061
Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V.
2009
The optimal time to exchange one asset for another on finite interval. Zbl 1189.60087
Mishura, Yuliya; Shevchenko, Georgiy
2009
The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. Zbl 1154.60046
Mishura, Yu; Shevchenko, G.
2008
Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194
Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M.
2008
Approximation schemes for stochastic differential equations in Hilbert space. Zbl 1148.60044
Mishura, Yu. S.; Shevchenko, G. M.
2007
On the differentiability of solutions to stochastic differential equations with fractional Brownian motion. Zbl 1142.60358
Mishura, Yu. S.; Shevchenko, G. M.
2007
On reselling of European option. Zbl 1141.91017
Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M.
2006
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