| The order barrier for strong approximation of rough volatility models A Neuenkirch, T Shalaiko arXiv preprint arXiv:1606.03854, 2016 | 19 | 2016 |
| Malliavin regularity of solutions to mixed stochastic differential equations G Shevchenko, T Shalaiko Statistics & Probability Letters 83 (12), 2638-2646, 2013 | 14 | 2013 |
| Convergence of solutions of mixed stochastic delay differential equations with applications Y Mishura, T Shalaiko, G Shevchenko Applied Mathematics and Computation 257, 487-497, 2015 | 9 | 2015 |
| The maximum rate of convergence for the approximation of the fractional Lévy area at a single point A Neuenkirch, T Shalaiko Journal of Complexity 33, 107-117, 2016 | 7 | 2016 |
| The relation between mixed and rough SDEs and its application to numerical methods A Neuenkirch, T Shalaiko Stochastic Analysis and Applications 33 (5), 927-942, 2015 | 4 | 2015 |
| Integral representation with respect to fractional Brownian motion under a log-Hölder assumption T Shalaiko, G Shevchenko Modern Stochastics: Theory and Applications 2 (3), 219-232, 2015 | 2 | 2015 |
| Approximation of random variables by functionals of the increments of a fractional Brownian motion G Shevchenko, T Shalaiko Theory of Probability and Mathematical Statistics 87, 199-208, 2013 | 1 | 2013 |
| Existence of density for solutions of mixed stochastic equations T Shalaiko, G Shevchenko Stochastic and Infinite Dimensional Analysis, 281-300, 2016 | | 2016 |
| APPROXIMATION OF RANDOM VARIABLES BY FUNCTIONALS OF THE INCREMENTS OF A FRACTIONAL BROWNIAN MOTION GM Shevchenko, TO Shalaiko THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS 87, 176-184, 2012 | | 2012 |
Georgiy ShevchenkoKyiv School of EconomicsVerified email at kse.org.ua
