Yuriy Kozachenko

Finance · with Melnikov · 2011

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yuriy Kozachenko trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Yaozhong Hu
  2. Marina L. Kleptsyna
  3. J. Mémin
  4. David Nualart
  5. Yuliya S. Mishura
  6. Alain Le Breton
  7. João Guerra

Papers from Yuriy Kozachenko's perspective

Ordered by how strongly the researchers Yuriy Kozachenko trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
  2. Stochastic Calculus for Fractional Brownian Motion and Related Processes
  3. Parameter estimation for fractional Ornstein–Uhlenbeck processes
  4. Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
  5. Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
  6. Statistical Inference for Ergodic Diffusion Processes
  7. DONSKER-TYPE THEOREM FOR BSDES
  8. Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion
  9. Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)
  10. Stochastic Calculus for Fractional Brownian Motion and Applications

Their papers