Georgiy Shevchenko

Finance · 2007–2011

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it; #9,747 of 10,518 by trust here, #8,598 by citations
• Economics and Econometrics — 8 citations into it; #21,589 of 23,481 by trust here, #20,008 by citations

Whom Georgiy Shevchenko trusts overall

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

1. David Nualart
2. Laure Coutin
3. A. Rășcanu
4. Ivan Nourdin
5. Zhongmin Qian
6. Andreas Neuenkirch

Who trusts Georgiy Shevchenko overall

1. Antoine Lejay

Papers from Georgiy Shevchenko's perspective

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

1. On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
2. Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion
3. Stochastic analysis, rough path analysis and fractional Brownian motions
4. System Control and Rough Paths
5. Stieltjes Integrals of Hölder Continuous Functions with Applications to Fractional Brownian Motion
6. Parameter estimation for fractional Ornstein–Uhlenbeck processes
7. Differential equations driven by fractional Brownian motion
8. Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
9. Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)
10. Arbitrage with fractional Brownian motion

Their papers

• The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion (2007) — 86 citations
• Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index H > 1/2 (2011) — 67 citations