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Shevchenko Georgiy
Department of Probability
Theory and Math.Statistics,
Kyiv National Taras Shevchenko University
64, Volodymyrska, 01033 Kyiv, Ukraine
Область математичних досліджень.
Стохастичний аналіз
Stochastic Analysis
Деякі з основних публікацій
- Shevchenko, G. M. Rate of convergence of discrete
approximate solutions for
stochastic differential equations in a Hilbert space. Theory
Probab. Math.
Stat. no. 69 (2004), 187-199.
- Mishura, Yu. S., Shevchenko, G. M. Euler
approximation of abstract differential equations in Hilbert spaces and
their application in semigroup theory,
Ukr. Math. Journal 56 (2004), no. 3, 399-410.
- Shevchenko, G. M. On Euler approximations of
stochastic differential equations with anticipation. Teor. Imovir.
Mat. Stat. no 72 (2005), 152-159.
- Mishura, Yu. S., Shevchenko, G. M. Approximation
schemes for stochastic differential equations in
hilbert space. Theory Probab. Appl. Vol. 51 (2006), no. 3., 476-495.
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