Taras Shalaiko

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All published works

Action	Title	Year	Authors
+ PDF Chat	Existence of Density for Solutions of Mixed Stochastic Equations	2016	Taras Shalaiko Georgiy Shevchenko
+	The Order Barrier for Strong Approximation of Rough Volatility Models	2016	Andreas Neuenkirch Taras Shalaiko
+ PDF Chat	Integral representation with respect to fractional Brownian motion under a log-Hölder assumption	2015	Taras Shalaiko Georgiy Shevchenko
+ PDF Chat	The Relation Between Mixed and Rough SDEs and Its Application to Numerical Methods	2015	Andreas Neuenkirch Taras Shalaiko
+	The relation between mixed and rough SDEs and its application to numerical methods	2015	Andreas Neuenkirch Taras Shalaiko
+ PDF Chat	Convergence of solutions of mixed stochastic delay differential equations with applications	2015	Yuliya Mishura Taras Shalaiko Georgiy Shevchenko
+	The relation between mixed and rough SDEs and its application to numerical methods	2015	Andreas Neuenkirch Taras Shalaiko
+	Convergence of solutions of mixed stochastic delay differential equations with applications	2014	Yuliya Mishura Taras Shalaiko Georgiy Shevchenko
+ PDF Chat	Approximation of random variables by functionals of the increments of a fractional Brownian motion	2014	Georgiy Shevchenko Taras Shalaiko
+	Existence of density for solutions of mixed stochastic equations	2014	Taras Shalaiko Georgiy Shevchenko
+	Convergence of solutions of mixed stochastic delay differential equations with applications	2014	Yuliya Mishura Taras Shalaiko Georgiy Shevchenko
+ PDF Chat	Malliavin regularity of solutions to mixed stochastic differential equations	2013	Georgiy Shevchenko Taras Shalaiko

Common Coauthors

Coauthor	Papers Together
Georgiy Shevchenko	8
Andreas Neuenkirch	4
Yuliya Mishura	3

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion	2011	Yuliya Mishura Georgiy Shevchenko	5
+ PDF Chat	Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index<i>H</i> > 1/2	2011	Yuliya Mishura Georgiy Shevchenko	5
+	Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions	2012	Yuliya Mishura Georgiy Shevchenko	5
+	The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type	2002	Kęstutis Kubilius	5
+ PDF Chat	Mixed stochastic delay differential equations	2015	Georgiy Shevchenko	3
+ PDF Chat	Integration with respect to fractal functions and stochastic calculus. I	1998	Martina Zähle	3
+	Multidimensional Stochastic Processes as Rough Paths	2010	Peter K. Friz Nicolas Victoir	3
+ PDF Chat	Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion	2008	João Guerra David Nualart	3
+ PDF Chat	Integrability of Solutions to Mixed Stochastic Differential Equations	2014	Georgiy Shevchenko	3
+ PDF Chat	Malliavin regularity of solutions to mixed stochastic differential equations	2013	Georgiy Shevchenko Taras Shalaiko	3
+ PDF Chat	A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion	2012	Aurélien Deya Andreas Neuenkirch Samy Tindel	2
+	On the relation between ordinary and stochastic differential equations	1965	Eugene Wong Zakai Moshe	2
+	On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion	2005	Ivan Nourdin Thomas Simon	2
+	Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients	2008	Arnulf Jentzen Peter E. Kloeden Andreas Neuenkirch	2
+	Controlling rough paths	2004	Massimiliano Gubinelli	2
+ PDF Chat	An inequality of the Hölder type, connected with Stieltjes integration	1936	Louise Young	2
+ PDF Chat	Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion	2008	David Nualart Bruno Saussereau	2
+ PDF Chat	A version of Hörmander’s theorem for the fractional Brownian motion	2007	Fabrice Baudoin Martin Hairer	2
+	Smoothness of the density for solutions to Gaussian rough differential equations	2014	Thomas Cass Martin Hairer Christian Litterer Samy Tindel	2
+	Differential equations driven by fractional Brownian motion	2002	David Nualart Aurel Răşcanu	2
+ PDF Chat	Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation	2008	A. M. Davie	2
+	Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H	2006	Marco Ferrante Carles Rovira	2
+ PDF Chat	Malliavin Calculus for Fractional Delay Equations	2011	Jorge A. León Samy Tindel	2
+ PDF Chat	Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion	2008	Andreas Neuenkirch	2
+ PDF Chat	The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion	2011	Tomás Caraballo María J. Garrido–Atienza Takeshi Taniguchi	2
+	Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion	2012	Mireia Besalú Carles Rovira	2
+ PDF Chat	Convergence rates for the full Gaussian rough paths	2014	Peter K. Friz Sebastian Riedel	2
+ PDF Chat	Delay equations driven by rough paths	2008	Andreas Neuenkirch Ivan Nourdin Samy Tindel	1
+ PDF Chat	Stochastic Differential Systems With Memory: Theory, Examples and Applications	1998	Salah-Eldin A. Mohammed	1
+	Stochastic Differential Equations	2006	Iosif Il’ich Gihman Anatoliĭ Vladimirovich Skorohod	1
+	Gaussian processes: Inequalities, small ball probabilities and applications	2001	W.V. Li Qi Shao	1
+ PDF Chat	Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2	2007	Yaozhong Hu David Nualart	1
+ PDF Chat	The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion	2008	Yuliya Mishura Georgiy Shevchenko	1
+	Tests for Hurst effect	1987	R B Davies David Harte	1
+ PDF Chat	Mixed fractional stochastic differential equations with jumps	2013	Georgiy Shevchenko	1
+ PDF Chat	Densities for rough differential equations under Hörmander’s condition	2010	Thomas Cass Peter K. Friz	1
+ PDF Chat	Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion	2007	Andreas Neuenkirch Ivan Nourdin	1
+	Non-degeneracy of Wiener functionals arising from rough differential equations	2009	Thomas Cass Peter K. Friz Nicolas Victoir	1
+	Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths	2013	Martin Hairer Natesh S. Pillai	1
+	<i>Toeplitz Forms and Their Applications</i>	1958	Ulf Grenander Gábor Szegő Mark Kac	1
+	Mixed stochastic delay differential equations	2013	Georgiy Shevchenko	1
+ PDF Chat	Adapted integral representations of random variables	2015	Georgiy Shevchenko Lauri Viitasaari	1
+ PDF Chat	Convergence of delay differential equations driven by fractional Brownian motion	2010	Marco Ferrante Carles Rovira	1
+	Random variables as pathwise integrals with respect to fractional Brownian motion	2013	Yuliya Mishura Georgiy Shevchenko Esko Valkeila	1
+	Integral representation of random variables with respect to Gaussian processes	2015	Lauri Viitasaari	1
+ PDF Chat	Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion	2014	Georgiy Shevchenko Lauri Viitasaari	1
+	A Course on Rough Paths	2014	Peter K. Friz Martin Hairer	1
+ PDF Chat	Hybrid scheme for Brownian semistationary processes	2017	Mikkel Bennedsen Asger Lunde Mikko S. Pakkanen	1
+ PDF Chat	The Malliavin Calculus and Related Topics	1995	David Nualart	1
+	Small ball properties and representation results	2015	Yuliya Mishura Georgiy Shevchenko	1