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Yu. Kozachenko,
E. Orsingher,
L. Sakhno,
O. Vasylyk,
Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions
Modern Stochastics: Theory and Applications, 7, no. 1 (2020) 79-96 doi: 10.15559/19-VMSTA146
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Yu. Kozachenko,
A. Pashko,
O. Vasylyk,
Simulation of generalized fractional Brownian motion in C([0, T])
Monte Carlo Methods Appl., 24, no. 3 (2018) 179-192 doi: 10.1515/mcma-2018-0016
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Yu. Kozachenko,
E. Orsingher,
L. Sakhno,
O. Vasylyk,
Estimates for Functionals of Solutions to Higher-Order Heat-Type Equations with Random Initial Conditions
Journal of Statistical Physics, 172, no. 6 (2018) 1641 — 1662 doi: 10.1007/s10955-018-2111-0
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A.О. Pashko,
O.I.Vasylyk,
Simulation of fractional Brownian motion basing on its spectral representation
Theory of Stochastic Processes, 23 (39), no. 1 (2018) 73 — 81
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O. Vasylyk,
Strictly phi-sub-Gaussian quasi shot noise processes
Statistics, Optimization and Information Computing, 5 (2017) 109 — 120 doi: 10.19139/soic.v5i2.263
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