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20072023
most citedThe rate of convergence of Euler approximations for solutions of stochastic differential equations driven by fractional Brownian motion

85 citations · 361 across the 34 of their papers we have counts for

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Showing 2021Show all

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math.PR2021

The harmonic mean formula for random processes

Krzysztof Bisewski, Enkelejd Hashorva, Georgiy Shevchenko

Motivated by the harmonic mean formula in [1], we investigate the relation between the sojourn time and supremum of a random process and extend the harmoni…

math.PR2021★ 8 cited

Tail Measures and Regular Variation

Martin Bladt, Enkelejd Hashorva, Georgiy Shevchenko

A general framework for the study of regular variation (RV) is that of Polish star-shaped metric spaces, while recent developments in [1] have discussed RV with respect to some pro…