6 citations · 9 across the 22 of their papers we have counts for
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math.PR2018
Existence and uniqueness of mild solution to fractional stochastic heat equation
Kostiantyn Ralchenko, Georgiy Shevchenko
For a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset and driven by an -valued fractio…
math.PR2018
Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions
Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar
The purpose of the article is twofold. Firstly, we review some recent results on the maximum likelihood estimation in the regression model of the form , where $B…
math.PR2018
Existence and uniqueness of mild solution to stochastic heat equation with white and fractional noises
Yuliya Mishura, Kostiantyn Ralchenko, Georgiy Shevchenko
We prove the existence and uniqueness of a mild solution for a class of non-autonomous parabolic mixed stochastic partial differential equations defined on a bounded open subset $D…