Taras Shalaiko

activity

20132016

most citedMalliavin regularity of solutions to mixed stochastic differential equations

17 citations · 24 across the 6 of their papers we have counts for

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Showing 2014Show all

2 papers · 1 filter

math.PR2014

Convergence of solutions of mixed stochastic delay differential equations with applications

Yuliya Mishura, Taras Shalaiko, Georgiy Shevchenko

The paper is concerned with a mixed stochastic delay differential equation involving both a Wiener process and a $γ$ -Hölder continuous process with $γ > 1/2$ (e.g. a fractional Brown…

math.PR2014

Existence of density for solutions of mixed stochastic equations

Taras Shalaiko, Georgiy Shevchenko

We consider a mixed stochastic differential equation $d X_{t} = a (t, X_{t}) d t + b (t, X_{t}) d W_{t} + c (t, X_{t}) d B_{t}^{H}$ driven by independent multidimensional Wiener process and fractional Bro…