×
Edit Profile (opens in new tab)

Zubchenko, V. P.

Co-Author Distance
Author ID: zubchenko.v-p Recent zbMATH articles by "Zubchenko, V. P."
Published as: Zubchenko, V. P.
Documents Indexed: 11 Publications since 2009
Co-Authors: 7 Co-Authors with 9 Joint Publications
175 Co-Co-Authors
all top 5

Co-Authors

2 single-authored
4 Mishura, Yuliya Stepanivna
2 Aleksandrova, P. V.
1 Avramenko, A. V.
1 Kostiuk, Ye. O.
1 Lukashchuk, M. O.
1 Rizhniak, G.
1 Tkachenko, A. V.
1 Yaroshevskyĭ, A. M.
all top 5

Serials

5 Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka
2 Theory of Probability and Mathematical Statistics
1 Ukrainian Mathematical Journal
1 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka
1 Visnyk. Matematyka. Mekhanika. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka
1 Modern Stochastics. Theory and Applications

Fields

8 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
5 Probability theory and stochastic processes (60-XX)
1 Statistics (62-XX)
1 Numerical analysis (65-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

5 Publications have been cited 6 times in 6 Documents Cited by ▼ Year ▼
Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitz diffusion, and Poisson measures. Zbl 1232.60048
Zubchenko, V. P.
3
2011
European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process. Zbl 1336.60134
Mishura, Yu.; Rizhniak, G.; Zubchenko, V.
3
2014
Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1224.60156
Zubchenko, V. P.; Mishura, Yu. S.
2
2009
Properties of integrals with respect to fractional Poisson processes with compact kernels. Zbl 1326.60080
Mishura, Yu.; Zubchenko, V.
2
2014
Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1235.60086
Zubchenko, V. P.; Mishura, Yu. S.
1
2011
European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process. Zbl 1336.60134
Mishura, Yu.; Rizhniak, G.; Zubchenko, V.
3
2014
Properties of integrals with respect to fractional Poisson processes with compact kernels. Zbl 1326.60080
Mishura, Yu.; Zubchenko, V.
2
2014
Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitz diffusion, and Poisson measures. Zbl 1232.60048
Zubchenko, V. P.
3
2011
Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1235.60086
Zubchenko, V. P.; Mishura, Yu. S.
1
2011
Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1224.60156
Zubchenko, V. P.; Mishura, Yu. S.
2
2009
all cited Publications top 5 cited Publications
all top 5

Cited by 11 Authors

2 Zubchenko, V. P.
1 Bernardi, Enrico
1 Biagini, Francesca
1 Chuni, Vinayak
1 Härtel, Maximilian
1 Kozyr, S. M.
1 Lanconelli, Alberto
1 Makhno, Sergeĭ Yakovlevich
1 Melnik, Sergei A.
1 Mishura, Yuliya Stepanivna
1 Savchuk, B. W.
all top 5

Cited in 6 Serials

1 Ukrainian Mathematical Journal
1 Journal of Nonlinear Science
1 Cybernetics and Systems Analysis
1 Theory of Probability and Mathematical Statistics
1 Journal of Mathematical Sciences (New York)
1 International Journal of Theoretical and Applied Finance

Cited in 5 Fields

6 Probability theory and stochastic processes (60-XX)
2 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1 Numerical analysis (65-XX)
1 Biology and other natural sciences (92-XX)
1 Systems theory; control (93-XX)

Citations by Year