Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Uladzislau Stazhynski

Optimal Discretization of Stochastic Integrals Driven by General Brownian Semimartingale

Annales de l'institut Henri Poincare (B) Probability and Statistics

English

Related publications

Stochastic Volatility Models With Volatility Driven by Fractional Brownian Motions

Communications in Information and Systems

English

Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions

Journal of Applied Mathematics

Applied Mathematics

English

The Semimartingale Structure of Reflecting Brownian Motion

Proceedings of the American Mathematical Society

Applied Mathematics

English

Parametric Estimation for Linear Stochastic Delay Differential Equations Driven by Fractional Brownian Motion

Random Operators and Stochastic Equations

English

Correction To: A Boundary Property of Semimartingale Reflecting Brownian Motions

Probability Theory and Related Fields

English

Harnack Inequality and Applications for Stochastic Retarded Differential Equations Driven by Fractional Brownian Motion

Journal of Partial Differential Equations

English

The Synchronization of Coupled Stochastic Systems Driven by Symmetric Α-Stable Process and Brownian Motion

English

Optimal Stopping of Stochastic Differential Equations With Delay Driven by Lévy Noise

Potential Analysis

English

Stochastic Averaging Principle for Differential Equations With Non-Lipschitz Coefficients Driven by Fractional Brownian Motion

Stochastics and Dynamics

English