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Publications by Yu. V. Kozachenko

Convergence of the Maximum Probability of Success in the Problem of Quantile Hedging for a Model of an Asset Price Process With Long-Range Dependence

Theory of Probability and Mathematical Statistics
UncertaintyStatisticsProbability
2012English

Conditions for the Uniform Convergence in Probability of Wavelet Decompositions for Stochastic Processes From the Space $\Operatorname{Exp}_{\varphi}(\Omega)$

Theory of Probability and Mathematical Statistics
UncertaintyStatisticsProbability
2010English

Approximation of $\Operatorname {SSub}_{\varphi }(\Omega )$ Stochastic Processes in the Space $L_{p}(\mathbb {T})$

Theory of Probability and Mathematical Statistics
UncertaintyStatisticsProbability
2009English

A Method of Modelling Log Gaussian Cox Processes

Theory of Probability and Mathematical Statistics
UncertaintyStatisticsProbability
2008English

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