Georgiy Shevchenko

567 total citations
45 papers, 278 citations indexed

About

Georgiy Shevchenko is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Georgiy Shevchenko has authored 45 papers receiving a total of 278 indexed citations (citations by other indexed papers that have themselves been cited), including 40 papers in Finance, 17 papers in Economics and Econometrics and 14 papers in Mathematical Physics. Recurrent topics in Georgiy Shevchenko's work include Stochastic processes and financial applications (40 papers), Financial Risk and Volatility Modeling (16 papers) and Complex Systems and Time Series Analysis (13 papers). Georgiy Shevchenko is often cited by papers focused on Stochastic processes and financial applications (40 papers), Financial Risk and Volatility Modeling (16 papers) and Complex Systems and Time Series Analysis (13 papers). Georgiy Shevchenko collaborates with scholars based in Ukraine, France and Switzerland. Georgiy Shevchenko's co-authors include Yuliya Mishura, Marco Dozzi, Enkelejd Hashorva, Alexander Melnikov, Esko Valkeila, V. S. Korolyuk, Ilya Pavlyukevich, Nikolaos Limnios, Lyudmyla Sakhno and Lauri Viitasaari and has published in prestigious journals such as SHILAP Revista de lepidopterología, Applied Mathematics and Computation and Computers & Mathematics with Applications.

In The Last Decade

Georgiy Shevchenko

39 papers receiving 252 citations

Peers

Countries citing papers authored by Georgiy Shevchenko

Since Specialization

Citations

This map shows the geographic impact of Georgiy Shevchenko's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Georgiy Shevchenko with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Georgiy Shevchenko more than expected).

Fields of papers citing papers by Georgiy Shevchenko

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Georgiy Shevchenko. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Georgiy Shevchenko. The network helps show where Georgiy Shevchenko may publish in the future.

Co-authorship network of co-authors of Georgiy Shevchenko

This figure shows the co-authorship network connecting the top 25 collaborators of Georgiy Shevchenko. A scholar is included among the top collaborators of Georgiy Shevchenko based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Georgiy Shevchenko. Georgiy Shevchenko is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

#	Work	Indexed citations
1	Minimax identity with robust utility functional for a nonconcave utility 2022 ·SHILAP Revista de lepidopterología ·(unknown), Georgiy Shevchenko	1
2	Stratonovich stochastic differential equation with irregular coefficients: Girsanov’s example revisited 2020 ·Bernoulli ·Ilya Pavlyukevich, Georgiy Shevchenko	1
3	Estimation of diffusion parameter for stochastic heat equation with white noise 2018 ·(unknown), Georgiy Shevchenko	0
4	Heat equation in a multidimensional domain with a general stochastic measure 2017 ·Theory of Probability and Mathematical Statistics ·(unknown), Georgiy Shevchenko	7
5	Integrability of Solutions to Mixed Stochastic Differential Equations 2014 ·Journal of Mathematical Sciences ·Georgiy Shevchenko	4
6	Asymptotic behavior of mixed power variations and statistical estimation in mixed models 2014 ·Statistical Inference for Stochastic Processes ·Marco Dozzi, Yuliya Mishura, Georgiy Shevchenko	16
7	Statistical estimation by power variations in mixed models 2013 ·arXiv (Cornell University) ·Marco Dozzi, Yuliya Mishura, Georgiy Shevchenko	2
8	Random variables as pathwise integrals with respect to fractional Brownian motion 2013 ·Stochastic Processes and their Applications ·Yuliya Mishura, Georgiy Shevchenko, Esko Valkeila	5
9	Local properties of a multifractional stable field 2013 ·Theory of Probability and Mathematical Statistics ·Georgiy Shevchenko	2
10	Malliavin regularity of solutions to mixed stochastic differential equations 2013 ·Statistics & Probability Letters ·Georgiy Shevchenko, (unknown)	9
11	Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions 2012 ·Computers & Mathematics with Applications ·Yuliya Mishura, Georgiy Shevchenko	28
12	The structure of the stopping region in a Lévy model 2012 ·Theory of Probability and Mathematical Statistics ·(unknown), Georgiy Shevchenko	0
13	Real harmonizable multifractional stable process and its local properties 2011 ·Stochastic Processes and their Applications ·Marco Dozzi, Georgiy Shevchenko	9
14	Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations 2011 ·Ukrainian Mathematical Journal ·(unknown), Georgiy Shevchenko	3
15	Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst IndexH > 1/2 2011 ·Communication in Statistics- Theory and Methods ·Yuliya Mishura, Georgiy Shevchenko	27
16	Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I 2010 ·Theory of Probability and Mathematical Statistics ·Yuliya Mishura, Georgiy Shevchenko, (unknown)	1
17	Arbitrage in a discrete time model of a financial market with a taxation proportional to the portfolio size 2010 ·Theory of Probability and Mathematical Statistics ·Georgiy Shevchenko	1
18	Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion 2009 ·Theory of Probability and Mathematical Statistics ·Yuliya Mishura, (unknown), Georgiy Shevchenko	6
19	A bounded arbitrage strategy for a multiperiod model of a financial market in discrete time 2008 ·Theory of Probability and Mathematical Statistics ·Yuliya Mishura, (unknown), Georgiy Shevchenko	1
20	The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion 2008 ·Stochastics ·Yuliya Mishura, Georgiy Shevchenko	46

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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