Yuriy Kozachenko

Publications

539

Citations

H-Index

1980

Active since

Affiliations

Taras Shevchenko National University of Kyiv(Current)

Kyiv Academic University

La Trobe University

Sapienza University of Rome

University of Helsinki

Yuriy Kozachenko is an author at Taras Shevchenko National University of Kyiv specializing in probability theory, engineering, and stochastic processes.

ORCID

Top concepts

EngineeringProbabilityStochastic CalculusStochastic ProcessesStatisticsStochastic AnalysisEntropyPhysicsFunctional AnalysisEstimation Theory

Publications per year

1980–2018

Publications

Sub-Gaussian random variables

V. V. Buldygin, Yuriy Kozachenko · Ukrainian Mathematical Journal · 1980 · 133 citations

Gaussian Process, Probability Theory, Sub-gaussian Random Variables +1

On drift parameter estimation in models with fractional Brownian motion

Yuriy Kozachenko, Alexander B. Melnikov, Yuliya Mishura · Statistics · 2014 · 52 citations

Parameter Estimation, Engineering, Stochastic Analysis +16

Convergence of series of dependent φ-subgaussian random variables

Rita Giuliano Antonini, Yuriy Kozachenko, Andrei Volodin · Journal of Mathematical Analysis and Applications · 2007 · 35 citations

Levy Process, Probability Theory, Stochastic Calculus +1

Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I

Yuriy Kozachenko, Yu. A. Koval’chuk · Ukrainian Mathematical Journal · 1998 · 29 citations

Potential Theory, Free Boundary Problem, Boundary-value Problems +3

Justification of the Fourier method for hyperbolic equations with random initial conditions

Yuriy Kozachenko, G. I. Slivka · Theory of Probability and Mathematical Statistics · 2005 · 27 citations · Full text

Numerical Analysis, Hyperbolic Equations, Hyperbolic Conservation Law +10

Rows per page

1–5 of 22