'

Kostiantyn Ralchenko

Guest
University of Vaasa / School of Technology and Innovations / Mathematics

Contact

kostiantyn.ralchenko [at] uwasa.fi

Yliopistonranta 10
65200 Vaasa
Finland

Fabriikki F483

Publications

Publication year Publication Authors
2026 Drift parameter estimation for tempered fractional Ornstein–Uhlenbeck processes based on discrete observations Prykhodko, Olha; Ralchenko, Kostiantyn
2026 Entropies and Fractionality: Entropy Functionals, Small Deviations and Related Integral Equations Mishura, Yuliya; Ralchenko, Kostiantyn
2025 Gatheral double stochastic volatility model with Skorokhod reflection Mishura, Yuliya; Pilipenko, Andrey; Ralchenko, Kostiantyn
2025 Fractional Gaussian Noise: Projections, Prediction, Norms Bodnarchuk, Iryna; Mishura, Yuliya; Ralchenko, Kostiantyn
2025 Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands Ralchenko, Kostiantyn; Shokrollahi, Foad; Sottinen, Tommi