Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions. - Yuliya Mishura; Georgiy Shevchenko (Comput. Math. Appl., 2012)

Convergence of solutions of mixed stochastic delay differential equations with applications. - Yuliya Mishura; Taras Shalaiko; Georgiy Shevchenko (Appl. Math. Comput., 2015)

Optimal investments for the standard maximization problem with non-concave utility function in complete market model. - Olena Bahchedjioglou; Georgiy Shevchenko (Math. Methods Oper. Res., 2022)