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Yuliya Mishura
Yuliya Mishura
Professor of Probability, Taras Shevchenko National University of Kyiv
在 knu.ua 的电子邮件经过验证
标题
引用次数
引用次数
年份
Stochastic calculus for fractional Brownian motion and related processes
Y Mishura, IUS Mishura
Springer Science & Business Media, 2008
11282008
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
J Mémin, Y Mishura, E Valkeila
Statistics & Probability Letters 51 (2), 197-206, 2001
2202001
Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
Y Mishura, A Veretennikov
Theory of Probability and Mathematical Statistics 103, 59-101, 2020
1842020
The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion
Y Mishura, G Shevchenko
Stochastics An International Journal of Probability and Stochastic Processes …, 2008
812008
Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index H > 1/2
YS Mishura, GM Shevchenko
Communications in Statistics-Theory and Methods 40 (19-20), 3492-3508, 2011
722011
On drift parameter estimation in models with fractional Brownian motion
Y Kozachenko, A Melnikov, Y Mishura
Statistics 49 (1), 35-62, 2015
692015
Parameter estimation in fractional diffusion models
K Kubilius, Y Mishura, K Ralchenko
Springer, 2017
672017
Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions
Y Mishura, G Shevchenko
Computers & Mathematics with Applications 64 (10), 3217-3227, 2012
572012
Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics
T Androshchuk, Y Mishura
Stochastics An International Journal of Probability and Stochastic Processes …, 2006
532006
Theory of stochastic processes
D Gusak, A Kukush, A Kulik, Y Mishura, A Pilipenko
Problem Books in Math. Springer, New York, 2010
512010
Stochastic analysis of mixed fractional Gaussian processes
Y Mishura, M Zili
Elsevier, 2018
422018
Fractional Lévy processes as a result of compact interval integral transformation
H Tikanmäki, Y Mishura
Stochastic Analysis and Applications 29 (6), 1081-1101, 2011
422011
Fractional Cox–Ingersoll–Ross process with non-zero «mean»
Y Mishura, A Yurchenko-Tytarenko
Modern Stochastics: Theory and Applications 5 (1), 99-111, 2018
412018
Bounds for expected maxima of Gaussian processes and their discrete approximations
K Borovkov, Y Mishura, A Novikov, M Zhitlukhin
Stochastics 89 (1), 21-37, 2017
392017
The rate of convergence of Hurst index estimate for the stochastic differential equation
K Kubilius, Y Mishura
Stochastic processes and their applications 122 (11), 3718-3739, 2012
392012
Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index
K Kubilius, Y Mishura, K Ralchenko, O Seleznjev
322015
Approximation schemes for stochastic differential equations in Hilbert space
YS Mishura, GM Shevchenko
Theory of Probability & Its Applications 51 (3), 442-458, 2007
312007
Statistical inference with fractional Brownian motion
A Kukush, Y Mishura, E Valkeila
Statistical inference for stochastic processes 8, 71-93, 2005
312005
On hedging European options in geometric fractional Brownian motion market model
E Azmoodeh, Y Mishura, E Valkeila
Oldenbourg Wissenschaftsverlag GmbH 27 (02), 129-144, 2009
292009
Asymptotic behavior of mixed power variations and statistical estimation in mixed models
M Dozzi, Y Mishura, G Shevchenko
Statistical Inference for Stochastic Processes 18, 151-175, 2015
282015
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