Yuliya Mishura
Yuliya Mishura
Professor of Probability, Taras Shevchenko National University of Kyiv
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Cited by
Cited by
Stochastic calculus for fractional Brownian motion and related processes
IS Mishura, IUS Mishura, JS Mišura, Y Mishura, ÛS Mišura
Springer Science & Business Media, 2008
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
Existence and uniqueness theorems for solutions of McKeanVlasov stochastic equations
Y Mishura, A Veretennikov
Theory of Probability and Mathematical Statistics 103, 59-101, 2020
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
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
On drift parameter estimation in models with fractional Brownian motion
Y Kozachenko, A Melnikov, Y Mishura
Statistics 49 (1), 35-62, 2015
Mixed Brownianfractional Brownian model: absence of arbitrage and related topics
T Androshchuk, Y Mishura
Stochastics An International Journal of Probability and Stochastic Processes, 2006
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
Theory of stochastic processes
D Gusak, A Kukush, A Kulik, Y Mishura, A Pilipenko
Springer, New York, 2010
Fractional Lévy processes as a result of compact interval integral transformation
H Tikanmäki, Y Mishura
Stochastic Analysis and Applications 29 (6), 1081-1101, 2011
Parameter estimation in fractional diffusion models
K Kubilius, IUS Mishura, K Ralchenko
Springer, 2017
Consistency of the drift parameter estimator for the discretized fractional OrnsteinUhlenbeck process with Hurst index
K Kubilius, Y Mishura, K Ralchenko, O Seleznjev
Electronic Journal of Statistics 9 (2), 1799-1825, 2015
Approximation schemes for stochastic differential equations in Hilbert space
YS Mishura, GM Shevchenko
Theory of Probability & Its Applications 51 (3), 442-458, 2007
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
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
Stochastic analysis of mixed fractional Gaussian processes
Y Mishura, M Zili
Elsevier, 2018
Fractional CoxIngersollRoss process with non-zero mean
Y Mishura, A Yurchenko-Tytarenko
Modern Stochastics: Theory and Applications 5 (1), 99-111, 2018
Statistical inference with fractional Brownian motion
A Kukush, Y Mishura, E Valkeila
Statistical inference for stochastic processes 8 (1), 71-93, 2005
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
Weak solutions for stochastic differential equations with additive fractional noise
Y Mishura, D Nualart
Statistics & probability letters 70 (4), 253-261, 2004
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