Yuliya Mishura
Yuliya Mishura
Verified email at univ.kiev.ua
Title
Cited by
Cited by
Year
Stochastic calculus for fractional Brownian motion and related processes
IUS Mishura, IUS Mishura, JS Mišura, Y Mishura, ÛS Mišura
Springer Science & Business Media, 2008
8022008
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
1692001
Existence and uniqueness theorems for solutions of McKean--Vlasov stochastic equations
YS Mishura, AY Veretennikov
arXiv preprint arXiv:1603.02212, 2016
772016
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
592008
On drift parameter estimation in models with fractional Brownian motion
Y Kozachenko, A Melnikov, Y Mishura
Statistics 49 (1), 35-62, 2015
472015
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
442011
Mixed Brownianfractional Brownian model: absence of arbitrage and related topics
T Androshchuk, Y Mishura
Stochastics An International Journal of Probability and Stochastic Processes, 2006
442006
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
382012
Theory of stochastic processes
D Gusak, A Kukush, A Kulik, Y Mishura, A Pilipenko
Springer-Verlag New York, 2012
372012
Fractional Lévy processes as a result of compact interval integral transformation
H Tikanmäki, Y Mishura
Stochastic Analysis and Applications 29 (6), 1081-1101, 2011
352011
Probability-Theoretic and Statistical Methods in Econometrics and Financial Mathematics
MM Leonenko, YS Mishura, YM Parkhomenko, MI Yadrenko
Informtekhnika, Kyiv, 1995
291995
Parameter estimation in fractional diffusion models
K Kubilius, IUS Mishura, K Ralchenko
Springer, 2017
272017
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
242015
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
242012
On hedging European options in geometric fractional Brownian motion market model
E Azmoodeh, Y Mishura, E Valkeila
Statistics & Decisions International mathematical journal for stochastic, 2009
242009
Approximation schemes for stochastic differential equations in Hilbert space
YS Mishura, GM Shevchenko
Theory of Probability & Its Applications 51 (3), 442-458, 2007
222007
Weak solutions for stochastic differential equations with additive fractional noise
Y Mishura, D Nualart
Statistics & probability letters 70 (4), 253-261, 2004
222004
Statistical inference with fractional Brownian motion
A Kukush, Y Mishura, E Valkeila
Statistical inference for stochastic processes 8 (1), 71-93, 2005
212005
Fractional CoxIngersollRoss process with non-zero mean
Y Mishura, A Yurchenko-Tytarenko
Modern Stochastics: Theory and Applications 5 (1), 99-111, 2018
192018
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
192017
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