Yuliya Mishura
Yuliya Mishura
Professor of Probability, Taras Shevchenko National University of Kyiv
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 Brownian–fractional 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 Ornstein–Uhlenbeck 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 Cox–Ingersoll–Ross 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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