Yuliya Mishura
Yuliya Mishura
Verified email at univ.kiev.ua
Cited by
Cited by
Stochastic calculus for fractional Brownian motion and related processes
IUS Mishura, IUS Mishura, JS Mišura, Y Mishura, █S Mišura
Springer Science & Business Media, 2008
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
J MÚmin, Y Mishura, E Valkeila
Statistics & Probability Letters 51 (2), 197-206, 2001
Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
Y Mishura, A Veretennikov
Theory of Probability and Mathematical Statistics, 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 Processesá…, 2008
Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index Há>á1/2
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 Brownian–fractional Brownian model: absence of arbitrage and related topics
T Androshchuk, Y Mishura
Stochastics An International Journal of Probability and Stochastic Processesá…, 2006
Theory of stochastic processes
D Gusak, A Kukush, A Kulik, Y Mishura, A Pilipenko
Springer-Verlag New York, 2012
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
Fractional LÚvy processes as a result of compact interval integral transformation
H Tikanmńki, 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 Ornstein–Uhlenbeck process with Hurst index
K Kubilius, Y Mishura, K Ralchenko, O Seleznjev
Electronic Journal of Statistics 9 (2), 1799-1825, 2015
Probability-Theoretic and Statistical Methods in Econometrics and Financial Mathematics
MM Leonenko, YS Mishura, YM Parkhomenko, MI Yadrenko
Informtekhnika, Kyiv, 1995
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
Approximation schemes for stochastic differential equations in Hilbert space
YS Mishura, GM Shevchenko
Theory of Probability & Its Applications 51 (3), 442-458, 2007
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
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
Statistical inference with fractional Brownian motion
A Kukush, Y Mishura, E Valkeila
Statistical inference for stochastic processes 8 (1), 71-93, 2005
Weak solutions for stochastic differential equations with additive fractional noise
Y Mishura, D Nualart
Statistics & probability letters 70 (4), 253-261, 2004
Fractional Cox–Ingersoll–Ross process with non-zero źmean╗
Y Mishura, A Yurchenko-Tytarenko
Modern Stochastics: Theory and Applications 5 (1), 99-111, 2018
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