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1

[Lecture Notes in Mathematics] Stochastic Calculus for Fractional Brownian Motion and Related Processes Volume 1929 || || Front_matter

Mishura, Yuliya S.

Year:

2008

Language:

english

File:

PDF, 197 KB

english, 2008

2

Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion

Jean Mémin, Yulia Mishura, Esko Valkeila

Journal:

Statistics & Probability Letters

Year:

2001

Language:

english

File:

PDF, 115 KB

english, 2001

3

High-frequency trading with fractional Brownian motion

Guasoni, Paolo, Mishura, Yuliya, RÃ¡sonyi, MiklÃ³s

Journal:

Finance and Stochastics

Year:

2020

File:

PDF, 1009 KB

2020

4

Fractional stochastic integration and Black-Scholes equation for fractional Brownian model with stochastic volatility

Mishura, Yuliya

Journal:

Stochastics and Stochastics Reports

Year:

2004

Language:

english

File:

PDF, 234 KB

english, 2004

5

The rate of convergence of option prices on the asset following a geometric Ornstein–Uhlenbeck process

Mishura, Yuliya

Journal:

Lithuanian Mathematical Journal

Year:

2015

Language:

english

File:

PDF, 223 KB

english, 2015

6

Theory and Statistical Applications of Stochastic Processes || Regularity of Trajectories of Stochastic Processes

Mishura, Yuliya, Shevchenko, Georgiy

Year:

2017

Language:

english

File:

PDF, 360 KB

english, 2017

7

Martingale transforms and Girsanov theorem for long-memory Gaussian processes

Yuliya Mishura, Esko Valkeila

Journal:

Statistics & Probability Letters

Year:

2001

Language:

english

File:

PDF, 134 KB

english, 2001

8

[Springer Optimization and Its Applications] Modern Stochastics and Applications Volume 90 ||

Korolyuk, Volodymyr, Limnios, Nikolaos, Mishura, Yuliya, Sakhno, Lyudmyla, Shevchenko, Georgiy

Year:

2014

Language:

english

File:

PDF, 2.95 MB

english, 2014

9

On drift parameter estimation in models with fractional Brownian motion

Kozachenko, Y., Melnikov, A., Mishura, Y.

Journal:

Year:

2015

Language:

english

File:

PDF, 274 KB

english, 2015

10

Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations with respect to fractional Brownian motion with Hurst index $H

Kozachenko, Yu. V., Mishura, Yu. S.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2008

Language:

english

File:

PDF, 224 KB

english, 2008

11

Theory and Statistical Applications of Stochastic Processes || Construction, Properties and Some Functionals of the Wiener Process and Fractional Brownian Motion

Mishura, Yuliya, Shevchenko, Georgiy

Year:

2017

Language:

english

File:

PDF, 314 KB

english, 2017

12

Theory and Statistical Applications of Stochastic Processes || Stochastic Processes. General Properties. Trajectories, Finite-dimensional Distributions

Mishura, Yuliya, Shevchenko, Georgiy

Year:

2017

Language:

english

File:

PDF, 304 KB

english, 2017

13

Theory and Statistical Applications of Stochastic Processes || Parameter Estimation

Mishura, Yuliya, Shevchenko, Georgiy

Year:

2017

Language:

english

File:

PDF, 304 KB

english, 2017

14

Stochastic Analysis of Mixed Fractional Gaussian Processes || Mixed Fractional and Mixed Sub-fractional Brownian Motions

Mishura, Yuliya

Year:

2018

Language:

english

File:

PDF, 616 KB

english, 2018

15

Fractional Brownian Motion (Approximations and Projections) || Solutions

Banna, Oksana, Mishura, Yuliya, Ralchenko, Kostiantyn, Shklyar, Sergiy

Year:

2019

Language:

english

File:

PDF, 122 KB

english, 2019

16

Fractional Brownian Motion (Approximations and Projections) ||

Banna, Oksana, Mishura, Yuliya, Ralchenko, Kostiantyn, Shklyar, Sergiy

Year:

2019

Language:

english

File:

PDF, 2.91 MB

english, 2019

17

Problems and advantages of SCADA systems when performing measurements at hazardous production technologies

Epifancev, K, Mishura, T

Journal:

Journal of Physics Conference Series

Year:

2020

File:

PDF, 1024 KB

2020

18

Stochastic differential equations driven by a Wiener process and fractional Brownian motion: Convergence in Besov space with respect to a parameter

Yu.S. Mishura, S.V. Posashkova

Journal:

Computers & Mathematics with Applications

Year:

2011

Language:

english

File:

PDF, 287 KB

english, 2011

19

Existence of solutions of abstract volterra equations in a banach space and its subsets

Journal:

Ukrainian Mathematical Journal

Year:

2000

Language:

english

File:

PDF, 1.37 MB

english, 2000

20

The effect of the cathode material on the electrochemical activation and dehalogenation of C-2 freons

V. E. Titov, A. M. Mishura, V. G. Koshechko

Journal:

Theoretical and Experimental Chemistry

Year:

2006

Language:

english

File:

PDF, 88 KB

english, 2006

21

Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure

V. P. Zubchenko, Yu. S. Mishura

Journal:

Ukrainian Mathematical Journal

Year:

2011

Language:

english

File:

PDF, 263 KB

english, 2011

22

Statistical Inference with Fractional Brownian Motion

Alexander Kukush, Yulia Mishura, Esko Valkeila

Journal:

Statistical Inference for Stochastic Processes

Year:

2005

Language:

english

File:

PDF, 158 KB

english, 2005

23

Ito's formula for two-parameter stochastic integrals with respect to martingale measures

Journal:

Ukrainian Mathematical Journal

Year:

1984

Language:

english

File:

PDF, 340 KB

english, 1984

24

The Hille-Yosida theorem for resolvent operators of multiparameter semigroups

Yu. S. Mishura, A. S. Lavrent’ev

Journal:

Ukrainian Mathematical Journal

Year:

1996

Language:

english

File:

PDF, 1.18 MB

english, 1996

25

Approximation Schemes for Stochastic Differential Equations in Hilbert Space

Mishura, Yu. S., Shevchenko$^{\dag}$, G. M.

Journal:

Theory of Probability & Its Applications

Year:

2007

Language:

english

File:

PDF, 199 KB

english, 2007

26

Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics

Androshchuk, Taras, Mishura, Yuliya

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2006

Language:

english

File:

PDF, 232 KB

english, 2006

27

On hedging European options in geometric fractional Brownian motion market model

Azmoodeh, Ehsan, Mishura, Yuliya, Valkeila, Esko

Journal:

Statistics & Decisions

Year:

2009

Language:

english

File:

PDF, 153 KB

english, 2009

28

Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion

Mishura, Yuliya S., Shevchenko, Georgiy M.

Journal:

Random Operators and Stochastic Equations

Year:

2011

Language:

english

File:

PDF, 260 KB

english, 2011

29

Hard template synthesis of porous carbon nitride materials with improved efficiency for photocatalytic CO2 utilization

Ovcharov, M., Shcherban, N., Filonenko, S., Mishura, A., Skoryk, M., Shvalagin, V., Granchak, V.

Journal:

Materials Science and Engineering: B

Year:

2015

Language:

english

File:

PDF, 3.55 MB

english, 2015

30

AN EXTENSION OF THE LÉVY CHARACTERIZATION TO FRACTIONAL BROWNIAN MOTION

Yuliya Mishura and Esko Valkeila

Journal:

The Annals of Probability

Year:

2011

Language:

english

File:

PDF, 1.42 MB

english, 2011

31

Ruin Probabilities || Optimal Control by the Franchise and Deductible Amounts in the Classical Risk Model

Mishura, Yuliya

Year:

2016

Language:

english

File:

PDF, 1.60 MB

english, 2016

32

Ruin Probabilities || Risk Models with Investments in Risk-Free and Risky Assets

Mishura, Yuliya

Year:

2016

Language:

english

File:

PDF, 1.68 MB

english, 2016

33

An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility

Kuchuk-Yatsenko, S. V., Mishura, Yu. S., Munchak, Ye. Yu.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2017

Language:

english

File:

PDF, 312 KB

english, 2017

34

[Bocconi & Springer Series] Parameter Estimation in Fractional Diffusion Models Volume 8 || Estimation of the Hurst Index from the Solution of a Stochastic Differential Equation

Kubilius, Kęstutis, Mishura, Yuliya, Ralchenko, Kostiantyn

Year:

2017

Language:

english

File:

PDF, 864 KB

english, 2017

35

[Bocconi & Springer Series] Parameter Estimation in Fractional Diffusion Models Volume 8 || Parameter Estimation in the Mixed Models via Power Variations

Kubilius, Kęstutis, Mishura, Yuliya, Ralchenko, Kostiantyn

Year:

2017

Language:

english

File:

PDF, 392 KB

english, 2017

36

[Bocconi & Springer Series] Parameter Estimation in Fractional Diffusion Models Volume 8 || The Hurst Index Estimators for a Fractional Brownian Motion

Kubilius, Kęstutis, Mishura, Yuliya, Ralchenko, Kostiantyn

Year:

2017

Language:

english

File:

PDF, 389 KB

english, 2017

37

[Bocconi & Springer Series] Parameter Estimation in Fractional Diffusion Models Volume 8 || Description and Properties of the Basic Stochastic Models

Kubilius, Kęstutis, Mishura, Yuliya, Ralchenko, Kostiantyn

Year:

2017

Language:

english

File:

PDF, 506 KB

english, 2017

38

[Bocconi & Springer Series] Parameter Estimation in Fractional Diffusion Models Volume 8 || Drift Parameter Estimation in Diffusion and Fractional Diffusion Models

Kubilius, Kęstutis, Mishura, Yuliya, Ralchenko, Kostiantyn

Year:

2017

Language:

english

File:

PDF, 1.23 MB

english, 2017

39

[Bocconi & Springer Series] Parameter Estimation in Fractional Diffusion Models Volume 8 ||

Kubilius, Kęstutis, Mishura, Yuliya, Ralchenko, Kostiantyn

Year:

2017

Language:

english

File:

PDF, 4.97 MB

english, 2017

40

New and refined bounds for expected maxima of fractional Brownian motion

Borovkov, Konstantin, Mishura, Yuliya, Novikov, Alexander, Zhitlukhin, Mikhail

Journal:

Statistics & Probability Letters

Year:

2018

Language:

english

File:

PDF, 298 KB

english, 2018

41

Stochastic Analysis of Mixed Fractional Gaussian Processes || Fractional and Sub-fractional Brownian Motions

Mishura, Yuliya

Year:

2018

Language:

english

File:

PDF, 357 KB

english, 2018

42

Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises

Mishura, Yu., Ralchenko, K., Shevchenko, G.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2019

Language:

english

File:

PDF, 292 KB

english, 2019

43

Fractional stochastic heat equation with piecewise constant coefficients

Mishura, Yuliya, Ralchenko, Kostiantyn, Zili, Mounir, Zougar, Eya

Journal:

Stochastics and Dynamics

Year:

2020

File:

PDF, 445 KB

2020

44

Application of Ramsey model in transition economy: A Russian case study

Babu Nahata, Alexei Izyumov, Vladimir Busygin, Anna Mishura

Journal:

Energy Economics

Year:

2007

Language:

english

File:

PDF, 220 KB

english, 2007

45

Freon electrochemistry in room-temperature ionic liquids

Andrew P. Doherty, Vjacheslav Koshechko, Vladimir Titov, Andrey Mishura

Journal:

Journal of Electroanalytical Chemistry

Year:

2007

Language:

english

File:

PDF, 273 KB

english, 2007

46

Weak solutions for stochastic differential equations with additive fractional noise

Yu. Mishura, D. Nualart

Journal:

Statistics & Probability Letters

Year:

2004

Language:

english

File:

PDF, 209 KB

english, 2004

47

Approximate solutions to anticipative stochastic differential equations

Yu. Mishura, G. Shevchenko

Journal:

Statistics & Probability Letters

Year:

2008

Language:

english

File:

PDF, 160 KB

english, 2008

48

Features of formation of refractory magnesium-aluminosilicate fiber

V. E. Khazanov, D. B. Dorzhiev, A. S. Mishura

Journal:

Glass and Ceramics

Year:

1988

Language:

english

File:

PDF, 397 KB

english, 1988

49

Frequency control system for the roller-hearth electric drive in an electric furnace at a 2800 mill

Journal:

Year:

1988

Language:

english

File:

PDF, 49 KB

english, 1988

50

The problem of extension for two-parameter kernels

Yu. S. Mishura, A. S. Lavrent'ev

Journal:

Ukrainian Mathematical Journal

Year:

1997

Language:

english

File:

PDF, 95 KB

english, 1997

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