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1

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

2

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

3

Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions

Yu. V. Krvavich, Yu. S. Mishura

Journal:

Ukrainian Mathematical Journal

Year:

2001

Language:

english

File:

PDF, 154 KB

english, 2001

4

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

5

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

6

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

7

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

8

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

9

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

10

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

11

Method of successive approximations for abstract volterra equations in a banach space

Yu. S. Mishura, Yu. V. Tomilov

Journal:

Ukrainian Mathematical Journal

Year:

1999

Language:

english

File:

PDF, 341 KB

english, 1999

12

Estimation of the ruin probability of an insurance company operating on a BS-market

M. O. Androshchuk, Yu. S. Mishura

Journal:

Ukrainian Mathematical Journal

Year:

2007

Language:

english

File:

PDF, 118 KB

english, 2007

13

Rate of convergence of option prices by using the method of pseudomoments

Mishura, Yu. S., Munchak, E. Yu.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2016

Language:

english

File:

PDF, 253 KB

english, 2016

14

Asymptotic Properties of an Intensity Estimator of an Inhomogeneous Poisson Process in a Combined Model

Kukush, A. G., Mishura, Yu. S.

Journal:

Theory of Probability & Its Applications

Year:

2000

Language:

english

File:

PDF, 224 KB

english, 2000

15

Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion

Mishura, Yu. S., Posashkova, S. V., Shevchenko, G. M.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2009

File:

PDF, 171 KB

2009

16

Exponential Formulas and Doléans’ Equation for Discontinuous Two-Parameter Processes

Mishura, Yu. S.

Journal:

Theory of Probability & Its Applications

Year:

1989

Language:

english

File:

PDF, 479 KB

english, 1989

17

The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion

Mishura, Yu, Shevchenko, G.

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2008

Language:

english

File:

PDF, 202 KB

english, 2008

18

News of Scientific Life

Korolyuk, V. S., Mishura, Yu. S., Sakhno, L. M.

Journal:

Theory of Probability & Its Applications

Year:

2014

Language:

english

File:

PDF, 58 KB

english, 2014

19

A bounded arbitrage strategy for a multiperiod model of a financial market in discrete time

Mishura, Yu. S., Shelyazhenko, P. S., Shevchenko, G. M.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2008

Language:

english

File:

PDF, 225 KB

english, 2008

20

Choosing an Optimal Switching Moment on the Financial Market with Alternative Strategies (Semimartingale Approach)

Mishura, Yu. S., Oltsik, Ya. A.

Journal:

Theory of Probability & Its Applications

Year:

2001

Language:

english

File:

PDF, 180 KB

english, 2001

21

Existence of moments of increasing predictable processes associated with one- and two-parameter potentials

Mishura, Yu., Oltsik, Ya.

Journal:

Journal of Applied Mathematics and Stochastic Analysis

Year:

1999

Language:

english

File:

PDF, 2.87 MB

english, 1999

22

On properties of compensators and i-compensators of coordinate point processes on a plane

MISHURA, YU. S.

Journal:

Random Operators and Stochastic Equations

Year:

1995

Language:

english

File:

PDF, 714 KB

english, 1995

23

Weak convergence of integral functionals constructed from solutions of Itô’s stochastic differential equations with non-regular dependence on a parameter

Kulinich, G. L., Kushnirenko, S. V., Mishura, Yu. S.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2018

Language:

english

File:

PDF, 257 KB

english, 2018

24

What random variable generates a bounded potential?

Kartashov, N., Mishura, Yu.

Journal:

Journal of Applied Mathematics and Stochastic Analysis

Year:

2004

Language:

english

File:

PDF, 1.85 MB

english, 2004

25

Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion

Mishura, Yu. S., Posashkova, S. V., Shevchenko, G. M.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2009

Language:

english

File:

PDF, 171 KB

english, 2009

26

Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter

Mishura, Yu. S., Posashkova, S. V., Posashkov, S. V.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2011

Language:

english

File:

PDF, 211 KB

english, 2011

27

Atomic Decompositions and Inequalities for Vector-Valued Discrete-Time Martingales

Mishura, Yu. S., Weisz, F.

Journal:

Theory of Probability & Its Applications

Year:

1999

Language:

english

File:

PDF, 1.78 MB

english, 1999

28

Euler Approximations of Solutions of Abstract Equations and Their Applications in the Theory of Semigroups

Yu. S. Mishura, H. M. Shevchenko

Journal:

Ukrainian Mathematical Journal

Year:

2004

Language:

english

File:

PDF, 160 KB

english, 2004

29

Simple method for preparing of sulfur-doped graphitic carbon nitride with superior activity in CO 2 photoreduction

Shcherban, Nataliya D., Filonenko, Svitlana M., Ovcharov, Mykhailo L., Mishura, Andriy M., Skoryk, Mykola A., Aho, Atte, Murzin, Dmitry Yu.

Journal:

ChemistrySelect

Year:

2016

Language:

english

File:

PDF, 2.20 MB

english, 2016

30

Two-parameter semigroups, evolutions and their applications to Markov and diffusion fields on the plane

Mishura, Yu., Tomilov, Yu.

Journal:

Journal of Applied Mathematics and Stochastic Analysis

Year:

1996

Language:

english

File:

PDF, 3.32 MB

english, 1996

31

Stochastic integrals and stochastic differential equations with respect to the fractional Brownian field

Mishura, Yu. S., Il'chenko, S. A.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2008

Language:

english

File:

PDF, 238 KB

english, 2008

32

Rate of convergence of the price of European option on a market for which the jump of stock price is uniformly distributed over an interval

Yu. S. Mishura, O. M. Soloveiko

Journal:

Ukrainian Mathematical Journal

Year:

2008

Language:

english

File:

PDF, 161 KB

english, 2008

33

Semigroup and resolvent operators related with homogeneous Markov fields

MISHURA, Yu. S.

Journal:

Random Operators and Stochastic Equations

Year:

1993

Language:

english

File:

PDF, 1.48 MB

english, 1993

34

Rate of convergence of option prices for approximations of the geometric OrnsteinâUhlenbeck process by Bernoulli jumps of prices on assets

Mishura, Yu. S., Munchak, Ye. Yu.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2017

File:

PDF, 224 KB

2017

35

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

36

Some limit theorems for Schärf-Stieltjes stochastic integrals

Journal:

Ukrainian Mathematical Journal

Year:

1980

Language:

english

File:

PDF, 506 KB

english, 1980

37

Asymptotic efficiency of statistical estimates in a compound Poisson model

Kukush, O. G., Mishura, Yu. S.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2004

Language:

english

File:

PDF, 203 KB

english, 2004

38

Generalized two-parameter Lebesgue-Stieltjes integrals and their applications to fractional Brownian fields

S. A. Il’chenko, Yu. S. Mishura

Journal:

Ukrainian Mathematical Journal

Year:

2004

Language:

english

File:

PDF, 193 KB

english, 2004

39

Weak convergence of integral functionals of random walks weakly convergent to fractional Brownian motion

Yu. S. Mishura, S. H. Rode

Journal:

Ukrainian Mathematical Journal

Year:

2007

Language:

english

File:

PDF, 101 KB

english, 2007

40

Canonical representation of weak semimartingales defined on the plane

Journal:

Ukrainian Mathematical Journal

Year:

1989

Language:

english

File:

PDF, 452 KB

english, 1989

41

Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure

Zubchenko, V. P., Mishura, Yu. S.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2010

Language:

english

File:

PDF, 486 KB

english, 2010

42

Editorial

Korolyuk, V., Kozachenko, Yu., Mishura, Yu., Sakhno, L.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2018

Language:

english

File:

PDF, 51 KB

english, 2018

43

10.1090/s0094-9000-05-00622-8

Mishura, Yu. S., Il'chenko, S. A.

Journal:

Theory of Probability and Mathematical Statistics

Language:

english

File:

PDF, 209 KB

english

44

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

45

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

46

The existence and properties of local time of the Skorohod integral

MISHURA, Yu. S.

Journal:

Random Operators and Stochastic Equations

Year:

1993

Language:

english

File:

PDF, 1.01 MB

english, 1993

47

Optimal stopping time problem for random walks with polynomial reward functions

Mishura, Yu. S., Tomashyk, V. V.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2013

Language:

english

File:

PDF, 569 KB

english, 2013

48

Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier

Kulik, O. M., Mishura, Yu. S., Soloveĭko, O. M.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2010

Language:

english

File:

PDF, 475 KB

english, 2010

49

Existence and uniqueness of the solution of a stochastic differential equation, driven by fractional Brownian motion with a stabilizing term

Mishura, Yu. S., Posashkov, S. V.

Journal:

Theory of Probability and Mathematical Statistics

Year:

2008

Language:

english

File:

PDF, 173 KB

english, 2008

50

Martingale field transformations under a change of probability measure

Journal:

Ukrainian Mathematical Journal

Year:

1989

Language:

english

File:

PDF, 362 KB

english, 1989

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