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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.

Année:

2008

Langue:

english

Fichier:

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

Année:

2001

Langue:

english

Fichier:

PDF, 115 KB

english, 2001

3

High-frequency trading with fractional Brownian motion

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

Journal:

Finance and Stochastics

Année:

2020

Fichier:

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

Année:

2004

Langue:

english

Fichier:

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

Année:

2015

Langue:

english

Fichier:

PDF, 223 KB

english, 2015

6

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

Mishura, Yuliya, Shevchenko, Georgiy

Année:

2017

Langue:

english

Fichier:

PDF, 360 KB

english, 2017

7

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

Année:

2011

Langue:

english

Fichier:

PDF, 287 KB

english, 2011

8

Martingale transforms and Girsanov theorem for long-memory Gaussian processes

Yuliya Mishura, Esko Valkeila

Journal:

Statistics & Probability Letters

Année:

2001

Langue:

english

Fichier:

PDF, 134 KB

english, 2001

9

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

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

Année:

2014

Langue:

english

Fichier:

PDF, 2.95 MB

english, 2014

10

On drift parameter estimation in models with fractional Brownian motion

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

Journal:

Année:

2015

Langue:

english

Fichier:

PDF, 274 KB

english, 2015

11

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

Année:

2008

Langue:

english

Fichier:

PDF, 224 KB

english, 2008

12

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

Mishura, Yuliya, Shevchenko, Georgiy

Année:

2017

Langue:

english

Fichier:

PDF, 314 KB

english, 2017

13

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

Mishura, Yuliya, Shevchenko, Georgiy

Année:

2017

Langue:

english

Fichier:

PDF, 304 KB

english, 2017

14

Theory and Statistical Applications of Stochastic Processes || Parameter Estimation

Mishura, Yuliya, Shevchenko, Georgiy

Année:

2017

Langue:

english

Fichier:

PDF, 304 KB

english, 2017

15

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

Mishura, Yuliya

Année:

2018

Langue:

english

Fichier:

PDF, 616 KB

english, 2018

16

Fractional Brownian Motion (Approximations and Projections) || Solutions

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

Année:

2019

Langue:

english

Fichier:

PDF, 122 KB

english, 2019

17

Fractional Brownian Motion (Approximations and Projections) ||

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

Année:

2019

Langue:

english

Fichier:

PDF, 2.91 MB

english, 2019

18

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

Epifancev, K, Mishura, T

Journal:

Journal of Physics Conference Series

Année:

2020

Fichier:

PDF, 1024 KB

2020

19

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

Babu Nahata, Alexei Izyumov, Vladimir Busygin, Anna Mishura

Journal:

Energy Economics

Année:

2007

Langue:

english

Fichier:

PDF, 220 KB

english, 2007

20

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

Journal:

Ukrainian Mathematical Journal

Année:

2000

Langue:

english

Fichier:

PDF, 1.37 MB

english, 2000

21

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

Année:

2006

Langue:

english

Fichier:

PDF, 88 KB

english, 2006

22

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

Année:

2011

Langue:

english

Fichier:

PDF, 263 KB

english, 2011

23

Statistical Inference with Fractional Brownian Motion

Alexander Kukush, Yulia Mishura, Esko Valkeila

Journal:

Statistical Inference for Stochastic Processes

Année:

2005

Langue:

english

Fichier:

PDF, 158 KB

english, 2005

24

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

Journal:

Ukrainian Mathematical Journal

Année:

1984

Langue:

english

Fichier:

PDF, 340 KB

english, 1984

25

The Hille-Yosida theorem for resolvent operators of multiparameter semigroups

Yu. S. Mishura, A. S. Lavrent’ev

Journal:

Ukrainian Mathematical Journal

Année:

1996

Langue:

english

Fichier:

PDF, 1.18 MB

english, 1996

26

Approximation Schemes for Stochastic Differential Equations in Hilbert Space

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

Journal:

Theory of Probability & Its Applications

Année:

2007

Langue:

english

Fichier:

PDF, 199 KB

english, 2007

27

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

Année:

2006

Langue:

english

Fichier:

PDF, 232 KB

english, 2006

28

On hedging European options in geometric fractional Brownian motion market model

Azmoodeh, Ehsan, Mishura, Yuliya, Valkeila, Esko

Journal:

Statistics & Decisions

Année:

2009

Langue:

english

Fichier:

PDF, 153 KB

english, 2009

29

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

Année:

2011

Langue:

english

Fichier:

PDF, 260 KB

english, 2011

30

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

Année:

2015

Langue:

english

Fichier:

PDF, 3.55 MB

english, 2015

31

AN EXTENSION OF THE LÉVY CHARACTERIZATION TO FRACTIONAL BROWNIAN MOTION

Yuliya Mishura and Esko Valkeila

Journal:

The Annals of Probability

Année:

2011

Langue:

english

Fichier:

PDF, 1.42 MB

english, 2011

32

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

Mishura, Yuliya

Année:

2016

Langue:

english

Fichier:

PDF, 1.60 MB

english, 2016

33

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

Mishura, Yuliya

Année:

2016

Langue:

english

Fichier:

PDF, 1.68 MB

english, 2016

34

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

Année:

2017

Langue:

english

Fichier:

PDF, 312 KB

english, 2017

35

[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

Année:

2017

Langue:

english

Fichier:

PDF, 864 KB

english, 2017

36

[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

Année:

2017

Langue:

english

Fichier:

PDF, 392 KB

english, 2017

37

[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

Année:

2017

Langue:

english

Fichier:

PDF, 389 KB

english, 2017

38

[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

Année:

2017

Langue:

english

Fichier:

PDF, 506 KB

english, 2017

39

[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

Année:

2017

Langue:

english

Fichier:

PDF, 1.23 MB

english, 2017

40

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

Kubilius, Kęstutis, Mishura, Yuliya, Ralchenko, Kostiantyn

Année:

2017

Langue:

english

Fichier:

PDF, 4.97 MB

english, 2017

41

New and refined bounds for expected maxima of fractional Brownian motion

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

Journal:

Statistics & Probability Letters

Année:

2018

Langue:

english

Fichier:

PDF, 298 KB

english, 2018

42

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

Mishura, Yuliya

Année:

2018

Langue:

english

Fichier:

PDF, 357 KB

english, 2018

43

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

Année:

2019

Langue:

english

Fichier:

PDF, 292 KB

english, 2019

44

Fractional stochastic heat equation with piecewise constant coefficients

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

Journal:

Stochastics and Dynamics

Année:

2020

Fichier:

PDF, 445 KB

2020

45

Freon electrochemistry in room-temperature ionic liquids

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

Journal:

Journal of Electroanalytical Chemistry

Année:

2007

Langue:

english

Fichier:

PDF, 273 KB

english, 2007

46

Weak solutions for stochastic differential equations with additive fractional noise

Yu. Mishura, D. Nualart

Journal:

Statistics & Probability Letters

Année:

2004

Langue:

english

Fichier:

PDF, 209 KB

english, 2004

47

Approximate solutions to anticipative stochastic differential equations

Yu. Mishura, G. Shevchenko

Journal:

Statistics & Probability Letters

Année:

2008

Langue:

english

Fichier:

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

Année:

1988

Langue:

english

Fichier:

PDF, 397 KB

english, 1988

49

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

Journal:

Année:

1988

Langue:

english

Fichier:

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

Année:

1997

Langue:

english

Fichier:

PDF, 95 KB

english, 1997