|
|
|
Publications in Math-Net.Ru |
Citations |
|
2018 |
| 1. |
Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin, “New and refined bounds for expected maxima of fractional Brownian motion”, Statist. Probab. Lett., 137 (2018), 142–147     |
9
|
|
2017 |
| 2. |
Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin, “Bounds for expected maxima of Gaussian processes and their discrete approximations”, Stochastics, 89:1 (2017), 21–37  |
23
|
|
2008 |
| 3. |
Yuliya Mishura, Svitlana Posashkova, “Positivity of solution of nonhomogeneous stochastic differential equation with non-lipschitz diffusion”, Theory Stoch. Process., 14(30):3 (2008), 77–88  |
| 4. |
Mykhaylo Bratyk, Yuliya Mishura, “The generalization of the quantile
hedging problem for price process
model involving finite number of
brownian and fractional brownian
motions”, Theory Stoch. Process., 14(30):3 (2008), 27–38 |
| 5. |
Oksana Banna, Yuliya Mishura, “Approximation of fractional brownian motion with associated hurst index separated from 1 by stochastic integrals of linear power functions”, Theory Stoch. Process., 14(30):3 (2008), 1–16 |
|
2007 |
| 6. |
Maryna Androshchuk, Yuliya Mishura, “Another approach to the problem of
the ruin probability estimate for risk
process with investments”, Theory Stoch. Process., 13(29):4 (2007), 1–18 |
| 7. |
Yu. S. Mishura, G. M. Shevchenko, “On differentiability of solution to
stochastic differential equation with
fractional brownian motion”, Theory Stoch. Process., 13(29):2 (2007), 243–250 |
| 8. |
Yulia Mishura, Sergiy Posashkov, “Existence and uniqueness of solution
of mixed stochastic differential
equation driven by fractional
Brownian motion and Wiener process”, Theory Stoch. Process., 13(29):2 (2007), 152–165 |
|
2006 |
| 9. |
Yu. S. Mishura, G. M. Shevchenko, “Approximation schemes for stochastic differential equations in Hilbert space”, Teor. Veroyatnost. i Primenen., 51:3 (2006), 476–495 ; Theory Probab. Appl., 51:3 (2007), 442–458 |
8
|
|
2002 |
| 10. |
Yu. S. Mishura, E. Valkeila, “The Absence of Arbitrage in a Mixed Brownian–Fractional Brownian Model”, Trudy Mat. Inst. Steklova, 237 (2002), 224–233 ; Proc. Steklov Inst. Math., 237 (2002), 215–224 |
11
|
|
2000 |
| 11. |
Yu. S. Mishura, Ya. A. Ol'tsik, “Choosing an optimal switching moment on the financial market with alternative strategies (semimartingale approach)”, Teor. Veroyatnost. i Primenen., 45:3 (2000), 505–520 ; Theory Probab. Appl., 45:3 (2001), 480–493 |
|
1999 |
| 12. |
A. G. Kukush, Yu. S. Mishura, “Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model”, Teor. Veroyatnost. i Primenen., 44:2 (1999), 351–372 ; Theory Probab. Appl., 44:2 (2000), 273–292 |
1
|
|
1998 |
| 13. |
F. Weisz, Yu. S. Mishura, “Atomic decompositions and inequalities for vector-valued discrete-time martingales”, Teor. Veroyatnost. i Primenen., 43:3 (1998), 588–598 ; Theory Probab. Appl., 43:3 (1999), 487–496 |
7
|
|
1990 |
| 14. |
Yu. S. Mishura, “Martingale characterization of diffusion random fields that are defined on the plane”, Teor. Veroyatnost. i Primenen., 35:1 (1990), 143–147 ; Theory Probab. Appl., 35:1 (1990), 152–157 |
|
1988 |
| 15. |
Yu. S. Mishura, “Exponential Formulas and Dolean Equation for Discontinuous Two-Parametrical Processes”, Teor. Veroyatnost. i Primenen., 33:2 (1988), 412–417 ; Theory Probab. Appl., 33:2 (1988), 388–392 |
|
|
|
2013 |
| 16. |
V. S. Korolyuk, Yu. S. Mishura, L. M. Sakhno, “International conference “Modern Stochastics: Theory and Applications III””, Teor. Veroyatnost. i Primenen., 58:1 (2013), 206 ; Theory Probab. Appl., 58:1 (2014), 172 |
|
2010 |
| 17. |
Yu. S. Mishura, A. A. Gushchin, “International Conference “Modern Stochastics: Theory and Applications II””, Teor. Veroyatnost. i Primenen., 55:4 (2010), 822–823 ; Theory Probab. Appl., 55:4 (2011), 732 |
|
| Organisations |
|
| |
|
|
Contact us: