Mishura, Yuliya; Ralchenko, Kostiantyn Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\). (English) Zbl 07803704 Stat. Probab. Lett. 206, Article ID 110008, 8 p. (2024). MSC: 60G22 60G17 60H10 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{K. Ralchenko}, Stat. Probab. Lett. 206, Article ID 110008, 8 p. (2024; Zbl 07803704) Full Text: DOI arXiv
Di Nunno, Giulia; Mishura, Yuliya; Yurchenko-Tytarenko, Anton Sandwiched SDEs with unbounded drift driven by Hölder noises. (English) Zbl 07779237 Adv. Appl. Probab. 55, No. 3, 927-964 (2023). MSC: 60H10 60H35 60G22 91G30 PDFBibTeX XMLCite \textit{G. Di Nunno} et al., Adv. Appl. Probab. 55, No. 3, 927--964 (2023; Zbl 07779237) Full Text: DOI arXiv
Mishura, Yuliya; Yurchenko-Tytarenko, Anton Standard and fractional reflected Ornstein-Uhlenbeck processes as the limits of square roots of Cox-Ingersoll-Ross processes. (English) Zbl 07701608 Stochastics 95, No. 1, 99-117 (2023). MSC: 60H10 60G22 91G30 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{A. Yurchenko-Tytarenko}, Stochastics 95, No. 1, 99--117 (2023; Zbl 07701608) Full Text: DOI arXiv
Di Nunno, Giulia; Mishura, Yuliya; Yurchenko-Tytarenko, Anton Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises. (English) Zbl 1522.65011 Numer. Algorithms 93, No. 2, 459-491 (2023). MSC: 65C30 60H10 60H35 60G22 91G30 PDFBibTeX XMLCite \textit{G. Di Nunno} et al., Numer. Algorithms 93, No. 2, 459--491 (2023; Zbl 1522.65011) Full Text: DOI arXiv
Di Nunno, Giulia; Kubilius, Kęstutis; Mishura, Yuliya; Yurchenko-Tytarenko, Anton From constant to rough: A survey of continuous volatility modeling. arXiv:2309.01033 Preprint, arXiv:2309.01033 [q-fin.MF] (2023). MSC: 91-02 91-03 62P05 60H10 60G22 91G15 91G30 91G80 BibTeX Cite \textit{G. Di Nunno} et al., ``From constant to rough: A survey of continuous volatility modeling'', Preprint, arXiv:2309.01033 [q-fin.MF] (2023) Full Text: arXiv OA License
Mishura, Yuliya; Pilipenko, Andrey; Yurchenko-Tytarenko, Anton Low-dimensional Cox-Ingersoll-Ross process. arXiv:2303.12911 Preprint, arXiv:2303.12911 [math.PR] (2023). MSC: 60H10 60G22 91G30 BibTeX Cite \textit{Y. Mishura} et al., ``Low-dimensional Cox-Ingersoll-Ross process'', Preprint, arXiv:2303.12911 [math.PR] (2023) Full Text: arXiv OA License
Di Nunno, Giulia; Mishura, Yuliya; Ralchenko, Kostiantyn Stochastic differential equations driven by additive Volterra-Lévy and Volterra-Gaussian noises. (English) Zbl 07819619 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 277-323 (2022). Reviewer: Javad Asadzade (Famagusta) MSC: 60G15 60G51 60H10 PDFBibTeX XMLCite \textit{G. Di Nunno} et al., Springer Proc. Math. Stat. 408, 277--323 (2022; Zbl 07819619) Full Text: DOI arXiv
Mishura, Yu. S.; Kushnirenko, S. V.; Volokh, L. V. Invariant surfaces for certain classes of systems of the second-order to stochastic differential equations with jumps. (Ukrainian. English summary) Zbl 1513.60076 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 3, 22-27 (2022). MSC: 60H10 PDFBibTeX XMLCite \textit{Yu. S. Mishura} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 3, 22--27 (2022; Zbl 1513.60076) Full Text: DOI
Mishura, Yuliya; Ralchenko, Kostiantyn; Dehtiar, Olena Parameter estimation in CKLS model by continuous observations. (English) Zbl 1497.60080 Stat. Probab. Lett. 184, Article ID 109391, 10 p. (2022). Reviewer: Athanasios Yannacopoulos (Athína) MSC: 60H10 62F10 62F12 91G70 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Stat. Probab. Lett. 184, Article ID 109391, 10 p. (2022; Zbl 1497.60080) Full Text: DOI arXiv
Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir; Zougar, Eya Fractional stochastic heat equation with piecewise constant coefficients. (English) Zbl 1476.60076 Stoch. Dyn. 21, No. 1, Article ID 2150002, 39 p. (2021). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60G22 60H15 35R60 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Stoch. Dyn. 21, No. 1, Article ID 2150002, 39 p. (2021; Zbl 1476.60076) Full Text: DOI arXiv
Mishura, Yuliya; Veretennikov, Alexander Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. (English) Zbl 1482.60079 Theory Probab. Math. Stat. 103, 59-101 (2020). Reviewer: Alexandra Rodkina (College Station) MSC: 60H10 60E99 60F17 60H05 60J60 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{A. Veretennikov}, Theory Probab. Math. Stat. 103, 59--101 (2020; Zbl 1482.60079) Full Text: DOI arXiv
Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica Time-changed fractional Ornstein-Uhlenbeck process. (English) Zbl 1450.60030 Fract. Calc. Appl. Anal. 23, No. 2, 450-483 (2020). MSC: 60G22 26A33 35Q84 42A38 42B10 60H10 82C31 PDFBibTeX XMLCite \textit{G. Ascione} et al., Fract. Calc. Appl. Anal. 23, No. 2, 450--483 (2020; Zbl 1450.60030) Full Text: DOI arXiv
Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity. (English) Zbl 1436.60037 Stat. Probab. Lett. 159, Article ID 108682, 9 p. (2020). MSC: 60G15 60H15 35R60 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Stat. Probab. Lett. 159, Article ID 108682, 9 p. (2020; Zbl 1436.60037) Full Text: DOI arXiv
Kulinich, Grigorij; Kushnirenko, Svitlana; Mishura, Yuliya Asymptotic analysis of unstable solutions of stochastic differential equations. (English) Zbl 1456.60002 Bocconi & Springer Series 9. Milano: Bocconi University Press; Cham: Springer (ISBN 978-3-030-41290-6/hbk; 978-3-030-41293-7/pbk; 978-3-030-41291-3/ebook). xv, 240 p. (2020). Reviewer: Jordan M. Stoyanov (Sofia) MSC: 60-02 60H10 60H20 93E99 PDFBibTeX XMLCite \textit{G. Kulinich} et al., Asymptotic analysis of unstable solutions of stochastic differential equations. Milano: Bocconi University Press; Cham: Springer (2020; Zbl 1456.60002) Full Text: DOI
Mishura, Yu.; Ralchenko, K.; Shevchenko, G. Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. (English) Zbl 1433.60059 Theory Probab. Math. Stat. 98, 149-170 (2019) and Teor. Jmovirn. Mat. Stat. 98, 142-162 (2018). MSC: 60H15 35R60 35K55 60G22 PDFBibTeX XMLCite \textit{Yu. Mishura} et al., Theory Probab. Math. Stat. 98, 149--170 (2019; Zbl 1433.60059) Full Text: DOI arXiv
Mishura, Yuliya; Yurchenko-Tytarenko, Anton Fractional Cox-Ingersoll-Ross process with small Hurst indices. (English) Zbl 1454.60053 Mod. Stoch., Theory Appl. 6, No. 1, 13-39 (2019). Reviewer: David Nualart (Lawrence) MSC: 60G22 60H05 60H10 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{A. Yurchenko-Tytarenko}, Mod. Stoch., Theory Appl. 6, No. 1, 13--39 (2018; Zbl 1454.60053) Full Text: DOI arXiv
Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu. Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. (English. Ukrainian original) Zbl 1409.60061 Theory Probab. Math. Stat. 97, 167-182 (2018); translation from Teor. Jmovirn. Mat. Stat. 97, 157-170 (2017). MSC: 60G22 60G15 60H10 PDFBibTeX XMLCite \textit{Yu. S. Mishura} et al., Theory Probab. Math. Stat. 97, 167--182 (2018; Zbl 1409.60061); translation from Teor. Jmovirn. Mat. Stat. 97, 157--170 (2017) Full Text: DOI arXiv
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S. Weak convergence of integral functionals constructed from solutions of Itô’s stochastic differential equations with non-regular dependence on a parameter. (English. Ukrainian original) Zbl 1402.60073 Theory Probab. Math. Stat. 96, 111-125 (2018); translation from Teor. Jmovirn. Mat. Stat. 96, 110-124 (2016). MSC: 60H10 60F17 60J60 PDFBibTeX XMLCite \textit{G. L. Kulinich} et al., Theory Probab. Math. Stat. 96, 111--125 (2018; Zbl 1402.60073); translation from Teor. Jmovirn. Mat. Stat. 96, 110--124 (2016) Full Text: DOI
Khlifa, M. Bel Hadj; Mishura, Yu.; Ralchenko, K.; Shevchenko, G.; Zili, M. Stochastic differential equations with generalized stochastic volatility and statistical estimators. (English) Zbl 1402.60072 Theory Probab. Math. Stat. 96, 1-13 (2018) and Teor. Jmovirn. Mat. Stat. 96, 8-20 (2016). MSC: 60H10 62F10 62F12 PDFBibTeX XMLCite \textit{M. B. H. Khlifa} et al., Theory Probab. Math. Stat. 96, 1--13 (2018; Zbl 1402.60072) Full Text: DOI
Mishura, Yuliya; Yurchenko-Tytarenko, Anton Fractional Cox-Ingersoll-Ross process with non-zero “mean”. (English) Zbl 1391.60078 Mod. Stoch., Theory Appl. 5, No. 1, 99-111 (2018). MSC: 60G22 60H05 60H10 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{A. Yurchenko-Tytarenko}, Mod. Stoch., Theory Appl. 5, No. 1, 99--111 (2018; Zbl 1391.60078) Full Text: DOI arXiv
Mishura, Yuliya; Ralchenko, Kostiantyn Drift parameter estimation in the models involving fractional Brownian motion. (English) Zbl 1382.60063 Panov, Vladimir (ed.), Modern problems of stochastic analysis and statistics. Selected contributions in honor of Valentin Konakov’s 70th birthday, Moscow, Russia, May 29 – June 2, 2016. Cham: Springer (ISBN 978-3-319-65312-9/hbk; 978-3-319-65313-6/ebook). Springer Proceedings in Mathematics & Statistics 208, 237-268 (2017). MSC: 60G22 60H10 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{K. Ralchenko}, Springer Proc. Math. Stat. 208, 237--268 (2017; Zbl 1382.60063) Full Text: DOI
Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn Parameter estimation in fractional diffusion models. (English) Zbl 1388.60006 Bocconi & Springer Series 8. Milano: Bocconi University Press; Cham: Springer (ISBN 978-3-319-71029-7/hbk; 978-3-319-71030-3/ebook). xix, 390 p. (2017). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60-02 60J60 62G05 PDFBibTeX XMLCite \textit{K. Kubilius} et al., Parameter estimation in fractional diffusion models. Milano: Bocconi University Press; Cham: Springer (2017; Zbl 1388.60006) Full Text: DOI
Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility. (English) Zbl 1355.60071 Mod. Stoch., Theory Appl. 3, No. 4, 269-285 (2016). MSC: 60H10 62F10 62F12 PDFBibTeX XMLCite \textit{M. Bel Hadj Khlifa} et al., Mod. Stoch., Theory Appl. 3, No. 4, 269--285 (2016; Zbl 1355.60071) Full Text: DOI arXiv
Kulinich, Grigorij; Kushnirenko, Svitlana; Mishura, Yuliia Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter. (English) Zbl 1352.60049 Mod. Stoch., Theory Appl. 3, No. 2, 191-208 (2016). MSC: 60F17 60H10 60J55 60J60 PDFBibTeX XMLCite \textit{G. Kulinich} et al., Mod. Stoch., Theory Appl. 3, No. 2, 191--208 (2016; Zbl 1352.60049) Full Text: DOI arXiv
Mishura, Yuliia; Munchak, Yevheniia Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model. (English) Zbl 1352.60050 Mod. Stoch., Theory Appl. 3, No. 1, 1-17 (2016). MSC: 60F17 60F05 60H10 60H30 91G80 91B25 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{Y. Munchak}, Mod. Stoch., Theory Appl. 3, No. 1, 1--17 (2016; Zbl 1352.60050) Full Text: DOI arXiv
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S. Limit behavior of functionals of solutions of diffusion type equations. (English. Ukrainian original) Zbl 1345.60029 Theory Probab. Math. Stat. 92, 93-107 (2016); translation from Teor. Jmovirn. Mat. Stat. 92, 89-102 (2015). MSC: 60F17 60F05 60H10 60J60 PDFBibTeX XMLCite \textit{G. L. Kulinich} et al., Theory Probab. Math. Stat. 92, 93--107 (2016; Zbl 1345.60029); translation from Teor. Jmovirn. Mat. Stat. 92, 89--102 (2015) Full Text: DOI
Mishura, Yuliya; Schied, Alexander Constructing functions with prescribed pathwise quadratic variation. (English) Zbl 1343.60066 J. Math. Anal. Appl. 442, No. 1, 117-137 (2016). MSC: 60H05 60H10 60J60 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{A. Schied}, J. Math. Anal. Appl. 442, No. 1, 117--137 (2016; Zbl 1343.60066) Full Text: DOI arXiv
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation. (English) Zbl 1403.91346 Mod. Stoch., Theory Appl. 2, No. 4, 355-369 (2015). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 91G20 91G60 60H35 60G44 60H10 PDFBibTeX XMLCite \textit{S. Kuchuk-Iatsenko} and \textit{Y. Mishura}, Mod. Stoch., Theory Appl. 2, No. 4, 355--369 (2015; Zbl 1403.91346) Full Text: DOI arXiv
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas. (English) Zbl 1403.91345 Mod. Stoch., Theory Appl. 2, No. 3, 233-249 (2015). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 91G20 60J60 60G44 60H10 PDFBibTeX XMLCite \textit{S. Kuchuk-Iatsenko} and \textit{Y. Mishura}, Mod. Stoch., Theory Appl. 2, No. 3, 233--249 (2015; Zbl 1403.91345) Full Text: DOI arXiv
Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy Convergence of solutions of mixed stochastic delay differential equations with applications. (English) Zbl 1338.34155 Appl. Math. Comput. 257, 487-497 (2015). MSC: 34K50 34A12 60H10 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Appl. Math. Comput. 257, 487--497 (2015; Zbl 1338.34155) Full Text: DOI arXiv
Mishura, Yuliya; Perestyuk, Mykola; Ragulina, Olena Ruin probability in a risk model with variable premium intensity and risky investments. (English) Zbl 1409.91142 Opusc. Math. 35, No. 3, 333-352 (2015). MSC: 91B30 60H10 60G46 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Opusc. Math. 35, No. 3, 333--352 (2015; Zbl 1409.91142) Full Text: DOI arXiv
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S. Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. (English. Ukrainian original) Zbl 1322.60091 Theory Probab. Math. Stat. 90, 115-126 (2015); translation from Teor. Jmovirn. Mat. Stat. 90, 102–112 (2014). MSC: 60H10 60F17 60G48 PDFBibTeX XMLCite \textit{G. L. Kulinich} et al., Theory Probab. Math. Stat. 90, 115--126 (2015; Zbl 1322.60091); translation from Teor. Jmovirn. Mat. Stat. 90, 102--112 (2014) Full Text: DOI
Kozachenko, Y.; Melnikov, A.; Mishura, Y. On drift parameter estimation in models with fractional Brownian motion. (English) Zbl 1396.62190 Statistics 49, No. 1, 35-62 (2015). MSC: 62M05 60G22 60J65 60H10 PDFBibTeX XMLCite \textit{Y. Kozachenko} et al., Statistics 49, No. 1, 35--62 (2015; Zbl 1396.62190) Full Text: DOI arXiv
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy Stochastic viability and comparison theorems for mixed stochastic differential equations. (English) Zbl 1310.60087 Methodol. Comput. Appl. Probab. 17, No. 1, 169-188 (2015). MSC: 60H10 60G22 60G15 26A33 91G80 PDFBibTeX XMLCite \textit{A. Melnikov} et al., Methodol. Comput. Appl. Probab. 17, No. 1, 169--188 (2015; Zbl 1310.60087) Full Text: DOI arXiv
Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. (English) Zbl 1329.60193 Korolyuk, Volodymyr (ed.) et al., Modern stochastics and applications. Selected papers based on the presentations at the international conference “Modern stochastics: theory and applications III”, dedicated to B. V. Gnedenko on the occasion of his 100th birthday and to M. I. Yadrenko on the occasion of his 80th birthday, Kyiv, Ukraine, September 10–14, 2012. Cham: Springer (ISBN 978-3-319-03511-6/hbk; 978-3-319-03512-3/ebook). Springer Optimization and Its Applications 90, 303-318 (2014). Reviewer: Romeo Negrea (Timişoara) MSC: 60H10 60G22 62M05 62F12 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Springer Optim. Appl. 90, 303--318 (2014; Zbl 1329.60193) Full Text: DOI arXiv
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S. Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations. (English) Zbl 1322.60090 Theory Probab. Math. Stat. 89, 101-114 (2014); translation from Teor. Jmovirn. Mat. Stat. 89, 91–103 (2013). MSC: 60H10 60F17 60J60 PDFBibTeX XMLCite \textit{G. L. Kulinich} et al., Theory Probab. Math. Stat. 89, 101--114 (2014; Zbl 1322.60090); translation from Teor. Jmovirn. Mat. Stat. 89, 91--103 (2013) Full Text: DOI
Mishura, Yu.; Rizhniak, G.; Zubchenko, V. European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process. (English) Zbl 1336.60134 Mod. Stoch., Theory Appl. 1, No. 1, 95-108 (2014). MSC: 60H30 60H10 60G22 60G18 91G80 91B25 PDFBibTeX XMLCite \textit{Yu. Mishura} et al., Mod. Stoch., Theory Appl. 1, No. 1, 95--108 (2014; Zbl 1336.60134) Full Text: DOI
Mishura, Yu. S.; Tomashyk, V. V. Convergence of exit times for diffusion processes. (English. Ukrainian original) Zbl 1310.60042 Theory Probab. Math. Stat. 88, 139-149 (2014); translation from Teor. Jmovirn. Mat. Stat. 88, 124-134 (2013). MSC: 60G40 60H10 60J60 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{V. V. Tomashyk}, Theory Probab. Math. Stat. 88, 139--149 (2014; Zbl 1310.60042); translation from Teor. Jmovirn. Mat. Stat. 88, 124--134 (2013) Full Text: DOI
Mishura, Yuliya Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent. (English) Zbl 1331.62116 Stat. Probab. Lett. 86, 24-29 (2014). MSC: 62F12 62M05 60H10 60J60 PDFBibTeX XMLCite \textit{Y. Mishura}, Stat. Probab. Lett. 86, 24--29 (2014; Zbl 1331.62116) Full Text: DOI arXiv
Mishura, Yuliya; Shevchenko, Georgiy Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. (English) Zbl 1268.60088 Comput. Math. Appl. 64, No. 10, 3217-3227 (2012). MSC: 60H10 60G22 35R60 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{G. Shevchenko}, Comput. Math. Appl. 64, No. 10, 3217--3227 (2012; Zbl 1268.60088) Full Text: DOI arXiv
Kubilius, K.; Mishura, Y. The rate of convergence of Hurst index estimate for the stochastic differential equation. (English) Zbl 1255.60065 Stochastic Processes Appl. 122, No. 11, 3718-3739 (2012). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 60H10 PDFBibTeX XMLCite \textit{K. Kubilius} and \textit{Y. Mishura}, Stochastic Processes Appl. 122, No. 11, 3718--3739 (2012; Zbl 1255.60065) Full Text: DOI arXiv
Mishura, Yuliya S.; Shevchenko, Georgiy M. Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. (English) Zbl 1290.60069 Random Oper. Stoch. Equ. 19, No. 4, 387-406 (2011). Reviewer: Mikko Pakkanen (Aarhus) MSC: 60H35 60H10 60G22 60J65 PDFBibTeX XMLCite \textit{Y. S. Mishura} and \textit{G. M. Shevchenko}, Random Oper. Stoch. Equ. 19, No. 4, 387--406 (2011; Zbl 1290.60069) Full Text: DOI arXiv
Mishura, Yuliya S.; Posashkova, Svitlana V. The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. (English) Zbl 1280.60041 Random Oper. Stoch. Equ. 19, No. 1, 63-89 (2011). Reviewer: Martin Riedler (Wien) MSC: 60H35 60H10 65C30 PDFBibTeX XMLCite \textit{Y. S. Mishura} and \textit{S. V. Posashkova}, Random Oper. Stoch. Equ. 19, No. 1, 63--89 (2011; Zbl 1280.60041) Full Text: DOI
Melnikov, Alexander; Mishura, Yuliya On pricing and hedging in financial markets with long-range dependence. (English) Zbl 1273.91443 Math. Financ. Econ. 5, No. 1, 29-46 (2011). MSC: 91G20 60G22 60J65 60H10 91G10 PDFBibTeX XMLCite \textit{A. Melnikov} and \textit{Y. Mishura}, Math. Financ. Econ. 5, No. 1, 29--46 (2011; Zbl 1273.91443) Full Text: DOI
Mishura, Yu. S.; Posashkova, S. V.; Posashkov, S. V. Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter. (English. Russian original) Zbl 1254.60060 Theory Probab. Math. Stat. 83, 111-126 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 92-105 (2010). Reviewer: Dominique Lepingle (Orléans) MSC: 60H10 60G22 60J65 PDFBibTeX XMLCite \textit{Yu. S. Mishura} et al., Theory Probab. Math. Stat. 83, 111--126 (2011; Zbl 1254.60060); translation from Teor. Jmovirn. Mat. Stat. 83, 92--105 (2010) Full Text: DOI
Mishura, Yulia S.; Shevchenko, Georgiy M. Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index \(H > 1/2\). (English) Zbl 1315.60071 Commun. Stat., Theory Methods 40, No. 19-20, 3492-3508 (2011). MSC: 60H10 60G15 60G22 60J65 PDFBibTeX XMLCite \textit{Y. S. Mishura} and \textit{G. M. Shevchenko}, Commun. Stat., Theory Methods 40, No. 19--20, 3492--3508 (2011; Zbl 1315.60071) Full Text: DOI arXiv
Zubchenko, V. P.; Mishura, Yu. S. Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure. (English. Russian original) Zbl 1235.60086 Ukr. Math. J. 63, No. 1, 49-73 (2011); translation from Ukr. Mat. Zh. 63, No. 1, 40-60 (2011). MSC: 60H35 65C30 91G80 PDFBibTeX XMLCite \textit{V. P. Zubchenko} and \textit{Yu. S. Mishura}, Ukr. Math. J. 63, No. 1, 49--73 (2011; Zbl 1235.60086); translation from Ukr. Mat. Zh. 63, No. 1, 40--60 (2011) Full Text: DOI
Mishura, Yuliya S.; Shvaĭ, O. V. An estimate for the rate of convergence of a difference scheme applied to a stochastic differential equation with an additional process parameter. (English. Ukrainian original) Zbl 1232.60052 Theory Probab. Math. Stat. 82, 70-85 (2011); translation from Teor. Jmovirn. Mat. Stat. No. 82, 82-91. MSC: 60H35 60H10 60G22 PDFBibTeX XMLCite \textit{Y. S. Mishura} and \textit{O. V. Shvaĭ}, Theory Probab. Math. Stat. 82, 70--85 (2011; Zbl 1232.60052); translation from Teor. Jmovirn. Mat. Stat. No. 82, 82--9 Full Text: DOI
Mishura, Yu. S.; Posashkova, S. V. Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter. (English) Zbl 1228.60067 Comput. Math. Appl. 62, No. 3, 1166-1180 (2011). MSC: 60H10 34A08 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{S. V. Posashkova}, Comput. Math. Appl. 62, No. 3, 1166--1180 (2011; Zbl 1228.60067) Full Text: DOI
Zubchenko, V. P.; Mishura, Yu. S. Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure. (Ukrainian, English) Zbl 1224.60156 Teor. Jmovirn. Mat. Stat. 80, 43-54 (2009); translation in Theory Probab. Math. Stat. 80, 47-59 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H10 60H05 60J65 PDFBibTeX XMLCite \textit{V. P. Zubchenko} and \textit{Yu. S. Mishura}, Teor. Ĭmovirn. Mat. Stat. 80, 43--54 (2009; Zbl 1224.60156); translation in Theory Probab. Math. Stat. 80, 47--59 (2010) Full Text: DOI
Mishura, Yu. S.; Shvaj, O. V. Mean-square rate of convergence of the optimal filtration process of the discrete time model to the corresponding continuous time process. (Ukrainian. English summary) Zbl 1224.60145 Prykl. Stat., Aktuarna Finans. Mat. 2009, No. 1-2, 104-115 (2009). MSC: 60H10 62M09 62N02 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{O. V. Shvaj}, Prykl. Stat., Aktuarna Finans. Mat. 2009, No. 1--2, 104--115 (2009; Zbl 1224.60145)
Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M. Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. (Ukrainian, English) Zbl 1224.91194 Teor. Jmovirn. Mat. Stat. 79, 105-113 (2008); translation in Theory Probab. Math. Stat. 79, 117-126 (2009). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 91G80 60H10 91G30 PDFBibTeX XMLCite \textit{Yu. S. Mishura} et al., Teor. Ĭmovirn. Mat. Stat. 79, 105--113 (2008; Zbl 1224.91194); translation in Theory Probab. Math. Stat. 79, 117--126 (2009) Full Text: DOI
Mishura, Yuliya; Posashkova, Svitlana Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion. (English) Zbl 1224.60146 Theory Stoch. Process. 14, No. 3-4, 77-88 (2008). Reviewer: A. D. Borisenko (Kyïv) MSC: 60H10 91G80 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{S. Posashkova}, Theory Stoch. Process. 14, No. 3--4, 77--88 (2008; Zbl 1224.60146)
Mishura, Yu; Shevchenko, G. The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1154.60046 Stochastics 80, No. 5, 489-511 (2008). Reviewer: Stanisław Wedrychowicz (Rzeszów) MSC: 60H10 60G18 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{G. Shevchenko}, Stochastics 80, No. 5, 489--511 (2008; Zbl 1154.60046) Full Text: DOI arXiv
Mishura, Yu.; Shevchenko, G. Approximate solutions to anticipative stochastic differential equations. (English) Zbl 1134.60351 Stat. Probab. Lett. 78, No. 1, 60-66 (2008). MSC: 60H10 60H35 PDFBibTeX XMLCite \textit{Yu. Mishura} and \textit{G. Shevchenko}, Stat. Probab. Lett. 78, No. 1, 60--66 (2008; Zbl 1134.60351) Full Text: DOI
Mishura, Yuliya Stochastic calculus for fractional Brownian motion and related processes. (English) Zbl 1138.60006 Lecture Notes in Mathematics 1929. Berlin: Springer (ISBN 978-3-540-75872-3/pbk; 978-3-540-75873-0/ebook). xvii, 393 p. (2008). Reviewer: Pavel Gapeev (London) MSC: 60-02 60G15 60G44 60G60 60H05 60H10 60H40 60G35 91B70 62F03 60F05 PDFBibTeX XMLCite \textit{Y. Mishura}, Stochastic calculus for fractional Brownian motion and related processes. Berlin: Springer (2008; Zbl 1138.60006) Full Text: DOI
Mishura, Yu. S.; Posashkov, S. V. Existence and uniqueness of the solution of a stochastic differential equation, driven by fractional Brownian motion with a stabilizing term. (Ukrainian, English) Zbl 1199.60121 Teor. Jmovirn. Mat. Stat. 76, 117-124 (2007); translation in Theory Probab. Math. Stat. 76, 131-139 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G15 60H05 60H10 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{S. V. Posashkov}, Teor. Ĭmovirn. Mat. Stat. 76, 117--124 (2007; Zbl 1199.60121); translation in Theory Probab. Math. Stat. 76, 131--139 (2008) Full Text: Link
Kozachenko, Yu. V.; Mishura, Yu. S. Maximum upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations that have fractional Brownian motion with Hurst index \(H<1/2\). II. (Ukrainian, English) Zbl 1199.60214 Teor. Jmovirn. Mat. Stat. 76, 53-69 (2007); translation in Theory Probab. Math. Stat. 76, 59-76 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H10 60H05 60G15 60G22 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{Yu. S. Mishura}, Teor. Ĭmovirn. Mat. Stat. 76, 53--69 (2007; Zbl 1199.60214); translation in Theory Probab. Math. Stat. 76, 59--76 (2008) Full Text: Link
Mishura, Yu. S.; Tomashyk, V. V. Extremal behaviour of optimal sale moments for an asset whose price satisfies Ito’s diffusion equation. (Ukrainian. English summary) Zbl 1164.62425 Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 2, 75-87 (2007). MSC: 62P05 91B28 60H10 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{V. V. Tomashyk}, Prykl. Stat., Aktuarna Finans. Mat. 2007, No. 2, 75--87 (2007; Zbl 1164.62425)
Mishura, Yuliya; Posashkov, Sergiy Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and Wiener process. (English) Zbl 1142.60028 Theory Stoch. Process. 13, No. 29, Part 1-2, 152-165 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G15 60H05 60H10 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{S. Posashkov}, Theory Stoch. Process. 13(29), No. 1--2, 152--165 (2007; Zbl 1142.60028)
Mishura, Yu. S.; Shevchenko, G. M. Approximation schemes for stochastic differential equations in Hilbert space. (English. Russian original) Zbl 1148.60044 Theory Probab. Appl. 51, No. 3, 442-458 (2007); translation from Teor. Veroyatn. Primen. 51, No. 3, 476-495 (2007). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H35 60H20 65C30 35R60 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{G. M. Shevchenko}, Theory Probab. Appl. 51, No. 3, 442--458 (2007; Zbl 1148.60044); translation from Teor. Veroyatn. Primen. 51, No. 3, 476--495 (2007) Full Text: DOI
Mishura, Yu. S.; Il’chenko, S. A. Stochastic integrals and stochastic differential equations, which contain fractional Brownian field. (Ukrainian, English) Zbl 1164.60383 Teor. Jmovirn. Mat. Stat. 75, 80-94 (2006); translation in Theory Probab. Math. Stat. 75, 93-108 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H10 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{S. A. Il'chenko}, Teor. Ĭmovirn. Mat. Stat. 75, 80--94 (2006; Zbl 1164.60383); translation in Theory Probab. Math. Stat. 75, 93--108 (2007) Full Text: Link
Kozachenko, Yu. V.; Mishura, Yu. S. Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations containing fractional Brownian motion with Hurst index \(H<1/2\). I. (Ukrainian, English) Zbl 1164.60378 Teor. Jmovirn. Mat. Stat. 75, 45-56 (2006); translation in Theory Probab. Math. Stat. 75, 51-64 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H05 60G15 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{Yu. S. Mishura}, Teor. Ĭmovirn. Mat. Stat. 75, 45--56 (2006; Zbl 1164.60378); translation in Theory Probab. Math. Stat. 75, 51--64 (2007) Full Text: Link
Mishura, Yuliya An estimate of ruin probabilities for long range dependence models. (Ukrainian, English) Zbl 1125.60068 Teor. Jmovirn. Mat. Stat. 72, 93-100 (2005); translation in Theory Probab. Math. Stat. 72, 103-111 (2006). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60H30 60H10 91B30 60G44 60G15 PDFBibTeX XMLCite \textit{Y. Mishura}, Teor. Ĭmovirn. Mat. Stat. 72, 93--100 (2005; Zbl 1125.60068); translation in Theory Probab. Math. Stat. 72, 103--111 (2006) Full Text: Link
Mishura, Yu.; Nualart, D. Weak solutions for stochastic differential equations with additive fractional noise. (English) Zbl 1063.60085 Stat. Probab. Lett. 70, No. 4, 253-261 (2005). Reviewer: Pavel Gapeev (Moskva) MSC: 60H10 60G15 60G18 PDFBibTeX XMLCite \textit{Yu. Mishura} and \textit{D. Nualart}, Stat. Probab. Lett. 70, No. 4, 253--261 (2005; Zbl 1063.60085) Full Text: DOI
Mishura, Yuliya; Shevchenko, Georgij Linear equations and stochastic exponents in a Hilbert space. (Ukrainian, English) Zbl 1097.60050 Teor. Jmovirn. Mat. Stat. 71, 123-132 (2004); translation in Theory Probab. Math. Stat. 71, 139-149 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 60H10 34G10 47A50 47D06 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{G. Shevchenko}, Teor. Ĭmovirn. Mat. Stat. 71, 123--132 (2004; Zbl 1097.60050); translation in Theory Probab. Math. Stat. 71, 139--149 (2005) Full Text: Link
Mishura, Yuliya S.; Ilchenko, Svetlana A. Some estimates for two-parameter generalized stochastic Lebesgue-Stieltjes integrals. (English) Zbl 1064.60108 Theory Stoch. Process. 9(25), No. 3-4, 87-100 (2003). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G60 60H10 PDFBibTeX XMLCite \textit{Y. S. Mishura} and \textit{S. A. Ilchenko}, Theory Stoch. Process. 9(25), No. 3--4, 87--100 (2003; Zbl 1064.60108)
Mishura, Yu. S. Quasi-linear stochastic differential equations with fractional Brownian component. (Ukrainian, English) Zbl 1050.60060 Teor. Jmovirn. Mat. Stat. 68, 95-106 (2003); translation in Theory Probab. Math. Stat. 68, 103-116 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 60H10 PDFBibTeX XMLCite \textit{Yu. S. Mishura}, Teor. Ĭmovirn. Mat. Stat. 68, 95--106 (2003; Zbl 1050.60060); translation in Theory Probab. Math. Stat. 68, 103--116 (2004)
Mishura, Yu. S.; Valkeila, E. The absence of arbitrage in a mixed Brownian-fractional Brownian model. (English. Russian original) Zbl 1113.91322 Proc. Steklov Inst. Math. 237, 215-224 (2002); translation from Tr. Mat. Inst. Steklova 237, 224-233 (2002). MSC: 91B28 60G15 60H10 60H30 91B70 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{E. Valkeila}, in: Stochastic financial mathematics. Transl. from the Russian. Moskva: Maik Nauka/Interperiodika. 1 (2002; Zbl 1113.91322); translation from Tr. Mat. Inst. Steklova 237, 224--233 (2002)
Mishura, Yuliya; Rudomino-Dusyatska, Nadiya Consistency of drift parameter estimates in fractional Brownian diffusion models. (English) Zbl 1064.60065 Theory Stoch. Process. 7(23), No. 3-4, 103-112 (2001). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G15 60H10 62F12 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{N. Rudomino-Dusyatska}, Theory Stoch. Process. 7(23), No. 3--4, 103--112 (2001; Zbl 1064.60065)
Krvavych, Yuriy; Mishura, Yuliya Exponential formula and Girsanov theorem for mixed semilinear stochastic differential equations. (English) Zbl 0983.60057 Kohlmann, Michael (ed.) et al., Mathematical finance. Workshop of the mathematical finance research project, Konstanz, Germany, October 5-7, 2000. Basel: Birkhäuser. 230-238 (2001). MSC: 60H10 PDFBibTeX XMLCite \textit{Y. Krvavych} and \textit{Y. Mishura}, in: Mathematical finance. Workshop of the mathematical finance research project, Konstanz, Germany, October 5--7, 2000. Basel: Birkhäuser. 230--238 (2001; Zbl 0983.60057)
Krvavych, Yu. V.; Mishura, Yu. S. Maximal inequalities for moments of Wiener integrals with respect to fractional Brownian motion. (English. Ukrainian original) Zbl 0985.60032 Theory Probab. Math. Stat. 61, 75-86 (2000); translation from Teor. Jmovirn. Mat. Stat. 61, 72-83 (2000). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60G15 60H10 60G44 PDFBibTeX XMLCite \textit{Yu. V. Krvavych} and \textit{Yu. S. Mishura}, Teor. Ĭmovirn. Mat. Stat. 61, 72--83 (2000; Zbl 0985.60032); translation from Teor. Jmovirn. Mat. Stat. 61, 72--83 (2000)
Mishura, Yu. S.; Ol’tsik, Ya. O. Optimal stopping times for solutions of nonlinear stochastic differential equations and their applications to a problem of financial mathematics. (English. Ukrainian original) Zbl 0978.60064 Ukr. Math. J. 51, No. 6, 899-906 (1999); translation from Ukr. Mat. Zh. 51, No. 6, 804-809 (1999). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 60H10 62P05 60G40 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{Ya. O. Ol'tsik}, Ukr. Mat. Zh. 51, No. 6, 804--809 (1999; Zbl 0978.60064); translation from Ukr. Mat. Zh. 51, No. 6, 804--809 (1999)
Mishura, Yu. S.; Ol’tsik, Ya. O. Application of methods of stochastic analysis to the problem of optimization of a financial strategy with alternatives. (Ukrainian. English summary) Zbl 0996.60062 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 1999, No. 7, 22-26 (1999). MSC: 60H10 91G80 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{Ya. O. Ol'tsik}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 1999, No. 7, 22--26 (1999; Zbl 0996.60062)
Mishura, Yu. S.; Ol’tsik, Ya. A. Some properties of exponential martingales and the problem of optimal stopping. (English. Ukrainian original) Zbl 0955.60055 Theory Probab. Math. Stat. 60, 159-164 (2000); translation from Teor. Jmovirn. Mat. Stat. 60, 143-148 (1999). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60G60 60H10 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{Ya. A. Ol'tsik}, Teor. Ĭmovirn. Mat. Stat. 60, 143--148 (1999; Zbl 0955.60055); translation from Teor. Jmovirn. Mat. Stat. 60, 143--148 (1999)
Mishura, Yuliya S. Arbitrage and other economical possibilities on financial market. (English) Zbl 0953.60020 Theory Stoch. Process. 5(21), No. 1-2, 80-97 (1999). Reviewer: A.D.Borisenko (Kyïv) MSC: 60G42 60G44 60H05 60H10 PDFBibTeX XMLCite \textit{Y. S. Mishura}, Theory Stoch. Process. 5(21), No. 1--2, 80--97 (1999; Zbl 0953.60020)
Mishura, Yu. S.; Zolota, A. V. Optimal interpolation of random Gaussian field with non-zero mean. (Ukrainian. English summary) Zbl 0963.60057 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 1998, No. 2, 87-92 (1998). Reviewer: A.D.Borisenko (Kyïv) MSC: 60H15 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{A. V. Zolota}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 1998, No. 2, 87--92 (1998; Zbl 0963.60057)
Mishura, Yu. S.; Lavrent’jev, O. S. Stochastic differential equations in Hilbert space: Properties of solutions, limit theorems, asymptotic expansions with respect to a small parameter. II. (English. Ukrainian original) Zbl 0958.60058 Theory Probab. Math. Stat. 59, 139-147 (1999); translation from Teor. Jmorvirn. Mat. Stat. 59, 135-143 (1998). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60H10 60H05 60G44 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{O. S. Lavrent'jev}, Teor. Ĭmovirn. Mat. Stat. 59, 135--143 (1998; Zbl 0958.60058); translation from Teor. Jmorvirn. Mat. Stat. 59, 135--143 (1998)
Mishura, Yuliya S.; Ol’tsik, Yanina A. Optimal financial strategy with wealth process governed by backward stochastic differential equation. (English) Zbl 0940.60080 Theory Stoch. Process. 4(20), No. 1-2, 222-237 (1998). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60H10 60G44 PDFBibTeX XMLCite \textit{Y. S. Mishura} and \textit{Y. A. Ol'tsik}, Theory Stoch. Process. 4(20), No. 1--2, 222--237 (1998; Zbl 0940.60080)
Mishura, Yu. S.; Lavrentiev, O. S. Stochastic differential equations in Hilbert space: Properties of solutions, limit theorems, asymptotic expansions with respect to a small parameter. I. (English. Ukrainian original) Zbl 0940.60082 Theory Probab. Math. Stat. 58, 123-137 (1999); translation from Teor. Jmovirn. Mat. Stat. 58, 114-127 (1998). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60H10 60G44 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{O. S. Lavrentiev}, Teor. Ĭmovirn. Mat. Stat. 58, 114--127 (1998; Zbl 0940.60082); translation from Teor. Jmovirn. Mat. Stat. 58, 114--127 (1998)
Mishura, Yu. S. Stochastic differential equations in the plane that contain strong semimartingales. (English. Russian original) Zbl 0834.60063 Theory Probab. Math. Stat. 45, 77-85 (1992); translation from Teor. Veroyatn. Mat. Stat., Kiev 45, 79-88 (1991). MSC: 60H10 60G48 PDFBibTeX XMLCite \textit{Yu. S. Mishura}, Theory Probab. Math. Stat. 45, 1 (1991; Zbl 0834.60063); translation from Teor. Veroyatn. Mat. Stat., Kiev 45, 79--88 (1991)
Mishura, Yu. S. Stochastic integrals and stochastic differential equations on the plane involving strong semimartingales. (English) Zbl 0776.60069 New trends in probability and statistics. Vol. 1, Proc. 23rd Bakuriani Colloq. in Honour of Yu. V. Prokhorov, Bakuriani/USSR 1990, 485-502 (1991). Reviewer: M.Dozzi (Nancy) MSC: 60H10 60G60 PDFBibTeX XMLCite \textit{Yu. S. Mishura}, in: New trends in probability and statistics. Vol. 1. Proceedings of the XXIII Bakuriani colloquium in Honour of Yu. V. Prokhorov, Bakuriani, Georgia, 24 February - 4 March, 1990. Utrecht: VSP; Vilnius: Mokslas. 485--502 (1991; Zbl 0776.60069)
Mishura, Yu. S. Martingale characterization of solutions of stochastic differential equations on the plane. (Russian. English summary) Zbl 0708.60042 Dokl. Akad. Nauk Ukr. SSR, Ser. A 1990, No. 8, 26-28 (1990). MSC: 60G60 60H15 60G44 PDFBibTeX XMLCite \textit{Yu. S. Mishura}, Dokl. Akad. Nauk Ukr. SSR, Ser. A 1990, No. 8, 26--28 (1990; Zbl 0708.60042)