Edit Profile Mishura, Yuliya Stepanivna Compute Distance To: Compute Author ID: mishura.yuliya-s Published as: Mishura, Ju. S.; Mishura, U. S.; Mishura, Y.; Mishura, Yu; Mishura, Yu.; Mishura, Yu. S.; Mishura, Yulia S.; Mishura, Yuliia; Mishura, Yuliya; Mishura, Yuliya S.; Misura, Ju. S. Homepage: http://probability.univ.kiev.ua/index.php?page=userinfo&person=myus External Links: MGP · Math-Net.Ru · Wikidata · ResearchGate · dblp Documents Indexed: 289 Publications since 1976, including 10 Books Reviewing Activity: 911 Reviews all top 5 Co-Authors 74 single-authored 32 Shevchenko, Georgiy M. 15 Ralchenko, Kostiantyn V. 10 Kozachenko, Yuriĭ Vasyl’ovych 9 Sakhno, Lyudmyla Mykhaĭlivna 8 Banna, Oksana L. 8 Valkeila, Esko 7 Kulinich, Grygoriĭ L. 7 Zolota, Aelita V. 6 Il’chenko, Svitlana A. 6 Korolyuk, Volodymyr Semenovych 6 Kukush, Oleksandr Georgiĭovych 6 Kushnirenko, Svitlana V. 6 Perestyuk, Mykola Oleksiĭovych 6 Zili, Mounir 5 Gushchin, Aleksandr Aleksandrovich 5 Kartashov, Mykola Valentynovych 5 Krvavych, Yurij V. 5 Kubilius, Kȩstutis 5 Makogin, Vitalii 5 Melnikov, Aleksander Viktorovich 5 Ol’tsik, Ya. O. 5 Posashkova, Svitlana V. 5 Ragulina, Olena 5 Shklyar, Sergiĭ Volodymyrovych 4 Androshchuk, Maryna O. 4 Moklyachuk, Mykhaĭlo Pavlovych 4 Ol’tsik, Yanina A. 4 Posashkov, Sergij V. 4 Tomashyk, V. V. 4 Tomilov, Yuri 4 Zubchenko, V. P. 3 Gorodnii, M. F. 3 Lavrent’ev, A. S. 3 Maĭboroda, Rostyslav Yevgenovych 3 Silvestrov, Dmitrii 3 Yukhnovs’kiĭ, Yu. V. 3 Yurchenko-Tytarenko, Anton 2 Androshchuk, Taras O. 2 Banna, O. 2 Bel Hadj Khlifa, Meriem 2 Borovkov, Konstantin A. 2 Doroshenko, Vadym 2 Dozzi, Marco E. 2 Gusak, Dmytro V. 2 Hashorva, Enkelejd 2 Kuchuk-Iatsenko, Sergii 2 Leonenko, Nikolai N. 2 Limnios, Nikolaos 2 Munchak, Ye. Yu. 2 Novikov, Aleksandr Aleksandrovich 2 Schied, Alexander 2 Seleznjev, Oleg 2 Shvaĭ, O. V. 2 Solovejko, O. M. 2 Swishchuk, Anatoliy 2 Weisz, Ferenc 2 Zakuzylo, O. K. 2 Zheleznyak, G. S. 2 Zhitlukhin, Mikhail V. 1 Ascione, Giacomo 1 Azmoodeh, Ehsan 1 Bagro, G. S. 1 Bezborodov, Viktor 1 Boguslavskaya, Elena 1 Borysenko, Oleksandr Danylovych 1 Bratik, M. V. 1 Bratyk, Mykhajlo V. 1 Bratyk, Mykhaylo 1 Buryak, Filipp 1 Di Nunno, Giulia 1 Di Persio, Luca 1 Doroshenko, V. V. 1 Eisenberg, Julia 1 Hössjer, Ola G. 1 Ivasyuk, A. V. 1 Kabanov, Yuriĭ Mikhaĭlovich 1 Khlifa, M. Bel Hadj 1 Kondratiev, Yuri 1 Kovalenko, Igor Mykolaĭovych 1 Krvavych, Yuriy 1 Kuchuk-Iatsenko, S. V. 1 Kuchuk-Yatsenko, S. V. 1 Kulik, Alexey M. 1 Kulik, O. M. 1 Kurchenko, Oleksandr O. 1 Lapida, T. M. 1 Lavrent’jev, O. S. 1 Lavrent’yev, O. S. 1 Makogin, V. I. 1 Malyarenko, Anatoliy A. 1 Meleshko, V’yacheslav Volodymyrovych 1 Mémin, Jean 1 Mordecki, Ernesto 1 Munchak, E. Yu. 1 Munchak, Yevheniia 1 Munchak, Yevheniya 1 Nualart, David 1 Olenko, Andriy Yakovych 1 Pilipenko, Andrey Yu. 1 Pirozzi, Enrica ...and 29 more Co-Authors all top 5 Serials 51 Theory of Probability and Mathematical Statistics 30 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 17 Ukraïns’kyĭ Matematychnyĭ Zhurnal 17 Modern Stochastics. Theory and Applications 14 Theory of Stochastic Processes 13 Prykladna Statystyka. Aktuarna ta Finansova Matematyka 8 Statistics & Probability Letters 7 Theory of Probability and its Applications 7 Visnyk. Matematyka. Mekhanika. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 7 Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 6 Ukrainian Mathematical Journal 6 Dopovidi Natsional’noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky 5 Teoriya Veroyatnosteĭ i Matematicheskaya Statistika 5 Random Operators and Stochastic Equations 4 Stochastic Processes and their Applications 4 Methodology and Computing in Applied Probability 4 Stochastics 3 Journal of Applied Mathematics and Stochastic Analysis 3 Statistical Inference for Stochastic Processes 3 Nonlinear Analysis. Modelling and Control 2 Computers & Mathematics with Applications 2 Doklady Akademii Nauk Ukrainskoĭ SSR, Seriya A 2 Journal of Mathematical Analysis and Applications 2 Lithuanian Mathematical Journal 2 Teoriya Veroyatnosteĭ i eë Primeneniya 2 Stochastic Analysis and Applications 2 Communications in Statistics. Theory and Methods 2 Opuscula Mathematica 2 Fractional Calculus & Applied Analysis 2 International Journal of Theoretical and Applied Finance 2 Electronic Journal of Statistics 2 Bocconi & Springer Series 1 The Annals of Probability 1 Applied Mathematics and Computation 1 Proceedings of the American Mathematical Society 1 SIAM Journal on Control and Optimization 1 Statistics & Decisions 1 Statistics 1 Journal of Theoretical Probability 1 Dopovidi Akademiï Nauk Ukraïns’koï RSR. Seriya A 1 Stochastics and Stochastics Reports 1 Teoriya Sluchaĭnykh Protsessov 1 Mathematical Methods of Operations Research 1 Zhurnal Obchyslyuval’noïta Prykladnoï Matematyky 1 Stochastic Models 1 Stochastics and Dynamics 1 North American Actuarial Journal 1 Lecture Notes in Mathematics 1 Mathematics and Financial Economics 1 Risk and Decision Analysis 1 Springer Optimization and Its Applications 1 Problem Books in Mathematics all top 5 Fields 264 Probability theory and stochastic processes (60-XX) 67 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 45 Statistics (62-XX) 9 History and biography (01-XX) 8 General and overarching topics; collections (00-XX) 8 Operator theory (47-XX) 7 Partial differential equations (35-XX) 6 Real functions (26-XX) 6 Ordinary differential equations (34-XX) 6 Numerical analysis (65-XX) 3 Measure and integration (28-XX) 3 Integral equations (45-XX) 3 Systems theory; control (93-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Information and communication theory, circuits (94-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 118 Publications have been cited 750 times in 545 Documents Cited by ▼ Year ▼ Stochastic calculus for fractional Brownian motion and related processes. Zbl 1138.60006Mishura, Yuliya 260 2008 Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion. Zbl 0983.60052Mémin, Jean; Mishura, Yuliya; Valkeila, Esko 61 2001 The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. Zbl 1154.60046Mishura, Yu; Shevchenko, G. 20 2008 Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index \(H > 1/2\). Zbl 1315.60071Mishura, Yulia S.; Shevchenko, Georgiy M. 18 2011 Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. Zbl 1268.60088Mishura, Yuliya; Shevchenko, Georgiy 17 2012 On drift parameter estimation in models with fractional Brownian motion. Zbl 1396.62190Kozachenko, Y.; Melnikov, A.; Mishura, Y. 14 2015 Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics. Zbl 1115.60043Androshchuk, Taras; Mishura, Yuliya 13 2006 On hedging European options in geometric fractional Brownian motion market model. Zbl 1202.91312Azmoodeh, Ehsan; Mishura, Yuliya; Valkeila, Esko 12 2009 Fractional Lévy processes as a result of compact interval integral transformation. Zbl 1239.60029Tikanmäki, Heikki; Mishura, Yuliya 10 2011 Parameter estimation in fractional diffusion models. Zbl 1388.60006Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn 8 2017 Approximation of fractional Brownian motion by Wiener integrals. Zbl 1224.60079Mishura, Yu. S.; Banna, O. L. 8 2008 Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas. Zbl 1403.91345Kuchuk-Iatsenko, Sergii; Mishura, Yuliya 7 2015 Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\). Zbl 1326.60048Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn; Seleznjev, Oleg 7 2015 The rate of convergence of Hurst index estimate for the stochastic differential equation. Zbl 1255.60065Kubilius, K.; Mishura, Y. 7 2012 Theory of stochastic processes. With applications to financial mathematics and risk theory. Zbl 1189.60001Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey 7 2010 Approximation schemes for stochastic differential equations in Hilbert space. Zbl 1148.60044Mishura, Yu. S.; Shevchenko, G. M. 7 2007 The absence of arbitrage in a mixed Brownian-fractional Brownian model. Zbl 1113.91322Mishura, Yu. S.; Valkeila, E. 7 2002 Fractional Cox-Ingersoll-Ross process with non-zero “mean”. Zbl 1391.60078Mishura, Yuliya; Yurchenko-Tytarenko, Anton 6 2018 Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process. Zbl 1332.60049Mishura, Yuliya 6 2015 Approximation of fractional Brownian motion by martingales. Zbl 1312.60043Shklyar, Sergiy; Shevchenko, Georgiy; Mishura, Yuliya; Doroshenko, Vadym; Banna, Oksana 6 2014 Random variables as pathwise integrals with respect to fractional Brownian motion. Zbl 1328.60131Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko 6 2013 An extension of the Lévy characterization to fractional Brownian motion. Zbl 1227.60051Mishura, Yuliya; Valkeila, Esko 6 2011 Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 5 2017 Ruin probabilities. Smoothness, bounds, supermartingale approach. Zbl 1422.91023Mishura, Yuliya; Ragulina, Olena 5 2016 Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. Zbl 1322.60091Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S. 5 2015 Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy 5 2015 Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations. Zbl 1322.60090Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S. 5 2014 Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter. Zbl 1228.60067Mishura, Yu. S.; Posashkova, S. V. 5 2011 Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions. Zbl 1224.60074Banna, Oksana L.; Mishura, Yuliya S. 5 2008 Weak solutions for stochastic differential equations with additive fractional noise. Zbl 1063.60085Mishura, Yu.; Nualart, D. 5 2005 Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu. 4 2018 Stochastic analysis of mixed fractional Gaussian processes. Zbl 1455.60004Mishura, Yuliya; Zili, Mounir 4 2018 Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process. Zbl 1356.60062Kukush, Alexander; Mishura, Yuliya; Ralchenko, Kostiantyn 4 2017 Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation. Zbl 1403.91346Kuchuk-Iatsenko, Sergii; Mishura, Yuliya 4 2015 Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Zbl 1339.91063Mishura, Yu. S.; Ragulina, O. Yu.; Stroev, O. M. 4 2015 The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process. Zbl 1336.91079Mishura, Yuliya 4 2015 Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Zbl 1329.60102Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy 4 2015 The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black-Scholes model. Zbl 1338.60072Mishura, Yuliya 4 2015 Practical approaches to the estimation of the ruin probability in a risk model with additional funds. Zbl 1349.91151Mishura, Yuliya; Ragulina, Olena; Stroyev, Oleksandr 4 2014 Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. Zbl 1329.60193Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy 4 2014 Boundary noncrossings of additive Wiener fields. Zbl 1304.60059Hashorva, Enkelejd; Mishura, Yuliya 4 2014 Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M. 4 2008 The simplest martingales of the best approximation of fractional Brownian motion. Zbl 1199.60132Banna, O.; Mishura, Yu. 4 2008 On reselling of European option. Zbl 1141.91017Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M. 4 2006 Fractional stochastic integration and Black-Scholes equation for fractional Brownian model with stochastic volatility. Zbl 1052.60029Mishura, Yuliya 4 2004 Martingale transforms and Girsanov theorem for long-memory Gaussian processes. Zbl 1002.60030Mishura, Yuliya; Valkeila, Esko 4 2001 Atomic decompositions and inequalities for vector-valued discrete-time martingales. Zbl 0956.60037Mishura, Yu. S.; Weisz, F. 4 1998 Exponential estimates for two-parameter martingales. Zbl 0635.60049Mishura, Yu. S. 4 1987 Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059Mishura, Yu.; Ralchenko, K.; Shevchenko, G. 3 2019 Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth. Zbl 1411.91542Bezborodov, Viktor; Di Persio, Luca; Mishura, Yuliya 3 2019 On (signed) Takagi-Landsberg functions: \(p\)th variation, maximum, and modulus of continuity. Zbl 1408.28014Mishura, Yuliya; Schied, Alexander 3 2019 Rate of convergence of option prices by using the method of pseudomoments. Zbl 1345.60018Mishura, Yu. S.; Munchak, E. Yu. 3 2016 Constructing functions with prescribed pathwise quadratic variation. Zbl 1343.60066Mishura, Yuliya; Schied, Alexander 3 2016 The rate of convergence to the normal law in terms of pseudomoments. Zbl 1349.60016Mishura, Yuliya; Munchak, Yevheniya; Slyusarchuk, Petro 3 2015 Boundary non-crossing probabilities for fractional Brownian motion with trend. Zbl 1337.60065Hashorva, Enkelejd; Mishura, Yuliya; Seleznjev, Oleg 3 2015 Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet. Zbl 1316.60077Makogin, Vitalii; Mishura, Yuliya 3 2015 European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process. Zbl 1336.60134Mishura, Yu.; Rizhniak, G.; Zubchenko, V. 3 2014 Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent. Zbl 1331.62116Mishura, Yuliya 3 2014 The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1280.60041Mishura, Yuliya S.; Posashkova, Svitlana V. 3 2011 Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V. 3 2009 The generalization of the quantile hedging problem for a price process model involving a finite number of Brownian and fractional Brownian motions. Zbl 1224.91190Bratyk, Mykhaylo; Mishura, Yuliya 3 2008 Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and Wiener process. Zbl 1142.60028Mishura, Yuliya; Posashkov, Sergiy 3 2007 Statistical inference with fractional Brownian motion. Zbl 1107.62355Kukush, Alexander; Mishura, Yuliya; Valkeila, Esko 3 2005 Differentiability of fractional integrals whose kernels contain fractional Brownian motion. Zbl 0985.60057Krvavych, Yu. V.; Mishura, Yu. S. 3 2001 An isometric approach to generalized stochastic integrals. Zbl 0965.60054Mishura, Yuliya; Valkeila, Esko 3 2000 Sufficient conditions for relative compactness of measures corresponding to two-parameter strong martingales. Zbl 0629.60052Mishura, Yu. S. 3 1987 A generalized Itô formula for two-parameter martingales. II. Zbl 0629.60051Mishura, Yu. S. 3 1986 Decomposition of two-parameter martingales into orthogonal components. Zbl 0473.60048Mishura, Yu. S. 3 1980 Extreme measures for entropy functionals. Zbl 1438.60003Mishura, Yu. S.; Zheleznyak, G. S. 2 2017 Drift parameter estimation in the models involving fractional Brownian motion. Zbl 1382.60063Mishura, Yuliya; Ralchenko, Kostiantyn 2 2017 Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter. Zbl 1352.60049Kulinich, Grigorij; Kushnirenko, Svitlana; Mishura, Yuliia 2 2016 Limit behavior of functionals of solutions of diffusion type equations. Zbl 1345.60029Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S. 2 2016 Convergence of solutions of mixed stochastic delay differential equations with applications. Zbl 1338.34155Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy 2 2015 The distance between fractional Brownian motion and the subspace of martingales with “similar” kernels. Zbl 1307.60038Doroshenko, V.; Mishura, Yu.; Banna, O. 2 2013 Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. Zbl 1290.60069Mishura, Yuliya S.; Shevchenko, Georgiy M. 2 2011 A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval. Zbl 1243.60034Banna, O. L.; Mishura, Yu. S. 2 2011 Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1224.60156Zubchenko, V. P.; Mishura, Yu. S. 2 2009 The optimal time to exchange one asset for another on finite interval. Zbl 1189.60087Mishura, Yuliya; Shevchenko, Georgiy 2 2009 Estimation of the ruin probability of an insurance company operating on a BS-market. Zbl 1164.62402Androshchuk, M. O.; Mishura, Yu. S. 2 2007 On the differentiability of solutions to stochastic differential equations with fractional Brownian motion. Zbl 1142.60358Mishura, Yu. S.; Shevchenko, G. M. 2 2007 The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. I. Zbl 0749.60042Gushchin, A. A.; Mishura, Yu. S. 2 1990 A generalized Itô formula for two-parameter martingales. I. Zbl 0587.60038Mishura, Yu. S. 2 1985 On the convergence of random fields in the J-topology. Zbl 0433.60056Mishura, Yu. S. 2 1979 Time-changed fractional Ornstein-Uhlenbeck process. Zbl 1450.60030Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica 1 2020 Fractional Cox-Ingersoll-Ross process with small Hurst indices. Zbl 1454.60053Mishura, Yuliya; Yurchenko-Tytarenko, Anton 1 2018 Maximum likelihood estimation for Gaussian process with nonlinear drift. Zbl 1420.62364Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy 1 2018 New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 1 2018 On mean-variance hedging under partial observations and terminal wealth constraints. Zbl 1396.91695Makogin, Vitalii; Melnikov, Alexander; Mishura, Yuliya 1 2017 An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility. Zbl 1377.91160Kuchuk-Yatsenko, S. V.; Mishura, Yu. S.; Munchak, Ye. Yu. 1 2017 Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise. Zbl 1355.60068Di Nunno, Giulia; Mishura, Yuliya; Ralchenko, Kostiantyn 1 2016 Optimal stopping for Lévy processes with one-sided solutions. Zbl 1347.60045Mordecki, Ernesto; Mishura, Yuliya 1 2016 Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence. Zbl 1352.60059Mishura, Yuliya; Voronov, Ivan 1 2015 Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent. Zbl 1326.60076Banna, O. L.; Mishura, Yu. S.; Shklyar, S. V. 1 2015 Properties of integrals with respect to fractional Poisson processes with compact kernels. Zbl 1326.60080Mishura, Yu.; Zubchenko, V. 1 2014 Strong limit theorems for anisotropic self-similar fields. Zbl 1314.60102Makogin, V.; Mishura, Yu. 1 2014 Convergence of exit times for diffusion processes. Zbl 1310.60042Mishura, Yu. S.; Tomashyk, V. V. 1 2014 Optimal stopping time problem for random walks with polynomial reward functions. Zbl 1300.60058Mishura, Yu. S.; Tomashyk, V. V. 1 2013 Distance of fractional Brownian motion to the subspaces of Gaussian martingales. Zbl 1289.60073Mishura, Yu. S.; Banna, O. L.; Doroshenko, V. V. 1 2013 On pricing and hedging in financial markets with long-range dependence. Zbl 1273.91443Melnikov, Alexander; Mishura, Yuliya 1 2011 Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1235.60086Zubchenko, V. P.; Mishura, Yu. S. 1 2011 Time-changed fractional Ornstein-Uhlenbeck process. Zbl 1450.60030Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica 1 2020 Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059Mishura, Yu.; Ralchenko, K.; Shevchenko, G. 3 2019 Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth. Zbl 1411.91542Bezborodov, Viktor; Di Persio, Luca; Mishura, Yuliya 3 2019 On (signed) Takagi-Landsberg functions: \(p\)th variation, maximum, and modulus of continuity. Zbl 1408.28014Mishura, Yuliya; Schied, Alexander 3 2019 Fractional Cox-Ingersoll-Ross process with non-zero “mean”. Zbl 1391.60078Mishura, Yuliya; Yurchenko-Tytarenko, Anton 6 2018 Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu. 4 2018 Stochastic analysis of mixed fractional Gaussian processes. Zbl 1455.60004Mishura, Yuliya; Zili, Mounir 4 2018 Fractional Cox-Ingersoll-Ross process with small Hurst indices. Zbl 1454.60053Mishura, Yuliya; Yurchenko-Tytarenko, Anton 1 2018 Maximum likelihood estimation for Gaussian process with nonlinear drift. Zbl 1420.62364Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy 1 2018 New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 1 2018 Parameter estimation in fractional diffusion models. Zbl 1388.60006Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn 8 2017 Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 5 2017 Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process. Zbl 1356.60062Kukush, Alexander; Mishura, Yuliya; Ralchenko, Kostiantyn 4 2017 Extreme measures for entropy functionals. Zbl 1438.60003Mishura, Yu. S.; Zheleznyak, G. S. 2 2017 Drift parameter estimation in the models involving fractional Brownian motion. Zbl 1382.60063Mishura, Yuliya; Ralchenko, Kostiantyn 2 2017 On mean-variance hedging under partial observations and terminal wealth constraints. Zbl 1396.91695Makogin, Vitalii; Melnikov, Alexander; Mishura, Yuliya 1 2017 An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility. Zbl 1377.91160Kuchuk-Yatsenko, S. V.; Mishura, Yu. S.; Munchak, Ye. Yu. 1 2017 Ruin probabilities. Smoothness, bounds, supermartingale approach. Zbl 1422.91023Mishura, Yuliya; Ragulina, Olena 5 2016 Rate of convergence of option prices by using the method of pseudomoments. Zbl 1345.60018Mishura, Yu. S.; Munchak, E. Yu. 3 2016 Constructing functions with prescribed pathwise quadratic variation. Zbl 1343.60066Mishura, Yuliya; Schied, Alexander 3 2016 Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter. Zbl 1352.60049Kulinich, Grigorij; Kushnirenko, Svitlana; Mishura, Yuliia 2 2016 Limit behavior of functionals of solutions of diffusion type equations. Zbl 1345.60029Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S. 2 2016 Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise. Zbl 1355.60068Di Nunno, Giulia; Mishura, Yuliya; Ralchenko, Kostiantyn 1 2016 Optimal stopping for Lévy processes with one-sided solutions. Zbl 1347.60045Mordecki, Ernesto; Mishura, Yuliya 1 2016 On drift parameter estimation in models with fractional Brownian motion. Zbl 1396.62190Kozachenko, Y.; Melnikov, A.; Mishura, Y. 14 2015 Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas. Zbl 1403.91345Kuchuk-Iatsenko, Sergii; Mishura, Yuliya 7 2015 Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\). Zbl 1326.60048Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn; Seleznjev, Oleg 7 2015 Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process. Zbl 1332.60049Mishura, Yuliya 6 2015 Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. Zbl 1322.60091Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S. 5 2015 Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy 5 2015 Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation. Zbl 1403.91346Kuchuk-Iatsenko, Sergii; Mishura, Yuliya 4 2015 Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Zbl 1339.91063Mishura, Yu. S.; Ragulina, O. Yu.; Stroev, O. M. 4 2015 The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process. Zbl 1336.91079Mishura, Yuliya 4 2015 Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Zbl 1329.60102Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy 4 2015 The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black-Scholes model. Zbl 1338.60072Mishura, Yuliya 4 2015 The rate of convergence to the normal law in terms of pseudomoments. Zbl 1349.60016Mishura, Yuliya; Munchak, Yevheniya; Slyusarchuk, Petro 3 2015 Boundary non-crossing probabilities for fractional Brownian motion with trend. Zbl 1337.60065Hashorva, Enkelejd; Mishura, Yuliya; Seleznjev, Oleg 3 2015 Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet. Zbl 1316.60077Makogin, Vitalii; Mishura, Yuliya 3 2015 Convergence of solutions of mixed stochastic delay differential equations with applications. Zbl 1338.34155Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy 2 2015 Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence. Zbl 1352.60059Mishura, Yuliya; Voronov, Ivan 1 2015 Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent. Zbl 1326.60076Banna, O. L.; Mishura, Yu. S.; Shklyar, S. V. 1 2015 Approximation of fractional Brownian motion by martingales. Zbl 1312.60043Shklyar, Sergiy; Shevchenko, Georgiy; Mishura, Yuliya; Doroshenko, Vadym; Banna, Oksana 6 2014 Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations. Zbl 1322.60090Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S. 5 2014 Practical approaches to the estimation of the ruin probability in a risk model with additional funds. Zbl 1349.91151Mishura, Yuliya; Ragulina, Olena; Stroyev, Oleksandr 4 2014 Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. Zbl 1329.60193Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy 4 2014 Boundary noncrossings of additive Wiener fields. Zbl 1304.60059Hashorva, Enkelejd; Mishura, Yuliya 4 2014 European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process. Zbl 1336.60134Mishura, Yu.; Rizhniak, G.; Zubchenko, V. 3 2014 Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent. Zbl 1331.62116Mishura, Yuliya 3 2014 Properties of integrals with respect to fractional Poisson processes with compact kernels. Zbl 1326.60080Mishura, Yu.; Zubchenko, V. 1 2014 Strong limit theorems for anisotropic self-similar fields. Zbl 1314.60102Makogin, V.; Mishura, Yu. 1 2014 Convergence of exit times for diffusion processes. Zbl 1310.60042Mishura, Yu. S.; Tomashyk, V. V. 1 2014 Random variables as pathwise integrals with respect to fractional Brownian motion. Zbl 1328.60131Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko 6 2013 The distance between fractional Brownian motion and the subspace of martingales with “similar” kernels. Zbl 1307.60038Doroshenko, V.; Mishura, Yu.; Banna, O. 2 2013 Optimal stopping time problem for random walks with polynomial reward functions. Zbl 1300.60058Mishura, Yu. S.; Tomashyk, V. V. 1 2013 Distance of fractional Brownian motion to the subspaces of Gaussian martingales. Zbl 1289.60073Mishura, Yu. S.; Banna, O. L.; Doroshenko, V. V. 1 2013 Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. Zbl 1268.60088Mishura, Yuliya; Shevchenko, Georgiy 17 2012 The rate of convergence of Hurst index estimate for the stochastic differential equation. Zbl 1255.60065Kubilius, K.; Mishura, Y. 7 2012 Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index \(H > 1/2\). Zbl 1315.60071Mishura, Yulia S.; Shevchenko, Georgiy M. 18 2011 Fractional Lévy processes as a result of compact interval integral transformation. Zbl 1239.60029Tikanmäki, Heikki; Mishura, Yuliya 10 2011 An extension of the Lévy characterization to fractional Brownian motion. Zbl 1227.60051Mishura, Yuliya; Valkeila, Esko 6 2011 Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter. Zbl 1228.60067Mishura, Yu. S.; Posashkova, S. V. 5 2011 The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1280.60041Mishura, Yuliya S.; Posashkova, Svitlana V. 3 2011 Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. Zbl 1290.60069Mishura, Yuliya S.; Shevchenko, Georgiy M. 2 2011 A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval. Zbl 1243.60034Banna, O. L.; Mishura, Yu. S. 2 2011 On pricing and hedging in financial markets with long-range dependence. Zbl 1273.91443Melnikov, Alexander; Mishura, Yuliya 1 2011 Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1235.60086Zubchenko, V. P.; Mishura, Yu. S. 1 2011 Functional limit theorems for stochastic integrals with applications to risk processes and to capital of self-financing strategies in a multidimensional market. II. Zbl 1232.60026Mishura, Yuliya S.; Yukhnovs’kiĭ, Yu. V. 1 2011 Theory of stochastic processes. With applications to financial mathematics and risk theory. Zbl 1189.60001Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey 7 2010 On hedging European options in geometric fractional Brownian motion market model. Zbl 1202.91312Azmoodeh, Ehsan; Mishura, Yuliya; Valkeila, Esko 12 2009 Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V. 3 2009 Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1224.60156Zubchenko, V. P.; Mishura, Yu. S. 2 2009 The optimal time to exchange one asset for another on finite interval. Zbl 1189.60087Mishura, Yuliya; Shevchenko, Georgiy 2 2009 Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier. Zbl 1224.91158Kulik, O. M.; Mishura, Yu. S.; Solovejko, O. M. 1 2009 Stochastic calculus for fractional Brownian motion and related processes. Zbl 1138.60006Mishura, Yuliya 260 2008 The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. Zbl 1154.60046Mishura, Yu; Shevchenko, G. 20 2008 Approximation of fractional Brownian motion by Wiener integrals. Zbl 1224.60079Mishura, Yu. S.; Banna, O. L. 8 2008 Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions. Zbl 1224.60074Banna, Oksana L.; Mishura, Yuliya S. 5 2008 Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M. 4 2008 The simplest martingales of the best approximation of fractional Brownian motion. Zbl 1199.60132Banna, O.; Mishura, Yu. 4 2008 The generalization of the quantile hedging problem for a price process model involving a finite number of Brownian and fractional Brownian motions. Zbl 1224.91190Bratyk, Mykhaylo; Mishura, Yuliya 3 2008 An optimal stopping problem for a random walk with polynomial reward functions. Zbl 1199.60145Tomashyk, V. V.; Mishura, Yu. S. 1 2008 Approximation schemes for stochastic differential equations in Hilbert space. Zbl 1148.60044Mishura, Yu. S.; Shevchenko, G. M. 7 2007 Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and Wiener process. Zbl 1142.60028Mishura, Yuliya; Posashkov, Sergiy 3 2007 Estimation of the ruin probability of an insurance company operating on a BS-market. Zbl 1164.62402Androshchuk, M. O.; Mishura, Yu. S. 2 2007 On the differentiability of solutions to stochastic differential equations with fractional Brownian motion. Zbl 1142.60358Mishura, Yu. S.; Shevchenko, G. M. 2 2007 Quantile hedging with rediscounting on complete financial markets. Zbl 1164.62409Bratik, M. V.; Mishura, Yu. S. 1 2007 Weak convergence of integral functionals of random walks weakly convergent to fractional Brownian motion. Zbl 1150.60037Mishura, Yu. S.; Rode, S. G. 1 2007 Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics. Zbl 1115.60043Androshchuk, Taras; Mishura, Yuliya 13 2006 On reselling of European option. Zbl 1141.91017Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M. 4 2006 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. Zbl 1164.60378Kozachenko, Yu. V.; Mishura, Yu. S. 1 2006 Weak solutions for stochastic differential equations with additive fractional noise. Zbl 1063.60085Mishura, Yu.; Nualart, D. 5 2005 Statistical inference with fractional Brownian motion. Zbl 1107.62355Kukush, Alexander; Mishura, Yuliya; Valkeila, Esko 3 2005 Fractional stochastic integration and Black-Scholes equation for fractional Brownian model with stochastic volatility. Zbl 1052.60029Mishura, Yuliya 4 2004 The absence of arbitrage in a mixed Brownian-fractional Brownian model. Zbl 1113.91322Mishura, Yu. S.; Valkeila, E. 7 2002 Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion. Zbl 0983.60052Mémin, Jean; Mishura, Yuliya; Valkeila, Esko 61 2001 Martingale transforms and Girsanov theorem for long-memory Gaussian processes. Zbl 1002.60030Mishura, Yuliya; Valkeila, Esko 4 2001 Differentiability of fractional integrals whose kernels contain fractional Brownian motion. Zbl 0985.60057Krvavych, Yu. V.; Mishura, Yu. S. 3 2001 Abstract Volterra equations with stochastic kernels. Zbl 0998.60054Mishura, Yu. S. 1 2001 An isometric approach to generalized stochastic integrals. Zbl 0965.60054Mishura, Yuliya; Valkeila, Esko 3 2000 Existence of solutions of abstract Volterra equations in a Banach space and its subsets. Zbl 0973.45011Mishura, Yu. S. 1 2000 ...and 18 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 622 Authors 67 Mishura, Yuliya Stepanivna 25 Shevchenko, Georgiy M. 24 Yan, Litan 16 Ralchenko, Kostiantyn V. 13 Nualart, David 11 Hu, Yaozhong 11 Prakasa Rao, B. L. S. 11 Radchenko, Vadym Mykolaĭovych 11 Viitasaari, Lauri 10 Shen, Guangjun 10 Sottinen, Tommi 10 Xu, Yong 9 Pei, Bin 8 Sun, Xichao 8 Tudor, Ciprian A. 7 Caraballo Garrido, Tomás 7 Neuenkirch, Andreas 7 Wang, Zhi 6 Hashorva, Enkelejd 6 Jiang, Yiming 6 Kubilius, Kȩstutis 6 Liu, Junfeng 6 Valkeila, Esko 6 Yang, Qigui 6 Yu, Xianye 6 Zeng, Caibin 6 Zili, Mounir 5 Boudaoui, Ahmed 5 Chen, Chao 5 Kozachenko, Yuriĭ Vasyl’ovych 5 Kulinich, Grygoriĭ L. 5 Kushnirenko, Svitlana V. 5 León, Jorge A. 5 Shalaiko, Taras 5 Tindel, Samy 5 Vas’kovskii, M. M. 5 Wang, Yongjin 5 Xiao, Wei-Lin 5 Yang, Xiaoyuan 5 Yin, Xiuwei 4 Azmoodeh, Ehsan 4 Banna, Oksana L. 4 Bender, Christian 4 Bernido, Christopher C. 4 Carpio-Bernido, Maria Victoria 4 Chen, Yangquan 4 da Silva, José Luís 4 Jing, Shuai 4 Makogin, Vitalii 4 Melnikov, Aleksander Viktorovich 4 Ouahab, Abdelghani 4 Ragulina, Olena 4 Schied, Alexander 4 Shklyar, Sergiĭ Volodymyrovych 4 Shokrollahi, Foad 4 Skorniakov, Viktor 4 Słomiński, Leszek 4 Zhang, Weiguo 4 Zhang, Xili 3 Araya, Héctor 3 Balan, Raluca M. 3 Biagini, Francesca 3 Bo, Lijun 3 Bock, Wolfgang 3 Borovkov, Konstantin A. 3 Cui, Jing 3 Dozzi, Marco E. 3 Duan, Jinqiao 3 Nguyen Tien Dung 3 Fink, Holger 3 Garrido-Atienza, María José 3 Ivanoff, B. Gail 3 Khodabin, Morteza 3 Kuznetsov, Dmitriĭ Feliksovich 3 Levakov, Anatoliĭ Afanas’evich 3 Liu, Yanghui 3 Moroz, A. G. 3 Øksendal, Bernt Karsten 3 Parczewski, Peter 3 Pérez-Abreu Carrión, Víctor M. 3 Piterbarg, Vladimir Il’ich 3 Ren, Fuyao 3 Shi, KeHua 3 Suryawan, Herry Pribawanto 3 Tomashyk, V. V. 3 Torres, Soledad 3 Viens, Frederi G. 3 Yaskov, Pavel 3 Yin, George Gang 3 Yu, Qian 3 Yurchenko-Tytarenko, Anton 3 Zhang, Yinghan 3 Zhitlukhin, Mikhail V. 3 Ziemkiewicz, Bartosz 3 Zubchenko, V. P. 2 Atanackovic, Teodor M. 2 Avazzadeh, Zakieh 2 Balasubramaniam, Pagavathigounder 2 Bel Hadj Khlifa, Meriem 2 Blouhi, Tayeb ...and 522 more Authors all top 5 Cited in 146 Serials 52 Theory of Probability and Mathematical Statistics 35 Statistics & Probability Letters 30 Stochastic Processes and their Applications 28 Modern Stochastics. 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Series B 2 Statistics 2 Applied Mathematics Letters 2 Economics Letters 2 The Annals of Applied Probability 2 Journal of Statistical Computation and Simulation 2 Journal of Dynamics and Differential Equations 2 Journal of Mathematical Sciences (New York) 2 Nonlinear Dynamics 2 Journal of Inequalities and Applications 2 Journal of High Energy Physics 2 Journal of Systems Science and Complexity 2 Journal of Statistical Mechanics: Theory and Experiment 2 Boundary Value Problems 2 Journal of the Korean Statistical Society 2 Mathematics and Financial Economics 1 International Journal of Modern Physics B 1 Acta Mechanica 1 Advances in Applied Probability 1 Archive for Rational Mechanics and Analysis 1 International Journal of Control 1 Journal of the Franklin Institute 1 Mathematical Biosciences 1 Mathematical Methods in the Applied Sciences 1 Mathematical Notes 1 Physics Letters. A 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Statistics 1 Czechoslovak Mathematical Journal 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of Mathematical Economics 1 Journal of Soviet Mathematics 1 Mathematische Zeitschrift 1 Proceedings of the American Mathematical Society 1 SIAM Journal on Numerical Analysis 1 Siberian Mathematical Journal 1 Transactions of the American Mathematical Society 1 Systems & Control Letters ...and 46 more Serials all top 5 Cited in 33 Fields 500 Probability theory and stochastic processes (60-XX) 85 Statistics (62-XX) 85 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 55 Partial differential equations (35-XX) 46 Numerical analysis (65-XX) 44 Ordinary differential equations (34-XX) 27 Systems theory; control (93-XX) 26 Real functions (26-XX) 13 Operator theory (47-XX) 12 Dynamical systems and ergodic theory (37-XX) 10 Functional analysis (46-XX) 9 Measure and integration (28-XX) 8 Integral equations (45-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Biology and other natural sciences (92-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 3 Mechanics of particles and systems (70-XX) 3 Quantum theory (81-XX) 2 Approximations and expansions (41-XX) 2 Fluid mechanics (76-XX) 2 Relativity and gravitational theory (83-XX) 2 Operations research, mathematical programming (90-XX) 1 History and biography (01-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Abstract harmonic analysis (43-XX) 1 Computer science (68-XX) 1 Optics, electromagnetic theory (78-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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