# zbMATH — the first resource for mathematics

## Mishura, Yuliya Stepanivna

Compute Distance To:
 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)

#### 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 1138.60006
Mishura, Yuliya
2008
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion. Zbl 0983.60052
Mémin, Jean; Mishura, Yuliya; Valkeila, Esko
2001
The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. Zbl 1154.60046
Mishura, Yu; Shevchenko, G.
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 1315.60071
Mishura, Yulia S.; Shevchenko, Georgiy M.
2011
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. Zbl 1268.60088
Mishura, Yuliya; Shevchenko, Georgiy
2012
On drift parameter estimation in models with fractional Brownian motion. Zbl 1396.62190
Kozachenko, Y.; Melnikov, A.; Mishura, Y.
2015
Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics. Zbl 1115.60043
Androshchuk, Taras; Mishura, Yuliya
2006
On hedging European options in geometric fractional Brownian motion market model. Zbl 1202.91312
Azmoodeh, Ehsan; Mishura, Yuliya; Valkeila, Esko
2009
Fractional Lévy processes as a result of compact interval integral transformation. Zbl 1239.60029
Tikanmäki, Heikki; Mishura, Yuliya
2011
Parameter estimation in fractional diffusion models. Zbl 1388.60006
Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn
2017
Approximation of fractional Brownian motion by Wiener integrals. Zbl 1224.60079
Mishura, Yu. S.; Banna, O. L.
2008
Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas. Zbl 1403.91345
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya
2015
Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index $$H\in(0,\frac{1}{2})$$. Zbl 1326.60048
Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn; Seleznjev, Oleg
2015
The rate of convergence of Hurst index estimate for the stochastic differential equation. Zbl 1255.60065
Kubilius, K.; Mishura, Y.
2012
Theory of stochastic processes. With applications to financial mathematics and risk theory. Zbl 1189.60001
Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey
2010
Approximation schemes for stochastic differential equations in Hilbert space. Zbl 1148.60044
Mishura, Yu. S.; Shevchenko, G. M.
2007
The absence of arbitrage in a mixed Brownian-fractional Brownian model. Zbl 1113.91322
Mishura, Yu. S.; Valkeila, E.
2002
Fractional Cox-Ingersoll-Ross process with non-zero “mean”. Zbl 1391.60078
Mishura, Yuliya; Yurchenko-Tytarenko, Anton
2018
Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process. Zbl 1332.60049
Mishura, Yuliya
2015
Approximation of fractional Brownian motion by martingales. Zbl 1312.60043
Shklyar, Sergiy; Shevchenko, Georgiy; Mishura, Yuliya; Doroshenko, Vadym; Banna, Oksana
2014
Random variables as pathwise integrals with respect to fractional Brownian motion. Zbl 1328.60131
Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko
2013
An extension of the Lévy characterization to fractional Brownian motion. Zbl 1227.60051
Mishura, Yuliya; Valkeila, Esko
2011
Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
2017
Ruin probabilities. Smoothness, bounds, supermartingale approach. Zbl 1422.91023
Mishura, Yuliya; Ragulina, Olena
2016
Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. Zbl 1322.60091
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2015
Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy
2015
Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations. Zbl 1322.60090
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2014
Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter. Zbl 1228.60067
Mishura, Yu. S.; Posashkova, S. V.
2011
Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions. Zbl 1224.60074
Banna, Oksana L.; Mishura, Yuliya S.
2008
Weak solutions for stochastic differential equations with additive fractional noise. Zbl 1063.60085
Mishura, Yu.; Nualart, D.
2005
Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061
Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu.
2018
Stochastic analysis of mixed fractional Gaussian processes. Zbl 1455.60004
Mishura, Yuliya; Zili, Mounir
2018
Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process. Zbl 1356.60062
Kukush, Alexander; Mishura, Yuliya; Ralchenko, Kostiantyn
2017
Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation. Zbl 1403.91346
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya
2015
Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Zbl 1339.91063
Mishura, Yu. S.; Ragulina, O. Yu.; Stroev, O. M.
2015
The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process. Zbl 1336.91079
Mishura, Yuliya
2015
Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Zbl 1329.60102
Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy
2015
The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black-Scholes model. Zbl 1338.60072
Mishura, Yuliya
2015
Practical approaches to the estimation of the ruin probability in a risk model with additional funds. Zbl 1349.91151
Mishura, Yuliya; Ragulina, Olena; Stroyev, Oleksandr
2014
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. Zbl 1329.60193
Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy
2014
Boundary noncrossings of additive Wiener fields. Zbl 1304.60059
Hashorva, Enkelejd; Mishura, Yuliya
2014
Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194
Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M.
2008
The simplest martingales of the best approximation of fractional Brownian motion. Zbl 1199.60132
Banna, O.; Mishura, Yu.
2008
On reselling of European option. Zbl 1141.91017
Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M.
2006
Fractional stochastic integration and Black-Scholes equation for fractional Brownian model with stochastic volatility. Zbl 1052.60029
Mishura, Yuliya
2004
Martingale transforms and Girsanov theorem for long-memory Gaussian processes. Zbl 1002.60030
Mishura, Yuliya; Valkeila, Esko
2001
Atomic decompositions and inequalities for vector-valued discrete-time martingales. Zbl 0956.60037
Mishura, Yu. S.; Weisz, F.
1998
Exponential estimates for two-parameter martingales. Zbl 0635.60049
Mishura, Yu. S.
1987
Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059
Mishura, Yu.; Ralchenko, K.; Shevchenko, G.
2019
Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth. Zbl 1411.91542
Bezborodov, Viktor; Di Persio, Luca; Mishura, Yuliya
2019
On (signed) Takagi-Landsberg functions: $$p$$th variation, maximum, and modulus of continuity. Zbl 1408.28014
Mishura, Yuliya; Schied, Alexander
2019
Rate of convergence of option prices by using the method of pseudomoments. Zbl 1345.60018
Mishura, Yu. S.; Munchak, E. Yu.
2016
Constructing functions with prescribed pathwise quadratic variation. Zbl 1343.60066
Mishura, Yuliya; Schied, Alexander
2016
The rate of convergence to the normal law in terms of pseudomoments. Zbl 1349.60016
Mishura, Yuliya; Munchak, Yevheniya; Slyusarchuk, Petro
2015
Boundary non-crossing probabilities for fractional Brownian motion with trend. Zbl 1337.60065
Hashorva, Enkelejd; Mishura, Yuliya; Seleznjev, Oleg
2015
Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet. Zbl 1316.60077
Makogin, Vitalii; Mishura, Yuliya
2015
European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process. Zbl 1336.60134
Mishura, Yu.; Rizhniak, G.; Zubchenko, V.
2014
Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent. Zbl 1331.62116
Mishura, Yuliya
2014
The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1280.60041
Mishura, Yuliya S.; Posashkova, Svitlana V.
2011
Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061
Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V.
2009
The generalization of the quantile hedging problem for a price process model involving a finite number of Brownian and fractional Brownian motions. Zbl 1224.91190
Bratyk, Mykhaylo; Mishura, Yuliya
2008
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and Wiener process. Zbl 1142.60028
Mishura, Yuliya; Posashkov, Sergiy
2007
Statistical inference with fractional Brownian motion. Zbl 1107.62355
Kukush, Alexander; Mishura, Yuliya; Valkeila, Esko
2005
Differentiability of fractional integrals whose kernels contain fractional Brownian motion. Zbl 0985.60057
Krvavych, Yu. V.; Mishura, Yu. S.
2001
An isometric approach to generalized stochastic integrals. Zbl 0965.60054
Mishura, Yuliya; Valkeila, Esko
2000
Sufficient conditions for relative compactness of measures corresponding to two-parameter strong martingales. Zbl 0629.60052
Mishura, Yu. S.
1987
A generalized Itô formula for two-parameter martingales. II. Zbl 0629.60051
Mishura, Yu. S.
1986
Decomposition of two-parameter martingales into orthogonal components. Zbl 0473.60048
Mishura, Yu. S.
1980
Extreme measures for entropy functionals. Zbl 1438.60003
Mishura, Yu. S.; Zheleznyak, G. S.
2017
Drift parameter estimation in the models involving fractional Brownian motion. Zbl 1382.60063
Mishura, Yuliya; Ralchenko, Kostiantyn
2017
Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter. Zbl 1352.60049
Kulinich, Grigorij; Kushnirenko, Svitlana; Mishura, Yuliia
2016
Limit behavior of functionals of solutions of diffusion type equations. Zbl 1345.60029
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2016
Convergence of solutions of mixed stochastic delay differential equations with applications. Zbl 1338.34155
Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy
2015
The distance between fractional Brownian motion and the subspace of martingales with “similar” kernels. Zbl 1307.60038
Doroshenko, V.; Mishura, Yu.; Banna, O.
2013
Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. Zbl 1290.60069
Mishura, Yuliya S.; Shevchenko, Georgiy M.
2011
A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval. Zbl 1243.60034
Banna, O. L.; Mishura, Yu. S.
2011
Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1224.60156
Zubchenko, V. P.; Mishura, Yu. S.
2009
The optimal time to exchange one asset for another on finite interval. Zbl 1189.60087
Mishura, Yuliya; Shevchenko, Georgiy
2009
Estimation of the ruin probability of an insurance company operating on a BS-market. Zbl 1164.62402
Androshchuk, M. O.; Mishura, Yu. S.
2007
On the differentiability of solutions to stochastic differential equations with fractional Brownian motion. Zbl 1142.60358
Mishura, Yu. S.; Shevchenko, G. M.
2007
The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. I. Zbl 0749.60042
Gushchin, A. A.; Mishura, Yu. S.
1990
A generalized Itô formula for two-parameter martingales. I. Zbl 0587.60038
Mishura, Yu. S.
1985
On the convergence of random fields in the J-topology. Zbl 0433.60056
Mishura, Yu. S.
1979
Time-changed fractional Ornstein-Uhlenbeck process. Zbl 1450.60030
Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica
2020
Fractional Cox-Ingersoll-Ross process with small Hurst indices. Zbl 1454.60053
Mishura, Yuliya; Yurchenko-Tytarenko, Anton
2018
Maximum likelihood estimation for Gaussian process with nonlinear drift. Zbl 1420.62364
Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy
2018
New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
2018
On mean-variance hedging under partial observations and terminal wealth constraints. Zbl 1396.91695
Makogin, Vitalii; Melnikov, Alexander; Mishura, Yuliya
2017
An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility. Zbl 1377.91160
Kuchuk-Yatsenko, S. V.; Mishura, Yu. S.; Munchak, Ye. Yu.
2017
Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise. Zbl 1355.60068
Di Nunno, Giulia; Mishura, Yuliya; Ralchenko, Kostiantyn
2016
Optimal stopping for Lévy processes with one-sided solutions. Zbl 1347.60045
Mordecki, Ernesto; Mishura, Yuliya
2016
Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence. Zbl 1352.60059
Mishura, Yuliya; Voronov, Ivan
2015
Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent. Zbl 1326.60076
Banna, O. L.; Mishura, Yu. S.; Shklyar, S. V.
2015
Properties of integrals with respect to fractional Poisson processes with compact kernels. Zbl 1326.60080
Mishura, Yu.; Zubchenko, V.
2014
Strong limit theorems for anisotropic self-similar fields. Zbl 1314.60102
Makogin, V.; Mishura, Yu.
2014
Convergence of exit times for diffusion processes. Zbl 1310.60042
Mishura, Yu. S.; Tomashyk, V. V.
2014
Optimal stopping time problem for random walks with polynomial reward functions. Zbl 1300.60058
Mishura, Yu. S.; Tomashyk, V. V.
2013
Distance of fractional Brownian motion to the subspaces of Gaussian martingales. Zbl 1289.60073
Mishura, Yu. S.; Banna, O. L.; Doroshenko, V. V.
2013
On pricing and hedging in financial markets with long-range dependence. Zbl 1273.91443
Melnikov, Alexander; Mishura, Yuliya
2011
Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1235.60086
Zubchenko, V. P.; Mishura, Yu. S.
2011
Time-changed fractional Ornstein-Uhlenbeck process. Zbl 1450.60030
Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica
2020
Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059
Mishura, Yu.; Ralchenko, K.; Shevchenko, G.
2019
Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth. Zbl 1411.91542
Bezborodov, Viktor; Di Persio, Luca; Mishura, Yuliya
2019
On (signed) Takagi-Landsberg functions: $$p$$th variation, maximum, and modulus of continuity. Zbl 1408.28014
Mishura, Yuliya; Schied, Alexander
2019
Fractional Cox-Ingersoll-Ross process with non-zero “mean”. Zbl 1391.60078
Mishura, Yuliya; Yurchenko-Tytarenko, Anton
2018
Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061
Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu.
2018
Stochastic analysis of mixed fractional Gaussian processes. Zbl 1455.60004
Mishura, Yuliya; Zili, Mounir
2018
Fractional Cox-Ingersoll-Ross process with small Hurst indices. Zbl 1454.60053
Mishura, Yuliya; Yurchenko-Tytarenko, Anton
2018
Maximum likelihood estimation for Gaussian process with nonlinear drift. Zbl 1420.62364
Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy
2018
New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
2018
Parameter estimation in fractional diffusion models. Zbl 1388.60006
Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn
2017
Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
2017
Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process. Zbl 1356.60062
Kukush, Alexander; Mishura, Yuliya; Ralchenko, Kostiantyn
2017
Extreme measures for entropy functionals. Zbl 1438.60003
Mishura, Yu. S.; Zheleznyak, G. S.
2017
Drift parameter estimation in the models involving fractional Brownian motion. Zbl 1382.60063
Mishura, Yuliya; Ralchenko, Kostiantyn
2017
On mean-variance hedging under partial observations and terminal wealth constraints. Zbl 1396.91695
Makogin, Vitalii; Melnikov, Alexander; Mishura, Yuliya
2017
An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility. Zbl 1377.91160
Kuchuk-Yatsenko, S. V.; Mishura, Yu. S.; Munchak, Ye. Yu.
2017
Ruin probabilities. Smoothness, bounds, supermartingale approach. Zbl 1422.91023
Mishura, Yuliya; Ragulina, Olena
2016
Rate of convergence of option prices by using the method of pseudomoments. Zbl 1345.60018
Mishura, Yu. S.; Munchak, E. Yu.
2016
Constructing functions with prescribed pathwise quadratic variation. Zbl 1343.60066
Mishura, Yuliya; Schied, Alexander
2016
Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter. Zbl 1352.60049
Kulinich, Grigorij; Kushnirenko, Svitlana; Mishura, Yuliia
2016
Limit behavior of functionals of solutions of diffusion type equations. Zbl 1345.60029
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2016
Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise. Zbl 1355.60068
Di Nunno, Giulia; Mishura, Yuliya; Ralchenko, Kostiantyn
2016
Optimal stopping for Lévy processes with one-sided solutions. Zbl 1347.60045
Mordecki, Ernesto; Mishura, Yuliya
2016
On drift parameter estimation in models with fractional Brownian motion. Zbl 1396.62190
Kozachenko, Y.; Melnikov, A.; Mishura, Y.
2015
Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas. Zbl 1403.91345
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya
2015
Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index $$H\in(0,\frac{1}{2})$$. Zbl 1326.60048
Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn; Seleznjev, Oleg
2015
Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process. Zbl 1332.60049
Mishura, Yuliya
2015
Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. Zbl 1322.60091
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2015
Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy
2015
Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation. Zbl 1403.91346
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya
2015
Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Zbl 1339.91063
Mishura, Yu. S.; Ragulina, O. Yu.; Stroev, O. M.
2015
The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process. Zbl 1336.91079
Mishura, Yuliya
2015
Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Zbl 1329.60102
Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy
2015
The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black-Scholes model. Zbl 1338.60072
Mishura, Yuliya
2015
The rate of convergence to the normal law in terms of pseudomoments. Zbl 1349.60016
Mishura, Yuliya; Munchak, Yevheniya; Slyusarchuk, Petro
2015
Boundary non-crossing probabilities for fractional Brownian motion with trend. Zbl 1337.60065
Hashorva, Enkelejd; Mishura, Yuliya; Seleznjev, Oleg
2015
Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet. Zbl 1316.60077
Makogin, Vitalii; Mishura, Yuliya
2015
Convergence of solutions of mixed stochastic delay differential equations with applications. Zbl 1338.34155
Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy
2015
Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence. Zbl 1352.60059
Mishura, Yuliya; Voronov, Ivan
2015
Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent. Zbl 1326.60076
Banna, O. L.; Mishura, Yu. S.; Shklyar, S. V.
2015
Approximation of fractional Brownian motion by martingales. Zbl 1312.60043
Shklyar, Sergiy; Shevchenko, Georgiy; Mishura, Yuliya; Doroshenko, Vadym; Banna, Oksana
2014
Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations. Zbl 1322.60090
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2014
Practical approaches to the estimation of the ruin probability in a risk model with additional funds. Zbl 1349.91151
Mishura, Yuliya; Ragulina, Olena; Stroyev, Oleksandr
2014
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. Zbl 1329.60193
Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy
2014
Boundary noncrossings of additive Wiener fields. Zbl 1304.60059
Hashorva, Enkelejd; Mishura, Yuliya
2014
European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process. Zbl 1336.60134
Mishura, Yu.; Rizhniak, G.; Zubchenko, V.
2014
Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent. Zbl 1331.62116
Mishura, Yuliya
2014
Properties of integrals with respect to fractional Poisson processes with compact kernels. Zbl 1326.60080
Mishura, Yu.; Zubchenko, V.
2014
Strong limit theorems for anisotropic self-similar fields. Zbl 1314.60102
Makogin, V.; Mishura, Yu.
2014
Convergence of exit times for diffusion processes. Zbl 1310.60042
Mishura, Yu. S.; Tomashyk, V. V.
2014
Random variables as pathwise integrals with respect to fractional Brownian motion. Zbl 1328.60131
Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko
2013
The distance between fractional Brownian motion and the subspace of martingales with “similar” kernels. Zbl 1307.60038
Doroshenko, V.; Mishura, Yu.; Banna, O.
2013
Optimal stopping time problem for random walks with polynomial reward functions. Zbl 1300.60058
Mishura, Yu. S.; Tomashyk, V. V.
2013
Distance of fractional Brownian motion to the subspaces of Gaussian martingales. Zbl 1289.60073
Mishura, Yu. S.; Banna, O. L.; Doroshenko, V. V.
2013
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. Zbl 1268.60088
Mishura, Yuliya; Shevchenko, Georgiy
2012
The rate of convergence of Hurst index estimate for the stochastic differential equation. Zbl 1255.60065
Kubilius, K.; Mishura, Y.
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 1315.60071
Mishura, Yulia S.; Shevchenko, Georgiy M.
2011
Fractional Lévy processes as a result of compact interval integral transformation. Zbl 1239.60029
Tikanmäki, Heikki; Mishura, Yuliya
2011
An extension of the Lévy characterization to fractional Brownian motion. Zbl 1227.60051
Mishura, Yuliya; Valkeila, Esko
2011
Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter. Zbl 1228.60067
Mishura, Yu. S.; Posashkova, S. V.
2011
The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1280.60041
Mishura, Yuliya S.; Posashkova, Svitlana V.
2011
Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. Zbl 1290.60069
Mishura, Yuliya S.; Shevchenko, Georgiy M.
2011
A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval. Zbl 1243.60034
Banna, O. L.; Mishura, Yu. S.
2011
On pricing and hedging in financial markets with long-range dependence. Zbl 1273.91443
Melnikov, Alexander; Mishura, Yuliya
2011
Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1235.60086
Zubchenko, V. P.; Mishura, Yu. S.
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 1232.60026
Mishura, Yuliya S.; Yukhnovs’kiĭ, Yu. V.
2011
Theory of stochastic processes. With applications to financial mathematics and risk theory. Zbl 1189.60001
Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey
2010
On hedging European options in geometric fractional Brownian motion market model. Zbl 1202.91312
Azmoodeh, Ehsan; Mishura, Yuliya; Valkeila, Esko
2009
Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061
Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V.
2009
Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1224.60156
Zubchenko, V. P.; Mishura, Yu. S.
2009
The optimal time to exchange one asset for another on finite interval. Zbl 1189.60087
Mishura, Yuliya; Shevchenko, Georgiy
2009
Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier. Zbl 1224.91158
Kulik, O. M.; Mishura, Yu. S.; Solovejko, O. M.
2009
Stochastic calculus for fractional Brownian motion and related processes. Zbl 1138.60006
Mishura, Yuliya
2008
The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. Zbl 1154.60046
Mishura, Yu; Shevchenko, G.
2008
Approximation of fractional Brownian motion by Wiener integrals. Zbl 1224.60079
Mishura, Yu. S.; Banna, O. L.
2008
Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions. Zbl 1224.60074
Banna, Oksana L.; Mishura, Yuliya S.
2008
Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194
Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M.
2008
The simplest martingales of the best approximation of fractional Brownian motion. Zbl 1199.60132
Banna, O.; Mishura, Yu.
2008
The generalization of the quantile hedging problem for a price process model involving a finite number of Brownian and fractional Brownian motions. Zbl 1224.91190
Bratyk, Mykhaylo; Mishura, Yuliya
2008
An optimal stopping problem for a random walk with polynomial reward functions. Zbl 1199.60145
Tomashyk, V. V.; Mishura, Yu. S.
2008
Approximation schemes for stochastic differential equations in Hilbert space. Zbl 1148.60044
Mishura, Yu. S.; Shevchenko, G. M.
2007
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and Wiener process. Zbl 1142.60028
Mishura, Yuliya; Posashkov, Sergiy
2007
Estimation of the ruin probability of an insurance company operating on a BS-market. Zbl 1164.62402
Androshchuk, M. O.; Mishura, Yu. S.
2007
On the differentiability of solutions to stochastic differential equations with fractional Brownian motion. Zbl 1142.60358
Mishura, Yu. S.; Shevchenko, G. M.
2007
Quantile hedging with rediscounting on complete financial markets. Zbl 1164.62409
Bratik, M. V.; Mishura, Yu. S.
2007
Weak convergence of integral functionals of random walks weakly convergent to fractional Brownian motion. Zbl 1150.60037
Mishura, Yu. S.; Rode, S. G.
2007
Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics. Zbl 1115.60043
Androshchuk, Taras; Mishura, Yuliya
2006
On reselling of European option. Zbl 1141.91017
Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M.
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 1164.60378
Kozachenko, Yu. V.; Mishura, Yu. S.
2006
Weak solutions for stochastic differential equations with additive fractional noise. Zbl 1063.60085
Mishura, Yu.; Nualart, D.
2005
Statistical inference with fractional Brownian motion. Zbl 1107.62355
Kukush, Alexander; Mishura, Yuliya; Valkeila, Esko
2005
Fractional stochastic integration and Black-Scholes equation for fractional Brownian model with stochastic volatility. Zbl 1052.60029
Mishura, Yuliya
2004
The absence of arbitrage in a mixed Brownian-fractional Brownian model. Zbl 1113.91322
Mishura, Yu. S.; Valkeila, E.
2002
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion. Zbl 0983.60052
Mémin, Jean; Mishura, Yuliya; Valkeila, Esko
2001
Martingale transforms and Girsanov theorem for long-memory Gaussian processes. Zbl 1002.60030
Mishura, Yuliya; Valkeila, Esko
2001
Differentiability of fractional integrals whose kernels contain fractional Brownian motion. Zbl 0985.60057
Krvavych, Yu. V.; Mishura, Yu. S.
2001
Abstract Volterra equations with stochastic kernels. Zbl 0998.60054
Mishura, Yu. S.
2001
An isometric approach to generalized stochastic integrals. Zbl 0965.60054
Mishura, Yuliya; Valkeila, Esko
2000
Existence of solutions of abstract Volterra equations in a Banach space and its subsets. Zbl 0973.45011
Mishura, Yu. S.
2000
...and 18 more Documents
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. Theory and Applications 25 Stochastic Analysis and Applications 14 Stochastics and Dynamics 12 Journal of Theoretical Probability 10 Journal of Mathematical Analysis and Applications 9 Abstract and Applied Analysis 9 Statistical Inference for Stochastic Processes 9 Stochastics 8 The Annals of Probability 8 Mathematical Problems in Engineering 7 Cybernetics and Systems Analysis 7 Bernoulli 7 Discrete and Continuous Dynamical Systems. Series B 7 Advances in Difference Equations 6 Journal of Applied Probability 6 Journal of Computational and Applied Mathematics 6 Methodology and Computing in Applied Probability 6 Nonlinear Analysis. Modelling and Control 5 Applied Mathematics and Computation 5 Probability Theory and Related Fields 5 Infinite Dimensional Analysis, Quantum Probability and Related Topics 5 Fractional Calculus & Applied Analysis 5 Acta Mathematica Sinica. English Series 5 Differential Equations 4 Computers & Mathematics with Applications 4 Journal of Statistical Physics 4 Lithuanian Mathematical Journal 4 Chaos, Solitons and Fractals 4 Journal of Differential Equations 4 Communications in Statistics. Theory and Methods 4 Potential Analysis 4 Chaos 4 Discrete Dynamics in Nature and Society 4 International Journal of Theoretical and Applied Finance 4 Frontiers of Mathematics in China 4 Advances in Mathematical Physics 3 Physica A 3 Ukrainian Mathematical Journal 3 Theory of Probability and its Applications 3 Acta Mathematica Hungarica 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Random Operators and Stochastic Equations 3 Finance and Stochastics 3 Communications in Nonlinear Science and Numerical Simulation 3 Differentsial’nye Uravneniya i Protsessy Upravleniya 3 Mediterranean Journal of Mathematics 3 Electronic Journal of Statistics 3 SIAM Journal on Financial Mathematics 3 Science China. Mathematics 2 Applicable Analysis 2 Russian Mathematical Surveys 2 Applied Mathematics and Optimization 2 Journal of Functional Analysis 2 Journal of Multivariate Analysis 2 Journal of Statistical Planning and Inference 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Osaka Journal of Mathematics 2 Semigroup Forum 2 SIAM Journal on Control and Optimization 2 Chinese Annals of Mathematics. 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)

#### Wikidata Timeline

The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.