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Mishura Yuliya
Department of Probability
Theory and Math.Statistics,
Kyiv National Taras Shevchenko University
64, Volodymyrska, 01033 Kyiv, Ukraine
Область математичних досліджень.
Стохастичний аналіз
Stochastic Analysis
Деякі з основних публікацій
- Mishura, Yu. Fractionalstochastic
integration and Black
- Scholes equation for fractional Brownian model with stochastic
volatility. Stochastics Stochastics Rep. 76, No.4, 363-381
(2004).
- Mishura, Yu., Nualart , D. Weak
solutions for stochastic differential equations with additive
fractional noise. Stat. Probab. Letters 70 (2004) , 253-261.
- Kukush, A, Mishura, Yu., Valkeila, E. Statistical
Inference with fractional Brownian motion. Statistical Inference
for Stochastic Processes (2005) 8, 71-93.
- Mishura, Yu. Quasilinear
stochastic differential equations with fractional Brownian component.
(Ukrainian) Teor. Imovir. Mat. Stat. no. 68, 2003.
- Mishura, Yu., Valkeila, E. Absence
of arbitrage in a mixed Brownian-fractional Brownian model.
(Russian) Tr. Mat. Inst. Steklova 237 (2002), Stokhast. Finans. Mat.,
pp. 224--233.
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