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Parameter Estimation in Fractional Diffusion Models
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  • Year: 2017
  • Author: Kęstutis Kubilius,Yuliya Mishura,Kostiantyn Ralchenko (auth.)
Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets
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  • English
  • Year: 2021
  • Author: Yuliya Mishura; Kostiantyn Ralchenko
Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets
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  • English
  • Year: 2021
  • Author: Yuliya Mishura; Kostiantyn Ralchenko
Fractional Brownian Motion: Weak and Strong Approximations and Projections
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  • English
  • Year: 2019
  • Author: Banna, Oksana; Mishura, Yuliya; Ralchenko, Kostiantyn
Stochastic calculus for fractional Brownian motion and related processes
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  • English
  • Year: 2008
  • Author: Yuliya S. Mishura (auth.)
Ruin Probabilities. Smoothness, Bounds, Supermartingale Approach
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  • English
  • Year: 2016
  • Author: Yuliya Mishura and Olena Ragulina (Auth.)
Theory and Statistical Applications of Stochastic Processes
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  • English
  • Year: 2018
  • Author: Yuliya Mishura, Georgiy Shevchenko
Theory and Statistical Applications of Stochastic Processes
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  • English
  • Year: 2017
  • Author: Yuliya Mishura, Georgiy Shevchenko
Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory
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  • English
  • Year: 2010
  • Author: Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko (auth.)
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
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  • English
  • Year: 2020
  • Author: Grigorij Kulinich, Svitlana Kushnirenko, Yuliya Mishura