Yuliya Mishura is Professor and Head of the Department of Probability Theory, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Ukraine. Her research interests include stochastic analysis, theory of stochastic processes, stochastic differential equations, numerical schemes, financial mathematics, risk processes, statistics of stochastic processes, and models with long-range dependence.
7 résultat(s)
Télécharger le livre : Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
Grigorij Kulinich , Svitlana Kushnirenko , Yuliya Mishura
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the instability and asymptotic behavior of the corresponding unstable...
Editeur : Springer
Parution : 2020-04-29
Collection : Bocconi & Springer Series
Format(s) : PDF, ePub
60,49 €
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Télécharger le livre : Fractional Brownian Motion
Oksana Banna , Yuliya Mishura , Kostiantyn Ralchenko , Sergiy Shklyar
Fractional Brownian Motion
This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener...
Editeur : Wiley-ISTE
Parution : 2019-04-10

Format(s) : PDF, ePub
187,49 €
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Télécharger le livre : Stochastic Analysis of Mixed Fractional Gaussian Processes
Yuliya Mishura , Mounir Zili
Stochastic Analysis of Mixed Fractional Gaussian Processes
Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of independent fractional and sub-fractional Brownian motions with...
Editeur : Iste Press - Elsevier
Parution : 2018-05-26

Format(s) : PDF, epub sans DRM
136,73 €
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Télécharger le livre : Parameter Estimation in Fractional Diffusion Models
Kestutis Kubilius , Yuliya Mishura , Kostiantyn Ralchenko
Parameter Estimation in Fractional Diffusion Models
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the...
Editeur : Springer
Parution : 2018-01-04
Collection : Bocconi & Springer Series
Format(s) : PDF
145,19 €
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Télécharger le livre : Theory and Statistical Applications of Stochastic Processes
Yuliya Mishura , Georgiy Shevchenko
Theory and Statistical Applications of Stochastic Processes
This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic processes, associated filtrations, processes with independent increments,...
Editeur : Wiley-ISTE
Parution : 2017-11-30

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187,49 €
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Télécharger le livre : Ruin Probabilities
Yuliya Mishura , Olena Ragulina
Ruin Probabilities
Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach deals with continuous-time risk models and covers several aspects of risk theory. The first of them is the smoothness of the survival probabilities. In particular, the book provides a detailed...
Editeur : Iste Press - Elsevier
Parution : 2016-11-08

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151,25 €
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Télécharger le livre : Financial Mathematics
Yuliya Mishura
Financial Mathematics
Finance Mathematics is devoted to financial markets both with discrete and continuous time, exploring how to make the transition from discrete to continuous time in option pricing. This book features a detailed dynamic model of financial markets with discrete time, for...
Editeur : Iste Press - Elsevier
Parution : 2016-02-01

Format(s) : epub sans DRM
87,06 €
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