Yuliya Mishura

According to our database, Yuliya Mishura authored at least 15 papers between 2012 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Numerical approach to the drift parameter estimation in the model with two fractional Brownian motions.

Yuliya Mishura, Kostiantyn Ralchenko, Hanna Zhelezniak

Commun. Stat. Simul. Comput., July, 2024

Option Pricing in Sandwiched Volterra Volatility Model.

Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko

SIAM J. Financial Math., 2024

Gaussian Volterra Processes as Models of Electricity Markets.

Yuliya Mishura, Stefania Ottaviano, Tiziano Vargiolu

SIAM J. Financial Math., 2024

A discrete-time model that weakly converges to a continuous-time geometric Brownian motion with Markov switching drift rate.

Vitaliy Golomoziy, Yuliya Mishura, Kamil Kladívko

Frontiers Appl. Math. Stat., 2024

Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter.

Volodymyr Braiman, Anatoliy Malyarenko, Yuliya Mishura, Yevheniia Anastasiia Rudyk

CoRR, 2024

2023

Properties of Various Entropies of Gaussian Distribution and Comparison of Entropies of Fractional Processes.

Anatoliy Malyarenko, Yuliya Mishura, Kostiantyn Ralchenko, Yevheniia Anastasiia Rudyk

Axioms, November, 2023

Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises.

Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko

Numer. Algorithms, June, 2023

Processing Big Data of Court Decisions.

Vitaliy Golomoziy, Yuliya Mishura, Iryna Izarova, Tetiana Ianevych

Balt. J. Mod. Comput., 2023

2020

Optimising dividends and consumption under an exponential CIR as a discount factor.

Julia Eisenberg, Yuliya Mishura

Math. Methods Oper. Res., 2020

Approximate solution of the integral equations involving kernel with additional singularity.

Vitalii Makogin, Yuliya Mishura, Hanna Zhelezniak

CoRR, 2020

Fractional integrals, derivatives and integral equations with weighted Takagi-Landsberg functions.

Vitalii Makogin, Yuliya Mishura

CoRR, 2020

2016

Optimal Stopping for Lévy Processes with One-Sided Solutions.

Ernesto Mordecki, Yuliya Mishura

SIAM J. Control. Optim., 2016

2015

Convergence of solutions of mixed stochastic delay differential equations with applications.

Yuliya Mishura, Taras Shalaiko, Georgiy Shevchenko

Appl. Math. Comput., 2015

2014

On stocks and interest rates modeling in long-range dependent environment.

Alexander Melnikov, Yuliya Mishura

Risk Decis. Anal., 2014

2012

Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions.

Yuliya Mishura, Georgiy Shevchenko

Comput. Math. Appl., 2012