Mishura Yuliya Stepanovna

Publications in Math-Net.Ru

1. New and refined bounds for expected maxima of fractional Brownian motion
   
   Statist. Probab. Lett., 137 (2018),  142–147
2. Bounds for expected maxima of Gaussian processes and their discrete approximations
   
   Stochastics, 89:1 (2017),  21–37
3. Positivity of solution of nonhomogeneous stochastic differential equation with non-lipschitz diffusion
   
   Theory Stoch. Process., 14(30):3 (2008),  77–88
4. The generalization of the quantile hedging problem for price process model involving finite number of brownian and fractional brownian motions
   
   Theory Stoch. Process., 14(30):3 (2008),  27–38
5. Approximation of fractional brownian motion with associated hurst index separated from 1 by stochastic integrals of linear power functions
   
   Theory Stoch. Process., 14(30):3 (2008),  1–16
6. Another approach to the problem of the ruin probability estimate for risk process with investments
   
   Theory Stoch. Process., 13(29):4 (2007),  1–18
7. On differentiability of solution to stochastic differential equation with fractional brownian motion
   
   Theory Stoch. Process., 13(29):2 (2007),  243–250
8. Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and Wiener process
   
   Theory Stoch. Process., 13(29):2 (2007),  152–165
9. Approximation schemes for stochastic differential equations in Hilbert space
   
   Teor. Veroyatnost. i Primenen., 51:3 (2006),  476–495
10. The Absence of Arbitrage in a Mixed Brownian–Fractional Brownian Model
    
    Trudy Mat. Inst. Steklova, 237 (2002),  224–233
11. Choosing an optimal switching moment on the financial market with alternative strategies (semimartingale approach)
    
    Teor. Veroyatnost. i Primenen., 45:3 (2000),  505–520
12. Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model
    
    Teor. Veroyatnost. i Primenen., 44:2 (1999),  351–372
13. Atomic decompositions and inequalities for vector-valued discrete-time martingales
    
    Teor. Veroyatnost. i Primenen., 43:3 (1998),  588–598
14. Martingale characterization of diffusion random fields that are defined on the plane
    
    Teor. Veroyatnost. i Primenen., 35:1 (1990),  143–147
15. Exponential Formulas and Dolean Equation for Discontinuous Two-Parametrical Processes
    
    Teor. Veroyatnost. i Primenen., 33:2 (1988),  412–417


16. International conference “Modern Stochastics: Theory and Applications III”
    
    Teor. Veroyatnost. i Primenen., 58:1 (2013),  206
17. International Conference “Modern Stochastics: Theory and Applications II”
    
    Teor. Veroyatnost. i Primenen., 55:4 (2010),  822–823