Mishura, Yu. S.; Posashkova, S. V.; Posashkov, S. V. Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter. (English. Russian original) Zbl 1254.60060 Theory Probab. Math. Stat. 83, 111-126 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 92-105 (2010). Reviewer: Dominique Lepingle (Orléans) MSC: 60H10 60G22 60J65 PDFBibTeX XMLCite \textit{Yu. S. Mishura} et al., Theory Probab. Math. Stat. 83, 111--126 (2011; Zbl 1254.60060); translation from Teor. Jmovirn. Mat. Stat. 83, 92--105 (2010) Full Text: DOI
Mishura, Yu. S.; Posashkov, S. V. Existence and uniqueness of the solution of a stochastic differential equation, driven by fractional Brownian motion with a stabilizing term. (Ukrainian, English) Zbl 1199.60121 Teor. Jmovirn. Mat. Stat. 76, 117-124 (2007); translation in Theory Probab. Math. Stat. 76, 131-139 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G15 60H05 60H10 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{S. V. Posashkov}, Teor. Ĭmovirn. Mat. Stat. 76, 117--124 (2007; Zbl 1199.60121); translation in Theory Probab. Math. Stat. 76, 131--139 (2008) Full Text: Link
Posashkov, S. V. Optimal price for the hedge of a European-type contingent claim. (Ukrainian, English) Zbl 1195.91164 Teor. Jmovirn. Mat. Stat. 77, 133-140 (2007); translation in Theory Probab. Math. Stat. 77, 147-154 (2008). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 91G20 60H30 60J35 60G22 PDFBibTeX XMLCite \textit{S. V. Posashkov}, Teor. Ĭmovirn. Mat. Stat. 77, 133--140 (2007; Zbl 1195.91164); translation in Theory Probab. Math. Stat. 77, 147--154 (2008) Full Text: Link
Mishura, Yuliya; Posashkov, Sergiy Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and Wiener process. (English) Zbl 1142.60028 Theory Stoch. Process. 13, No. 29, Part 1-2, 152-165 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G15 60H05 60H10 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{S. Posashkov}, Theory Stoch. Process. 13(29), No. 1--2, 152--165 (2007; Zbl 1142.60028)
Posashkov, S. V. Optimal filtering of systems with fractional Brownian noises and a stabilizing item in signal processes. (Ukrainian. English summary) Zbl 1164.62388 Prykl. Stat., Aktuarna Finans. Mat. 2005, No. 1-2, 96-107 (2005). MSC: 62M20 93E11 60G35 PDFBibTeX XMLCite \textit{S. V. Posashkov}, Prykl. Stat., Aktuarna Finans. Mat. 2005, No. 1--2, 96--107 (2005; Zbl 1164.62388)
Mishura, Yu. S.; Posashkov, S. V. Optimal filtration in systems with noise modeled by a polynomial of fractional Brownian motion. (Ukrainian, English) Zbl 1119.60030 Teor. Jmovirn. Mat. Stat. 73, 104-111 (2005); translation in Theory Probab. Math. Stat., Vol 73, 117-124 (2006). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 60G15 60H05 93E11 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{S. V. Posashkov}, Teor. Ĭmovirn. Mat. Stat. 73, 104--111 (2005; Zbl 1119.60030); translation in Theory Probab. Math. Stat., Vol 73, 117--124 (2006) Full Text: Link
Posashkov, S. V. Optimal filtration for systems with fractional Brownian noises. (Ukrainian, English) Zbl 1123.60024 Teor. Jmovirn. Mat. Stat. 72, 120-128 (2005); translation in Theory Probab. Math. Stat. 72, 135-144 (2006). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 60G35 60G15 60H05 60J65 PDFBibTeX XMLCite \textit{S. V. Posashkov}, Teor. Ĭmovirn. Mat. Stat. 72, 120--128 (2005; Zbl 1123.60024); translation in Theory Probab. Math. Stat. 72, 135--144 (2006) Full Text: Link
Posashkov, Sergij V. Investigation of a \((B, S)\) market of security with stochastic volatility driven by fractional Brownian motion. (Ukrainian. English summary) Zbl 1089.91503 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 2, 56-61 (2005). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{S. V. Posashkov}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2005, No. 2, 56--61 (2005; Zbl 1089.91503)