×

Found 353 Documents (Results 1–100)

Newest Citations Relevance
Braiman, Volodymyr; Malyarenko, Anatoliy; Mishura, Yuliya; Rudyk, Yevheniia Anastasiia

Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter. arXiv:2403.08805

Preprint, arXiv:2403.08805 [cs.IT] (2024).
MSC:  60E05 94A17 26D15
BibTeX Cite
\textit{V. Braiman} et al., ``Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter'', Preprint, arXiv:2403.08805 [cs.IT] (2024)
Full Text: arXiv
OA License
Di Nunno, Giulia; Mishura, Yuliya; Ralchenko, Kostiantyn

Stochastic differential equations driven by additive Volterra-Lévy and Volterra-Gaussian noises. (English) Zbl 1537.60040

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 277-323 (2022).
Reviewer: Javad Asadzade (Famagusta)
MSC:  60G15 60G51 60H10
PDFBibTeX XMLCite
\textit{G. Di Nunno} et al., Springer Proc. Math. Stat. 408, 277--323 (2022; Zbl 1537.60040)
Full Text: DOI arXiv
Mishura, Yuliya; Shevchenko, Georgiy; Shklyar, Sergiy

Gaussian processes with Volterra kernels. (English) Zbl 07819618

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 249-276 (2022).
Reviewer: Oleksandr Mokliachuk (Princeton)
MSC:  60G15 60G17 62P05
PDFBibTeX XMLCite
\textit{Y. Mishura} et al., Springer Proc. Math. Stat. 408, 249--276 (2022; Zbl 07819618)
Full Text: DOI arXiv
Mishura, Yu. S.; Kushnirenko, S. V.; Volokh, L. V.

Invariant surfaces for certain classes of systems of the second-order to stochastic differential equations with jumps. (Ukrainian. English summary) Zbl 1513.60076

Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 3, 22-27 (2022).
MSC:  60H10
PDFBibTeX XMLCite
\textit{Yu. S. Mishura} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 3, 22--27 (2022; Zbl 1513.60076)
Full Text: DOI
OA License
Borysenko, O. D.; Kushnirenko, S. V.; Mishura, Yu. S.; Moklyachuk, M. P.; Perestyuk, M. O.; Samoilenko, V. G.; Stanzhytskyi, O. M.; Shevchuk, I. O.

Professor G. L. Kulinich (09.12.1938–10.02.2022) – prominent scientist and teacher. (Ukrainian. English summary) Zbl 1503.01036

Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 3, 11-21 (2022).
Reviewer: Mikhail P. Moklyachuk (Kyïv)
MSC:  01A70 60-00 35-00
PDFBibTeX XMLCite
\textit{O. D. Borysenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 3, 11--21 (2022; Zbl 1503.01036)
Full Text: DOI
OA License
Mishura, Yuliya; Ralchenko, Kostiantyn

Discrete-time approximations and limit theorems. In applications to financial markets. (English) Zbl 1503.60002

De Gruyter Series in Probability and Stochastics 2. Berlin: De Gruyter (ISBN 978-3-11-065279-6/hbk; 978-3-11-065424-0/ebook). xvi, 373 p. (2022).
Reviewer: Fraser Daly (Edinburgh)
MSC:  60-01 91-01 60F05 60F17 62M10 62P05 91G15 91G20 91G30
PDFBibTeX XMLCite
\textit{Y. Mishura} and \textit{K. Ralchenko}, Discrete-time approximations and limit theorems. In applications to financial markets. Berlin: De Gruyter (2022; Zbl 1503.60002)
Full Text: DOI
Mishura, Yu. S.; Moklyachuk, M. P.; Rozora, I. V.; Sakhno, L. M.

International scientific conference “Modern Stochastics: Theory and Applications. V” (MSTA-V). 1–4 June 2021. (Ukrainian. English summary) Zbl 1488.60001

Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 9 (2021).
MSC:  60-06 62-06
PDFBibTeX XMLCite
\textit{Yu. S. Mishura} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2021, No. 2, 9 (2021; Zbl 1488.60001)
Full Text: DOI
OA License
Vasylyk, O. I.; Mishura, Yu. S.; Moklyachuk, M. P.; Perestyuk, M. O.; Rozora, I. V.; Sakhno, L. M.; Yamnenko, R. Ye.

Professor Yu. V. Kozachenko (01.12.1940–05.05.2020) – prominent scientist and teacher. (Ukrainian. English summary) Zbl 1474.01053

Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 9-29 (2020).
Reviewer: Mikhail P. Moklyachuk (Kyïv)
MSC:  01A70
PDFBibTeX XMLCite
\textit{O. I. Vasylyk} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2020, No. 3, 9--29 (2020; Zbl 1474.01053)
Full Text: DOI
OA License
Makogin, V. I.; Mishura, Yu. S.; Zheleznyak, G. S.

Minimization of the entropy for a mixture of standard and fractional Brownian motions. (English. Ukrainian original) Zbl 1466.60078

Theory Probab. Math. Stat. 101, 193-215 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 169-188 (2019).
Reviewer: B. L. S. Prakasa Rao (Hyderabad)
MSC:  60G22
PDFBibTeX XMLCite
\textit{V. I. Makogin} et al., Theory Probab. Math. Stat. 101, 193--215 (2020; Zbl 1466.60078); translation from Teor. Jmovirn. Mat. Stat. 101, 169--188 (2019)
Full Text: DOI
Banna, Oksana; Buryak, Filipp; Mishura, Yuliya

Distance from fractional Brownian motion with associated Hurst index \(0<H<1/2\) to the subspaces of Gaussian martingales involving power integrands with an arbitrary positive exponent. (English) Zbl 1468.60046

Mod. Stoch., Theory Appl. 7, No. 2, 191-202 (2020).
Reviewer: B. L. S. Prakasa Rao (Hyderabad)
MSC:  60G22
PDFBibTeX XMLCite
\textit{O. Banna} et al., Mod. Stoch., Theory Appl. 7, No. 2, 191--202 (2020; Zbl 1468.60046)
Full Text: DOI arXiv
Kulinich, Grigorij; Kushnirenko, Svitlana; Mishura, Yuliya

Asymptotic analysis of unstable solutions of stochastic differential equations. (English) Zbl 1456.60002

Bocconi & Springer Series 9. Milano: Bocconi University Press; Cham: Springer (ISBN 978-3-030-41290-6/hbk; 978-3-030-41293-7/pbk; 978-3-030-41291-3/ebook). xv, 240 p. (2020).
Reviewer: Jordan M. Stoyanov (Sofia)
MSC:  60-02 60H10 60H20 93E99
PDFBibTeX XMLCite
\textit{G. Kulinich} et al., Asymptotic analysis of unstable solutions of stochastic differential equations. Milano: Bocconi University Press; Cham: Springer (2020; Zbl 1456.60002)
Full Text: DOI
Banna, Oksana; Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy

Fractional Brownian motion. Approximations and projections. (English) Zbl 1506.60001

Mathematics and Statistics Series. London: ISTE; Hoboken, NJ: John Wiley & Sons (ISBN 978-1-78630-260-1/hbk). xvi, 266 p. (2019).
Reviewer: B. L. S. Prakasa Rao (Hyderabad)
MSC:  60-01 60G22
PDFBibTeX XMLCite
\textit{O. Banna} et al., Fractional Brownian motion. Approximations and projections. London: ISTE; Hoboken, NJ: John Wiley \& Sons (2019; Zbl 1506.60001)
Mishura, Yu. S.; Zhelezniak, H. S.

Evaluation of extreme values of entropy functionals. (English. Ukrainian original) Zbl 1448.60166

Theory Probab. Math. Stat. 99, 199-210 (2019); translation from Teor. Jmovirn. Mat. Stat. 99, 177-186 (2018).
Reviewer: Ravi Sreenivasan (Mysore)
MSC:  60J65 94A17 60H05
PDFBibTeX XMLCite
\textit{Yu. S. Mishura} and \textit{H. S. Zhelezniak}, Theory Probab. Math. Stat. 99, 199--210 (2019; Zbl 1448.60166); translation from Teor. Jmovirn. Mat. Stat. 99, 177--186 (2018)
Full Text: DOI
Boguslavskaya, Elena; Mishura, Yuliya; Shevchenko, Georgiy

Replication of Wiener-transformable stochastic processes with application to financial markets with memory. (English) Zbl 1423.60107

Silvestrov, Sergei (ed.) et al., Stochastic processes and applications. SPAS2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 271, 335-361 (2018).
MSC:  60H30 91B24 60G22
PDFBibTeX XMLCite
\textit{E. Boguslavskaya} et al., Springer Proc. Math. Stat. 271, 335--361 (2018; Zbl 1423.60107)
Full Text: DOI arXiv Link
Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy

Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions. (English) Zbl 1423.60064

Silvestrov, Sergei (ed.) et al., Stochastic processes and applications. SPAS2017, Västerås and Stockholm, Sweden, October 4–6, 2017. Cham: Springer. Springer Proc. Math. Stat. 271, 123-146 (2018).
MSC:  60G17 60G22
PDFBibTeX XMLCite
\textit{Y. Mishura} et al., Springer Proc. Math. Stat. 271, 123--146 (2018; Zbl 1423.60064)
Full Text: DOI arXiv
Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu.

Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. (English. Ukrainian original) Zbl 1409.60061

Theory Probab. Math. Stat. 97, 167-182 (2018); translation from Teor. Jmovirn. Mat. Stat. 97, 157-170 (2017).
MSC:  60G22 60G15 60H10
PDFBibTeX XMLCite
\textit{Yu. S. Mishura} et al., Theory Probab. Math. Stat. 97, 167--182 (2018; Zbl 1409.60061); translation from Teor. Jmovirn. Mat. Stat. 97, 157--170 (2017)
Full Text: DOI arXiv
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.

Weak convergence of integral functionals constructed from solutions of Itô’s stochastic differential equations with non-regular dependence on a parameter. (English. Ukrainian original) Zbl 1402.60073

Theory Probab. Math. Stat. 96, 111-125 (2018); translation from Teor. Jmovirn. Mat. Stat. 96, 110-124 (2016).
MSC:  60H10 60F17 60J60
PDFBibTeX XMLCite
\textit{G. L. Kulinich} et al., Theory Probab. Math. Stat. 96, 111--125 (2018; Zbl 1402.60073); translation from Teor. Jmovirn. Mat. Stat. 96, 110--124 (2016)
Full Text: DOI
Mishura, Yuliya; Ralchenko, Kostiantyn

Drift parameter estimation in the models involving fractional Brownian motion. (English) Zbl 1382.60063

Panov, Vladimir (ed.), Modern problems of stochastic analysis and statistics. Selected contributions in honor of Valentin Konakov’s 70th birthday, Moscow, Russia, May 29 – June 2, 2016. Cham: Springer (ISBN 978-3-319-65312-9/hbk; 978-3-319-65313-6/ebook). Springer Proceedings in Mathematics & Statistics 208, 237-268 (2017).
MSC:  60G22 60H10
PDFBibTeX XMLCite
\textit{Y. Mishura} and \textit{K. Ralchenko}, Springer Proc. Math. Stat. 208, 237--268 (2017; Zbl 1382.60063)
Full Text: DOI
Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn

Parameter estimation in fractional diffusion models. (English) Zbl 1388.60006

Bocconi & Springer Series 8. Milano: Bocconi University Press; Cham: Springer (ISBN 978-3-319-71029-7/hbk; 978-3-319-71030-3/ebook). xix, 390 p. (2017).
Reviewer: Alex V. Kolnogorov (Novgorod)
MSC:  60-02 60J60 62G05
PDFBibTeX XMLCite
\textit{K. Kubilius} et al., Parameter estimation in fractional diffusion models. Milano: Bocconi University Press; Cham: Springer (2017; Zbl 1388.60006)
Full Text: DOI
Kuchuk-Yatsenko, S. V.; Mishura, Yu. S.; Munchak, Ye. Yu.

An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility. (English. Ukrainian original) Zbl 1377.91160

Theory Probab. Math. Stat. 94, 97-120 (2017); translation from Teor. Jmovirn. Mat. Stat. 94, 93-115 (2016).
Reviewer: Nikolaos Halidias (Athens)
MSC:  91G20 60H30 60H07
PDFBibTeX XMLCite
\textit{S. V. Kuchuk-Yatsenko} et al., Theory Probab. Math. Stat. 94, 97--120 (2017; Zbl 1377.91160); translation from Teor. Jmovirn. Mat. Stat. 94, 93--115 (2016)
Full Text: DOI
Mishura, Yuliya

Maximum likelihood drift estimation for the mixing of two fractional Brownian motions. (English) Zbl 1498.60152

Bernido, Christopher C. (ed.) et al., Stochastic and infinite dimensional analysis. Collected papers based on the presentations at the conference, Bielefeld, Germany, June 2013. Basel: Birkhäuser/Springer. Trends Math., 263-280 (2016).
MSC:  60G22 62F10
PDFBibTeX XMLCite
\textit{Y. Mishura}, in: Stochastic and infinite dimensional analysis. Collected papers based on the presentations at the conference, Bielefeld, Germany, June 2013. Basel: Birkhäuser/Springer. 263--280 (2016; Zbl 1498.60152)
Full Text: DOI arXiv

Filter Results by …

Document Type

Database

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Main Field

all top 3

Biographic Reference

all top 3

Software