Mishura, Yu. S.; Ol’tsik, Ya. A. Choosing an optimal switching moment on the financial market with alternative strategies (semimartingale approach). (English. Russian original) Zbl 1001.91081 Theory Probab. Appl. 45, No. 3, 480-493 (2000); translation from Teor. Veroyatn. Primen. 45, No. 3, 505-520 (2000). Reviewer: A.Grorud (Marseille) MSC: 91B70 91B28 60G40 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{Ya. A. Ol'tsik}, Theory Probab. Appl. 45, No. 3, 480--493 (2000; Zbl 1001.91081); translation from Teor. Veroyatn. Primen. 45, No. 3, 505--520 (2000) Full Text: DOI
Mishura, Yu. S.; Oltsik, Ya. A. Optimal stopping for factorable process in application to financial problems. (English) Zbl 0977.60054 Prykl. Stat., Aktuarna Finans. Mat. 2000, No. 1, 79-89 (2000). Reviewer: R.E.Maiboroda (Kyïv) MSC: 60G40 62P10 91B28 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{Ya. A. Oltsik}, Prykl. Stat., Aktuarna Finans. Mat. 2000, No. 1, 79--89 (2000; Zbl 0977.60054)
Mishura, Yu. S.; Ol’tsik, Ya. O. Optimal stopping times for solutions of nonlinear stochastic differential equations and their applications to a problem of financial mathematics. (English. Ukrainian original) Zbl 0978.60064 Ukr. Math. J. 51, No. 6, 899-906 (1999); translation from Ukr. Mat. Zh. 51, No. 6, 804-809 (1999). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 60H10 62P05 60G40 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{Ya. O. Ol'tsik}, Ukr. Mat. Zh. 51, No. 6, 804--809 (1999; Zbl 0978.60064); translation from Ukr. Mat. Zh. 51, No. 6, 804--809 (1999)
Mishura, Yu. S.; Ol’tsik, Ya. O. Application of methods of stochastic analysis to the problem of optimization of a financial strategy with alternatives. (Ukrainian. English summary) Zbl 0996.60062 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 1999, No. 7, 22-26 (1999). MSC: 60H10 91G80 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{Ya. O. Ol'tsik}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 1999, No. 7, 22--26 (1999; Zbl 0996.60062)
Mishura, Yu. S.; Ol’tsik, Ya. A. Some properties of exponential martingales and the problem of optimal stopping. (English. Ukrainian original) Zbl 0955.60055 Theory Probab. Math. Stat. 60, 159-164 (2000); translation from Teor. Jmovirn. Mat. Stat. 60, 143-148 (1999). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60G60 60H10 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{Ya. A. Ol'tsik}, Teor. Ĭmovirn. Mat. Stat. 60, 143--148 (1999; Zbl 0955.60055); translation from Teor. Jmovirn. Mat. Stat. 60, 143--148 (1999)
Mishura, Yu.; Oltsik, Ya. Existence of moments of increasing predictable processes associated with one- and two-parameter potentials. (English) Zbl 0945.60040 J. Appl. Math. Stochastic Anal. 12, No. 2, 133-150 (1999). Reviewer: Alexander Gushchin (Moskva) MSC: 60G60 60G44 60J55 PDFBibTeX XMLCite \textit{Yu. Mishura} and \textit{Ya. Oltsik}, J. Appl. Math. Stochastic Anal. 12, No. 2, 133--150 (1999; Zbl 0945.60040) Full Text: DOI EuDML
Mishura, Yuliya S.; Ol’tsik, Yanina A. Optimal financial strategy with wealth process governed by backward stochastic differential equation. (English) Zbl 0940.60080 Theory Stoch. Process. 4(20), No. 1-2, 222-237 (1998). Reviewer: Yu.V.Kozachenko (Kyïv) MSC: 60H10 60G44 PDFBibTeX XMLCite \textit{Y. S. Mishura} and \textit{Y. A. Ol'tsik}, Theory Stoch. Process. 4(20), No. 1--2, 222--237 (1998; Zbl 0940.60080)
Mishura, Yu. S.; Ol’tsik, Ya. O. Martingale, supermartingale, and increasing fields on a plane. (Ukrainian) Zbl 0935.60027 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 1998, No. 3, 17-21 (1998). MSC: 60G44 60G60 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{Ya. O. Ol'tsik}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 1998, No. 3, 17--21 (1998; Zbl 0935.60027)
Mishura, Yu. S.; Ol’tsik, Ya. O. Potentials and local times associated with two-parameter purely discontinuous strong martingales. (English. Ukrainian original) Zbl 0923.60057 Theory Probab. Math. Stat. 56, 137-149 (1998); translation from Teor. Jmovirn. Mat. Stat. 56, 133-144 (1997). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60G60 60G44 60J55 PDFBibTeX XMLCite \textit{Yu. S. Mishura} and \textit{Ya. O. Ol'tsik}, Teor. Ĭmovirn. Mat. Stat. 56, 133--144 (1997; Zbl 0923.60057); translation from Teor. Jmovirn. Mat. Stat. 56, 133--144 (1997)