Mishura, Yuliya; Yurchenko-Tytarenko, Anton Fractional Cox-Ingersoll-Ross process with small Hurst indices. (English) Zbl 1454.60053 Mod. Stoch., Theory Appl. 6, No. 1, 13-39 (2019). Reviewer: David Nualart (Lawrence) MSC: 60G22 60H05 60H10 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{A. Yurchenko-Tytarenko}, Mod. Stoch., Theory Appl. 6, No. 1, 13--39 (2018; Zbl 1454.60053) Full Text: DOI arXiv
Mackevičius, Vigirdas; Mongirdaitė, Gabrielė On backward Kolmogorov equation related to CIR process. (English) Zbl 1391.60141 Mod. Stoch., Theory Appl. 5, No. 1, 113-127 (2018). MSC: 60H10 PDFBibTeX XMLCite \textit{V. Mackevičius} and \textit{G. Mongirdaitė}, Mod. Stoch., Theory Appl. 5, No. 1, 113--127 (2018; Zbl 1391.60141) Full Text: DOI arXiv
Mishura, Yuliya; Yurchenko-Tytarenko, Anton Fractional Cox-Ingersoll-Ross process with non-zero “mean”. (English) Zbl 1391.60078 Mod. Stoch., Theory Appl. 5, No. 1, 99-111 (2018). MSC: 60G22 60H05 60H10 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{A. Yurchenko-Tytarenko}, Mod. Stoch., Theory Appl. 5, No. 1, 99--111 (2018; Zbl 1391.60078) Full Text: DOI arXiv
Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility. (English) Zbl 1355.60071 Mod. Stoch., Theory Appl. 3, No. 4, 269-285 (2016). MSC: 60H10 62F10 62F12 PDFBibTeX XMLCite \textit{M. Bel Hadj Khlifa} et al., Mod. Stoch., Theory Appl. 3, No. 4, 269--285 (2016; Zbl 1355.60071) Full Text: DOI arXiv
Mishura, Yuliia; Munchak, Yevheniia Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model. (English) Zbl 1352.60050 Mod. Stoch., Theory Appl. 3, No. 1, 1-17 (2016). MSC: 60F17 60F05 60H10 60H30 91G80 91B25 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{Y. Munchak}, Mod. Stoch., Theory Appl. 3, No. 1, 1--17 (2016; Zbl 1352.60050) Full Text: DOI arXiv