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Mishura, Yuliya Stepanivna

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Author ID: mishura.yuliya-s Recent zbMATH articles by "Mishura, Yuliya Stepanivna"
Published as: Mishura, Yu. S.; Mishura, Yuliya; Mishura, Yu.; Mishura, Yuliya S.; Misura, Ju. S.; Mishura, Y.; Mishura, Yuliia; Mishura, Yulia S.; Mishura, Ju. S.; Mishura, U. S.; Mishura, Yu
Homepage: http://probability.univ.kiev.ua/index.php?page=userinfo&person=myus
External Links: MGP · Wikidata · ResearchGate · Math-Net.Ru · dblp · IdRef · theses.fr
Documents Indexed: 304 Publications since 1976, including 10 Books
11 Contributions as Editor
Reviewing Activity: 953 Reviews
Co-Authors: 142 Co-Authors with 238 Joint Publications
2,275 Co-Co-Authors
all top 5

Co-Authors

75 single-authored
34 Shevchenko, Georgiy M.
20 Ralchenko, Kostiantyn V.
13 Sakhno, Lyudmyla Mykhaĭlivna
10 Kozachenko, Yuriĭ Vasyl’ovych
9 Banna, Oksana L.
8 Kukush, Oleksandr Georgiĭovych
8 Valkeila, Esko
7 Kulinich, Grygoriĭ L.
7 Perestyuk, Mykola Oleksiĭovych
7 Shklyar, Sergiĭ Volodymyrovych
7 Zolota, Aelita V.
6 Il’chenko, Svitlana A.
6 Korolyuk, Volodymyr Semenovych
6 Kushnirenko, Svitlana V.
6 Melnikov, Aleksander Viktorovich
6 Moklyachuk, Mykhaĭlo Pavlovych
6 Zili, Mounir
5 Gushchin, Aleksandr Aleksandrovich
5 Kartashov, Mykola Valentynovych
5 Krvavych, Yurij V.
5 Kubilius, Kȩstutis
5 Makogin, Vitalii
5 Posashkova, Svitlana V.
5 Ragulina, Olena
4 Androshchuk, Maryna O.
4 Ascione, Giacomo
4 Ol’tsik, Ya. O.
4 Ol’tsik, Yanina A.
4 Pirozzi, Enrica
4 Posashkov, Sergij V.
4 Tomashyk, V. V.
4 Tomilov, Yuri
4 Zubchenko, V. P.
3 Gorodnii, M. F.
3 Hashorva, Enkelejd
3 Kondrat’yev, Yuriĭ Grygorovych
3 Lavrent’ev, A. S.
3 Maĭboroda, Rostyslav Yevgenovych
3 Malyarenko, Anatoliy A.
3 Olenko, Andriy Yakovych
3 Silvestrov, Dmitrii
3 Yukhnovs’kiĭ, Yu. V.
3 Yurchenko-Tytarenko, Anton
2 Androshchuk, Taras O.
2 Azmoodeh, Ehsan
2 Banna, O.
2 Bel Hadj Khlifa, Meriem
2 Borovkov, Konstantin A.
2 Buryak, Filipp
2 Dehtiar, Olena
2 Dozzi, Marco E.
2 Gusak, Dmytro V.
2 Kuchuk-Iatsenko, Sergii
2 Lavrent’yev, O. S.
2 Leonenko, Nikolai N.
2 Limnios, Nikolaos
2 Munchak, Ye. Yu.
2 Novikov, Aleksandr Aleksandrovich
2 Ostoja-Starzewski, Martin
2 Rozora, Iryna V.
2 Schied, Alexander
2 Seleznjev, Oleg
2 Shvaĭ, O. V.
2 Solovejko, O. M.
2 Swishchuk, Anatoliy
2 Veretennikov, Alexander Yu.
2 Weisz, Ferenc
2 Zakuzylo, O. K.
2 Zhelezniak, H. S.
2 Zheleznyak, G. S.
2 Zhitlukhin, Mikhail V.
1 Bagro, G. S.
1 Bezborodov, Viktor
1 Boguslavskaya, Elena Vladimirovna
1 Borysenko, Oleksandr Danylovych
1 Bratik, M. V.
1 Bratyk, Mykhajlo V.
1 Bratyk, Mykhaylo
1 da Silva, José Luís
1 Di Nunno, Giulia
1 Di Persio, Luca
1 Doroshenko, V. V.
1 Doroshenko, Vadym
1 Eisenberg, Julia
1 Guasoni, Paolo
1 Hopkalo, O. M.
1 Hössjer, Ola G.
1 Ivasyuk, A. V.
1 Kabanov, Yuriĭ Mikhaĭlovich
1 Khlifa, M. Bel Hadj
1 Kovalenko, Igor Mykolaĭovych
1 Krvavych, Yuriy
1 Kuchuk-Iatsenko, S. V.
1 Kuchuk-Yatsenko, S. V.
1 Kulik, Alexey M.
1 Kulik, O. M.
1 Kurchenko, Oleksandr O.
1 Lapida, T. M.
1 Lohvinenko, Stanislav
1 Mackay, Anne
...and 42 more Co-Authors
all top 5

Serials

56 Theory of Probability and Mathematical Statistics
30 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka
19 Modern Stochastics. Theory and Applications
17 Ukraïns’kyĭ Matematychnyĭ Zhurnal
14 Theory of Stochastic Processes
13 Prykladna Statystyka. Aktuarna ta Finansova Matematyka
10 Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka
9 Statistics & Probability Letters
7 Theory of Probability and its Applications
7 Visnyk. Matematyka. Mekhanika. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka
7 Stochastics
6 Ukrainian Mathematical Journal
6 Dopovidi Natsional’noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky
5 Stochastic Processes and their Applications
5 Teoriya Veroyatnosteĭ i Matematicheskaya Statistika
5 Random Operators and Stochastic Equations
5 Methodology and Computing in Applied Probability
4 Statistical Inference for Stochastic Processes
3 Journal of Theoretical Probability
3 Journal of Applied Mathematics and Stochastic Analysis
3 Communications in Statistics. Theory and Methods
3 Nonlinear Analysis. Modelling and Control
2 Computers & Mathematics with Applications
2 Doklady Akademii Nauk Ukrainskoĭ SSR, Seriya A
2 Journal of Mathematical Analysis and Applications
2 Lithuanian Mathematical Journal
2 Teoriya Veroyatnosteĭ i eë Primeneniya
2 Stochastic Analysis and Applications
2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
2 Opuscula Mathematica
2 Fractional Calculus & Applied Analysis
2 International Journal of Theoretical and Applied Finance
2 Electronic Journal of Statistics
2 Bocconi & Springer Series
1 The Annals of Probability
1 Applied Mathematics and Computation
1 Proceedings of the American Mathematical Society
1 SIAM Journal on Control and Optimization
1 Statistics & Decisions
1 Statistics
1 Dopovidi Akademiï Nauk Ukraïns’koï RSR. Seriya A
1 Stochastics and Stochastics Reports
1 Finance and Stochastics
1 Teoriya Sluchaĭnykh Protsessov
1 Mathematical Methods of Operations Research
1 Zhurnal Obchyslyuval’noïta Prykladnoï Matematyky
1 Stochastic Models
1 Stochastics and Dynamics
1 North American Actuarial Journal
1 Lecture Notes in Mathematics
1 Mathematics and Financial Economics
1 Risk and Decision Analysis
1 Springer Optimization and Its Applications
1 Problem Books in Mathematics
1 Mathematics and Statistics Series
1 De Gruyter Series in Probability and Stochastics

Publications by Year

Citations contained in zbMATH Open

138 Publications have been cited 972 times in 696 Documents Cited by Year
Stochastic calculus for fractional Brownian motion and related processes. Zbl 1138.60006
Mishura, Yuliya
314
2008
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion. Zbl 0983.60052
Mémin, Jean; Mishura, Yuliya; Valkeila, Esko
85
2001
The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. Zbl 1154.60046
Mishura, Yu; Shevchenko, G.
29
2008
Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index \(H > 1/2\). Zbl 1315.60071
Mishura, Yulia S.; Shevchenko, Georgiy M.
25
2011
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. Zbl 1268.60088
Mishura, Yuliya; Shevchenko, Georgiy
24
2012
Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. Zbl 1482.60079
Mishura, Yuliya; Veretennikov, Alexander
21
2020
On drift parameter estimation in models with fractional Brownian motion. Zbl 1396.62190
Kozachenko, Y.; Melnikov, A.; Mishura, Y.
18
2015
Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics. Zbl 1115.60043
Androshchuk, Taras; Mishura, Yuliya
14
2006
Fractional Lévy processes as a result of compact interval integral transformation. Zbl 1239.60029
Tikanmäki, Heikki; Mishura, Yuliya
13
2011
On hedging European options in geometric fractional Brownian motion market model. Zbl 1202.91312
Azmoodeh, Ehsan; Mishura, Yuliya; Valkeila, Esko
12
2009
Parameter estimation in fractional diffusion models. Zbl 1388.60006
Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn
12
2017
Fractional Cox-Ingersoll-Ross process with non-zero “mean”. Zbl 1391.60078
Mishura, Yuliya; Yurchenko-Tytarenko, Anton
10
2018
The rate of convergence of Hurst index estimate for the stochastic differential equation. Zbl 1255.60065
Kubilius, K.; Mishura, Y.
10
2012
Stochastic analysis of mixed fractional Gaussian processes. Zbl 1455.60004
Mishura, Yuliya; Zili, Mounir
10
2018
Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
9
2017
Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter. Zbl 1228.60067
Mishura, Yu. S.; Posashkova, S. V.
9
2011
Approximation schemes for stochastic differential equations in Hilbert space. Zbl 1148.60044
Mishura, Yu. S.; Shevchenko, G. M.
9
2007
Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061
Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu.
8
2018
Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy
8
2015
Approximation of fractional Brownian motion by Wiener integrals. Zbl 1224.60079
Mishura, Yu. S.; Banna, O. L.
8
2008
The absence of arbitrage in a mixed Brownian-fractional Brownian model. Zbl 1113.91322
Mishura, Yu. S.; Valkeila, E.
8
2002
Theory of stochastic processes. With applications to financial mathematics and risk theory. Zbl 1189.60001
Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey
8
2010
Weak solutions for stochastic differential equations with additive fractional noise. Zbl 1063.60085
Mishura, Yu.; Nualart, D.
7
2005
Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\). Zbl 1326.60048
Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn; Seleznjev, Oleg
7
2015
Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas. Zbl 1403.91345
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya
7
2015
Approximation of fractional Brownian motion by martingales. Zbl 1312.60043
Shklyar, Sergiy; Shevchenko, Georgiy; Mishura, Yuliya; Doroshenko, Vadym; Banna, Oksana
7
2014
Boundary non-crossing probabilities for fractional Brownian motion with trend. Zbl 1337.60065
Hashorva, Enkelejd; Mishura, Yuliya; Seleznjev, Oleg
6
2015
Random variables as pathwise integrals with respect to fractional Brownian motion. Zbl 1328.60131
Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko
6
2013
Fractional stochastic integration and Black-Scholes equation for fractional Brownian model with stochastic volatility. Zbl 1052.60029
Mishura, Yuliya
6
2004
Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process. Zbl 1332.60049
Mishura, Yuliya
6
2015
Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Zbl 1329.60102
Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy
6
2015
Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process. Zbl 1356.60062
Kukush, Alexander; Mishura, Yuliya; Ralchenko, Kostiantyn
6
2017
An extension of the Lévy characterization to fractional Brownian motion. Zbl 1227.60051
Mishura, Yuliya; Valkeila, Esko
6
2011
Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059
Mishura, Yu.; Ralchenko, K.; Shevchenko, G.
6
2019
Convergence of solutions of mixed stochastic delay differential equations with applications. Zbl 1338.34155
Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy
5
2015
Ruin probabilities. Smoothness, bounds, supermartingale approach. Zbl 1422.91023
Mishura, Yuliya; Ragulina, Olena
5
2016
Boundary noncrossings of additive Wiener fields. Zbl 1304.60059
Hashorva, Enkelejd; Mishura, Yuliya
5
2014
Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions. Zbl 1224.60074
Banna, Oksana L.; Mishura, Yuliya S.
5
2008
On (signed) Takagi-Landsberg functions: \(p\)th variation, maximum, and modulus of continuity. Zbl 1408.28014
Mishura, Yuliya; Schied, Alexander
5
2019
Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. Zbl 1322.60091
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
5
2015
Time-changed fractional Ornstein-Uhlenbeck process. Zbl 1450.60030
Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica
4
2020
Rate of convergence of option prices by using the method of pseudomoments. Zbl 1345.60018
Mishura, Yu. S.; Munchak, E. Yu.
4
2016
Atomic decompositions and inequalities for vector-valued discrete-time martingales. Zbl 0956.60037
Mishura, Yu. S.; Weisz, F.
4
1998
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. Zbl 1329.60193
Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy
4
2014
Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation. Zbl 1403.91346
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya
4
2015
Practical approaches to the estimation of the ruin probability in a risk model with additional funds. Zbl 1349.91151
Mishura, Yuliya; Ragulina, Olena; Stroyev, Oleksandr
4
2014
Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet. Zbl 1316.60077
Makogin, Vitalii; Mishura, Yuliya
4
2015
The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black-Scholes model. Zbl 1338.60072
Mishura, Yuliya
4
2015
Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Zbl 1339.91063
Mishura, Yu. S.; Ragulina, O. Yu.; Stroev, O. M.
4
2015
Exponential estimates for two-parameter martingales. Zbl 0635.60049
Mishura, Yu. S.
4
1987
Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. Zbl 1290.60069
Mishura, Yuliya S.; Shevchenko, Georgiy M.
4
2011
On reselling of European option. Zbl 1141.91017
Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M.
4
2006
Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations. Zbl 1322.60090
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
4
2014
The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process. Zbl 1336.91079
Mishura, Yuliya
4
2015
The simplest martingales of the best approximation of fractional Brownian motion. Zbl 1199.60132
Banna, O.; Mishura, Yu.
4
2008
Constructing functions with prescribed pathwise quadratic variation. Zbl 1343.60066
Mishura, Yuliya; Schied, Alexander
3
2016
Martingale transforms and Girsanov theorem for long-memory Gaussian processes. Zbl 1002.60030
Mishura, Yuliya; Valkeila, Esko
3
2001
Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent. Zbl 1331.62116
Mishura, Yuliya
3
2014
Differentiability of fractional integrals whose kernels contain fractional Brownian motion. Zbl 0985.60057
Krvavych, Yu. V.; Mishura, Yu. S.
3
2001
Statistical inference with fractional Brownian motion. Zbl 1107.62355
Kukush, Alexander; Mishura, Yuliya; Valkeila, Esko
3
2005
Optimal stopping for Lévy processes with one-sided solutions. Zbl 1347.60045
Mordecki, Ernesto; Mishura, Yuliya
3
2016
The rate of convergence to the normal law in terms of pseudomoments. Zbl 1349.60016
Mishura, Yuliya; Munchak, Yevheniya; Slyusarchuk, Petro
3
2015
European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process. Zbl 1336.60134
Mishura, Yu.; Rizhniak, G.; Zubchenko, V.
3
2014
On the convergence of random fields in the J-topology. Zbl 0433.60056
Mishura, Yu. S.
3
1979
An isometric approach to generalized stochastic integrals. Zbl 0965.60054
Mishura, Yuliya; Valkeila, Esko
3
2000
The generalization of the quantile hedging problem for a price process model involving a finite number of Brownian and fractional Brownian motions. Zbl 1224.91190
Bratyk, Mykhaylo; Mishura, Yuliya
3
2008
Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061
Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V.
3
2009
A generalized Itô formula for two-parameter martingales. II. Zbl 0629.60051
Mishura, Yu. S.
3
1986
Sufficient conditions for relative compactness of measures corresponding to two-parameter strong martingales. Zbl 0629.60052
Mishura, Yu. S.
3
1987
A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval. Zbl 1243.60034
Banna, O. L.; Mishura, Yu. S.
3
2011
New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
3
2018
Decomposition of two-parameter martingales into orthogonal components. Zbl 0473.60048
Mishura, Yu. S.
3
1980
The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1280.60041
Mishura, Yuliya S.; Posashkova, Svitlana V.
3
2011
Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth. Zbl 1411.91542
Bezborodov, Viktor; Di Persio, Luca; Mishura, Yuliya
3
2019
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and Wiener process. Zbl 1142.60028
Mishura, Yuliya; Posashkov, Sergiy
3
2007
Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications. Zbl 1485.60043
Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica
3
2021
Limit behavior of functionals of solutions of diffusion type equations. Zbl 1345.60029
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2
2016
Estimation of the ruin probability of an insurance company operating on a BS-market. Zbl 1164.62402
Androshchuk, M. O.; Mishura, Yu. S.
2
2007
Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter. Zbl 1352.60049
Kulinich, Grigorij; Kushnirenko, Svitlana; Mishura, Yuliia
2
2016
The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. I. Zbl 0749.60042
Gushchin, A. A.; Mishura, Yu. S.
2
1990
Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility. Zbl 1355.60071
Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir
2
2016
Optimal stopping time problem for random walks with polynomial reward functions. Zbl 1300.60058
Mishura, Yu. S.; Tomashyk, V. V.
2
2013
The distance between fractional Brownian motion and the subspace of martingales with “similar” kernels. Zbl 1307.60038
Doroshenko, V.; Mishura, Yu.; Banna, O.
2
2013
Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion. Zbl 1224.60146
Mishura, Yuliya; Posashkova, Svitlana
2
2008
Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194
Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M.
2
2008
Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1224.60156
Zubchenko, V. P.; Mishura, Yu. S.
2
2009
A generalized Itô formula for two-parameter martingales. I. Zbl 0587.60038
Mishura, Yu. S.
2
1985
An estimate for the rate of convergence of a difference scheme applied to a stochastic differential equation with an additional process parameter. Zbl 1232.60052
Mishura, Yuliya S.; Shvaĭ, O. V.
2
2011
The optimal time to exchange one asset for another on finite interval. Zbl 1189.60087
Mishura, Yuliya; Shevchenko, Georgiy
2
2009
Extreme measures for entropy functionals. Zbl 1438.60003
Mishura, Yu. S.; Zheleznyak, G. S.
2
2017
Theory and statistical applications of stochastic processes. Zbl 1375.60006
Mishura, Yuliya; Shevchenko, Georgiy
2
2017
Drift parameter estimation in the models involving fractional Brownian motion. Zbl 1382.60063
Mishura, Yuliya; Ralchenko, Kostiantyn
2
2017
Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise. Zbl 1355.60068
Di Nunno, Giulia; Mishura, Yuliya; Ralchenko, Kostiantyn
2
2016
Inequalities for vector-valued martingales with continuous time. Zbl 0939.60025
Weisz, F.; Mishura, Yu. S.
1
1998
Dividend barrier strategies in a renewal risk model with generalized Erlang interarrival times. Zbl 1291.91123
Mishura, Yuliya; Schmidli, Hanspeter
1
2012
Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model. Zbl 1045.62079
Kukush, A. G.; Mishura, Yu. S.
1
1999
Existence of solutions of abstract Volterra equations in a Banach space and its subsets. Zbl 0973.45011
Mishura, Yu. S.
1
2000
Skorokhod space and Skorokhod topology in probabilistic considerations during 1956–1999. Zbl 0973.60007
Mishura, Yuliya
1
2000
Exponential formula and Girsanov theorem for mixed semilinear stochastic differential equations. Zbl 0983.60057
Krvavych, Yuriy; Mishura, Yuliya
1
2001
On the analytic structure of solutions to higher order abstract Cauchy problems. Zbl 0891.34063
Mishura, Yuliya; Tomilov, Yuri
1
1998
Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications. Zbl 1485.60043
Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica
3
2021
Fractional stochastic heat equation with piecewise constant coefficients. Zbl 1476.60076
Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir; Zougar, Eya
1
2021
High-frequency trading with fractional Brownian motion. Zbl 1461.91300
Guasoni, Paolo; Mishura, Yuliya; Rásonyi, Miklós
1
2021
Convergence results for the time-changed fractional Ornstein-Uhlenbeck processes. Zbl 1470.60111
Ascione, G.; Mishura, Yu.; Pirozzi, E.
1
2021
Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. Zbl 1482.60079
Mishura, Yuliya; Veretennikov, Alexander
21
2020
Time-changed fractional Ornstein-Uhlenbeck process. Zbl 1450.60030
Ascione, Giacomo; Mishura, Yuliya; Pirozzi, Enrica
4
2020
On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity. Zbl 1436.60037
Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir
1
2020
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. Zbl 1468.60046
Banna, Oksana; Buryak, Filipp; Mishura, Yuliya
1
2020
Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059
Mishura, Yu.; Ralchenko, K.; Shevchenko, G.
6
2019
On (signed) Takagi-Landsberg functions: \(p\)th variation, maximum, and modulus of continuity. Zbl 1408.28014
Mishura, Yuliya; Schied, Alexander
5
2019
Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth. Zbl 1411.91542
Bezborodov, Viktor; Di Persio, Luca; Mishura, Yuliya
3
2019
Fractional Brownian motion. Approximations and projections. Zbl 07552776
Banna, Oksana; Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy
1
2019
Fractional Cox-Ingersoll-Ross process with non-zero “mean”. Zbl 1391.60078
Mishura, Yuliya; Yurchenko-Tytarenko, Anton
10
2018
Stochastic analysis of mixed fractional Gaussian processes. Zbl 1455.60004
Mishura, Yuliya; Zili, Mounir
10
2018
Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061
Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu.
8
2018
New and refined bounds for expected maxima of fractional Brownian motion. Zbl 1406.60058
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
3
2018
Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation. Zbl 1395.60042
Dozzi, Marco; Kozachenko, Yuriy; Mishura, Yuliya; Ralchenko, Kostiantyn
1
2018
Fractional Cox-Ingersoll-Ross process with small Hurst indices. Zbl 1454.60053
Mishura, Yuliya; Yurchenko-Tytarenko, Anton
1
2018
Maximum likelihood estimation for Gaussian process with nonlinear drift. Zbl 1420.62364
Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy
1
2018
Parameter estimation in fractional diffusion models. Zbl 1388.60006
Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn
12
2017
Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
9
2017
Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process. Zbl 1356.60062
Kukush, Alexander; Mishura, Yuliya; Ralchenko, Kostiantyn
6
2017
Extreme measures for entropy functionals. Zbl 1438.60003
Mishura, Yu. S.; Zheleznyak, G. S.
2
2017
Theory and statistical applications of stochastic processes. Zbl 1375.60006
Mishura, Yuliya; Shevchenko, Georgiy
2
2017
Drift parameter estimation in the models involving fractional Brownian motion. Zbl 1382.60063
Mishura, Yuliya; Ralchenko, Kostiantyn
2
2017
Small ball properties and representation results. Zbl 1353.60050
Mishura, Yuliya; Shevchenko, Georgiy
1
2017
An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility. Zbl 1377.91160
Kuchuk-Yatsenko, S. V.; Mishura, Yu. S.; Munchak, Ye. Yu.
1
2017
On mean-variance hedging under partial observations and terminal wealth constraints. Zbl 1396.91695
Makogin, Vitalii; Melnikov, Alexander; Mishura, Yuliya
1
2017
Ruin probabilities. Smoothness, bounds, supermartingale approach. Zbl 1422.91023
Mishura, Yuliya; Ragulina, Olena
5
2016
Rate of convergence of option prices by using the method of pseudomoments. Zbl 1345.60018
Mishura, Yu. S.; Munchak, E. Yu.
4
2016
Constructing functions with prescribed pathwise quadratic variation. Zbl 1343.60066
Mishura, Yuliya; Schied, Alexander
3
2016
Optimal stopping for Lévy processes with one-sided solutions. Zbl 1347.60045
Mordecki, Ernesto; Mishura, Yuliya
3
2016
Limit behavior of functionals of solutions of diffusion type equations. Zbl 1345.60029
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
2
2016
Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter. Zbl 1352.60049
Kulinich, Grigorij; Kushnirenko, Svitlana; Mishura, Yuliia
2
2016
Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility. Zbl 1355.60071
Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir
2
2016
Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise. Zbl 1355.60068
Di Nunno, Giulia; Mishura, Yuliya; Ralchenko, Kostiantyn
2
2016
Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model. Zbl 1352.60050
Mishura, Yuliia; Munchak, Yevheniia
1
2016
Rate of convergence of option prices for approximations of the geometric Ornstein-Uhlenbeck process by Bernoulli jumps of prices on assets. Zbl 1415.91288
Mishura, Yu. S.; Munchak, Ye. Yu.
1
2016
On drift parameter estimation in models with fractional Brownian motion. Zbl 1396.62190
Kozachenko, Y.; Melnikov, A.; Mishura, Y.
18
2015
Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy
8
2015
Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\). Zbl 1326.60048
Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn; Seleznjev, Oleg
7
2015
Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas. Zbl 1403.91345
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya
7
2015
Boundary non-crossing probabilities for fractional Brownian motion with trend. Zbl 1337.60065
Hashorva, Enkelejd; Mishura, Yuliya; Seleznjev, Oleg
6
2015
Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process. Zbl 1332.60049
Mishura, Yuliya
6
2015
Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Zbl 1329.60102
Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy
6
2015
Convergence of solutions of mixed stochastic delay differential equations with applications. Zbl 1338.34155
Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy
5
2015
Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. Zbl 1322.60091
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
5
2015
Option pricing in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Simulation. Zbl 1403.91346
Kuchuk-Iatsenko, Sergii; Mishura, Yuliya
4
2015
Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet. Zbl 1316.60077
Makogin, Vitalii; Mishura, Yuliya
4
2015
The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black-Scholes model. Zbl 1338.60072
Mishura, Yuliya
4
2015
Analytic properties of infinite-horizon survival probability in a risk model with additional funds. Zbl 1339.91063
Mishura, Yu. S.; Ragulina, O. Yu.; Stroev, O. M.
4
2015
The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process. Zbl 1336.91079
Mishura, Yuliya
4
2015
The rate of convergence to the normal law in terms of pseudomoments. Zbl 1349.60016
Mishura, Yuliya; Munchak, Yevheniya; Slyusarchuk, Petro
3
2015
Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence. Zbl 1352.60059
Mishura, Yuliya; Voronov, Ivan
1
2015
Approximation of a Wiener process by integrals with respect to the fractional Brownian motion of power functions of a given exponent. Zbl 1326.60076
Banna, O. L.; Mishura, Yu. S.; Shklyar, S. V.
1
2015
Approximation of fractional Brownian motion by martingales. Zbl 1312.60043
Shklyar, Sergiy; Shevchenko, Georgiy; Mishura, Yuliya; Doroshenko, Vadym; Banna, Oksana
7
2014
Boundary noncrossings of additive Wiener fields. Zbl 1304.60059
Hashorva, Enkelejd; Mishura, Yuliya
5
2014
Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. Zbl 1329.60193
Mishura, Yuliya; Ral&rsquo;chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy
4
2014
Practical approaches to the estimation of the ruin probability in a risk model with additional funds. Zbl 1349.91151
Mishura, Yuliya; Ragulina, Olena; Stroyev, Oleksandr
4
2014
Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations. Zbl 1322.60090
Kulinich, G. L.; Kushnirenko, S. V.; Mishura, Yu. S.
4
2014
Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent. Zbl 1331.62116
Mishura, Yuliya
3
2014
European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process. Zbl 1336.60134
Mishura, Yu.; Rizhniak, G.; Zubchenko, V.
3
2014
Strong limit theorems for anisotropic self-similar fields. Zbl 1314.60102
Makogin, V.; Mishura, Yu.
1
2014
Convergence of exit times for diffusion processes. Zbl 1310.60042
Mishura, Yu. S.; Tomashyk, V. V.
1
2014
Properties of integrals with respect to fractional Poisson processes with compact kernels. Zbl 1326.60080
Mishura, Yu.; Zubchenko, V.
1
2014
Random variables as pathwise integrals with respect to fractional Brownian motion. Zbl 1328.60131
Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko
6
2013
Optimal stopping time problem for random walks with polynomial reward functions. Zbl 1300.60058
Mishura, Yu. S.; Tomashyk, V. V.
2
2013
The distance between fractional Brownian motion and the subspace of martingales with “similar” kernels. Zbl 1307.60038
Doroshenko, V.; Mishura, Yu.; Banna, O.
2
2013
Distance of fractional Brownian motion to the subspaces of Gaussian martingales. Zbl 1289.60073
Mishura, Yu. S.; Banna, O. L.; Doroshenko, V. V.
1
2013
Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. Zbl 1268.60088
Mishura, Yuliya; Shevchenko, Georgiy
24
2012
The rate of convergence of Hurst index estimate for the stochastic differential equation. Zbl 1255.60065
Kubilius, K.; Mishura, Y.
10
2012
Dividend barrier strategies in a renewal risk model with generalized Erlang interarrival times. Zbl 1291.91123
Mishura, Yuliya; Schmidli, Hanspeter
1
2012
Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index \(H > 1/2\). Zbl 1315.60071
Mishura, Yulia S.; Shevchenko, Georgiy M.
25
2011
Fractional Lévy processes as a result of compact interval integral transformation. Zbl 1239.60029
Tikanmäki, Heikki; Mishura, Yuliya
13
2011
Stochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameter. Zbl 1228.60067
Mishura, Yu. S.; Posashkova, S. V.
9
2011
An extension of the Lévy characterization to fractional Brownian motion. Zbl 1227.60051
Mishura, Yuliya; Valkeila, Esko
6
2011
Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. Zbl 1290.60069
Mishura, Yuliya S.; Shevchenko, Georgiy M.
4
2011
A bound for the distance between fractional Brownian motion and the space of Gaussian martingales on an interval. Zbl 1243.60034
Banna, O. L.; Mishura, Yu. S.
3
2011
The rate of convergence of the Euler scheme to the solution of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1280.60041
Mishura, Yuliya S.; Posashkova, Svitlana V.
3
2011
An estimate for the rate of convergence of a difference scheme applied to a stochastic differential equation with an additional process parameter. Zbl 1232.60052
Mishura, Yuliya S.; Shvaĭ, O. V.
2
2011
Functional limit theorems for stochastic integrals with applications to risk processes and to capital of self-financing strategies in a multidimensional market. II. Zbl 1232.60026
Mishura, Yuliya S.; Yukhnovs&rsquo;kiĭ, Yu. V.
1
2011
Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1235.60086
Zubchenko, V. P.; Mishura, Yu. S.
1
2011
On pricing and hedging in financial markets with long-range dependence. Zbl 1273.91443
Melnikov, Alexander; Mishura, Yuliya
1
2011
Theory of stochastic processes. With applications to financial mathematics and risk theory. Zbl 1189.60001
Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey
8
2010
On hedging European options in geometric fractional Brownian motion market model. Zbl 1202.91312
Azmoodeh, Ehsan; Mishura, Yuliya; Valkeila, Esko
12
2009
Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061
Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs&rsquo;kyj, Yu. V.
3
2009
Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure. Zbl 1224.60156
Zubchenko, V. P.; Mishura, Yu. S.
2
2009
The optimal time to exchange one asset for another on finite interval. Zbl 1189.60087
Mishura, Yuliya; Shevchenko, Georgiy
2
2009
Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier. Zbl 1224.91158
Kulik, O. M.; Mishura, Yu. S.; Solovejko, O. M.
1
2009
Stochastic calculus for fractional Brownian motion and related processes. Zbl 1138.60006
Mishura, Yuliya
314
2008
The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. Zbl 1154.60046
Mishura, Yu; Shevchenko, G.
29
2008
Approximation of fractional Brownian motion by Wiener integrals. Zbl 1224.60079
Mishura, Yu. S.; Banna, O. L.
8
2008
Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions. Zbl 1224.60074
Banna, Oksana L.; Mishura, Yuliya S.
5
2008
The simplest martingales of the best approximation of fractional Brownian motion. Zbl 1199.60132
Banna, O.; Mishura, Yu.
4
2008
The generalization of the quantile hedging problem for a price process model involving a finite number of Brownian and fractional Brownian motions. Zbl 1224.91190
Bratyk, Mykhaylo; Mishura, Yuliya
3
2008
Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion. Zbl 1224.60146
Mishura, Yuliya; Posashkova, Svitlana
2
2008
Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194
Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M.
2
2008
An optimal stopping problem for a random walk with polynomial reward functions. Zbl 1199.60145
Tomashyk, V. V.; Mishura, Yu. S.
1
2008
Approximation schemes for stochastic differential equations in Hilbert space. Zbl 1148.60044
Mishura, Yu. S.; Shevchenko, G. M.
9
2007
Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and Wiener process. Zbl 1142.60028
Mishura, Yuliya; Posashkov, Sergiy
3
2007
...and 38 more Documents
all top 5

Cited by 776 Authors

79 Mishura, Yuliya Stepanivna
26 Shevchenko, Georgiy M.
26 Yan, Litan
19 Ralchenko, Kostiantyn V.
18 Nualart, David
17 Hu, Yaozhong
16 Prakasa Rao, B. L. S.
14 Shen, Guangjun
13 Radchenko, Vadym Mykolaĭovych
12 Viitasaari, Lauri
11 Xu, Yong
10 Pei, Bin
10 Sottinen, Tommi
9 Sun, Xichao
8 Caraballo Garrido, Tomás
8 Jiang, Yiming
8 Tudor, Ciprian A.
8 Yu, Xianye
7 Hashorva, Enkelejd
7 Neuenkirch, Andreas
7 Vas’kovskiĭ, Maksim Mikhaĭlovich
7 Xiao, Wei-Lin
7 Zeng, Caibin
7 Zili, Mounir
6 Kubilius, Kȩstutis
6 Liu, Junfeng
6 Tindel, Samy
6 Torres, Soledad
6 Valkeila, Esko
6 Wang, Yongjin
6 Wang, Zhi
6 Yang, Qigui
5 Araya, Héctor
5 Azmoodeh, Ehsan
5 Bernido, Christopher C.
5 Boudaoui, Ahmed
5 Carpio-Bernido, Maria Victoria
5 da Silva, José Luís
5 Fan, Xiliang
5 Kozachenko, Yuriĭ Vasyl’ovych
5 Kuznetsov, Dmitriĭ Feliksovich
5 León, Jorge A.
5 Li, Zhi
5 Makogin, Vitalii
5 Melnikov, Aleksander Viktorovich
5 Pirozzi, Enrica
5 Shalaiko, Taras
5 Shklyar, Sergiĭ Volodymyrovych
5 Słomiński, Leszek
5 Wu, Jianglun
5 Yang, Xiaoyuan
5 Yin, Xiuwei
5 Yuan, Chenggui
4 Ascione, Giacomo
4 Banna, Oksana L.
4 Bender, Christian
4 Bock, Wolfgang
4 Chen, Yangquan
4 Garrido-Atienza, María José
4 Huang, Xing
4 Jing, Shuai
4 Kulinich, Grygoriĭ L.
4 Kushnirenko, Svitlana V.
4 Liu, Yanghui
4 Ouahab, Abdelghani
4 Ragulina, Olena
4 Schied, Alexander
4 Shokrollahi, Foad
4 Skorniakov, Viktor
4 Yu, Qian
4 Zhang, Weiguo
4 Zhang, Xili
4 Zhitlukhin, Mikhail V.
3 Balan, Raluca M.
3 Biagini, Francesca
3 Bo, Lijun
3 Bornales, Jinky B.
3 Borovkov, Konstantin A.
3 Chen, Chao
3 Cui, Jing
3 Dębicki, Krzysztof
3 Deng, Weihua
3 Dozzi, Marco E.
3 Duan, Jinqiao
3 Nguyen Tien Dung
3 Falkowski, Adrian
3 Fink, Holger
3 Garzón, Johanna
3 Han, Jingqi
3 Ivanoff, B. Gail
3 Khodabin, Morteza
3 Levakov, Anatoliĭ Afanas’evich
3 Marie, Nicolas
3 Moroz, A. G.
3 Ohashi, Alberto Masayoshi F.
3 Øksendal, Bernt Karsten
3 Olenko, Andriy Yakovych
3 Parczewski, Peter
3 Piterbarg, Vladimir Il’ich
3 Ren, Fuyao
...and 676 more Authors
all top 5

Cited in 171 Serials

58 Theory of Probability and Mathematical Statistics
35 Stochastic Processes and their Applications
33 Stochastic Analysis and Applications
32 Statistics & Probability Letters
32 Modern Stochastics. Theory and Applications
22 Stochastics
19 Stochastics and Dynamics
17 Journal of Theoretical Probability
13 Journal of Mathematical Analysis and Applications
13 Statistical Inference for Stochastic Processes
9 Communications in Statistics. Theory and Methods
9 Abstract and Applied Analysis
8 Physica A
8 The Annals of Probability
8 Mathematical Problems in Engineering
8 Methodology and Computing in Applied Probability
8 Differential Equations
8 Discrete and Continuous Dynamical Systems. Series B
8 Advances in Difference Equations
7 Applied Mathematics and Computation
7 Journal of Applied Probability
7 Cybernetics and Systems Analysis
7 Bernoulli
7 Infinite Dimensional Analysis, Quantum Probability and Related Topics
7 Discrete Dynamics in Nature and Society
7 Frontiers of Mathematics in China
6 Journal of Computational and Applied Mathematics
6 Journal of Differential Equations
6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
6 Nonlinear Analysis. Modelling and Control
5 Chaos, Solitons and Fractals
5 Theory of Probability and its Applications
5 Probability Theory and Related Fields
5 The Annals of Applied Probability
5 Journal of Inequalities and Applications
5 Chaos
5 Fractional Calculus & Applied Analysis
5 Acta Mathematica Sinica. English Series
5 Differentsial’nye Uravneniya i Protsessy Upravleniya
4 Computers & Mathematics with Applications
4 Journal of Statistical Physics
4 Lithuanian Mathematical Journal
4 Applied Mathematics and Optimization
4 SIAM Journal on Control and Optimization
4 Potential Analysis
4 Random Operators and Stochastic Equations
4 Electronic Journal of Probability
4 Electronic Communications in Probability
4 Finance and Stochastics
4 International Journal of Theoretical and Applied Finance
4 Acta Mathematica Scientia. Series B. (English Edition)
4 Electronic Journal of Statistics
4 Advances in Mathematical Physics
3 Advances in Applied Probability
3 Ukrainian Mathematical Journal
3 SIAM Journal on Numerical Analysis
3 Acta Mathematica Hungarica
3 Applied Numerical Mathematics
3 Applied Mathematics Letters
3 Communications in Nonlinear Science and Numerical Simulation
3 Mediterranean Journal of Mathematics
3 SIAM Journal on Financial Mathematics
3 Science China. Mathematics
2 Applicable Analysis
2 Russian Mathematical Surveys
2 Journal of Multivariate Analysis
2 Journal of Statistical Planning and Inference
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Osaka Journal of Mathematics
2 Semigroup Forum
2 Chinese Annals of Mathematics. Series B
2 Acta Applicandae Mathematicae
2 Statistics
2 Journal of Scientific Computing
2 Journal de Mathématiques Pures et Appliquées. Neuvième Série
2 Journal of Statistical Computation and Simulation
2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
2 Journal of Dynamics and Differential Equations
2 Journal of Mathematical Sciences (New York)
2 Bulletin des Sciences Mathématiques
2 Discrete and Continuous Dynamical Systems
2 Nonlinear Dynamics
2 Quantitative Finance
2 Journal of Systems Science and Complexity
2 Journal of Statistical Mechanics: Theory and Experiment
2 Boundary Value Problems
2 Journal of the Korean Statistical Society
2 Mathematics and Financial Economics
2 AIMS Mathematics
1 International Journal of Modern Physics B
1 Acta Mechanica
1 Archive for Rational Mechanics and Analysis
1 Communications in Mathematical Physics
1 International Journal of Control
1 Journal of the Franklin Institute
1 Journal of Mathematical Physics
1 Mathematical Biosciences
1 Mathematical Methods in the Applied Sciences
1 Mathematical Notes
1 Physics Letters. A
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