Yuliya Mishura – författare

Theory of Stochastic Processes

With Applications to Financial Mathematics and Risk Theory

Entropies and Fractionality

Entropy Functionals, Small Deviations and Related Integral Equations

Theory of Stochastic Processes

With Applications to Financial Mathematics and Risk Theory

Financial Mathematics

Ruin Probabilities

Smoothness, Bounds, Supermartingale Approach

Stochastic Analysis of Mixed Fractional Gaussian Processes

Theory and Statistical Applications of Stochastic Processes

Fractional Brownian Motion

Approximations and Projections

Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations

Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations

Functional Analysis and Operator Theory

Functional Analysis and Operator Theory

Volterra Volatility Models

Option Pricing and Hedging

Discrete-Time Approximations and Limit Theorems

In Applications to Financial Markets

Fractional Deterministic and Stochastic Calculus

Modern Stochastics and Applications

Parameter Estimation in Fractional Diffusion Models

Parameter Estimation in Fractional Diffusion Models

Stochastic Calculus for Fractional Brownian Motion and Related Processes