Yuliya Mishura

17 papers Journal 17
YearRankTypeTitle / Venue / Authors
2024 J jnl
A discrete-time model that weakly converges to a continuous-time geometric Brownian motion with Markov switching drift rate.
Frontiers Appl. Math. Stat.
Vitaliy Golomoziy, Yuliya Mishura, Kamil Kladívko
2024 J jnl
Entropies of the Poisson distribution as functions of intensity: "normal" and "anomalous" behavior.
CoRR
Dmitri Finkelshtein, Anatoliy Malyarenko, Yuliya Mishura, Kostiantyn Ralchenko
2024 J jnl
Gaussian Volterra Processes as Models of Electricity Markets.
SIAM J. Financial Math.
Yuliya Mishura, Stefania Ottaviano, Tiziano Vargiolu
2024 J jnl
Numerical approach to the drift parameter estimation in the model with two fractional Brownian motions.
Commun. Stat. Simul. Comput.
Yuliya Mishura, Kostiantyn Ralchenko, Hanna Zhelezniak
2024 J jnl
Option Pricing in Sandwiched Volterra Volatility Model.
SIAM J. Financial Math.
Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko
2024 J jnl
Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter.
CoRR
Volodymyr Braiman, Anatoliy Malyarenko, Yuliya Mishura, Yevheniia Anastasiia Rudyk
2024 J jnl
Properties of the Shannon, Rényi and other entropies: dependence in parameters, robustness in distributions and extremes.
CoRR
Iryna Bodnarchuk, Yuliya Mishura, Kostiantyn Ralchenko
2023 J jnl
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises.
Numer. Algorithms
Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko
2023 J jnl
Processing Big Data of Court Decisions.
Balt. J. Mod. Comput.
Vitaliy Golomoziy, Yuliya Mishura, Iryna Izarova, Tetiana Ianevych
2023 J jnl
Properties of Various Entropies of Gaussian Distribution and Comparison of Entropies of Fractional Processes.
Axioms
Anatoliy Malyarenko, Yuliya Mishura, Kostiantyn Ralchenko, Yevheniia Anastasiia Rudyk
2020 J jnl
Approximate solution of the integral equations involving kernel with additional singularity.
CoRR
Vitalii Makogin, Yuliya Mishura, Hanna Zhelezniak
2020 J jnl
Fractional integrals, derivatives and integral equations with weighted Takagi-Landsberg functions.
CoRR
Vitalii Makogin, Yuliya Mishura
2020 J jnl
Optimising dividends and consumption under an exponential CIR as a discount factor.
Math. Methods Oper. Res.
Julia Eisenberg, Yuliya Mishura
2016 J jnl
Optimal Stopping for Lévy Processes with One-Sided Solutions.
SIAM J. Control. Optim.
Ernesto Mordecki, Yuliya Mishura
2015 J jnl
Convergence of solutions of mixed stochastic delay differential equations with applications.
Appl. Math. Comput.
Yuliya Mishura, Taras Shalaiko, Georgiy Shevchenko
2014 J jnl
On stocks and interest rates modeling in long-range dependent environment.
Risk Decis. Anal.
Alexander Melnikov, Yuliya Mishura
2012 J jnl
Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions.
Comput. Math. Appl.
Yuliya Mishura, Georgiy Shevchenko