Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process by Mishura, Y., Posashkov, S.

Get full text

Another approach to the problem of the ruin probability estimate for risk process with investments by Androshchuk, M., Mishura, Y.

Get full text

Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions by Banna, O., Mishura, Y.

Get full text

The generalization of the quantile hedging problem for price process model involving finite number of Brownian and fractional Brownian motions by Bratyk, M., Mishura, Y.

Get full text