Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion

за авторством Mishura, Y., Posashkova, S.
Опубліковано 2008

Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and wiener process

за авторством Mishura, Y., Posashkov, S.
Опубліковано 2007

Approximation of fractional Brownian motion with associated Hurst index separated from 1 by stochastic integrals of linear power functions

за авторством Banna, O., Mishura, Y.
Опубліковано 2008

The generalization of the quantile hedging problem for price process model involving finite number of Brownian and fractional Brownian motions

за авторством Bratyk, M., Mishura, Y.
Опубліковано 2008

Another approach to the problem of the ruin probability estimate for risk process with investments

за авторством Androshchuk, M., Mishura, Y.
Опубліковано 2007