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

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

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

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

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