Open Science Harvester of NAS of Ukraine

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

by Mishura, Y., Posashkov, S.
Published 2007

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

by Mishura, Y., Posashkova, S.
Published 2008

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

by Banna, O., Mishura, Y.
Published 2008

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.
Published 2008

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

by Androshchuk, M., Mishura, Y.
Published 2007