Two-parameter Lévy processes: Ito formula, semigroups, and generators von Mishura, Yu.S.

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On differentiability of solution to stochastic differential equation with fractional Brownian motion von Mishura, Yu.S., Shevchenko, G.M.

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Existence of solutions of abstract volterra equations in a banach space and its subsets von Mishura, Yu. S., Мішура, Ю. С.

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Two-parameter Lévy processes: ItÔ formula, semigroups, and generators von Mishura, Yu. S., Мішура, Ю. С.

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On reselling of European option von Kukush, A.G., Mishura, Yu.S., Shevchenko, G.M.

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Existence and properties of local times for Markov random fields von Mishura, Yu. S., Мишура, Ю. С., Мишура, Ю. С.

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Weak convergence of integral functionals of random walks weakly convergent to fractional Brownian motion von Mishura, Yu. S., Rode, S. H., Мішура, Ю. С., Роде, С. Г.

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Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure von Zubchenko, V. P., Mishura, Yu. S., Зубченко, В. П., Мішура, Ю. С.

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Rate of convergence of the price of European option on a market for which the jump of stock price is uniformly distributed over an interval von Mishura, Yu. S., Soloveiko, O. M., Мішура, Ю. С., Соловейко, О. М.

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Estimation of the ruin probability of an insurance company operating on a BS-market von Androshchuk, M. O., Mishura, Yu. S., Андрощук, М. О., Мішура, Ю. С.

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Euler Approximations of Solutions of Abstract Equations and Their Applications in the Theory of Semigroups von Mishura, Yu. S., Shevchenko, H. M., Мішура, Ю. С., Шевченко, Г. М.

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Differentiability of Fractional Integrals Whose Kernels Contain Fractional Brownian Motions von Krvavich, Yu. V., Mishura, Yu. S., Крвавич, Ю. В., Мішура, Ю. С.

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Method of successive approximations for abstract volterra equations in a banach space von Mishura, Yu. S., Tomilov, Yu. V., Мішура, Ю. С., Томілов, Ю. В.

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Optimal stopping times for solutions of nonlinear stochastic differential equations and their application to one problem of financial mathematics von Mishura, Yu. S., Oltsik, Ya. O., Мішура, Ю. С., Ольцік, Я. О.

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Generalized two-parameter Lebesgue-Stieltjes integrals and their applications to fractional Brownian fields von Il'chenko, S. A., Mishura, Yu. S., Ільченко, С. А., Мішура, Ю. С.

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The problem of extension for two-parameter kernels von Lavrent'ev, A. S., Mishura, Yu. S., Лаврентьев, А. С., Мишура, Ю. С., Лаврентьев, А. С., Мишура, Ю. С.

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The Hille-Yosida theorem for resolvent operators of multiparameter semigroups von Lavrent'ev, A. S., Mishura, Yu. S., Лаврентьев, А. С., Мишура, Ю. С., Лаврентьев, А. С., Мишура, Ю. С.

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