Yuliya Mishura

• Doctor of Sciences in Mathematics (habilitation, 1990, Institute of Mathematics, Kyiv, Ukraine)
  
• Ph.D. in Mathematics (1978, Kyiv National Taras Shevchenko University)
  Speciality: Theory of Probability and Mathematical Statistics.
  

• National Taras Shevchenko University of Kyiv:
  
• 1976-1980 Assistant of professor, Faculty of Mechanics and Mathematics,
  
• 1980-1986 Lecturer, Faculty of Mechanics and Mathematics,
  
• 1986-1991 Associated Professor, Faculty of Mechanics and Mathematics,
  
• 1991-2003 Professor, Faculty of Mechanics and Mathematics,
  
• 2003--2023 Head of the Department of Probability, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics
  
• 2023--Professor of the Department of Probability, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics
  

• Stochastic calculus for fractional Brownian motion
  
• Financial mathematics
  
• Theory of multiparameter random processes
  
• Functional limit theorems for random processes and fields
  
• Martingales and related processes, stochastic integration
  
• Optimal stopping problems
  
• Statistics of the processes with long-range dependence
  

• Editor-in-Chief of the journal «Theory of Probability and Mathematical Statistics»,
  
• Editor-in Chief of the journal "Modern Stochastics: Theory and Applications", together with Prof. K, Kubilius (Vilnius University)
  
• Member of Editorial Board of journals: "Fractional Calculus and Applied Analysis", «Stochastics», «Statistics and Probability Letters», «Statistical Inference for Stochastic Processes», «Lithuanian Journal of Statistics», «Bulletin of Kyiv University. Series Physics and Mathematics».
  
• 24 persons have taken Ph.D. under supervision of Y. Mishura (3 of them in co-suupervising with professors M. Kleptsyna, M.Zili and Giulia Di Nunno
  
• and 2 persons has taken the habilitation.
  

• American Mathematical Society
  
• European Mathematical Society
  
• International Institute of Statistics
  
• Kyiv Mathematical Society
  

• Grants for visiting Helsinki University: 1997-2011 years,
  
• Institute of Mathematics in Obervolfach (1997, one month),
  
• grants for visiting Cologne University (2009),
  
• Charles University (2011),
  
• CIRM (2011),
  
• Grant PST.CLG.980408 “Fractional Calculus and Related Stochastic Processes and Equations”,2003-2005.
  
• TEMPUS-TACIS IB-JEP-25054-2004 “Educational Courses for Actuaries and Financial Analysists”, 2004-2008.
  
• Research European project Multifractionality , Grant Agreement N. 230804, “Multi-parameter Multi-fractional Brownian Motion ”, International Research Staff Exchange (IRSES), 2009-2012.
  
• Grant of Aalto University, Finland, 2011, for visiting professorship.
  
• Grant of Umea University, Sweden, 2012-2014, for visiting professorship.
  
• ARC grant of Australia, 2015-2017, for research work.
  
• Grant of London Mathematical Society, 2017, for research work.
  
• Grant of the University of Edmonton, Canada, 2009-2015, for the research work.
  
• Grant of the University of Lausanne, Switzerland, 2013-2015, for the research work.
  
• Grant of Nancy University, France, 2012, for visiting professorship.
  
• Project STORM with the University of Oslo, 2018-2023
  
• Grant of Sweden Science Foundation, 2022-2025
  

• Award by N.M. Krylov of the Academy of Sciences of Ukraine, 2013.
  
• Honored Worker of Science and Technology of Ukraine, 2020.
  
• Award by Mykhailo Kravchuk of the Academy of Sciences of Higher School of Ukraine, 2022.
  

Conferences

• Workshop ``Exploring the World of Mathematics II' Mälardalen University, 28 November , Västerås, Sweden (2024)
  Title of the talk: Entropies of Poisson distribution: unexpected phenomena, common talk with D.Finkelstein, A. Malyarenko, K. Ralchenko
• Семінар "Теорія відображень і алгебр Лі" та в рамках програми "Запрошені професори" Житомирського державного університету імені Івана Франка, 14.11 , Житомир, Україна (2024)
  Title of the talk: Ентропія, її фізичний зміст та математичні властивості
• INTERNATIONAL CONFERENCE ON PROBABILITY THEORY AND NUMBER THEORY 2024 Palanga, September 16-20 , Vilnius, Lithuania (2024)
  Title of the talk: A Discrete-Time Model that Weakly Converges to a Continuous-Time Geometric Brownian Motion with Markov Switching Drift Rate, common talk with Vitalyi Golomozyi and Kamil Kladivko
• Linnaeus Workshop on Stochastic Analysis and Applications, 1--5 July, Vaxjo, Sweden (2024)
  Title of the talk: Fractional regularity and irregularity
• 4th Italian Meeting on Probability and Mathematical Statistics, 10th - 14th June, Rome, Italy (2024)
  Title of the talk: Gaussian Volterra processes as models of electricity markets Yu. Mishura, St. Ottaviano, T. Vargiolu, presented by Stefania Ottaviano
• 4th Italian Meeting on Probability and Mathematical Statistics, 10th - 14th June, Rome, Italy (2024)
  Title of the talk: On the power law in a class of sandwiched Volterra volatility models, Giulia Di Nunno, Yuliya Mishura, Anon Yurchenko, presented by Giulia Di Nunno
• 4th Italian Meeting on Probability and Mathematical Statistics, 10th - 14th June, Rome, Italy (2024)
  Title of the talk: Entropy and entropy functionals of fractional processes
• Seminar at the University of Federico II, 06.06.2024 , Naples, Italy (2024)
  Title of the talk: Basics of fractional calculus and fractional stochastic calculus
• 4th Italian Meeting on Probability and Mathematical Statistics, 10th - 14th June, Rome, Italy (2024)
  Title of the talk: An application of Fractional Operators in White Noise Analysis: Bernstein Gaussian Processes, L. Begin, L. Cristofaro, Yu. Mishura, presented by Lorenzo Cristofaro
• Workshop “Exploring the World of Mathematics”, Malardalen University, 14 May, https://www.mdu.se/en/malardalen-university/articles/notice/2024-04-29-workshop-exploring-the-world-of-mathematics, Vasteras, Sweden (2024)
  Title of the talk: Entropy and entropy risk measures of probability distributions
• MAFE (Macro and financial econometrics) seminar, https://www.oru.se/english/schools/Orebro-University-School-of-Business/research/seminars/economics/ , Orebro, Sweden, 15.02 (2024)
  Title of the talk: Option pricing and high-frequency trading with fractional Brownian motion
• Workshop on Stochastics, Memory and Roughness 2024, University of Oslo, January 17-19th , Oslo, Norway (2024)
  Title of the talk: Standard and fractional Bessel and Cox-Ingersoll-Ross processes, joint talk with Andrey Pilipenko, Anton Yurchenko-Tytarenko and Kostiantyn Ralchenko
• 2023 2nd International Conference on Innovative Solutions in Software Engineering (ICISSE) November 29-30, https://kit.pnu.edu.ua/wp-content/uploads/sites/70/2023/11/paper11.pdf , Ivano-Frankivsk, Ukraine (2023)
  Title of the talk: "Entropy, Gaussian Distribution and Fractional Processes" Anatoliy Malyarenko , Yuliya Mishura, Kostiantyn Ralchenko and Yevheniia Anastasiia Rudyk
• Ukraine Algebra Conference 'At the End of the Year 2023", Taras Shevchenko National University of Kyiv, Kyiv, Ukraine, 26-27 December (2023)
  Title of the talk: Mathematical and physical aspects of various types of entropies and entropy functionals
• Workshop ”Studies in Stochastic Processes II”, Mälardalen University, Västerås, 06 December 2023, https://mammath.wordpress.com/mam-events/mam-conferences/workshop-studies-in-stochastic-processes-ii-malardalen-university-vasteras-december-6-2023/, Västerås, Sweden (2023)
  Title of the talk: Functional limit theorems
• Ukraine Algebra Conference 'At the End of the Year 2023", Taras Shevchenko National University of Kyiv, Kyiv, Ukraine, 26-27 December (2023)
  Title of the talk: Golomoziy V. V., Mishura Yu. S., Ianevych T. O., Izarova I. O. On 2D convolutions and dense neural networks for natural language processing models with multi-sentence input Presented by T. Ianevych and V. Golomoziy
• Research seminar at the University of Liverpool, 22.11 , Liverpool, England (2023)
  Title of the talk: Fractional regularity and irregularity
• Probability and Applications seminar, Queen Mary University of London, November 15, London, UK (2023)
  Title of the talk: Functional limit theorems for financial markets with long-range dependence
• Workshop ”Studies in Stochastic Processes”, Mälardalen University, Västerås, 20 September 2023, Västerås, Sweden (2023)
  Title of the talk: Entropy and entropy functionals for stochastic processes
• International Conference on Probability Theory and Number Theory, 10-16 September, Palanga, Lithuania (2023)
  Title of the talk: Fractional processes in statistics
• STAR (Stochastics and Risk) Online Seminar, University of Oslo, 25 August , Oslo, Norway (2023)
  Title of the talk: Entropy and alternative entropy functionals of fractional Gaussian noise
• Summer school in stochastics, Beijing, China (2023)
  Title of the talk: Course of 8 lectures in Stochastic analysis and stochastic differential equations, 10-17 July
• Course of 6 lectures, June-July , Warsaw, Poland, Institute of Mathenmatics, Polish Academy of Sciences (2023)
  Title of the talk: "Standard and fractional diffusion models with financial and statistical applications"
• European Meeting of Statisticians, 03-07 July, Warsaw, Poland (2023)
  Title of the talk: Parameter estimation in diffusion and fractional diffusion models
• International Conference on Malliavin Calculus and Related Topics, 12--16 June, University of Luxembourg, Esch-sur-Alzette, Luxembourg (2023)
  Title of the talk: Divergence of an integral of a process with small ball estimate, common talk with Nakahiro Yoshida
• 41st Finnish Summer School on Probability and Statistics, Mon 22- Fri 26 May 2023, https://fdnss.fi/41st-finnish-summer-school-on-probability-and-statistics/, Lammi, Finland (2023)
  Title of the talk: Lecture Course Standard and fractional stochastic differential equations of CIR and CKLS type: properties of solutions, reflection and statistical inference
• Stochastic Modeling and Control, May 8-13th. https://www.impan.pl/en/activities/banach-center/conferences/23-stochastic, Bedlewo, Poland (2023)
  Title of the talk: Standard and Fractional Bessel and CIR processes. Common talk with A. Pilipenko, A. Yurchenko-Tytarenko and K. Ralchenko
• «Shevchenkivska Vesna – 2023», 14 April , Kyiv, Ukraine (2023)
  Title of the talk: A. Malyarenko, Yu. Mishura, Y. A. Rudyk Approximation of fractional integrals of Holder functions, presentation by Y. A. Rudyk
• 4th Spring Colloquium on Probability and Finance 13 April, University of Padova, Department of Mathematics “Tullio Levi-Civita”, Padova, Italy, https://events.math.unipd.it/SpringColloquium4/node/47 (2023)
  Title of the talk: High-frequency trading and option pricing with fractional Brownian motion
• Workshop Nonlocal Operators and Markov Processes, 20--24 March, Poland, Bedlewo (2023)
  Title of the talk: Low-dimensional standard and fractional CIR and Bessel processes
• Seminarium *wydziałowe*/ *faculty* colloquium, Politechnika Wrocławska, Wroclaw, Poland, 12.04 (2022)
  Title of the talk: Reflected Ornstein-Uhlenbeck process and Cox-Ingersoll-Ross process
• (SEIO) Women`s Commission on May 12, Granada, Spain (2022)
  Title of the talk: Connection between standard and fractional reflected processes with their Cox-Ingersoll-Ross counterparts
• Fractional kinetics, hydrodynamic limits and fractals, Cambridge, UK, 22.03 (2022)
  Title of the talk: Asymptotic behaviour and functional limit theorems for a time changed Wiener process
• Program of Isaac newton Institute "Fractional differential equations", Cambridge, UK, 28.03 (2022)
  Title of the talk: Limit theorems, financial applications and entropy of fractional Brownian motion: solved and unsolved problems
• Optimal control and fractional dynamics (FD2W03), Cambridge, UK, 19.04 (2022)
  Title of the talk: The relations between FROU and FCIR processes
• Scale Invariance and Randomness (7-10 June) , Lille France (2022)
  Title of the talk: Gaussian Volterra processes as the generalization of fractional Brownian motion
• Third Italian Meeting on Probability and Mathematical Statistics, 13-16 June, Bologna, Italy (2022)
  Title of the talk: Connection between reflected Ornstein-Uhlenbeck process and Cox-Ingersoll-Ross process
• STORM Workshop 2022, 5-8 September, Oslo, Norway (2022)
  Title of the talk: High-Frequency Trading with Fractional Brownian Motion
• International Workshop 'Statistics of Stochastic Processes in Discrete and Continuous Time', Kyiv, Ukraine, October 11-12 (2022)
  Title of the talk: STATISTICAL ESTIMATION IN THE MODELS WITH MEMORY
• Bielefeld Stochastic Afternoon, Білефельд, Німеччина (2022)
  Title of the talk: Connection between standard and fractional reflected Ornstein-Uhlenbeck processes and their Cox-Ingersoll-Ross counterparts
• Mathematics of Risk – 2022, Creswick, Australia (2022)
  Title of the talk: Specific features of optimal trading with fractional Brownian motion
• MATRIX, Forum 1, Creswick, Australia (2022)
  Title of the talk: Statistical estimation in the models with memory
• APA MAM international workshop in Algebra, Probability and Applications , Malardalen University, Vasteros, Sweden, 30.11 (2022)
  Title of the talk: Time changing for the Wiener process: asymptotic behaviour and functional limit theorems
• ACTUAL PROBLEMS OF STOCHASTIC ANALYSIS dedicated to the 80th anniversary of the birth of academician Sh.K.FORMANOV. February 20-21 , Tashkent, Uzbekistan. (2021)
  Title of the talk: Parameter estimation in the Cox–Ingersoll–Ross model, common talk with Dehtiar O., Ralchenko K.; Two approaches to consistent estimation of parameters of mixed fBm with trend, common talk with Kukush A., Lohvinenko S., Ralchenko
• International Scientific Days on Stochastic and Fractional Calculus, 5-6 April, University of Monastir, Tunisia (2021)
  Title of the talk: How does tempering affect the local and global properties of fractional Brownian motion, common talk with Farzad Sabzikar and Ehsan Azmoodech
• "Beyond The Boundaries", School of Mathematics, University of Leeds, 4-7 May, Leeds, UK (2021)
  Title of the talk: Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko. Stochastic volatility modelling via sandwiched processes with Volterra noise, presented by Anton Yurchenko-Tytarenko
• International Conference MODERN STOCHASTICS: THEORY AND APPLICATIONS. V, 1-4 June, Kyiv, Ukraine (2021)
  Title of the talk: Yu. Mishura , K. Ralchenko, S. Shklyar WEAK CONVERGENCE OF DISCRETE TIME MULTIPLICATIVE SCHEME TO ASSET PRICE WITH MEMORY
• International Conference MODERN STOCHASTICS: THEORY AND APPLICATIONS. V, 1-4 June, Kyiv, Ukraine (2021)
  Title of the talk: G. Di Nunno, Y. Mishura, A. Yurchenko-Tytarenko VOLTERRA SANDWICHED VOLATILITY MODELS
• 8TH EUROPEAN CONGRESS OF MATHEMATICS 20 - 26 June , Portoroz, Slovenia (2021)
  Title of the talk: Yuliya Mishura, Paolo Guasoni, Miklos Rasonyi High-Frequency Trading with Fractional Brownian Motion
• Workshop SMSP2021: "Statistical modeling for stochastic processes and related fields", 27-30 September, Osaka-Kyoto-Tokyo, Japan (2021)
  Title of the talk: High-Frequency Trading with Fractional Brownian Motion
• ACTUAL PROBLEMS OF STOCHASTIC ANALYSIS dedicated to the 80th anniversary of the birth of academician Sh.K.FORMANOV. February 20-21 , Tashkent, Uzbekistan. (2021)
  Title of the talk: Approximate solution of the integral equations involving kernel with additional singularity, common talk with Zhelezniak; Gaussian processes with Volterra kernels, common talk with Shevchenko G.M., Shklyar S.V. H. S.
• Shevchenkivska Vesna-2020, 25.04 , Kyiv, Ukraine (2020)
  Title of the talk: 1. Застосування iнтегральних рiвнянь iз слабкою сингулярнiстю до проблеми оптимiзацiї ентропiйних функцiоналiв common talk with Г. С. Железняк 2. Оцiнка вiдстанi мiж дробовим броунiвським рухом зi значенням iндекса Хюрста 0 < &#
• Bernoulli-IMS One World Symposium 2020, 24-28 August , https://youtu.be/i4s43-TAbgU (2020)
  Title of the talk: Sandwiched processes driven by Hölder noises, joint work with G. Di Nunno and A. Yurchenko-Tytarenko, presented by A. Yurchenko-Tytarenko.
• KICK-OFF MEETING "STOCHASTIC MODELS FOR COMPLEX SYSTEMS" “First steps on the long road”, 8-9 June, Università degli Studi di Napoli Federico II,Italy, on-line worksjop (2020)
  Title of the talk: Two methods of estimation of the drift parameters of the Cox-Ingersoll-Ross process: continuous observations, Olena Dehtiar, Yuliya Mishura and Kostiantyn Ralchenko
• Shevchenkivska Vesna-2020 25.04 Kyiv, Ukraine , Kyiv, Ukraine (2020)
  Title of the talk: Maximum likelihood estimation for the drift parameters of Cox-Ingersoll-Ross process under continuous observations common talk with O. Dehtiar, K. Ralchenko
• Shevchenkivska Vesna-2020, 25.04 Kyiv, Ukraine, Kyiv, Ukraine (2020)
  Title of the talk: Оцiнка вiдстанi мiж дробовим броунiвським рухом зi значенням iндекса Хюрста 0 < 𝐻 < 1/2 i простором гауссових мартингалiв на вiдрiзку common talk with О. Л. Банна, Ф. А. Буряк
• IX International conference "Problems of Informatics and Computer Technics", 28-31 October, Chernivtsi, Ukraine (2020)
  Title of the talk: Y. Mishura, K. Ralchenko, S. Shklyar. Functional limit theorems for financial markets with long-range dependence
• Workshop ``A first bite of STORM', Oslo, Norway, 15.01 (2020)
  Title of the talk: Functional limit theorems for financial markets with long-range dependence
• CSA2019 - Conference in Stochastic Analysis and Applications (August 25-30, 2019) , Risør, Norway (2019)
  Title of the talk: . Fractional time-changed processes, common talk with G. Ascione and E. Pirozzi
• Banach Spaces and Their Applications: International Conference dedicated to the 70th anniversary of Anatolij Plichko, Lviv, Ukraine, 26-29 June (2019)
  Title of the talk: Bounds for the distance between the fractional Brownian motion and the space of Gaussian martingales, common talk, presented by S. Shklyar
• Shevchenkivska Vesna-2019, 18.04, Kyiv, Ukraine (2019)
  Title of the talk: Construction of Cox-ingersoll-Ross process for H<1/2, common talk with A. Yurchenko-Tytarenko
• Shevchenkivska Vesna-2019, 18.04, Kyiv, Ukraine (2019)
  Title of the talk: Extremes of functionals of entropy type, common talk with H. Zheleznyak
• Conference on Stochastic Modeling (in finance and insurance), 11-15 February, Bedlewo, Poland (2019)
  Title of the talk: Fractional models in finance and statistics
• Workshop on recent problems of stochastic control theory, January 28--February 1 2019 https://www.impan.pl/en/activities/banach-center/conferences/19-workshopstoch, Warsawa, Poland (2019)
  Title of the talk: Application of Malliavin calculus to exact and approximate option pricing under stochastic volatility
• 9th International Workshop in Applied Probability, IWAP 2018, 18-21 June 2018 , Budapest, Hungary (2018)
  Title of the talk: Fractional stochastic volatility with different models
• Modern Stochastics: Theory and Applications -IV, 24-26 May 2018, Kyiv, Ukraine (2018)
  Title of the talk: Fractional stochastic volatility via Ornstein-Uhlenbeck process
• 12th International Vilnius Conference on Probability Theory and Mathematical Statistics, together with 2018 IMS Annual Meeting on Probability and Statistics, 2-6 July 2018, Vilnius, Lithuania (2018)
  Title of the talk: Option pricing with fractional stochastic volatility
• International Congress of Mathematicians, August 01-09 2018 (ICM 2018), Rio de Janeiro, Brasil (2018)
  Title of the talk: Option pricing with f-stochastic volatility:f-Ornstein-Uhlenbeck process
• Workshop ASC 2018: Asymptotic Statistics and Computations, 4 February 2018, Tokyo, Japan (2018)
  Title of the talk: Fractional iregularity http://www.ms.u-tokyo.ac.jp/access_e/index_e.html
• International Conference on Differential Equations, Mathematical Physics and Applications DEMPhA-2017, Cherkassy, Ukraine, 17-19 October (2017)
  Title of the talk: Statistics of fractional diffusion processes
• International Conference on Stochastic Processes and Algebraic Structures – SPAS 2017 “From Theory Towards Applications”, dedicated to prof. Dmitrii S. Silvestrov’s 70th birthday , Västerås and Stockholm (Sweden), October 3-6 (2017)
  Title of the talk: Fractional Irregularity
• Colloquim on Stochastic Processes, Jena, Germany, 13 June (2017)
  Title of the talk: Functionals of fractional Brownian motion
• 8th General AMaMeF Conference, Amsterdam, Netherlands, June 19-23 (2017)
  Title of the talk: Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth
• The Quantitative Methods in Finance 2016 Conference, 13-16 December, Sydney, Australia (2016)
  Title of the talk: Utility maximization on Wiener-transformable markets. Examples
• 11th International Conference COMPUTER DATA ANALYSIS & MODELING 2016 Theoretical & Applied Stochastics September, 6-10, 2016, Minsk, Belarus (2016)
  Title of the talk: Mixed Power Variations with Statistical Applications
• Fractality and Fractionality, Lorentz Center, Leiden, Netherlands, 15-20 May (2016)
  Title of the talk: Utility maximization on Wiener-transformable markets
• Monash Probability Conference in Honor of Robert Liptser's 80th Birthday, Monash University Prato Centre, Palazzo Vai, Via Pugliesi 26, Prato, Italy (2016)
  Title of the talk: The rate of convergence of option prices under diffusion approximation
• 7th General AMaMeF and Swissquote Conference, 7-10 September, Lausanne, Switzerland (2015)
  Title of the talk: On mean-variance hedging under partial observations
• Second conference on Stochastics of Environmental and Financial Economics, Apr 20, 2015 - Apr 24, 2015, The Norwegian Academy of Sciences and Letters , Oslo, Norway (2015)
  Title of the talk: Statistical estimators in diffusion models
• Probability, Realibility and Stochastic Optimization, 7-10 April 2015, Kyiv, Ukraine (2015)
  Title of the talk: The rate of convergence of option prices for the discretization of geometric Ornstein-Uhlenbeck process
• Adventures in Self-Similarity Conference June 8-12, 2015 , Cornell University, Ithaca, New York (2015)
  Title of the talk: Between two self-similarities
• Workshop : Statistique Asymptotique des Processus Stochastiques X 17-20 Mars 2015 , University du Maine, France (2015)
  Title of the talk: Consistency of the drift parameter estimator for the discretized Ornstein-Uhlenbeck process involving fBm with Hurst index more than 1/2

Publications

Monographs

• Giacomo Ascione, Yuliya Mishura and Enrica Pirozzi "Fractional Deterministic and Stochastic Calculus, https://doi.org/10.1515/9783110780017 ". Vol.4 Berlin, Boston: De Gruyter, Series in Probability and Stochastics, 462 p. - 2024
• Yuliya Mishura and Kostiantyn Ralchenko "Discrete-Time Approximations and Limit Theorems In Applications to Financial Markets". Vol.2 De Gruyter, Series in Probability and Stochastics, 390 p. - 2021
• G. Kulinich, S. Kushnirenko and Yu. Mishura "Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations". Vol.9 Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics, 248 p. - 2020
• Oksana Banna, Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar "Fractional Brownian Motion. Approximations and Projections". Wiley-ISTE, 288 p. - 2019
• Yu. Mishura, M. Zili "Stochastic Analysis of Mixed Fractional Gaussian Processes". ISTE Press - Elsevier, 210 p. - 2018
• K. Kubilius, Yu. Mishura, K. Ralchenko "Parameter Estimation in Fractional Diffusion Models ". Bocconi & Springer Series, 380 p. - 2017
• Y. Mishura, O. Ragulina " Ruin Probabilities. Smoothness, Bounds, Supermartingale Approach". Elsevier, ISTEPELS, 276 p. - 2016
• О.Л. Банна, Ю.С. Мішура "Дробовий броунівський рух у взаємодії з класами споріднених випадкових процесів". РПЦ "Киівський університет", 170 p. - 2015
• Editors: Korolyuk, V., Limnios, N., Mishura, Y., Sakhno, L., Shevchenko, G. "Modern Stochastics and Applications". Springer Optimization and Its Applications, 352 p. - 2014
• Mishura, Yu. (ed.); Sakhno, L. (ed.); Shevchenko, G. (ed.) "Special issue: Modern stochastic: Theory and applications II. Selected papers based on the presentations at the international conference, Kyiv, Ukraine, September 7--11, 2011. Dedicated to the anniversaries of A. Skorohod, V.Korolyuk and I. Kovalenko". Vol. 40 Commun. Stat., Theory Methods , 327 p. - 2011
• Mishura, Yuliya "Stochastic calculus for fractional Brownian motion and related processes". Lecture Notes in Mathematics 1929. Berlin: Springer (ISBN 978-3-540-75872-3/pbk), 393 p. - 2008
• Y. Mishura, G. Shevchenko "Approximation solution to stochastic differential equations in infinite-dimensional space". Kyiv University press, 98 p. - 2007

Textbooks and tutorials

• Ю. С. Мішура, К. В. Ральченко, Л.М. Сахно, Г.М. Шевченко "Випадкові процеси. Теорія. Статистика. Застосування. Підручник. 2-е вид.". Редакційно-видавничий центр КНУТШ, 496 p. - 2024
• В. В. Голомозий, Р. Є. Майборода, Ю. С. Мiшура, К. В. Ральченко, М. В. Карташов , О. Г. Кукуш, С. В. Кушнiренко, Г. М. Шевченко "Збiрник задач з теорiї ймовiрностей та математичної статистики". https://probability.knu.ua/userfiles/myus/problem-book.pdf, 380 p. - 2024
• Volodymyr Brayman, Andrii Chaikovskyi, Oleksii Konstantinov, Alexander Kukush, Yuliya Mishura, Oleksii Nesterenko "Functional Analysis and Operator Theory". Springer Cham, DOI https://doi.org/10.1007/978-3-031-56427-7, 362 p. - 2024
• В. Б. Брайман, О. Ю. Константiнов, О. Г. Кукуш, Ю. С. Мiшура, О. Н. Нестеренко, А. В. Чайковський "ЗБIРНИК ЗАДАЧ З ФУНКЦIОНАЛЬНОГО АНАЛIЗУ". http://mathanalysis.knu.ua/wp-content/uploads/2023/01/faproblembookfull2ed.pdf, 314 p. - 2023
• Ю. С. Мішура, К. В. Ральченко, Л. М. Сахно, Г.М. Шевченко "Випадкові процеси. Теорія. Статистика. Застосування". Видавничо-редакційний центр Київського національного університету імені Тараса Шевченка, - 2019
• Yu. Mishura, G. Shevchenko "Theory and Statistical Applications of Stochastic Processes". Wiley-ISTE, 400 p. - 2017
• Yuliya Mishura "Financial Mathematics". Elsevier, 194 p. - 2016
• D. Gusak, A. Kukush, A. Kulik, Yu. Mishura, A. Pilipenko "Theory of Stochastic Processes with Applications to Financial Mathematics and Risk Theory". Springer, 380 p. - 2010
• Y. Mishura, G. Shevchenko "Mathematics of finances". Kyiv University press, 352 p. - 2009
• O. Borisenko, Y. Mishura, V. Radchenko, G. M. Shevchenko "The collection of problems in financial mathematics". Kyiv University press, 250 p. - 2007
• O. Konstantinov, Y. Mishura, O. Nesterenko, A. Chajkovskij "The collection of problems in functional analysis". Kyiv University press, 150 p. - 2004

Articles

2025
• Yuliya Mishura, Kostiantyn Ralchenko, Olena Dehtiar "Asymptotic Properties of Parameter Estimators in Vasicek Model Driven by Tempered Fractional Brownian Motion, http://www.ajs.or.at/ doi:10.17713/ajs.v54i1.1966 A". Austrian Journal of Statistics , Vol.54, Iss.1 pp. 61 - 81, - 2025
2024
• Mishura, Y., Ralchenko, K., Zhelezniak, H. "Numerical approach to the drift parameter estimation in the model with two fractional Brownian motions. https://doi.org/10.1080/03610918.2022.2099556". Communications in Statistics: Simulation and Computation , Vol.53, Iss.7 pp. 3206 - 3220, - 2024
• Chernova, O., Dehtiar, O., Mishura, Y., Ralchenko, K. "Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model ". Communications in Statistics - Theory and Methods, Vol.53, Iss.13 pp. 4857 - 4879, - 2024
• Mishura, Y., Yamagishi, H., Yoshida, N. "Asymptotic expansion of an estimator for the Hurst coefficient ". Statistical Inference for Stochastic Processes https://doi.org/10.1007/s11203-023-09298-8 (open access), Vol.27, Iss.1 pp. 181 - 211, - 2024
• Yuliya Mishura, Kostiantyn Ralchenko "Fractional diffusion Bessel processes with Hurst index 𝐻 ∈ (0, 1/2), № 110008 ". Statistics and Probability Letters, Vol.206, Iss.3 pp. 1 - 8, - 2024
• Yuliya Mishura, Andrey Pilipenko and Anton Yurchenko-Tytarenko "Low-dimensional Cox-Ingersoll-Ross process, https://doi.org/10.1080/17442508.2023.2300291 ". Stochastics, pp. 1 - 21, - 2024
• Yuliya Mishura and Kostiantyn Ralchenko "Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models". Fractal and Fractional, https://doi.org/10.3390/fractalfract8020079, Vol.8 , Iss.79 pp. 1 - 26, - 2024
• Iryna Bodnarchuk, Yuliya Mishura "Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process, https://doi.org/10.15559/24-VMSTA252". Modern Stochastics: Theory and Applications, Vol. 11 , Iss.4 pp. 403 - 419, - 2024
• Yuliya Mishura, Kostiantyn Ralchenko, Petro Zelenko, Volodymyr Zubchenko "Properties of the entropic risk measure EVaR in relation to selected distributions, https://doi.org/10.15559/24-VMSTA255". Modern Stochastics: Theory and Applications, Vol.11, Iss.4 pp. 373 - 394, - 2024
• Volodymyr Braiman, Anatoliy Malyarenko, Yuliya Mishura,Yevheniia Anastasiia Rudyk "Properties of Shannon and Renyi entropies of the Poisson distribution as the functions of intensity parameter". Nonlinear Analysis: Modelling and Control, , Vol. 29 , Iss.4 pp. 802 - 815, - 2024
• Vitaliy Golomoziy, Yuliya Mishura, Kamil Kladívko " A discrete-time model that weakly converges to a continuous-time geometric Brownian motion with Markov switching, drift rate". Frontiers in Applied Mathematics and Statistics, pp. 1 - 12, - 2024
• Giulia Di Nunno, Yuliya Mishura and Anton Yurchenko-Tytarenko "Option Pricing in Sandwiched Volterra Volatility Model". SIAM Journal of Financial Mathematics, Society for Industrial and Applied Mathematics, Vol.15, Iss.3 pp. 824 - 882, - 2024
• Luisa Beghin, Lorenzo Cristofaro, Yuliya Mishura "A class of processes defined in the white noise space through generalized fractional operators, https://doi.org/10.1016/j.spa.2024.104494 ". Stochastic Processes and their Applications, Vol.178, Iss.104494 pp. 1 - 26, - 2024
• Ehsan Azmoodeh, Noah Beelders, Yuliya Mishura "Probabilistic Cauchy functional equations, paper 61, https://doi.org/10.1214/24-ECP626". Electronic Communications in Probability , Vol.29, Iss. pp. 1 - 12, - 2024
• Yuliya Mishura, Stefania Ottaviano, and Tiziano Vargiolu " Gaussian Volterra Processes as Models of Electricity Markets". SIAM Journal of Financial Mathematics, Society for Industrial and Applied Mathematics, Vol.15, Iss.4 pp. 989 - 1019, - 2024
2023
• Mishura, Y., Yurchenko-Tytarenko, A. "Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes https://doi.org/10.1080/17442508.2022.2047188". Stochastics , Vol.95, Iss.1 pp. 99 - 117, - 2023
• Giulia Di Nunno, Yuliya Mishura and Anton Yurchenko-Tytarenko "Drift-implicit Euler scheme for sandwiched processes driven by H¨ older noises, , https://doi.org/10.1007/s11075-022-01424-6". Numerical Algorithms, Vol.93, Iss.2 pp. 459 - 491, - 2023
• Giulia Di Nunno, Yuliya Mishura and Anton Yurchenko-Tytarenko "Sandwiched SDEs with unbounded drift driven by Hölder noises, DOI: https://doi.org/10.1017/apr.2022.56". Advances in Applied Probability, Vol.55, Iss.3 pp. 927 - 964, - 2023
• Malyarenko, A., Mishura, Y., Ralchenko, K. and Shklyar S. "Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index". Fract Calc Appl Anal, Vol.26, Iss.3 pp. 1052 - 1081, - 2023
• Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar "Gaussian Volterra Processes: Asymptotic Growth and Statistical Estimation, https://doi.org/10.1090/tpms/1190 A ". Theor. Probability and Math. Statist., Vol.108, Iss. pp. 149 - 167, - 2023
• Yuliya Mishura and Anton Yurchenko-Tytarenko "Parameter Estimation in Rough Bessel Model". Fractal and Fractional , Vol.7, Iss.508. pp. 1 - 17, - 2023
• Giulia Di Nunno, Kęstutis Kubilius, Yuliya Mishura and Anton Yurchenko-Tytarenko "From Constant to Rough: A Survey of Continuous Volatility Modeling". Mathematics, https://doi.org/10.3390/math11194201, Vol.11(19), Iss.4201 pp. 1 - 35, - 2023
• Anatoliy Malyarenko, Yuliya Mishura, Kostiantyn Ralchenko, Yevheniia Anastasiia Rudyk "Properties of Various Entropies of Gaussian Distribution and Comparison of Entropies of Fractional Processes". Axioms, Vol.12(11), Iss.1206 pp. 1 - 29, - 2023
• Golomoziy V. V., Mishura Yu. S., Ianevych T. O., Izarova I. O. "Comparison of 2D convolutions and dense neural networks for natural language process". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics, Vol.33, Iss.2 pp. 20 - 29, - 2023
• Golomoziy, V. , Mishura, Y. , Izarova, I. , Ianevych, T. "Processing Big Data of Court Decisions". Baltic Journal of Modern Computing , Vol.11, Iss.4 pp. 580 - 590, - 2023
2022
• Azmoodeh, E., Mishura, Y., Sabzikar, F. "How Does Tempering Affect the Local and Global Properties of Fractional Brownian Motion?". Journal of Theoretical Probability , Vol.35, Iss.1 pp. 484 - 527, - 2022
• Giacomo Ascione, Yuliya Mishura and Enrica Pirozzi "The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process ". Proceedings of the Royal Society of Edinburgh Section A: Mathematics DOI: https://doi.org/10.1017/prm.2021.45 , Vol.152, Iss.4 pp. 1032 - 1057, - 2022
• Dehtiar, O., Mishura, Y., Ralchenko, K. "Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations, https://doi.org/10.1080/03610926.2020.1866611". Communications in Statistics - Theory and Methods, Vol.51 , Iss.19 pp. 6818 - 6833, - 2022
• Yuliya Mishura, Kostiantyn Ralchenko, Olena Dehtiar "Parameter estimation in CKLS model by continuous observations, https://doi.org/10.1016/j.spl.2022.109391". Statistics & Probability Letters, Vol.109391, Iss. - 2022
• Mishura, Y., Yoshidae, N. "Divergence of an integral of a process with small ball estimate https://doi.org/10.1016/j.spa.2022.02.006". Stochastic Processes and their Applications, Vol.148, Iss. pp. 1 - 24, - 2022
• Kukush, A., Lohvinenko, S., Mishura, Y. , Ralchenko, K. "Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend". Statistical Inference for Stochastic Process, Vol.25, Iss.1 pp. 159 - 187, - 2022
• Мішура Ю.С., Гопкало О.М., Железняк Г.С. "Елементи дробового аналізу. Дробові інтеграли. DOI: https://doi.org/10.17721/1812-5409.2022/1.1". Вiсник Київського нацiонального унiверситету iменi Тараса Шевченка. Серiя: фiзико-математичні науки, Vol.32, Iss.1 pp. 11 - 19, - 2022
• Yuliya Mishura, Kostiantyn Ralchenko and René L. Schilling "Analytical and Computational Problems Related to Fractional Gaussian Noise". Fractal and Fractional, https://doi.org/ 10.3390/fractalfract6110620, Vol.6(11), Iss.620 pp. 1 - 22, - 2022
• Borysenko O.D., Kushnirenko S.V., Mishura Yu.S., Moklyachuk M.P., Perestyuk M.O., Samoilenko V.G., Stanzhytskyi O.M., Shevchuk I.O., "Professor G.L. Kulinich (09.12.1938–10.02.2022) – prominent scientist and teacher, https://doi.org/10.17721/1812-5409.2022/3.1". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics, Vol.32 , Iss.3 pp. 11 - 21, - 2022
• Mishura Yu.S., Kushnirenko S.V., Voloh L.V. " Invariant surfaces for certain classes of systems of the second-order to stochastic differential equations with jumps, https://doi.org/10.17721/1812-5409.2022/3.2". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics, Vol.32, Iss.3 pp. 22 - 27, - 2022
• Giulia Di Nunno, Yuliya Mishura, and Kostiantyn Ralchenko "Stochastic Differential Equations Driven by Additive Volterra–Lévy and Volterra–Gaussian Noises https://doi.org/10.1007/978-3-031-17820-7_14". A. Malyarenko et al. (eds.), Stochastic Processes, Statistical Methods, and Engineering Mathematics, Springer Proceedings in Mathematics & Statistics, Vol.408, Iss. pp. 277 - 323, - 2022
• Yuliya Mishura, Georgiy Shevchenko, and Sergiy Shklyar "Gaussian Processes with Volterra Kernels https://doi.org/10.1007/978-3-031-17820-7_13". A. Malyarenko et al. (eds.), Stochastic Processes, Statistical Methods, and Engineering Mathematics, Springer Proceedings in Mathematics & Statistics , Vol.408 , Iss. pp. 249 - 276, - 2022
• A.Malyarenko, Yu.S.Mishura, Y.A.O.Rudyk "Approximation of fractional integrals of Holder functions ". Bulletin of Taras Shevchenko National University of Kyiv Series: Physics and Mathematics, Vol.32, Iss.4 pp. 18 - 25, - 2022
• Mishura, Y., Shklyar, S. " Gaussian Volterra processes with power-type kernels. Part I. ". Modern Stochastics: Theory and Applications, Vol.9, Iss.3 pp. 313 - 338, - 2022
• Mishura, Y., Shklyar, S. " Gaussian Volterra processes with power-type kernels. Part II ". Modern Stochastics: Theory and Applications, Vol.9, Iss.4 pp. 431 - 452, - 2022
2021
• Giacomo Ascione, Yuliya Mishura and Enrica Pirozzi "Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications ". Methodology and Computing in Applied Probability, https://doi.org/10.1007/s11009-019-09748-y, Vol.23, Iss.1 pp. 53 - 84, - 2021
• Yu. Mishura, K. Ralchenko, M. Zili and E. Zougar "Fractional Stochastic Heat Equation with Piecewise Constant Coefficients". Stochastics and Dynamics, https://doi.org/10.1142/S0219493721500027, Vol.21 , Iss.1 pp. 215000 - 2, - 2021
• E. Hashorva, Yu. Mishura, G. Shevchenko "Boundary Non-crossing Probabilities of Gaussian Processes: Sharp Bounds and Asymptotics". Journal of Theoretical Probability, DOI 10.1007/s10959-020-01002-3, Vol.34, Iss.2 pp. 728 - 754, - 2021
• Yuri Kondratiev, Yuliya Mishura and Georgiy Shevchenko " Limit theorems for additive functionals of continuous time random walks ". Proceedings of the Royal Society of Edinburgh Section A: Mathematics https://doi.org/10.1017/prm.2020.33 , Vol.151, Iss.2 pp. 799 - 820, - 2021
• Guasoni, Paolo, Mishura, Yuliya and Rasonyi, Miklos Finance "High-Frequency Trading with Fractional Brownian Motion ". Finance and Stochastics, https://doi.org/10.1007/s00780-020-00439-y , Vol.25, Iss.2 pp. 277 - 310, - 2021
• Yuri Kondratiev, Yuliya Mishura and Jose L. da Silva "Perpetual integral functionals of multidimensional stochastic processes". Stochastics. An International Journal of Probability and Stochastic Processes, https://doi.org/10.1080/17442508.2021.1900185 , Vol.93, Iss.8 pp. 1249 - 1260, - 2021
• Kondratiev, Y., Mishura, Y., Schilling, R.L. "Asymptotic behaviour and functional limit theorems for a time changed Wiener process ". Statistics and Probability Letters, Vol.170, Iss. 10899 - 2021
• Makogin, V., Mishura, Y., Zhelezniak, H. "Approximate solution of the integral equations involving kernel with additional singularity". Stochastic Models, DOI 10.1080/15326349.2021.1945933, Vol.37, Iss.4 pp. 549 - 567, - 2021
• Filipp Buryak and Yuliya Mishura "Convexity and robustness of the Rényi entropy". Modern Stochastics: Theory and Applications , Vol.8, Iss.3 pp. 387 - 412, - 2021
• G. Ascione, Yu. Mishura, E. Pirozzi "Convergence results for the Time-Changed fractional Ornstein--Uhlenbeck processes". Theory of Probability and Mathematical Statistics, pp. 23 - 47, - 2021
2020
• Vitalii Makogin and Yuliya Mishura "Small deviations for mixed fractional Brownian motion with trend and with Hurst index H > 1/2". Stochastics, Vol.92, Iss.5 pp. 746 - 760, - 2020
• Mishura Y., Ralchenko K., Zili M. "On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity". Statistics and Probability Letters , Vol.159, Iss. pp. 1 - 12, - 2020
• Julia Eisenberg, Yuliya Mishura "Optimising Dividends and Consumption Under an Exponential CIR as a Discount Factor". Mathematical Methods of Operations Research, https://doi.org/10.1007/s00186-020-00714-w, - 2020
• Yuliya Mishura, Kostiantyn Ralchenko and Sergiy Shklyar "General Conditions of Weak Convergence of Discrete-Time Multiplicative Scheme to Asset Price with Memory ". Risks, Vol. 8 , Iss.1 pp. 1 - 29, - 2020
• Vitaliy Golomoziy, Yuliya Mishura "Stability Estimates for Finite-Dimensional Distributions of Time-Inhomogeneous Markov Chains ". Mathematics, https://doi.org/10.3390/math8020174 (registering DOI), , Vol.8, Iss.2 pp. 1 - 13, - 2020
• G. Ascione, Yu. Mishura and E. Pirozzi "Time-Changed Fractional Ornstein-Uhlenbeck Process". Fractional Calculus and Applied Analysis, DOI: 10.1515/fca-2020-0022, Vol. 23 , Iss.2 pp. 450 - 483, - 2020
• Yu. Mishura, A. Yurchenko-Tytarenko "Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model". International Journal of Theoretical and Applied Finance, https://doi.org/10.1142/S0219024920500314, Vol.23, Iss.5 - 2020
• Vitalii Makogin and Yuliya Mishura "Fractional integrals, derivatives and integral equations with weighted Takagi–Landsberg functions". Nonlinear Analysis: Modelling and Control, Vol.25, Iss.6 pp. 1079 - 1106, - 2020
• Banna, O., Buryak, F., Mishura, Y. "Distance from fractional brownian motion with associated hurst index 0 < h < 1/2 to the subspaces of gaussian martingales involving power integrands with an arbitrary positive exponent". Modern Stochastics: Theory and Applications , Vol.7, Iss.2 pp. 191 - 202, - 2020
2019
• Viktor Bezborodov, Luca Di Persio, Yuliya Mishura "Option Pricing with Fractional Stochastic Volatility and Discontinuous Payoff Function of Polynomial Growth". Methodology and Computing in Applied Probability https://doi.org/10.1007/s11009-018-9650-3, Vol.21, Iss.1 pp. 331 - 366, - 2019
• Yu. Mishura, Al. Schied "On (signed) Takagi–Landsberg functions: pth variation, maximum, and modulus of continuity". Journal of Mathematical Analysis and Applications, Vol.473, Iss.1 pp. 258 - 272, - 2019
• Yuliya Mishura, Anton Yurchenko-Tytarenko "Fractional Cox–Ingersoll–Ross process with small Hurst indices". Modern Stochastics: Theory and Applications, Vol.6, Iss.1 pp. 13 - 39, - 2019
• Vitalii Makogin and Yuliya Mishura "Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments". Stochastic Models, https://doi.org/10.1080/15326349.2019.1610664, Vol.35, Iss.4 pp. 391 - 428, - 2019
• Yu. Mishura, S. Shklyar "Distance between the fractional Brownian motion and the space of adapted Gaussian martingales". Nonlinear Analysis: Modelling and Control, Vol.24, Iss.4 pp. 639 - 657, - 2019
2018
• M. Dozzi, Y. Kozachenko, Y. Mishura, K. Ralchenko "Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation". Statistical Inference for Stochastic Processes, DOI: 10.1007/s11203-016-9147-z, Vol.21, Iss.1 pp. 21 - 52, - 2018
• Yu. Mishura, K. Ralchenko, S. Shklyar "Maximum likelihood estimation for Gaussian process with nonlinear drift". Nonlinear Analysis: Modelling and Control, Vol.23, Iss.1 pp. 120 - 140, - 2018
• K. Borovkov, Yu. Mishura, A. Novikov, M. Zhitlukhin "New and refined bounds for expected maxima of fractional Brownian motion". Statistics and Probability Letters, Vol.137, Iss.1 pp. 142 - 147, - 2018
• Yu. Mishura, A. Yurchenko-Tytarenko "Fractional Cox – Ingersoll – Ross process with non-zero «mean»". Modern Stochastics: Theory and Applications, Vol.5, Iss.1 pp. 99 - 111, - 2018
• Anne MacKay, Alexander Melnikov, Yuliya Mishura "Optimization of small deviation for mixed fractional Brownian motion with trend". Stochastics, https://doi.org/10.1080/17442508.2018.1478835, Vol.90, Iss.7 pp. 1087 - 1110, - 2018
• Yu. Mishura, K. Ralchenko, G. Shevchenko "Existence and uniqueness of mild solution to stochastic heat equation with white and fractional noises". Teor. Imovir. Mat. Stat., pp. 142 - 162, - 2018
• Silvestrov S., Hössjer O., Malyarenko A., Mishura Y. "Dmitrii S. Silvestrov. ". In: Silvestrov S., Malyarenko A., Rančić M. (eds) Stochastic Processes and Applications. SPAS 2017. Springer Proceedings in Mathematics & Statistics, , Vol.271, Iss.1 pp. 1 - 4, - 2018
• Mishura Y., Ralchenko K., Shklyar S. "Parameter Estimation for Gaussian Processes with Application to the Model with Two Independent Fractional Brownian Motions". In: Silvestrov S., Malyarenko A., Rančić M. (eds) Stochastic Processes and Applications. SPAS 2017. Springer Proceedings in Mathematics & Statistics, , Vol.271, Iss.1 pp. 122 - 144, - 2018
• Boguslavskaya E., Mishura Y., Shevchenko G. "Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory". In: Silvestrov S., Malyarenko A., Rančić M. (eds) Stochastic Processes and Applications. SPAS 2017. Springer Proceedings in Mathematics & Statistics, , Vol.271, Iss.1 pp. 335 - 361, - 2018
2017
• Mishura, Y., & Shevchenko, G. "Small ball properties and representation results ". Stochastic Processes and their Applications http://dx.doi.org/10.1016/j.spa.2016.05.007 , Vol.127, Iss.1 pp. 20 - 36, - 2017
• Borovkov K., Mishura, Y., Novikov, A., & Zhitlukhin, M. "Bounds for expected maxima of Gaussian processes and their discrete approximations". Stochastics , Vol.89, Iss.1 pp. 21 - 37, - 2017
• Kukush, A.; Mishura, Yu.; Ralchenko, K. "Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process". Electronic Journal of Statistics , Vol.11, Iss.1 pp. 385 - 400, - 2017
• Vitalii Makogin, Alexander Melnikov, Yuliya Mishura "On mean-variance hedging under partial observations and terminal wealth constraints". International Journal of Theoretical and Applied Finance,https://doi.org/10.1142/S0219024917500315, Vol.20, Iss.5 pp. 1 - 21, - 2017
• Y. Mishura, K. Ralchenko, S. Shklyar "Maximum likelihood drift estimation for Gaussian process with stationary increments". Austrian J. Statist., Vol.46, Iss.(3-4) pp. 67 - 78, - 2017
• M. Bel Hadj Khlifa, Yu. Mishura, K. Ralchenko, G. Shevchenko, M. Zili "Stochastic differential equations with generalized stochastic volatility and statistical estimators". Teor. Imovir. Mat. Stat., pp. 8 - 20, - 2017
• G.L. Kulinich, S.V. Kushnirenko, Yu.S. Mishura "Weak convergence of integral functionals defined on the solutions of stochastic diffrential Ito equations with non-regular dependence on the parameter ". Theory Probab. Math. Stat., pp. 110 - 124, - 2017
• Yu. Mishura, K. Ralchenko "Drift parameter estimation in the models involving fractional Brownian motion". Modern Problems in Stochastic Analysis and Statistics, Vol.208, Iss. pp. 237 - 268, - 2017
• Y. Mishura, V. Piterbarg, K. Ralchenko, A. Yurchenko-Tytarenko "Стохастичне зображення та потраєкторні властивості дробового процесу Кокса-Інгерсолла-Росса (Stochastic representation and trajectories properties of the fractional Cox-Ross-Ingersoll process)". Теорія ймовірностей та математична статистика (Theory of Probability and Mathematical Statistics), Vol.97, Iss. pp. 157 - 170, - 2017
• Y.S. Mishura, H.S. Zhelezniak "Extreme measures for entropy functionals". Bulletin of Taras Shevchenko National University of Kyiv, Series: Physics and Mathematics , pp. 15 - 20, - 2017
2016
• Mishura, Y., Munchak, E. "Rate of convergence of option prices by using the method of pseudomoments ". Theory of Probability and Mathematical Statistics, Vol. 92 , Iss. pp. 117 - 133, - 2016
• Yu. Mishura "Maximum likelihood drift estimation for the mixing of two fractional brownian motions". Stochastic and Infinite Dimensional Analysis, Editors: Ch. Bernido, M. Carpio-Bernido, M. Grothaus, T. Kuna, Maria João Oliveira, José Luís da Silva, pp. 263 - 280, - 2016
• Mishura, Y., Schied, A. "Constructing functions with prescribed pathwise quadratic variation". Journal of Mathematical Analysis and Applications, Vol.442(1), Iss. pp. 117 - 137, - 2016
• Kulinich G., Kushnirenko S., Mishura Y. " Limit behavior of functionals of solutions of diffusion type equations". Theory of Probability and Mathematical Statistics , pp. 93 - 107, - 2016
• Meriem Bel Hadj Halifa, Yu. Mishura, M. Zili "Asymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motion". Theory of Probability and Mathematical Statistics, Vol.94, Iss. pp. 73 - 84, - 2016
• С. В. Кучук-Яценко, Ю.С. Мишура, Є.Ю. Мунчак "Застосування числення Маллявена до точного і наближеного оцінювання опціонів на акції зі стохастичною волатильністю". Theory of Probability and Mathematical Statistics, Vol.94, Iss. pp. 93 - 115, - 2016
• Grigorij Kulinich, Svitlana Kushnirenko, Yuliia Mishura "Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter". Modern Stochastics: Theory and Applications, Vol.3, Iss.2 pp. 191 - 208, - 2016
• Ernesto Mordezki, Yuliya Mishura "Optimal stopping for Levy processes with one-sided solutions ". SIAM J. Control and Optimization, Vol.54, Iss.5 pp. 2553 - 2567, - 2016
• Giulia Di Nunno, Yuliya Mishura, Kostiantyn Ralchenko "Fractional calculus and pathwise integration for Volterra processes driven by L´evy and martingale noise". Fractional Calculus and Applied Analysis, Vol.19, Iss.6 pp. 1356 - 1392, - 2016
• Y. Mishura Y. Munchak "Functional limit theorems for additive and multiplicative schemes in the Cox–Ingersoll–Ross model". Modern Stochastics: Theory and Applications, Vol.3, Iss.1 pp. 1 - 17, - 2016
2015
• Melnikov, A., Mishura, Y., Shevchenko, G. "Stochastic Viability and Comparison Theorems for Mixed Stochastic Differential Equations". Methodology and Computing in Applied Probability, Vol.17, Iss.1 pp. 169 - 188, - 2015
• Mishura, Y. , Shevchenko, G., Dozzi, M. "Statistical estimation by power variations in the mixed models". Statistical Inference for Stochastic Processes, Vol.18, Iss.2 pp. 151 - 175, - 2015
• Hashorva, E., Mishura, Y., Seleznev, O. "Boundary non-crossing probabilities for fractional Brownian motion with trend". Stochastics. An International Journal of Probability and Stochastic Processes, Vol.87, Iss.6 pp. 946 - 965, - 2015
• Kozachenko Y., Melnikov A., Mishura Y. "On drift parameter estimation in models with fractional Brownian motion ". Statistics. A Journal of Theoretical and Applied Statistics, Vol.49, Iss.1 pp. 35 - 62, - 2015
• Y. Mishura "Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process". Opuscula Mathematica, Vol.35, Iss.1 pp. 99 - 116, - 2015
• Mishura, Y. "The rate of convergence of option prices on the asset following geometric Ornstein-Uhlenbeck process". Lithuanian Mathematical Journal, Vol.55, Iss.1 pp. 134 - 149, - 2015
• Y. Mishura, T. Shalajko, G. Shevchenko "Convergence of solutions of mixed stochastic differential equations with applications". Applied Mathematics and Computation, Vol.257, Iss. pp. 487 - 497, - 2015
• V. Makogin, Y. Mishura "Example of a Gaussian self--similar field with stationary rectangular increments that is not a fractional Brownian sheet". Stochastic Analysis and Applications, Vol.33, Iss.3 pp. 413 - 428, - 2015
• Y.Mishura "The rate of convergence of option prices when general martingale duscrete-time scheme approaches the Black–Scholes model". Advances in Mathematics of Finance, Banach Center Publications, Vol.104, Iss. pp. 151 - 165, - 2015
• Yuliya Mishura, Mykola Perestyuk, and Olena Ragulina "Ruin probability in a risk model with variable premium intensity and risky investments". Opuscula Mathematica, Vol.35, Iss.3 pp. 333 - 352, - 2015
• Г. Л. Кулініч, С.В. Кушніренко, Ю.С. Мішура "Гранична поведінка функціоналів від розв'язків рівнянь дифузійного типу". Theory of Probability and Mathematical Statistics, Vol.92, Iss. pp. 89 - 102, - 2015
• Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko, Oleg Seleznjev "Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index H ∈ (0, 1/ 2)". Electronic Journal of Statistics, Vol.9, Iss. pp. 1799 - 1825, - 2015
• Yuliya Mishura, Yevheniya Munchak, Petro Slyusarchuk "The rate of convergence to the normal law in terms of pseudomoments". Modern Stochastics: Theory and Applications, Vol.2, Iss.2 pp. 95 - 106, - 2015
• Sergii Kuchuk-Iatsenko, Yuliya Mishura "Pricing the European call option in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Exact formulas". Modern Stochastics: Theory and Applications, Vol.2, Iss.3 pp. 233 - 249, - 2015
• Yuliya Mishura, Ivan Voronov "Construction of maximum likelihood estimator in the mixed fractional–fractional Brownian motion model with double long-range dependence". Modern Stochastics: Theory and Applications, Vol.2, Iss.2 pp. 147 - 164, - 2015
• S.Kuchuk-Iatsenko, Y. Mishura "Option pricing in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Simulation". Modern Stochastics: Theory and Applications, Vol.2, Iss.4 pp. 355 - 369, - 2015
2014
• Shklyar, S., Shevchenko, G., Mishura, Y., Doroshenko, V., Banna, O. "Approximation of Fractional Brownian Motion by Martingales". Methodology and Computing in Applied Probability, Vol.16, Iss.3 pp. 539 - 560, - 2014
• E. Hashorva, Yu. Mishura "Boundary noncrossings of additive Wiener fields". Lithuanian Mathematical Journal, Vol.54, Iss.3 pp. 277 - 289, - 2014
• Mishura, Y. "Standard maximum likelihood drift parameter estimator in homogeneous diffusion model is always strongly consistent ". Statistics and Probability Letters, Vol.86, Iss.1 pp. 24 - 29, - 2014
• Mishura, Y., Ral’chenko, K., Seleznev, O., Shevchenko, G. "Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. ". In: Modern Stochastics and Applications , pp. 303 - 318, - 2014
• Mishura Y., Ralchenko K. "On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations ". Austrian Journal of Statistics., Vol.43, Iss.3 pp. 218 - 228, - 2014
• Yu. Mishura, G. Rizhniak, V. Zubchenko "European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process". Modern Stochastics: Theory and Applications, Vol.1, Iss.1 pp. 95 - 108, - 2014
• O. Banna, Yu. Mishura, S. Shklyar "Approximation of Wiener process by integrals from power functions with the fixed power w.r.t. fractional Brownian motion". Teor. ˘Imovir. ta Matem. Statyst., pp. 13 - 21, - 2014
• G. Kulinich, S. Kushnirenko, Yu. Mishura "Asymptotic behavior of integral functionals of martingale type from non-stable solutions of stochastic differential equations". Theory of Probability and Mathematical Statistics , pp. 102 - 112, - 2014
• V. Makogin, Yu. Mishura "Strong limit theorems for anisotropic self-similar fields". Modern Stochastics: Theory and Applications, Vol.1, Iss.1 pp. 75 - 93, - 2014
• Y. Mishura, O. Ragulina, O. Stroev "Practical approaches to the estimation of the ruin probability in a risk model with additional funds". Modern Stochastics: Theory and Applications, Vol.1, Iss.2 pp. 167 - 180, - 2014
• M. Perestyuk, Yu. Mishura, G. Shevchenko "On the distribution of integral functionals of a homogeneous diffusion process". Modern Stochastics: Theory and Applications, Vol.1, Iss.2 pp. 109 - 116, - 2014
• A. Melnikov, Y. Mishura "On stocks and interest rates modeling in long-range dependent environment ". Risk and Decision Analysis, Vol.5, Iss.4 pp. 177 - 187, - 2014
• S. V. Kuchuk--Yatsenko, Y. Mishura "Weak convergence of Greeks for the European options prices from discrete to continuous time ". Theory of Probability and Mathematical Statistics, Vol.91, Iss. pp. 86 - 96, - 2014
• Y. Mishura, O. Ragulina, O. Stroev "Asymptotic properties of non-ruin probability in the risk model with additional costs". Theory of Probability and Mathematical Statistics, Vol.91, Iss. pp. 121 - 132, - 2014
• М.О. Перестюк, Ю.С. Мiшура, О.Ю. Рагулiна "Про ймовiрнiсть банкрутства в моделi ризику зi змiнною iнтенсивнiстю надходження премiй". Доповіді Національної академії наук України , pp. 25 - 32, - 2014
2013
• Mishura, Y., Shevchenko, G., Valkeila, E. "Random variables as pathwise integrals w.r.t. fBm". Stochastic Processes and Applications, v. 123, pp. 2353 - 2369, - 2013
• Mishura, Y., Tomashyk, V. "Convergence of exit times of diffusion process from some strip". Teor. Probab. Mat. Stat. № 88, pp. 83 - 95, - 2013
• Mishura, Y., Tomashyk, V. "Optimal stopping time problem for random walks with polynomial reward functions". Theor. Probability and Math. Statist. V. 86, - 2013
• Y. Mishura, G. Ryzhnjak "Objective call option price behavior of the bond with interest rate driven by geometric fractional Ornstein-Uhlenbeck process As a function of Hurst index". Bulletin of Taras Shevchenko National University of Kyiv, - 2013
2012
• Y. Mishura, Y. Yukhnovskij "The limit behaviour of the price of barrier option in the Black-Scholes model with random coefficients". Teor. Probab. Mat. Stat. № 84, pp. 99 - 106, - 2012
• Mishura, Y., Schmidli, H.P. "Dividend barrier strategies in a renewal risk model with generalized Erlang interarrival times". North American Actuarial Journal, v.16, No. 4, pp. 493 - 512, - 2012
• Kubilius, K.; Mishura, Y. "The rate of convergence of Hurst index estimate for the stochastic differential equation". Stochastic Processes Appl. 122, No. 11, pp. 3718 - 3739, - 2012
• Mishura, Y., Doroshenko, V., Banna, O. "The distance of fractional Broenian motion to the subspace of martingale with “similar” kernels". Teor. Probab. Mat. Stat. № 87, pp. 43 - 55, - 2012
• Bratyk, M.V., Kozachenko, Yu.V., Mishura, Yu.S. "Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence". Theor. Probability and Math. Statist. 84, pp. 15 - 31, - 2012
• Mishura, Y., Shevchenko, G. "Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions". Computers and Mathematics with Applications, Vol. 64 , Iss.10 pp. 3217 - 3227, - 2012
2011
• Y. Mishura, S. Posashkova "The rate of convergence of Euler scheme applied to the solution of stochastic differential equation with nonhomogeneous coefficients and non-Lipschitz diffusion ". Random Operators and Stochastic Equations, V. 19, № 1, pp. 63 - 89, - 2011
• Y. Mishura, V. Zubchenko "The rate of convergence of Euler scheme applied to the solution of stochastic differential equation with non-Lipschitz diffusion and Poisson measure". Ukrainian Math. Journal, v.63, N 1, pp. 40 - 60, - 2011
• Y. Mishura, S. Posashkov, S. Posashkova "Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter". Teor. Probab. Mat. Stat. № 83, pp. 111 - 126, - 2011
• Y. Mishura, S. Posashkova "Stochastic differential equations driven by Wiener process and fractional Brownian motion: convergence in Besov space w.r.t. a parameter". Computers and Mathematics with Applications, v. 62, N 3, pp. 1166 - 1180, - 2011
• Y. Mishura, G. Shevchenko "Existence and uniqueness of solution of stochastic differential equations involving Wiener process and fractional Brownian motion". Communications in Statistics, Theory and Methods, v. 40, N 19-20, pp. 3492 - 3508, - 2011
• Y. Mishura, E. Valkeila "An extension of the Levy characterization to fractional Brownian motion". Annals of Probability, v.39, N 2, pp. 439 - 470, - 2011
• Y. Mishura, H. Tikkanmaki "Fractional Levy processes as a result of compact interval integral transformation". Stochastic Analysis and Applications, pp. 1081 - 1101, - 2011
• Y. Mishura, A. Melnikov "On pricing and hedging in financial markets with long-range dependence". Mathematics and Financial Economics, v. 5, N 11, pp. 29 - 46, - 2011
• M. Bratyk, Y. Kozachenko, Y. Mishura, "On convergence of maximal probability of success in the problem of quantile hedging for the model of stock market process involving both brownian and fractional Brownian motions". Teor. Probab. Mat. Stat. № 84, pp. 18 - 34, - 2011
• Mishura, Y., Shevchenko, G. "The rate of convergence of Euler approximations of solution of mixed SDE involving Brownian and fractional Brownian motions". Random Operators and Stochastic Equations, v. 19, no. 4, pp. 387 - 411, - 2011
2010
• Y. Mishura, A. Swishchuk "Modeling and pricing of variance and volatility swaps for stochastic volatilities driven by fractional Brownian motion". Applied statistics, actuarial and financial mathematics, № 1-2, pp. 52 - 67, - 2010
• O. Kulyk, Y. Mishura, O. Soloveyko "Convergence with respect to series parameter and differentiability in barrier of the prices of barrier options". Teor. Probab. Mat. Stat.. № 81, pp. 117 - 130, - 2010
• Y. Mishura, O. Shvaj "The estimate of the rate of convergence of the difference scheme applied to stochastic differential equation containing additional process as a parameter". Teor. Probab. Mat. Stat. № 82, pp. 82 - 91, - 2010
• Y. Mishura, Y. Yukhnovskij "Functional limit theorems for the stochastic integrals with the application to risk processes and to the capitals of self-financing strategies on the multidimensional market. II". Teor. Probab. Mat. Stat. № 82, pp. 92 - 103, - 2010
• O. L. Banna, Y.S. Mishura "The estimate of the distance between fractional Brownian motion and the space of Gaussian martingales on the interval". Teor. Probab. Mat. Stat. № 83, pp. 12 - 21, - 2010
2009
• Mishura, Yu.S.; Solovejko, O.M. "Rate of convergence of the price of European options on a market for which the jump of the stock price is uniformly distributed over an interval.". Ukr. Mat. Zh. 60, No. 8, pp. 1075 - 1086, - 2009
• Y. Mishura, G. Shevchenko "The optimal time to exchange one asset for another on finite interval". , pp. 197 - 210, - 2009
• E. Azmoodech, Y. Mishura, E. Valkeila "On hedging European options in geometric fractional Brownian motion market model". Statistics and Decisions, pp. 129 - 143, - 2009
• Y. Mishura, V. Zubchenko "The existence and uniqueness of the solutions of stochastic differential eqautions with non-Lipschitz diffusion and Poisson measure". Teor. Probab. Mat. Stat.. № 80, pp. 43 - 54, - 2009
• Y. Mishura, A. Shvaj "Mean-square rate of convergence of the process of optimal filtering from the model with discrete time to the model with contionuous time ". Applied statistics, actuarial and financial mathematics, № 1-2, pp. 104 - 115, - 2009
• Y. Mishura, G. Shevchenko, Y. Yukhnovskij "Functional limit theorems for the stochastic integrals with the application to risk processes and to the capitals of self-financing strategies on the multidimensional market. I". Teor. Probab. Mat. Stat.. № 81, pp. 114 - 127, - 2009
2008
• Banna, O.; Mishura, Yu. "The simplest martingales of the best approximation of fractional Brownian motion.". Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka, No. 19, pp. 38 - 43, - 2008
• Mishura, Yu; Shevchenko, G. "The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. ". Stochastics 80, No. 5, pp. 489 - 511, - 2008
• Mishura, Yu.; Shevchenko, G. "Approximate solutions to anticipative stochastic differential equations.". Stat. Probab. Lett. 78, No. 1, pp. 60 - 66, - 2008
• Y. Mishura, M. Bratyk "The generalization of the quantile hedging problem for price process model involving finite number of Brownian and fractional Brownian motions". Theory of Stochastic Processes, pp. 27 - 38, - 2008
• Y. Mishura, S. Posashkova "Positivity of solution of nonhomogeneous stochastic differential equation with non-Lipschitz diffusion". Theory of Stochastic Processes, v. 14(30) № 3-4, pp. 77 - 88, - 2008
• Androschuk M.O., Mishura Y.S. "Optimal investment for an insurance company into risky and non-risky assets in the model with variable premium income process. ". Journal of Computational and Applied Mathematics, N 1(96), pp. 11 - 27, - 2008
• Y. Mishura, S. Posashkova, G. Shevchenko "The properties of solutions of stochastic differential equations with non-homogeneous non-Lipschitz coefficients". Teor. Probab. Mat. Stat.. № 79, pp. 116 - 124, - 2008
2007
• Mishura, Yu.S.; Posashkov, S.V. "Existence and uniqueness of the solution of a stochastic differential equation, driven by fractional Brownian motion with a stabilizing term.". Teor. Jmovirn. Mat. Stat. 76, pp. 117 - 124, - 2007
• Kozachenko, Yu.V.; Mishura, Yu.S. "Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations with respect to fractional Brownian motion with Hurst index. II.". Teor. Jmovirn. Mat. Stat. 76, pp. 53 - 69, - 2007
• Androshchuk, M.O.; Mishura, Yu.S. "Estimation of the ruin probability of an insurance company operating on a BS-market.". Ukr. Mat. Zh. 59, No. 11, pp. 1443 - 1453, - 2007
• Mishura, Yu.S.; Tomashyk, V.V. "Extremal behaviour of optimal sale moments for an asset whose price satisfies Ito’s diffusion equation.". Prykl. Stat., Aktuarna Finans. Mat., No. 2, pp. 75 - 87, - 2007
• Zolota, A.V.; Mishura, Yu.S. "Minimization of locally-quadratic risk on financial markets with two parameters.". Prykl. Stat., Aktuarna Finans. Mat., No. 2, pp. 69 - 74, - 2007
• Mishura, Yu.S.; Rode, S.G. "Weak convergence of integral functionals of random walks weakly convergent to fractional Brownian motion.". Ukr. Mat. Zh. 59, No. 8, pp. 1040 - 1046, - 2007
• Mishura, Yu.S.; Shevchenko, G.M. "On the differentiability of solutions to stochastic differential equations with fractional Brownian motion. ". Theory Stoch. Process. 13, No. 29, Part 1-2, pp. 243 - 250, - 2007
• Mishura, Yulia; Posashkov, Sergiy "Existence and uniqueness of solution of mixed stochastic differential equation driven by fractional Brownian motion and Wiener process.". Theory Stoch. Process. 13, No. 29, Part 1-2, pp. 152 - 165, - 2007
• Mishura, Yu.S.; Shevchenko, G.M. "Approximation schemes for stochastic differential equations in Hilbert space.". Theory Probab. Appl. 51, No. 3, pp. 442 - 458, - 2007
2006
• Androshchuk, T.O.; Mishura, Yu.S. "A mixed Brownian-fractional Brownian model of stock market: the absence of arbitrage and the convergence of capitals.". Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky, No. 1, pp. 7 - 13, - 2006
• Androshchuk, M.O.; Mishura, Yu.S. "Estimate of bankruptcy probability in the risk asset investment model in case of impossibility of interest-free loan.". Prykl. Stat., Aktuarna Finans. Mat., No. 1-2, pp. 4 - 13, - 2006
• Kabanov, Yuri; Mishura, Yuliya; Sakhno, Ludmila "Multiparameter generalizations of the Dalang-Morton-Willinger theorem.". Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Allmost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France. , pp. 333 - 341, - 2006
• Kukush, A.G.; Mishura, Yu.S.; Shevchenko, G.M. "On reselling of European option.". Theory Stoch. Process. 12, No. 28, Part 3-4, pp. 75 - 87, - 2006
• Androshchuk, Taras; Mishura, Yuliya "Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics.". Stochastics 78, No. 5, pp. 281 - 300, - 2006
• Kozachenko, Yu.V.; Mishura, Yu.S. "Maximal upper bounds for the moments of stochastic integrals and solutions of stochastic differential equations containing fractional Brownian motion with Hurst index $H<1/2$. I.". Teor. Jmovirn. Mat. Stat. 75, pp. 45 - 56, - 2006
• Mishura, Yu.S.; Il’chenko, S.A. "Stochastic integrals and stochastic differential equations, which contain fractional Brownian field. ". Teor. Jmovirn. Mat. Stat. 75, pp. 80 - 94, - 2006
• Androshchuk, Taras; Mishura, Yuliya "Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics.". Stochastics 78, No. 5, pp. 281 - 300, - 2006
2005
• Mishura, Yu.S.; Posashkov, S.V. "Optimal filtration in systems with noise modeled by a polynomial of fractional Brownian motion. ". Teor. Jmovirn. Mat. Stat. 73, pp. 104 - 111, - 2005
• Ivasyuk, A.V.; Mishura, Yu.S. "The optimal stopping problem and its application to modelling financial markets with bi-dimensional packages of actives.". Prykl. Stat., Aktuarna Finans. Mat. , No. 1-2, pp. 71 - 85, - 2005
• Mishura, Yuliya "An estimate of ruin probabilities for long range dependence models.". Teor. Jmovirn. Mat. Stat. 72, pp. 93 - 100, - 2005
• Mishura, Yuliya S.; Il’chenko, Svitlana A. "Construction of the Wiener integrals with respect to fractional Brownian fields.". Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka, No. 2, pp. 46 - 52, - 2005
• Kukush, Alexander; Mishura, Yulia; Valkeila, Esko "Statistical inference with fractional Brownian motion.". Stat. Inference Stoch. Process. 8, No. 1, pp. 71 - 93, - 2005
• Mishura, Yu.; Nualart, D. "Weak solutions for stochastic differential equations with additive fractional noise.". Stat. Probab. Lett. 70, No. 4, pp. 253 - 261, - 2005
2004
• Mishura, Yuliya; Shevchenko, Georgij "Linear equations and stochastic exponents in a Hilbert space.". Teor. Jmovirn. Mat. Stat. 71, pp. 123 - 132, - 2004
• Mishura, Yu.S.; Il’chenko, S.A. "The Itô formula for fractional Brownian fields.". Teor. Jmovirn. Mat. Stat. 69, pp. 141 - 153, - 2004
• Il’chenko, S.A.; Mishura, Yu.S. "Generalized two-parameter Lebesgue-Stieltjes integrals and their applications to fractional Brownian fields.". Ukr. Mat. Zh. 56, No. 4, pp. 435 - 450, - 2004
• Mishura, Yuliya; Silvestrov, Dmitrii S. "Limit theorems for stochastic Riemann-Stieltjes integrals. ". Theory Stoch. Process. 10(26), No. 1-2, pp. 122 - 140, - 2004
• Mishura, Yu.S.; Stots’ka, S.V. "Convergence of locally minimizing risk strategies in Poisson process models.". Prykl. Stat., Aktuarna Finans. Mat., No. 1, pp. 17 - 27, - 2004
• Kartashov, N.; Mishura, Yu. "What random variable generates a bounded potential?". J. Appl. Math. Stochastic Anal., No. 1, pp. 97 - 106, - 2004
• Mishura, Yuliya "Fractional stochastic integration and Black-Scholes equation for fractional Brownian model with stochastic volatility.". Stochastics Stochastics Rep. 76, No. 4, pp. 363 - 381, - 2004
• Y. Mishura, G. Shevchenko "Linear equations and stochastic exponents in Hilbert space". Theory of probability and Mathematical Statistics, - 2004
2003
• Mishura, Yulia S.; Ilchenko, Svetlana A. "Some estimates for two-parameter generalized stochastic Lebesgue-Stieltjes integrals. ". Theory Stoch. Process. 9(25), No. 3-4, pp. 87 - 100, - 2003
• Mishura, Yu.S. "Main theorem of financial mathematics for bounded arbitrages.". Prykl. Stat., Aktuarna Finans. Mat., No. 1-2, pp. 49 - 54, - 2003
• Kukush, O.G.; Mishura, Yu.S. "Asymptotic effiency of statistical estimates in compound Poisson model.". Teor. Jmovirn. Mat. Stat. 68, pp. 61 - 73, - 2003
• Mishura, Yu.S. "Quasi-linear stochastic differential equations with fractional Brownian component.". Teor. Jmovirn. Mat. Stat. 68, pp. 95 - 106, - 2003
2002
• Mishura, Yuliya S. "The existence of quadratic variations for the processes modelling long-dependent financial markets. ". Prykl. Stat., Aktuarna Finans. Mat., No. 1, pp. 35 - 46, - 2002
• Il’chenko, S.A.; Mishura, U.S. "Generalized integrals for random fields.". Teor. Jmovirn. Mat. Stat. 67, pp. 57 - 70, - 2002
• Mishura, Yu. S.; Valkeila, E. "The absence of arbitrage in a mixed Brownian-fractional Brownian model.". Proc. Steklov Inst. Math. 237, pp. 215 - 224, - 2002
2001
• Mishura, Y.; Valkeila, E. "Martingale transforms and Girsanov theorem for long-memory Gaussian processes. ". Statist. Prob. Letters 55, pp. 421 - 430, - 2001
• Mishura, Yu.S.; Oltsik, Ya.A. "Choosing an optimal switching moment on the financial market with alternative strategies (semimartingale approach).". Theory Prob. Appl. 45, pp. 480 - 493, - 2001
• Mémin, J.; Mishura, Y.; Valkeila, E. "Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion.". Statist. Prob. Letters 51, pp. 197 - 206, - 2001
• Mishura, Yuliya; Rudomino-Dusyatska, Nadiya "Consistency of drift parameter estimates in fractional Brownian diffusion models.". Theory Stoch. Process. 7(23), No. 3-4, pp. 103 - 112, - 2001
• Mishura, Yu.S.; Zolota, A.V. "The structure of martingales generated by restrictions on stochastically continuous fields with independent increments to curves. III.". Teor. Jmovirn. Mat. Stat. 65, pp. 136 - 151, - 2001
• Mishura, Yuliya; Valkeila, Esko "Martingale transforms and Girsanov theorem for long-memory Gaussian processes. ". Stat. Probab. Lett. 55, No.4, pp. 421 - 430, - 2001
• Mishura, Yu.S. "Abstract Volterra equations with stochastic kernels.". Theory Probab. Math. Stat. 64, pp. 139 - 151, - 2001
• Krvavych, Yu.V.; Mishura, Yu.S. "Problems of stochastic analysis of Wiener integrals constructed by fractional Brownian motion. ". Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky, No.8, pp. 14 - 18, - 2001
• Krvavych, Yu.V.; Mishura, Yu.S. "Differentiability of fractional integrals whose kernels contain fractional Brownian motion.". Ukr. Math. J. 53, No.1, pp. 35 - 47, - 2001
• Krvavych, Yuriy; Mishura, Yuliya "Exponential formula and Girsanov theorem for mixed semilinear stochastic differential equations.". Kohlmann, Michael (ed.) et al., Mathematical finance. Workshop of the mathematical finance research project, Konstanz, Germany, pp. 230 - 238, - 2001
• Mémin, Jean; Mishura, Yulia; Valkeila, Esko "Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion.". Stat. Probab. Lett. 51, No.2, pp. 197 - 206, - 2001
• Mishura, Yu.S.; Zolota, A.V. "The structure of martingales generated by restrictions of stochastically continuous fields with independent increments to curves. II.". Theory Probab. Math. Stat. 62, pp. 113 - 126, - 2001
2000
• Kukush, A.G.; Mishura, Yu.S. "Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model. ". Theory Prob. Appl. 44, pp. 273 - 292, - 2000
• Mishura, Y.; Valkeila, E. "An isometric approach to generalized stochastic integrals.". J. Theor. Prob. 13, pp. 673 - 693, - 2000
• Mishura, Yu.S.; Ol’tsik, Ya.A. "Choosing an optimal switching moment on the financial market with alternative strategies (semimartingale approach).". Theory Probab. Appl. 45, No.3, pp. 480 - 493, - 2000
• Mishura, Yu.S.; Swishchuk, A.V. "Stochastic stability of fractional (B,S)-securities markets.". Prykl. Stat., Aktuarna Finans. Mat., No.2, pp. 20 - 33, - 2000
• Krvavych, Yurij V.; Mishura, Yuliya S. "The stochastic Fubini theorem for integrals containing random integrand and fractional Brownian motion as integrator.". Theory Stoch. Process. 6(22), No.1-2, pp. 79 - 89, - 2000
• Krvavych, Yu.V.; Mishura, Yu.S. "Conditions of presence and absence of arbitrage for a model of $(B,S)$-market defined by fractional Brownian motion.". Visn., Mat. Mekh., Kyïv. Univ. Im. Tarasa Shevchenka, No.4, pp. 9 - 16, - 2000
• Mishura, Yu.S.; Zolota, A.V. "The structure of martingales generated by restrictions on stochastically continuous fields with independent increments to curves. I.". Theory Probab. Math. Stat. 61, pp. 137 - 152, - 2000
• Krvavych, Yu.V.; Mishura, Yu.S. "Maximal inequalities for moments of Wiener integrals with respect to fractional Brownian motion. ". Theory Probab. Math. Stat. 61, pp. 75 - 86, - 2000
• Mishura, Yu.S.; Oltsik, Ya.A. "Optimal stopping for factorable process in application to financial problems.". Prykl. Stat., Aktuarna Finans. Mat., No.1, pp. 79 - 89, - 2000
• Mishura, Yuliya "Skorokhod space and Skorokhod topology in probabilistic considerations during 1956‒1999.". Korolyuk, V. (ed.) et al., Skorokhod’s ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32, pp. 281 - 297, - 2000
• Mishura, Yulia; Valkeila, Esko "An isometric approach to generalized stochastic integrals.". J. Theor. Probab. 13, No.3, pp. 673 - 693, - 2000
• Mishura, Yu.S.; Ol’tsik, Ya.A. "Some properties of exponential martingales and the problem of optimal stopping.". Theory Probab. Math. Stat. 60, pp. 159 - 164, - 2000
1999
• Mishura, Yu.S.; Weisz, F. "Atomic decompositions and inequalities for vector-valued discrete-time martingales.". Theory Prob. Appl. 43, pp. 487 - 496, - 1999
• Mishura, Yu.; Oltsik, Ya. "Existence of moments of increasing predictable processes associated with one- and two-parameter potentials.". J. Appl. Math. Stoch. Anal. 12, pp. 133 - 150, - 1999
• Mishura, Yu.S.; Ol’tsik, Ya.O. "Optimal stopping times for solutions of nonlinear stochastic differential equations and their applications to a problem of financial mathematics.". Ukr. Math. J. 51, No.6, pp. 899 - 906, - 1999
• Kukush, A. G.; Mishura, Yu. S. "Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model.". Theory Probab. Appl. 44, No. 2, pp. 273 - 292, - 1999
• Mishura, Yu.S.; Ol’tsik, Ya.O. "Application of methods of stochastic analysis to the problem of optimization of a financial strategy with alternatives. ". Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky, No.7, pp. 22 - 26, - 1999
• Mishura, Yuliya S. "Arbitrage and other economical possibilities on financial market.". Theory Stoch. Process. 5(21), No.1-2, pp. 80 - 97, - 1999
• Mishura, Yu.; Oltsik, Ya. "Existence of moments of increasing predictable processes associated with one- and two-parameter potentials.". J. Appl. Math. Stochastic Anal. 12, No.2, pp. 133 - 150, - 1999
• Mishura, Yu.S.; Lavrent’jev, O.S. "Stochastic differential equations in Hilbert space: Properties of solutions, limit theorems, asymptotic expansions with respect to a small parameter. II.". Theory Probab. Math. Stat. 59, pp. 139 - 147, - 1999
• Mishura, Yu.S.; Lavrentiev, O.S. "Stochastic differential equations in Hilbert space: Properties of solutions, limit theorems, asymptotic expansions with respect to a small parameter. I.". Theory Probab. Math. Stat. 58, pp. 123 - 137, - 1999
• Weisz, F.; Mishura, Yu.S. "Inequalities for vector-valued martingales with continuous time.". Theory Probab. Math. Stat. 58, pp. 9 - 25, - 1999
1998
• Mishura, Yu.S.; Zolota, A.V. "Optimal interpolation of random Gaussian field with non-zero mean.". Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka , No.2, pp. 87 - 92, - 1998
• Mishura, Yu.S.; Zolota, A.V. "On some problem of restoration of Wiener field on the plane.". Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka, No.1, pp. 98 - 104, - 1998
• Mishura, Yu.S.; Weisz, F. "Atomic decompositions and inequalities for vector-valued discrete-time martingales.". Theory Probab. Appl. 43, No.3, pp. 487 - 496, - 1998
• Mishura, Yuliya S.; Ol’tsik, Yanina A. "Optimal financial strategy with wealth process governed by backward stochastic differential equation.". Theory Stoch. Process. 4(20), No.1-2, pp. 222 - 237, - 1998
• Mishura, Yu.S.; Ol’tsik, Ya.O. "Martingale, supermartingale, and increasing fields on a plane.". Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky, No.3, pp. 17 - 21, - 1998
• Mishura, Yu.S. "Coordinate point fields and their compensators. II.". Theory Probab. Math. Stat. 57, pp. 123 - 131, - 1998
• Mishura, Yu.S.; Ol’tsik, Ya.O. "Potentials and local times associated with two-parameter purely discontinuous strong martingales. ". Theory Probab. Math. Stat. 56, pp. 137 - 149, - 1998
1997
• Mishura, Yu.S. "Some properties of local times for Markov random fields.". Theory Probab. Math. Stat. 54, pp. 121 - 126, - 1997
• Mishura, Yu.S. "Coordinate point fields and their compensators. I.". Theory Probab. Math. Stat. 55, pp. 153 - 159, - 1997
1996
• Mishura, Yu.; Tomilov, Yu. "Two-parameter semigroups, evolutions and their applications to Markov and diffusion fields on the plane.". J. Appl. Math. Stoch. Anal. 9, pp. 281 - 302, - 1996
• Mishura, Yuliya S.; Tomilov, Yurij V. "Homogeneous stochastic fields with independent increments on the plane.". Theory Stoch. Process. 2(18), No.1-2, pp. 206 - 211, - 1996
• Mishura, Yu.; Tomilov, Yu. "Two-parameter semigroups, evolutions and their applications to Markov and diffusion fields on the plane.". J. Appl. Math. Stochastic Anal. 9, No.3, pp. 281 - 302, - 1996
1995
• Mishura, Ju.S. "The weak convergence of point fields on a plane to a point field with conditionally independent increments.". Exploring Stochastic Laws, pp. 307 - 328, - 1995
• Mishura, Yu.S. "Some properties of local times for Markov random fields.". Prob. Theory Math. Statist. 54, pp. 121 - 126, - 1995
• Mishura, Yu. "On properties of compensators and $i$-compensators of coordinate point processes on a plane.". Random Operators \& Stoch. Equat. 3, pp. 193 - 200, - 1995
• Mishura, Ju.S. "The weak convergence of point fields on a plane to a point field with conditionally independent increments.". Skorokhod, A. V. (ed.) et al., Exploring stochastic laws. Festschrift in honour of the 70th birthday of Academician Vladimir Semenovich Korolyuk., pp. 307 - 328, - 1995
• Mishura, Yu.S. "Existence and properties of local times for Markov random fields.". Ukr. Math. J. 47, No.1, pp. 63 - 73, - 1995
• Mishura, Yu.S. "Two-parameter Lévy processes: Itô formula, semigroups and generators.". Ukr. Math. J. 47, No.7, pp. 1092 - 1102, - 1995
• Mishura, Yu.S. "Continuous additive functionals and local times for Markov fields.". TViMS. Teor. Veroyatn. Mat. Stat./Probab. Theory Math. Stat. 2, pp. 181 - 194, - 1995
• Mishura, Yu.S. "On properties of compensators and $i$-compensators of coordinate point processes on a plane.". Random Oper. Stoch. Equ. 3, No.2, pp. 193 - 200, - 1995
1994
• Mishura, Yu. "The Itô formula and local times for stochastic processes of the Volterra type.". Theory Prob. Math. Statist. 49, pp. 173 - 192, - 1994
1993
• Mishura, Yu.S. "Semigroup and resolvent operators related with homogeneous Markov fields.". Random Oper. Stoch. Equ. 1, No.4, pp. 345 - 359, - 1993
• Mishura, Yu.S. "The existence and properties of local time of the Skorokhod integral.". Random Oper. Stoch. Equ. 1, No.3, pp. 293 - 307, - 1993
1992
• Mishura, Yu.S. "Stochastic differential equations in the plane that contain strong semimartingales.". Theory Probab. Math. Stat. 45, pp. 77 - 85, - 1992
• Gushchin, A.A.; Mishura, Yu.S. "The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. III. ". Theory Probab. Math. Stat., pp. 45 - 51, - 1992
1991
• Mishura, Yu. "A martingale characterization of diffusion random fields on the plane. ". Theory Prob. Appl. 35, pp. 152 - 157, - 1991
• Mishura, Yu. "Stochastic integrals and stochastic differential equations on the plane involving strong semimartingales.". New Trends Prob. Statist., Volume 1, pp. 485 - 502, - 1991
• Mishura, Yu. "A martingale characterization of diffusion random fields on the plane. ". Theory Prob. Appl. 35, pp. 152 - 157, - 1991
• Gushchin, A.A.; Mishura, Yu.S. "Davis inequalities and the Gundy decomposition for two-parametric strong martingales. III.". Teor. Veroyatn. Mat. Stat., Kiev 44, pp. 49 - 56, - 1991
• Mishura, Yu.S. "Stochastic integrals and stochastic differential equations on the plane involving strong semimartingales.". New trends in probability and statistics. Vol. 1, Proc. 23rd Bakuriani Colloq. in Honour of Yu. V. Prokhorov, Bakuriani/USSR, pp. 485 - 502, - 1991
• Gushchin, A.A.; Mishura, Yu.S. "The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. II. ". Theory Probab. Math. Stat. 43, pp. 65 - 76, - 1991
1990
• Mishura, Yu.S. "A martingale characterization of diffusion random fields on the plane.". Theory Probab. Appl. 35, No.1, pp. 152 - 157, - 1990
• Mishura, Yu.S. "Martingale characterization of solutions of stochastic differential equations on the plane.". Dokl. Akad. Nauk Ukr. SSR, Ser. A, No.8, pp. 26 - 28, - 1990
• Mishura, Yu.S. "Some properties of random fields with independent increments.". Theory Probab. Math. Stat. 41, pp. 65 - 75, - 1990
• Mishura, Yu.S. "Conditions for the existence of stochastic integrals with respect to weak semimartingales, and the generalized Itô formula for semimartingales on the plane.". Theory Probab. Math. Stat. 40, pp. 75 - 86, - 1990
• Mishura, Yu.S. "Martingale characterization of diffusion random fields given on a plane.". Teor. Veroyatn. Primen. 35, No.1, pp. 143 - 147, - 1990
• Mishura, Yu.S. "Decompositions of quasimartingale fields given on the plane.". Infinite-dimensional stochastic analysis, Collect. Sci. Works, pp. 90 - 96, - 1990
• Mishura, Yu.S.; Gushchin, A.A. "Two-parameter strong martingales: Inequalities for quadratic variation and some decompositions. ". Probability theory and mathematical statistics, Proc. 5th Vilnius Conf., Vilnius/Lith., Vol. II, pp. 181 - 192, - 1990
1989
• Mishura, Yu. "Exponential formulas and Doléans’ equation for discontinuous two-parameter processes.". Theory Prob. Appl. 33, pp. 388 - 392, - 1989
• Mishura, Yu.S. "Martingale field transformations under a change of probability measure.". Ukr. Math. J. 41, No.7, pp. 789 - 793, - 1989
• Mishura, Yu.S. "Canonical representation of weak semimartingales defined on the plane.". Ukr. Math. J. 41, No.3, pp. 308 - 313, - 1989
• Mishura, Yu.S. "Exponential representations of continuous two-parameter martingales.". Theory Probab. Math. Stat. 38, pp. 97 - 106, - 1989
• Mishura, Yu.S. "Sufficient conditions for weak convergence of two-parameter semimartingales to fields of diffusion type.". Theory Probab. Math. Stat. 39, pp. 117 - 128, - 1989
• Mishura, Yu.S. "Some properties of random fields with independent increments.". Teor. Veroyatn. Mat. Stat., Kiev 41, pp. 56 - 66, - 1989
• Mishura, Yu.S. "Transformations of martingale fields under a change of the probability measure.". Ukr. Mat. Zh. 41, No.7, pp. 923 - 929, - 1989
• Mishura, Yu.S. "Canonical representation of weak semimartingales given on the plane.". Ukr. Mat. Zh. 41, No.3, pp. 348 - 354, - 1989
1988
• Mishura, Yu.S. "Exponential formulas and Doléans’ equation for discontinuous two- parameter processes.". Theory Probab. Appl. 33, No.2, pp. 388 - 392, - 1988
• Mishura, Yu.S. "Sufficient conditions of weak convergence of two-parameter semimartingales to fields of diffusion type. ". Teor. Veroyatn. Mat. Stat., Kiev 39, pp. 97 - 106, - 1988
• Mishura, Yu.S. "Exponential representations of continuous two-parametric martingales.". Teor. Veroyatn. Mat. Stat., Kiev 38, pp. 88 - 96, - 1988
• Mishura, Yu.S. "Exponential formulas and Doléan equation for discontinuous two- parameter processes.". Teor. Veroyatn. Primen. 33, No.2, pp. 412 - 417, - 1988
1987
• Mishura, Yu.S. "Exponential estimates for two-parameter martingales.". Ukr. Math. J. 39, No.3, pp. 275 - 279, - 1987
• Mishura, Yu.S. "Sufficient conditions for uniform integrability of non-negative two- parametric martingales.". Teor. Veroyatn. Mat. Stat., Kiev 37, pp. 94 - 105, - 1987
• Mishura, Yu.S. "Sufficient conditions for relative compactness of measures corresponding to two-parameter strong martingales.". Theory Probab. Math. Stat. 34, pp. 117 - 125, - 1987
1986
• Mishura, Yu.S. "Conditions of existence of the second kind stochastic integrals with respect to two-parametric martingales.". Probabilistic methods for the investigation of systems with an infinite number of degrees of freedom, Collect. sci. Works, Kiev, pp. 96 - 100, - 1986
• Mishura, Yu.S. "Canonical representation of two-parameter strong semimartingales.". Theory Probab. Math. Stat. 33, pp. 91 - 95, - 1986
• Mishura, Yu.S. "A generalized Itô formula for two-parameter martingales. II.". Theory Probab. Math. Stat. 32, pp. 77 - 94, - 1986
1984
• Mishura, Yu.S. "The generalized Ito formula for two-parametric martingales.". Teor. Veroyatn. Mat. Stat. 30, pp. 114 - 127, - 1984
• Mishura, Yu.S. "Ito’s formula for two-parameter stochastic integrals with respect to martingale measures.". Ukr. Math. J. 36, pp. 370 - 374, - 1984
1983
• Mishura, Yu.S. "On some properties of two-parameter martingales with jumps.". Teor. Veroyatn. Mat. Stat. 29, pp. 72 - 84, - 1983
• Mishura, Yu.S. "Representation of regular quadratically integrable two-parametric martingales.". Dokl. Akad. Nauk Ukr. SSR, Ser. A , No.1, pp. 21 - 23, - 1983
• Mishura, Yu.S. "On the structure of square-integrable martingales on the plane.". Theory Probab. Math. Stat. 27, pp. 111 - 119, - 1983
1982
• Leonenko, N.N.; Mishura, Yu.S. "On an invariance principle for multiparameter martingales.". Theory Probab. Math. Stat. 24, pp. 91 - 101, - 1982
• Mishura, Yu.S. "On properties of the quadratic variation of two-parameters strong martingales.". Theory Probab. Math. Stat. 25, pp. 99 - 106, - 1982
• Mishura, Yu.S. "On the structure of quadratically integrable martingales on the plane.". Teor. Veroyatn. Mat. Stat. 27, pp. 102 - 110, - 1982
1981
• Leonenko, N.N.; Mishura, Yu.S. "On the invariance principle for multiparametric martingales.". Teor. Veroyatn. Mat. Stat. 24, pp. 81 - 91, - 1981
• Mishura, Yu.S. "Ito’s formula for discontinuous martingales in the plane.". Dopov. Akad. Nauk Ukr. RSR, Ser. A, No.4, pp. 20 - 23, - 1981
• Mishura, Yu.S. "On properties of the quadratic variation of two-parameter strong martingales.". Teor. Veroyatn. Mat. Stat. 25, pp. 92 - 99, - 1981
• Mishura, Yu.S. "Some limit theorems for stochastic integrals with respect to a martingale, and their applications.". Theory Probab. Math. Stat. 22, pp. 115 - 129, - 1981
• Mishura, Yu.S. "Some limit theorems for Schärf-Stieltjes stochastic integrals.". Ukr. Math. J. 32, pp. 225 - 231, - 1981
• Mishura, Yu.S. "Decomposition of two-parameter martingales into orthogonal components.". Theory Probab. Math. Stat. 23, pp. 127 - 136, - 1981
• Mishura, Yu.S. "Two-parameter semimartingales and point random fields.". Theory Probab. Math. Stat. 23, pp. 117 - 126, - 1981
1980
• Mishura, Yu.S. "On the convergence of random fields of step sums in the uniform topology.". Theory Probab. Math. Stat. 19, pp. 117 - 127, - 1980
• Mishura, Yu.S. "Gewisse Grenzwertsätze für Schärf-Stieltjessche stochastische Integrale. ". Ukr. Mat. Zh. 32, pp. 340 - 347, - 1980
• Mishura, Yu.S. "Some limit theorems for stochastic integrals related to martingales and their applications.". Teor. Veroyatn. Mat. Stat. 22, pp. 104 - 117, - 1980
1979
• Mishura, Yu.S.; Sil’vestrov, D.S. "A remark on the iterated weak limit of the superposition of random functions.". Theory Probab. Math. Stat. 18, pp. 109 - 114, - 1979
• Mishura, Yu.S. "On the convergence of random fields in the J-topology.". Theory Probab. Math. Stat. 17, pp. 111 - 119, - 1979
• Mishura, Yu.S. "On the convergence of some functionals of integral type in a uniform topology.". Teor. Sluchajnykh Protsessov 7, pp. 85 - 95, - 1979
1978
• Mishura, Yu.S. "On convergence of stochastic fields of stepped sums in uniform topology.". Teor. Veroyatn. Mat. Stat. 19, pp. 102 - 111, - 1978

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