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prob.stat.act@gmail.com, probability@univ.kiev.ua
Tel/Fax: +38 (044) 259 03 92

   

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Courses taught:

Course nameSpecialityYear of study
Scientific seminar on financial mathematicsStatistics3
Theory of stochastic processesMathematics4
Scientific seminarStatistics4
Markov and Levi processesMathematics4
Financial mathematics of stock marketStatisticsSpecialists
Financial mathematics of stock marketStatistics1 year Masters
Scientific seminarMathematics1 year Masters


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  • 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.
  • Grant of Nancy University, France, 2012-2014, for visiting professorship.

  • Monographs
    • Mishura, Yuliya Stochastic calculus for fractional Brownian motion and related processes. - 393 pages. - Lecture Notes in Mathematics 1929. Berlin: Springer (ISBN 978-3-540-75872-3/pbk), - 2008
    • Y. Mishura, G. Shevchenko Approximation solution to stochastic differential eqautions in infinite-dimensional space. - 98 pages. - Kyiv University press, - 2007

  • Textbooks and tutorials
    • Gusak, D.; Kukush, A.; Kulik, A.; Mishura, Y.; Pilipenko Theory of stochastic processes. With applications to financial mathematics and risk theory. - 380 pages. - Problem Books in Mathematics. New York, NY: Springer (ISBN 978-0-387-87861-4), - 2010 - Abstract & reference
    • Y. Mishura, G. Shevchenko Mathematics of finances. - 352 pages. - Kyiv University press, - 2009
    • O. Borisenko, Y. Mishura, V. Radchenko, G. M. Shevchenko The collection of problems in financial mathematics. - 250 pages. - Kyiv University press, - 2007
    • O. Konstantinov, Y. Mishura, O. Nesterenko, A. Chajkovskij The collection of problems in functional analysis. - 150 pages. - Kyiv University press, - 2004

  • Articles
    • 2013
      • Mishura, Y., Shevchenko, G., Valkeila, E. Random variables as pathwise integrals w.r.t. fBm. Stochastic Processes and Applications, v. 123 - pages 2353-2369 - 2013 - Arxiv
      • Mishura, Y., Tomashyk, V. Convergence of exit times of diffusion process from some strip. Teor. Probab. Mat. Stat. 88 - pages 83-95 - 2013
      • Melnikov, A., Mishura, Y., Shevchenko, G. Stochastic Viability and Comparison Theorems for Mixed Stochastic Differential Equations. Methodology and Computing in Applied Probability - - 2013 - Abstract & Reference
      • Mishura, Y., Tomashyk, V. Optimal stopping time problem fir random walks with polynomial reward functions. Theor. Probability and Math. Statist. V. 86 - - 2013
      • Mishura, Y. , Shevchenko, G., Dozzi, M. Statistical estimation by power variations in the mixed models. in press - - 2013 - Arxiv
      • Mishura, Y., Ralchenko, K., Shevchenko, G., Seleznev, O. Asymptotic properties of drift parameter estimator based on discrete observations of SDE driven by fBm . in press - - 2013
      • Hashorva, E., Mishura, Y., Seleznev, O. Boundary non-crossing probabilities for fractional Brownian motion with trend. in press - - 2013
      • Mishura, Y. Standard maximum likelihood drift parameter estimator in homogeneous diffusion model is always strongly consistent . in press - - 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 - pages 99-106 - 2012 - Abstract & reference
      • 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 - pages 493-512 - 2012 - Abstract & reference
      • Kubilius, K.; Mishura, Y. The rate of convergence of Hurst index estimate for the stochastic differential equation. Stochastic Processes Appl. 122, No. 11 - pages 3718-3739 - 2012 - Abstract & reference
      • 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 - pages 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 - pages 15-31 - 2012 - Abstract & reference
      • 28. Shklyar, S., Shevchenko, G., Mishura, Y., Doroshenko, V., Banna, O. Approximation of Fractional Brownian Motion by Martingales. Methodology and Computing in Applied Probability - - 2012 - Abstract & reference
      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 - pages 63-89 - 2011 - Abstract & reference
      • 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 - pages 40-60 - 2011 - Abstract & reference
      • 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 - pages 111-126 - 2011 - Abstract & reference
      • 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 - pages 1166-1180 - 2011 - Abstract & reference
      • 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 - pages 3492-3508 - 2011 - Abstract & reference
      • Y. Mishura, E. Valkeila An extension of the Levy characterization to fractional Brownian motion. Annals of Probability, v.39, N 2 - pages 439-470 - 2011 - Abstract & reference
      • Y. Mishura, H. Tikkanmaki Fractional Levy processes as a result of compact interval integral transformation. Stochastic Analysis and Applications - pages 1081-1101 - 2011 - Full text
      • Y. Mishura, A. Melnikov On pricing and hedging in financial markets with long-range dependence. Mathematics and Financial Economics, v. 5, N 11 - pages 29-46 - 2011 - Abstract & reference
      • 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 - pages 18-34 - 2011 - Full text
      • 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 - pages 387-411 - 2011 - Abstract & reference
      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 - pages 52-67 - 2010 - Abstract
      • 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 - pages 117-130 - 2010 - Full text
      • 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 - pages 82-91 - 2010 - Abstract & reference
      • 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 - pages 92-103 - 2010 - Abstract & reference
      • 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 - pages 12-21 - 2010 - Abstract & reference
      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 - pages 1075-1086 - 2009
      • Y. Mishura, G. Shevchenko The optimal time to exchange one asset for another on finite interval. - pages 197-210. - Optimality and riskmodern trends in mathematical finances Springer. Kabanov Festschrift , - 2009
      • E. Azmoodech, Y. Mishura, E. Valkeila On hedging European options in geometric fractional Brownian motion market model. Statistics and Decisions - pages 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 - pages 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 - pages 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 - pages 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 - pages 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 - pages 489-511 - 2008
      • Mishura, Yu.; Shevchenko, G. Approximate solutions to anticipative stochastic differential equations.. Stat. Probab. Lett. 78, No. 1 - pages 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 - pages 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 - pages 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) - pages 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 - pages 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 - pages 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 - pages 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 - pages 1443-1453 - 2007
      • Mishura, Yu.S.; Tomashyk, V.V. Extremal behaviour of optimal sale moments for an asset whose price satisfies Itos diffusion equation.. Prykl. Stat., Aktuarna Finans. Mat., No. 2 - pages 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 - pages 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 - pages 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 - pages 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 - pages 152-165 - 2007
      • Mishura, Yu.S.; Shevchenko, G.M. Approximation schemes for stochastic differential equations in Hilbert space.. Theory Probab. Appl. 51, No. 3 - pages 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 - pages 7-13 - 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. - pages 333-341. - Berlin: Springer (ISBN 3-540-30782-6/hbk)., - 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 - pages 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. - pages 333-341. - Berlin: Springer (ISBN 3-540-30782-6/hbk)., - 2006
      • Kukush, A.G.; Mishura, Yu.S.; Shevchenko, G.M. On reselling of European option.. Theory Stoch. Process. 12, No. 28, Part 3-4 - pages 75-87 - 2006
      • Androshchuk, Taras; Mishura, Yuliya Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics.. Stochastics 78, No. 5 - pages 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 - pages 45-56 - 2006
      • Mishura, Yu.S.; Ilchenko, S.A. Stochastic integrals and stochastic differential equations, which contain fractional Brownian field. . Teor. Jmovirn. Mat. Stat. 75 - pages 80-94 - 2006
      • Androshchuk, Taras; Mishura, Yuliya Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics.. Stochastics 78, No. 5 - pages 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 - pages 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 - pages 71-85 - 2005
      • Mishura, Yuliya An estimate of ruin probabilities for long range dependence models.. Teor. Jmovirn. Mat. Stat. 72 - pages 93-100 - 2005
      • Mishura, Yuliya S.; Ilchenko, 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 - pages 46-52 - 2005
      • Kukush, Alexander; Mishura, Yulia; Valkeila, Esko Statistical inference with fractional Brownian motion.. Stat. Inference Stoch. Process. 8, No. 1 - pages 71-93 - 2005
      • Mishura, Yu.; Nualart, D. Weak solutions for stochastic differential equations with additive fractional noise.. Stat. Probab. Lett. 70, No. 4 - pages 253-261 - 2005
      2004
      • Mishura, Yuliya; Shevchenko, Georgij Linear equations and stochastic exponents in a Hilbert space.. Teor. Jmovirn. Mat. Stat. 71 - pages 123-132 - 2004
      • Mishura, Yu.S.; Ilchenko, S.A. The Itô formula for fractional Brownian fields.. Teor. Jmovirn. Mat. Stat. 69 - pages 141-153 - 2004
      • Ilchenko, S.A.; Mishura, Yu.S. Generalized two-parameter Lebesgue-Stieltjes integrals and their applications to fractional Brownian fields.. Ukr. Mat. Zh. 56, No. 4 - pages 435-450 - 2004
      • Mishura, Yuliya; Silvestrov, Dmitrii S. Limit theorems for stochastic Riemann-Stieltjes integrals. . Theory Stoch. Process. 10(26), No. 1-2 - pages 122-140 - 2004
      • Mishura, Yu.S.; Stotska, S.V. Convergence of locally minimizing risk strategies in Poisson process models.. Prykl. Stat., Aktuarna Finans. Mat., No. 1 - pages 17-27 - 2004
      • Kartashov, N.; Mishura, Yu. What random variable generates a bounded potential?. J. Appl. Math. Stochastic Anal., No. 1 - pages 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 - pages 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 - pages 87-100 - 2003
      • Mishura, Yu.S. Main theorem of financial mathematics for bounded arbitrages.. Prykl. Stat., Aktuarna Finans. Mat., No. 1-2 - pages 49-54 - 2003
      • Kukush, O.G.; Mishura, Yu.S. Asymptotic effiency of statistical estimates in compound Poisson model.. Teor. Jmovirn. Mat. Stat. 68 - pages 61-73 - 2003
      • Mishura, Yu.S. Quasi-linear stochastic differential equations with fractional Brownian component.. Teor. Jmovirn. Mat. Stat. 68 - pages 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 - pages 35-46 - 2002
      • Ilchenko, S.A.; Mishura, U.S. Generalized integrals for random fields.. Teor. Jmovirn. Mat. Stat. 67 - pages 57-70 - 2002
      • Mishura, Yu. S.; Valkeila, E. The absence of arbitrage in a mixed Brownian-fractional Brownian model.. Proc. Steklov Inst. Math. 237 - pages 215-224 - 2002
      2001
      • Mishura, Y.; Valkeila, E. Martingale transforms and Girsanov theorem for long-memory Gaussian processes. . Statist. Prob. Letters 55 - pages 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 - pages 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 - pages 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 - pages 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 - pages 136-151 - 2001
      • Mishura, Yuliya; Valkeila, Esko Martingale transforms and Girsanov theorem for long-memory Gaussian processes. . Stat. Probab. Lett. 55, No.4 - pages 421-430 - 2001
      • Mishura, Yu.S. Abstract Volterra equations with stochastic kernels.. Theory Probab. Math. Stat. 64 - pages 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 - pages 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 - pages 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 - pages 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 - pages 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 - pages 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 - pages 273-292 - 2000
      • Mishura, Y.; Valkeila, E. An isometric approach to generalized stochastic integrals.. J. Theor. Prob. 13 - pages 673-693 - 2000
      • Mishura, Yu.S.; Oltsik, Ya.A. Choosing an optimal switching moment on the financial market with alternative strategies (semimartingale approach).. Theory Probab. Appl. 45, No.3 - pages 480-493 - 2000
      • Mishura, Yu.S.; Swishchuk, A.V. Stochastic stability of fractional (B,S)-securities markets.. Prykl. Stat., Aktuarna Finans. Mat., No.2 - pages 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 - pages 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 - pages 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 - pages 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 - pages 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 - pages 79-89 - 2000
      • Mishura, Yuliya Skorokhod space and Skorokhod topology in probabilistic considerations during 1956‒1999.. Korolyuk, V. (ed.) et al., Skorokhods ideas in probability theory. Kyïv: Institute of Mathematics of NAS of Ukraine. Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 32 - pages 281-297 - 2000
      • Mishura, Yulia; Valkeila, Esko An isometric approach to generalized stochastic integrals.. J. Theor. Probab. 13, No.3 - pages 673-693 - 2000
      • Mishura, Yu.S.; Oltsik, Ya.A. Some properties of exponential martingales and the problem of optimal stopping.. Theory Probab. Math. Stat. 60 - pages 159-164 - 2000
      1999
      • Mishura, Yu.S.; Weisz, F. Atomic decompositions and inequalities for vector-valued discrete-time martingales.. Theory Prob. Appl. 43 - pages 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 - pages 133-150 - 1999
      • Mishura, Yu.S.; Oltsik, 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 - pages 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 - pages 273-292 - 1999
      • Mishura, Yu.S.; Oltsik, 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 - pages 22-26 - 1999
      • Mishura, Yuliya S. Arbitrage and other economical possibilities on financial market.. Theory Stoch. Process. 5(21), No.1-2 - pages 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 - pages 133-150 - 1999
      • Mishura, Yu.S.; Lavrentjev, 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 - pages 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 - pages 123-137 - 1999
      • Weisz, F.; Mishura, Yu.S. Inequalities for vector-valued martingales with continuous time.. Theory Probab. Math. Stat. 58 - pages 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 - pages 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 - pages 98-104 - 1998
      • Mishura, Yu.S.; Weisz, F. Atomic decompositions and inequalities for vector-valued discrete-time martingales.. Theory Probab. Appl. 43, No.3 - pages 487-496 - 1998
      • Mishura, Yuliya S.; Oltsik, Yanina A. Optimal financial strategy with wealth process governed by backward stochastic differential equation.. Theory Stoch. Process. 4(20), No.1-2 - pages 222-237 - 1998
      • Mishura, Yu.S.; Oltsik, Ya.O. Martingale, supermartingale, and increasing fields on a plane.. Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky, No.3 - pages 17-21 - 1998
      • Mishura, Yu.S. Coordinate point fields and their compensators. II.. Theory Probab. Math. Stat. 57 - pages 123-131 - 1998
      • Mishura, Yu.S.; Oltsik, Ya.O. Potentials and local times associated with two-parameter purely discontinuous strong martingales. . Theory Probab. Math. Stat. 56 - pages 137-149 - 1998
      1997
      • Mishura, Yu.S. Some properties of local times for Markov random fields.. Theory Probab. Math. Stat. 54 - pages 121-126 - 1997
      • Mishura, Yu.S. Coordinate point fields and their compensators. I.. Theory Probab. Math. Stat. 55 - pages 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 - pages 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 - pages 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 - pages 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 - pages 307-328 - 1995
      • Mishura, Yu.S. Some properties of local times for Markov random fields.. Prob. Theory Math. Statist. 54 - pages 121-126 - 1995
      • Mishura, Yu. On properties of compensators and $i$-compensators of coordinate point processes on a plane.. Random Operators \& Stoch. Equat. 3 - pages 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. - pages 307-328 - 1995
      • Mishura, Yu.S. Existence and properties of local times for Markov random fields.. Ukr. Math. J. 47, No.1 - pages 63-73 - 1995
      • Mishura, Yu.S. Two-parameter Lévy processes: Itô formula, semigroups and generators.. Ukr. Math. J. 47, No.7 - pages 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 - pages 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 - pages 193-200 - 1995
      1994
      • Mishura, Yu. The Itô formula and local times for stochastic processes of the Volterra type.. Theory Prob. Math. Statist. 49 - pages 173-192 - 1994
      1993
      • Mishura, Yu.S. Semigroup and resolvent operators related with homogeneous Markov fields.. Random Oper. Stoch. Equ. 1, No.4 - pages 345-359 - 1993
      • Mishura, Yu.S. The existence and properties of local time of the Skorokhod integral.. Random Oper. Stoch. Equ. 1, No.3 - pages 293-307 - 1993
      1992
      • Mishura, Yu.S. Stochastic differential equations in the plane that contain strong semimartingales.. Theory Probab. Math. Stat. 45 - pages 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. - pages 45-51 - 1992
      1991
      • Mishura, Yu. A martingale characterization of diffusion random fields on the plane. . Theory Prob. Appl. 35 - pages 152-157 - 1991
      • Mishura, Yu. Stochastic integrals and stochastic differential equations on the plane involving strong semimartingales.. New Trends Prob. Statist., Volume 1 - pages 485-502 - 1991
      • Mishura, Yu. A martingale characterization of diffusion random fields on the plane. . Theory Prob. Appl. 35 - pages 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 - pages 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 - pages 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 - pages 65-76 - 1991
      1990
      • Mishura, Yu.S. A martingale characterization of diffusion random fields on the plane.. Theory Probab. Appl. 35, No.1 - pages 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 - pages 26-28 - 1990
      • Mishura, Yu.S. Some properties of random fields with independent increments.. Theory Probab. Math. Stat. 41 - pages 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 - pages 75-86 - 1990
      • Mishura, Yu.S. Martingale characterization of diffusion random fields given on a plane.. Teor. Veroyatn. Primen. 35, No.1 - pages 143-147 - 1990
      • Mishura, Yu.S. Decompositions of quasimartingale fields given on the plane.. Infinite-dimensional stochastic analysis, Collect. Sci. Works - pages 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 - pages 181-192 - 1990
      1989
      • Mishura, Yu. Exponential formulas and Doléans equation for discontinuous two-parameter processes.. Theory Prob. Appl. 33 - pages 388-392 - 1989
      • Mishura, Yu.S. Martingale field transformations under a change of probability measure.. Ukr. Math. J. 41, No.7 - pages 789-793 - 1989
      • Mishura, Yu.S. Canonical representation of weak semimartingales defined on the plane.. Ukr. Math. J. 41, No.3 - pages 308-313 - 1989
      • Mishura, Yu.S. Exponential representations of continuous two-parameter martingales.. Theory Probab. Math. Stat. 38 - pages 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 - pages 117-128 - 1989
      • Mishura, Yu.S. Some properties of random fields with independent increments.. Teor. Veroyatn. Mat. Stat., Kiev 41 - pages 56-66 - 1989
      • Mishura, Yu.S. Transformations of martingale fields under a change of the probability measure.. Ukr. Mat. Zh. 41, No.7 - pages 923-929 - 1989
      • Mishura, Yu.S. Canonical representation of weak semimartingales given on the plane.. Ukr. Mat. Zh. 41, No.3 - pages 348-354 - 1989
      1988
      • Mishura, Yu.S. Exponential formulas and Doléans equation for discontinuous two- parameter processes.. Theory Probab. Appl. 33, No.2 - pages 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 - pages 97-106 - 1988
      • Mishura, Yu.S. Exponential representations of continuous two-parametric martingales.. Teor. Veroyatn. Mat. Stat., Kiev 38 - pages 88-96 - 1988
      • Mishura, Yu.S. Exponential formulas and Doléan equation for discontinuous two- parameter processes.. Teor. Veroyatn. Primen. 33, No.2 - pages 412-417 - 1988
      1987
      • Mishura, Yu.S. Exponential estimates for two-parameter martingales.. Ukr. Math. J. 39, No.3 - pages 275-279 - 1987
      • Mishura, Yu.S. Sufficient conditions for uniform integrability of non-negative two- parametric martingales.. Teor. Veroyatn. Mat. Stat., Kiev 37 - pages 94-105 - 1987
      • Mishura, Yu.S. Sufficient conditions for relative compactness of measures corresponding to two-parameter strong martingales.. Theory Probab. Math. Stat. 34 - pages 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 - pages 96-100 - 1986
      • Mishura, Yu.S. Canonical representation of two-parameter strong semimartingales.. Theory Probab. Math. Stat. 33 - pages 91-95 - 1986
      • Mishura, Yu.S. A generalized Itô formula for two-parameter martingales. II.. Theory Probab. Math. Stat. 32 - pages 77-94 - 1986
      1984
      • Mishura, Yu.S. The generalized Ito formula for two-parametric martingales.. Teor. Veroyatn. Mat. Stat. 30 - pages 114-127 - 1984
      • Mishura, Yu.S. Itos formula for two-parameter stochastic integrals with respect to martingale measures.. Ukr. Math. J. 36 - pages 370-374 - 1984
      1983
      • Mishura, Yu.S. On some properties of two-parameter martingales with jumps.. Teor. Veroyatn. Mat. Stat. 29 - pages 72-84 - 1983
      • Mishura, Yu.S. Representation of regular quadratically integrable two-parametric martingales.. Dokl. Akad. Nauk Ukr. SSR, Ser. A , No.1 - pages 21-23 - 1983
      • Mishura, Yu.S. On the structure of square-integrable martingales on the plane.. Theory Probab. Math. Stat. 27 - pages 111-119 - 1983
      1982
      • Leonenko, N.N.; Mishura, Yu.S. On an invariance principle for multiparameter martingales.. Theory Probab. Math. Stat. 24 - pages 91-101 - 1982
      • Mishura, Yu.S. On properties of the quadratic variation of two-parameters strong martingales.. Theory Probab. Math. Stat. 25 - pages 99-106 - 1982
      • Mishura, Yu.S. On the structure of quadratically integrable martingales on the plane.. Teor. Veroyatn. Mat. Stat. 27 - pages 102-110 - 1982
      1981
      • Leonenko, N.N.; Mishura, Yu.S. On the invariance principle for multiparametric martingales.. Teor. Veroyatn. Mat. Stat. 24 - pages 81-91 - 1981
      • Mishura, Yu.S. Itos formula for discontinuous martingales in the plane.. Dopov. Akad. Nauk Ukr. RSR, Ser. A, No.4 - pages 20-23 - 1981
      • Mishura, Yu.S. On properties of the quadratic variation of two-parameter strong martingales.. Teor. Veroyatn. Mat. Stat. 25 - pages 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 - pages 115-129 - 1981
      • Mishura, Yu.S. Some limit theorems for Schärf-Stieltjes stochastic integrals.. Ukr. Math. J. 32 - pages 225-231 - 1981
      • Mishura, Yu.S. Decomposition of two-parameter martingales into orthogonal components.. Theory Probab. Math. Stat. 23 - pages 127-136 - 1981
      • Mishura, Yu.S. Two-parameter semimartingales and point random fields.. Theory Probab. Math. Stat. 23 - pages 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 - pages 117-127 - 1980
      • Mishura, Yu.S. Gewisse Grenzwertsätze für Schärf-Stieltjessche stochastische Integrale. . Ukr. Mat. Zh. 32 - pages 340-347 - 1980
      • Mishura, Yu.S. Some limit theorems for stochastic integrals related to martingales and their applications.. Teor. Veroyatn. Mat. Stat. 22 - pages 104-117 - 1980
      1979
      • Mishura, Yu.S.; Silvestrov, D.S. A remark on the iterated weak limit of the superposition of random functions.. Theory Probab. Math. Stat. 18 - pages 109-114 - 1979
      • Mishura, Yu.S. On the convergence of random fields in the J-topology.. Theory Probab. Math. Stat. 17 - pages 111-119 - 1979
      • Mishura, Yu.S. On the convergence of some functionals of integral type in a uniform topology.. Teor. Sluchajnykh Protsessov 7 - pages 85-95 - 1979
      1978
      • Mishura, Yu.S. On convergence of stochastic fields of stepped sums in uniform topology.. Teor. Veroyatn. Mat. Stat. 19 - pages 102-111 - 1978

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    E-mail: myus@univ.kiev.ua
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