Yuliya Mishura

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 9

Top Topics

Discount Factor

Brownian Motion

Optimal Stopping

Differential Equations

Top Venues

Appl. Math. Comput.

Risk Decis. Anal.

Publications

Volodymyr Braiman, Anatoliy Malyarenko, Yuliya Mishura, Yevheniia Anastasiia Rudyk
Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter. CoRR (2024)
Yuliya Mishura, Kostiantyn Ralchenko, Hanna Zhelezniak
Numerical approach to the drift parameter estimation in the model with two fractional Brownian motions. Commun. Stat. Simul. Comput. 53 (7) (2024)
Vitaliy Golomoziy, Yuliya Mishura, Iryna Izarova, Tetiana Ianevych
Processing Big Data of Court Decisions. Balt. J. Mod. Comput. 11 (4) (2023)
Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises. Numer. Algorithms 93 (2) (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 12 (11) (2023)
Vitalii Makogin, Yuliya Mishura, Hanna Zhelezniak
Approximate solution of the integral equations involving kernel with additional singularity. CoRR (2020)
Julia Eisenberg, Yuliya Mishura
Optimising dividends and consumption under an exponential CIR as a discount factor. Math. Methods Oper. Res. 92 (2) (2020)
Vitalii Makogin, Yuliya Mishura
Fractional integrals, derivatives and integral equations with weighted Takagi-Landsberg functions. CoRR (2020)
Ernesto Mordecki, Yuliya Mishura
Optimal Stopping for Lévy Processes with One-Sided Solutions. SIAM J. Control. Optim. 54 (5) (2016)
Yuliya Mishura, Taras Shalaiko, Georgiy Shevchenko
Convergence of solutions of mixed stochastic delay differential equations with applications. Appl. Math. Comput. 257 (2015)
Alexander Melnikov, Yuliya Mishura
On stocks and interest rates modeling in long-range dependent environment. Risk Decis. Anal. 5 (4) (2014)
Yuliya Mishura, Georgiy Shevchenko
Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions. Comput. Math. Appl. 64 (10) (2012)