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Yuliya Mishura
ORCID
Publication Activity (10 Years)
Years Active: 2012-2023
Publications (10 Years): 7
Top Topics
Optimal Stopping
Differential Equations
Brownian Motion
Discount Factor
Top Venues
CoRR
Appl. Math. Comput.
Risk Decis. Anal.
Axioms
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Publications
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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)