Yuliya Mishura

Identifiers

Open LibraryOL7467219A

Top Subjects

Economics (2)
Risk (insurance) (1)
Stochastic analysis (1)
Gaussian processes (1)
Brownian movements (1)

Books by Yuliya Mishura

Total count: 13

Stochastic Calculus for Fractional Brownian Motion and Related Processes (Lecture Notes in Mathematics Book 1929)

Springer2008-04-12
Theory of Stochastic ProcessesWith Applications to Financial Mathematics and Risk Theory

Springer2012-05-03
Financial Mathematics

Elsevier2016-01-01
Finance Mathematics

Elsevier2016-01-01
Ruin ProbabilitiesSmoothness, Bounds, Supermartingale Approach

Elsevier2016-01-01
Modern Stochastics and Applications

Springer2016-08-23
Theory and Statistical Applications of Stochastic Processes

Wiley & Sons, Incorporated, John2017-01-01
Stochastic Analysis of Mixed Fractional Gaussian Processes

Elsevier2018-01-01
Parameter Estimation in Fractional Diffusion Models

Springer2018-01-08
Fractional Brownian MotionApproximations and Projections

Wiley & Sons, Incorporated, John2019-01-01
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations

Springer2020-04-30
Fractional Deterministic and Stochastic Calculus

de Gruyter GmbH, Walter2023-01-01
Functional Analysis and Operator Theory

Springer2024-01-01