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Publications by Yu. S. Mishura

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

Theory of Probability and Mathematical Statistics

English

A Bound for the Distance Between Fractional Brownian Motion and the Space of Gaussian Martingales on an Interval

Theory of Probability and Mathematical Statistics

English

Existence and Uniqueness of Solutions of Stochastic Differential Equations With Non-Lipschitz Diffusion and Poisson Measure

Theory of Probability and Mathematical Statistics

English

Existence and Uniqueness of the Solution of a Stochastic Differential Equation, Driven by Fractional Brownian Motion With a Stabilizing Term

Theory of Probability and Mathematical Statistics

English

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Bayesian Regularization of the Length of Memory in Reversible Sequences

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