Yuliya Mishura

Financial Mathematics

Discrete-Time Approximations And Limit Theorems

Ruin Probabilities

Theory And Statistical Applications Of Stochastic Processes

Asymptotic Analysis Of Unstable Solutions Of Stochastic Differential Equations

Asymptotic Analysis Of Unstable Solutions Of Stochastic Differential Equations

Fractional Brownian Motion

Theory Of Stochastic Processes

Theory Of Stochastic Processes

Fractional Deterministic And Stochastic Calculus

Parameter Estimation In Fractional Diffusion Models

Parameter Estimation In Fractional Diffusion Models

Stochastic Calculus For Fractionnal Brownian Motion And Related Processes