Stochastic differential equations driven by a Wiener process and fractional Brownian motion: Convergence in Besov space with respect to a parameter. - Yuliya S. Mishura; S. V. Posashkova (Comput. Math. Appl., 2011)

Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions. - Yuliya Mishura 001; Georgiy Shevchenko (Comput. Math. Appl., 2012)

On stocks and interest rates modeling in long-range dependent environment. - Alexander Melnikov; Yuliya Mishura 001 (Risk Decis. Anal., 2014)

Convergence of solutions of mixed stochastic delay differential equations with applications. - Yuliya Mishura 001; Taras Shalaiko; Georgiy Shevchenko (Appl. Math. Comput., 2015)

Optimal Stopping for Lévy Processes with One-Sided Solutions. - Ernesto Mordecki; Yuliya Mishura 001 (SIAM J. Control. Optim., 2016)

Fractional integrals, derivatives and integral equations with weighted Takagi-Landsberg functions. - Vitalii Makogin; Yuliya Mishura 001 (CoRR, 2020)

Approximate solution of the integral equations involving kernel with additional singularity. - Vitalii Makogin; Yuliya Mishura 001; Hanna Zhelezniak (CoRR, 2020)

Optimising dividends and consumption under an exponential CIR as a discount factor. - Julia Eisenberg; Yuliya Mishura 001 (Math. Methods Oper. Res., 2020)

Processing Big Data of Court Decisions. - Vitaliy Golomoziy; Yuliya Mishura 001; Iryna Izarova; Tetiana Ianevych (Balt. J. Mod. Comput., 2023)

Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises. - Giulia Di Nunno; Yuliya Mishura 001; Anton Yurchenko-Tytarenko (Numer. Algorithms, 2023)

Properties of Various Entropies of Gaussian Distribution and Comparison of Entropies of Fractional Processes. - Anatoliy Malyarenko; Yuliya Mishura 001; Kostiantyn Ralchenko; Yevheniia Anastasiia Rudyk (Axioms, 2023)

Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter. - Volodymyr Braiman; Anatoliy Malyarenko; Yuliya Mishura 001; Yevheniia Anastasiia Rudyk (CoRR, 2024)

Properties of the Shannon, Rényi and other entropies: dependence in parameters, robustness in distributions and extremes. - Iryna Bodnarchuk; Yuliya Mishura 001; Kostiantyn Ralchenko (CoRR, 2024)

Entropies of the Poisson distribution as functions of intensity: "normal" and "anomalous" behavior. - Dmitri Finkelshtein; Anatoliy Malyarenko; Yuliya Mishura 001; Kostiantyn Ralchenko (CoRR, 2024)

A discrete-time model that weakly converges to a continuous-time geometric Brownian motion with Markov switching drift rate. - Vitaliy Golomoziy; Yuliya Mishura 001; Kamil Kladívko (Frontiers Appl. Math. Stat., 2024)

Gaussian Volterra Processes as Models of Electricity Markets. - Yuliya Mishura 001; Stefania Ottaviano; Tiziano Vargiolu (SIAM J. Financial Math., 2024)

Option Pricing in Sandwiched Volterra Volatility Model. - Giulia Di Nunno; Yuliya Mishura 001; Anton Yurchenko-Tytarenko (SIAM J. Financial Math., 2024)

Numerical approach to the drift parameter estimation in the model with two fractional Brownian motions. - Yuliya Mishura 001; Kostiantyn Ralchenko; Hanna Zhelezniak (Commun. Stat. Simul. Comput., 2024)