Yuliya Mishura

Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion

Jean Mémin, Yuliya Mishura, Esko Valkeila · Statistics & Probability Letters · 2001 · 187 citations

Fractional Brownian Motion, Engineering, Wiener Integrals +3

The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion

Yuliya Mishura, Georgiy Shevchenko · Stochastics · 2008 · 81 citations · Full text

Fractional Brownian Motion, Euler Approximations, Engineering +10

Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations

Yuliya Mishura, A. Yu. Veretennikov · Theory of Probability and Mathematical Statistics · 2021 · 81 citations · Full text

Mckean–vlasov Stochastic Equations, Engineering, Stochastic Processes +10

Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions

Yuliya Mishura, Georgiy Shevchenko · Computers & Mathematics with Applications · 2012 · 59 citations · Full text

Stochastic System, Stochastic Calculus, Stochastic Dynamical System +4

Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index<i>H</i> &gt; 1/2

Yuliya Mishura, Georgiy Shevchenko · Communication in Statistics- Theory and Methods · 2011 · 58 citations · Full text

Fractional Brownian Motion, Engineering, Mild Regularity Assumptions +7