Yuliya S. Mishura

Finance · 2001–2016

A researcher in the Science corpus: 5 papers; trusts 14 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 26 citations into it; #4,868 of 10,518 by trust here, #5,336 by citations
• Economics and Econometrics — 11 citations into it; #21,613 of 23,481 by trust here, #20,008 by citations
• Statistics and Probability — 6 citations into it
• Mathematical Physics — 5 citations into it; #4,664 of 8,562 by trust here, #4,247 by citations

Whom Yuliya S. Mishura trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. A. Davie
2. David Nualart
3. Laure Coutin
4. A. Rășcanu
5. Ivan Nourdin
6. Zhongmin Qian
7. Andreas Neuenkirch
8. Vivek Shripad Borkar
9. Thomas G. Kurtz
10. Yaozhong Hu

Who trusts Yuliya S. Mishura overall

1. David Nualart
2. Antoine Lejay
3. Yuriy Kozachenko
4. Marco Ferrante
5. A. Deya

Papers from Yuliya S. Mishura's perspective

Ordered by how strongly the researchers Yuliya S. Mishura trusts endorse each paper. Same corpus, a different order for every researcher.

1. Statistical Analysis of the Fractional Ornstein–Uhlenbeck Type Process
2. Parameter estimation for fractional Ornstein–Uhlenbeck processes
3. Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion
4. Stochastic analysis, rough path analysis and fractional Brownian motions
5. On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
6. Stochastic Calculus for Fractional Brownian Motion and Related Processes
7. Controlled diffusion processes
8. Uniqueness of solutions of stochastic differential equations
9. Approximate McKean–Vlasov representations for a class of SPDEs
10. On Ergodic Measures for McKean-Vlasov Stochastic Equations

Their papers

• Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion (2001) — 202 citations
• The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion (2007) — 86 citations
• Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations (2016) — 68 citations
• Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index H > 1/2 (2011) — 67 citations
• On drift parameter estimation in models with fractional Brownian motion (2011) — 61 citations