Search Results - "Mishura, Yu. S."

Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure by Zubchenko, V. P., Mishura, Yu. S.

“…We study the rate of convergence and some other properties of the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson…”
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Invariant surfaces for certain classes of systems of the second-order to stochastic differential equations with jumps by Mishura, Yu. S., Kushnirenko, S. V., Voloh, L. V.

“…In this paper, we consider the concept of invariant sets of inhomogeneous stochastic differential equations with jumps. For certain classes of systems of the…”
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Stochastic differential equations driven by a Wiener process and fractional Brownian motion: Convergence in Besov space with respect to a parameter by Mishura, Yu.S., Posashkova, S.V.

“…A stochastic differential equation involving both a Wiener process and fractional Brownian motion, with nonhomogeneous coefficients and random initial…”
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Professor Yu.V. Kozachenko (01.12.1940 - 05.05.2020) - prominent scientist and teacher by Vasylyk, O. I., Mishura, Yu. S., Moklyachuk, M. P., Perestyuk, M. O., Rozora, I. V., Sakhno, L. M., Yamnenko, R. Ye

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Estimation of the ruin probability of an insurance company operating on a BS-market by Androshchuk, M. O., Mishura, Yu. S.

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Rate of convergence of the price of European option on a market for which the jump of stock price is uniformly distributed over an interval by Mishura, Yu. S., Soloveiko, O. M.

“…We consider a model of market for which the jump of the stock price is uniformly distributed over a certain symmetric interval. By using the theorem on…”
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Weak convergence of integral functionals of random walks weakly convergent to fractional Brownian motion by Mishura, Yu. S., Rode, S. H.

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Euler Approximations of Solutions of Abstract Equations and Their Applications in the Theory of Semigroups by Mishura, Yu. S., Shevchenko, H. M.

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Generalized two-parameter Lebesgue-Stieltjes integrals and their applications to fractional Brownian fields by Il’chenko, S. A., Mishura, Yu. S.

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Approximation of fractional integrals of H¨older functions by Malyarenko, A., Mishura, Yu. S., Rudyk, Y. A. O. Rudyk

“…The paper is devoted to the rate of convergence of integral sums of two different types to fractional integrals. The first theorem proves the H¨older property…”
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Existence of solutions of abstract volterra equations in a banach space and its subsets by Mishura, Yu. S.

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Comparison of 2D convolutions and dense neural networks for natural language processing models with multi-sentence input by Yanevych, Tetyana, Golomoziy, Vitaliy, Mishura, Yuliya, Izarova, Iryna

“…This paper is devoted to the analysis of court cases based on multiple sentences that represent plaintiff's claim, claim motivation and defendant's response…”
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International scientific conference "Modern Stochastics: Theory and Applications. V" (MSTA-V). 1-4 June 2021 by Mishura, Yu. S., Moklyachuk, M. P., Rozora, I. V., Sakhno, L. M.

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Professor G.L. Kulinich (09.12.1938 – 10.02.2022) – prominent scientist and teacher by Borysenko, O. D., Kushnirenko, S. V., Mishura, Yu. S., Moklyachuk, M. P., Perestyuk, M. O., Samoilenko, V. G., Stanzhytskyi, O. M., Shevchuk, I. O.

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Existence and properties of local times for Markov random fields by Mishura, Yu. S.

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Optimal stopping times for solutions of nonlinear stochastic differential equations and their application to one problem of financial mathematics by Mishura, Yu. S., Ol'tsik, Ya. O.

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Method of successive approximations for abstract volterra equations in a banach space by Mishura, Yu. S., Tomilov, Yu. V.

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The Hille-Yosida theorem for resolvent operators of multiparameter semigroups by Mishura, Yu. S., Lavrent’ev, A. S.

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The problem of extension for two-parameter kernels by Mishura, Yu. S., Lavrent'ev, A. S.

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Martingale field transformations under a change of probability measure by Mishura, Yu. S.

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