2 citations · 3 across the 2 of their papers we have counts for
3 papers
math.PR2016★ 2 cited
Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter
Grigorij Kulinich, Svitlana Kushnirenko, Yuliia Mishura
We study the asymptotic behavior of mixed functionals of the form , , as . Here is a strong solution of…
math.PR2016★ 1 cited
Functional limit theorems for additive and multiplicative schemes in the Cox--Ingersoll--Ross model
Yuliia Mishura, Yevheniia Munchak
In this paper, we consider the Cox--Ingersoll--Ross (CIR) process in the regime where the process does not hit zero. We construct additive and multiplicative discrete approximation…
math.PR2007
The rate of convergence of Euler approximations for solutions of stochastic differential equations driven by fractional Brownian motion
Yuliya Mishura, Georgiy Shevchenko
The paper focuses on discrete-type approximations of solutions to non-homogeneous stochastic differential equations (SDEs) involving fractional Brownian motion (fBm). We prove that…