Yuliya Stepanivna Mishura (Ukrainian: Юлія Степанівна Мішура) is a Ukrainian mathematician specializing in probability theory and mathematical finance. She is a professor at the Taras Shevchenko National University of Kyiv.[1]
Education and career
editMishura earned a Ph.D. in 1978 from the Taras Shevchenko National University of Kyiv with a dissertation on Limit Theorems for Functionals from Stochastic Fields supervised by Dmitrii Sergeevich Silvestrov. She earned a Dr. Sci. from the National Academy of Sciences of Ukraine in 1990 with a dissertation Martingale Methods in the Theory of Stochastic Fields.[1][2]
She became an assistant professor in the Faculty of Mechanics and Mathematics at National Taras Shevchenko University of Kyiv in 1976. She has been a full professor since 1991, and head of the Department of Probability, Statistics and Actuarial Mathematics since 2003.[1]
With Kęstutis Kubilius, she is the founding co-editor-in-chief of the journal Modern Stochastics: Theory and Applications.[3] She is the editor-in-chief of the journal Theory of Probability and Mathematical Statistics.
Books
editMishura is the author of many monographs and textbooks.[1] They include:
- Discrete-Time Approximations and Limit Theorems In Applications to Financial Markets (with Kostiantyn Ralchenko, De Gruyter Series in Probability and Stochastics, 2021)
- Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations (with G. Kulinich, S. Kushnirenko, Vol.9 Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics, 2020)
- Fractional Brownian Motion. Approximations and Projections (with Oksana Banna, Kostiantyn Ralchenko, Sergiy Shklyar, Wiley-ISTE, 2019)
- Stochastic Analysis of Mixed Fractional Gaussian Processes (ISTE Press, 2018)[4]
- Theory and Statistical Applications of Stochastic Processes (with Georgiy Shevchenko, ISTE Press and John Wiley & Sons, 2017)
- Parameter Estimation in Fractional Diffusion Models (with Kęstutis Kubilius and Kostiantyn Ralchenko, Bocconi University Press and Springer, 2017)[5]
- Ruin Probabilities: Smoothness, Bounds, Supermartingale Approach (with Olena Ragulina, ISTE Press, 2016)
- Financial Mathematics: Optimization in Insurance and Finance Set (ISTE Press, 2016)[6]
- Theory of Stochastic Processes: With Applications to Financial Mathematics And Risk Theory (with Gusak, Kukush, Kulik, and Pilipenko, Problem Books in Mathematics, Springer, 2010)[7]
- Stochastic Calculus for Fractional Brownian Motion and Related Processes (Lecture Notes in Mathematics 1929, Springer, 2008)[8]
References
edit- ^ a b c d "Yuliya Mishura", Employee profile, Taras Shevchenko National University of Kyiv, retrieved 2020-03-29
- ^ Yuliya Mishura at the Mathematics Genealogy Project
- ^ "Editors-in-chief", Modern Stochastics: Theory and Applications, retrieved 2020-03-29
- ^ Review of Stochastic Analysis of Mixed Fractional Gaussian Processes:
- ^ Reviews of Parameter Estimation in Fractional Diffusion Models:
- ^ Review of Financial Mathematics:
- Vives, Josep, zbMATH, Zbl 1371.91001
{{citation}}: CS1 maint: untitled periodical (link)
- Vives, Josep, zbMATH, Zbl 1371.91001
- ^ Reviews of Theory of Stochastic Processes:
- Hein, Claudia, zbMATH, Zbl 1189.60001
{{citation}}: CS1 maint: untitled periodical (link) - Hand, David J. (December 2010), International Statistical Review, 78 (3): 461, doi:10.1111/j.1751-5823.2010.00122_15.x, JSTOR 27919877
{{citation}}: CS1 maint: untitled periodical (link) - Castellacci, Giuseppe (2011), Mathematical Reviews, MR 2572942
{{citation}}: CS1 maint: untitled periodical (link) - Myers, Donald E. (August 2011), Technometrics, 53 (3): 324–325, JSTOR 23210411
{{citation}}: CS1 maint: untitled periodical (link)
- Hein, Claudia, zbMATH, Zbl 1189.60001
- ^ Reviews of Stochastic Calculus for Fractional Brownian Motion and Related Processes:
External links
edit- Yuliya Mishura publications indexed by Google Scholar