Yuliya Mishura

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

Mishura 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

Mishura 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

1. "Yuliya Mishura", Employee profile, Taras Shevchenko National University of Kyiv, retrieved 2020-03-29
2. Yuliya Mishura at the Mathematics Genealogy Project
3. "Editors-in-chief", Modern Stochastics: Theory and Applications, retrieved 2020-03-29
4. Review of Stochastic Analysis of Mixed Fractional Gaussian Processes:
   • Aurzada, Frank, Mathematical Reviews, MR 3793191
5. Reviews of Parameter Estimation in Fractional Diffusion Models:
   • Kolnogorov, Alex V., zbMATH, Zbl 1388.60006
   • Lu, Fei, Mathematical Reviews, MR 3752152
6. Review of Financial Mathematics:
   • Vives, Josep, zbMATH, Zbl 1371.91001
7. Reviews of Theory of Stochastic Processes:
   • Hein, Claudia, zbMATH, Zbl 1189.60001
   • Hand, David J. (December 2010), International Statistical Review, 78 (3): 461, doi:10.1111/j.1751-5823.2010.00122_15.x, JSTOR 27919877
   • Castellacci, Giuseppe (2011), Mathematical Reviews, MR 2572942
   • Myers, Donald E. (August 2011), Technometrics, 53 (3): 324–325, JSTOR 23210411
8. Reviews of Stochastic Calculus for Fractional Brownian Motion and Related Processes:
   • Gapeev, Pavel, zbMATH, Zbl 1138.60006
   • Nourdin, Ivan (2008), Mathematical Reviews, MR 2378138

External links

• Yuliya Mishura publications indexed by Google Scholar