Yuliya Mishura

Stochastic Analysis of Mixed Fractional Gaussian Processes

Ruin Probabilities

Entropies and Fractionality

Theory and Statistical Applications of Stochastic Processes

Financial Mathematics

Finance Mathematics

Stochastic Calculus for Fractional Brownian Motion and Related Processes (Lecture Notes in Mathematics Book 1929)

Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations

Fractional Brownian Motion

Fractional Deterministic and Stochastic Calculus

Parameter Estimation in Fractional Diffusion Models

Modern Stochastics and Applications

Theory of Stochastic Processes