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Modern Stochastics: Theory and Applications

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Editorial
Volume 11, Issue 2 (2024), pp. 129–131
Kȩstutis Kubilius   Kostiantyn Ralchenko ORCID icon link to view author Kostiantyn Ralchenko details  

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https://doi.org/10.15559/24-VMSTA251
Pub. online: 15 March 2024      Type: Editorial      Open accessOpen Access

Received
11 March 2024
Accepted
11 March 2024
Published
15 March 2024

References

[1] 
Ascione, G., Mishura, Y., Pirozzi, E.: Fractional Deterministic and Stochastic Calculus. De Gruyter (2024)
[2] 
Banna, O., Mishura, Y., Ralchenko, K., Shklyar, S.: Fractional Brownian Motion: Approximations and Projections. Wiley, ISTE (2019)
[3] 
Gusak, D., Kukush, A., Kulik, A., Mishura, Y., Pilipenko, A.: Theory of Stochastic Processes. With Applications to Financial Mathematics and Risk Theory. Springer (2010). MR2572942. https://doi.org/10.1007/978-0-387-87862-1
[4] 
Kubilius, K., Mishura, Y., Ralchenko, K.: Parameter Estimation in Fractional Diffusion Models. Springer (2017). MR3752152. https://doi.org/10.1007/978-3-319-71030-3
[5] 
Kulinich, G., Kushnirenko, S., Mishura, Y.: Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations. Springer (2020). MR4215641. https://doi.org/10.1007/978-3-030-41291-3
[6] 
Mishura, Y.: Stochastic Calculus for Fractional Brownian Motion and Related Processes. Springer (2008). MR2378138. https://doi.org/10.1007/978-3-540-75873-0
[7] 
Mishura, Y., Ragulina, O.: Ruin Probabilities. ISTE, Elsevier (2016). MR3643478
[8] 
Mishura, Y., Ralchenko, K.: Discrete-time Approximations and Limit Theorems – in Applications to Financial Markets. De Gruyter (2021). MR4368861. https://doi.org/10.1515/9783110654240-201
[9] 
Mishura, Y., Zili, M.: Stochastic Analysis of Mixed Fractional Gaussian Processes. ISTE, Elsevier (2018). MR3793191

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