Yuriy Volodymyrovych Krvavych

MathSciNet


Ph.D. Taras Shevchenko National University of Kyiv 2001 Ukraine
Dissertation: Stochastic Integrals and Stochastic Differential Equations (SDE) Containing Fractional Brownian Motion (fBm) and Their Applications in Finance
Mathematics Subject Classification: 60—Probability theory and stochastic processes

Advisor: Yuliya Stepanivna Mishura

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