Author

Mariyan Milev

h-index 10 View on Semantic Scholar

We have 3 of 72 papers

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Open access Sep 2026

Optimal Investment Control Under Jump-Fractional Dynamics: A Wick–Itô Approach

This paper extends the optimal investment control framework by incorporating fractional Brownian motion to capture long-range dependence and memory effects in asset prices. Replacing the standard Brownian component with a fractional Brownian motion governed by the Hurst parameter H with H∈(1/2,1), we employ the Wick–It...

Mehran Paziresh, Mariyan Milev, Karim Ivaz et al. · Mathematics · 0 citations

Open access Sep 2026

Posterior Bias of the Drift Estimator in a Hierarchical Ornstein–Uhlenbeck Model for Adverse Life Events

A hierarchical Ornstein–Uhlenbeck stochastic differential equation with event-conditional drift is fitted to monthly text-derived affect trajectories from a self-disclosure-rich Reddit subreddit (2023–2024; 254,153 users, 324,548 user-months), with the death of a close family member as the adverse life event. Event dat...

I. Naskinova, Mariyan Milev, Nikolay Netov et al. · Wseas Transactions on Busine... · 0 citations

Open access Sep 2026

A Hierarchical Stochastic Differential Equation Framework with Particle-Filter Inference for Latent-State Dynamics around Life-Event Mentions on Reddit

A hierarchical Ornstein–Uhlenbeck stochastic differential equation with event-conditional drift for latent-state dynamics around life events detected in text and establishes existence and uniqueness of strong solutions, identifiability of the population-level parameters under sparse panel observation, and a posterior-b...

I. Naskinova, Mariyan Milev, Nikolay Netov et al. · Wseas Transactions on Busine... · 0 citations