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Author

Yuliya Mishura

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2 papers indexed here

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Preprint Oct 2026

Strong uniqueness for fractional stochastic differential equations with sign drift

Establishing pathwise uniqueness for stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H>1/2$ remains challenging, particularly for discontinuous drifts beyond the regularity regimes of existing theories. A canonical example is the sign drift, for which uniqueness fails in the...

Ercan Sonmez, Yuliya Mishura · 0 citations
Open access Sep 2024

A class of processes defined in the white noise space through generalized fractional operators

The generalization of fractional Brownian motion in the white and grey noise spaces has been recently carried over, following the Mandelbrot–Van Ness representation, through Riemann– Liouville type fractional operators. Our aim is to extend this construction by means of more general fractional derivatives and integrals...

Luisa Beghin, L. Cristofaro, Yuliya Mishura · 4 citations

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