Yuliia Mishura

Professor Yuliia Mishura has been a leading figure at Taras Shevchenko National University of Kyiv since 1976. She currently serves as Professor and Head of the Department of Probability, Statistics and Actuarial Mathematics in the Faculty of Mechanics and Mathematics.

Education:

• BSc + MSc, Kyiv State University, 1975
• PhD, Kyiv State University, 1978
• DSc (Habilitation), Institute of Mathematics, Kyiv, 1990

Research interests lie at the intersection of stochastic analysis, fractional processes and financial mathematics. She investigates stochastic calculus for fractional Brownian motion, multifractional processes, stochastic differential equations driven by such processes, functional limit theorems, optimal stopping, and statistical inference for models exhibiting long-range dependence.

Her recent work focuses on mixed fractional and multifractional models, parameter estimation in non-Gaussian settings, functional limit theorems in multiplicative financial schemes, and Malliavin-calculus techniques applied to option pricing and hedging under memory.

Scientific leadership:

• Principal investigator of the national project “Exact formulas, estimates, asymptotic properties and statistical analysis of complex evolutionary systems with many degrees of freedom”.
• Team leader of 15 researchers (7 DSc, 8 PhD) and 8 PhD students.

Collaborations & projects:

• INTAS Grant 99-000-16 (Ukrainian coordinator, 2000–2002)
• TEMPUS-TACIS IB-JEP-25054-2004 (Kyiv team leader, 2004–2008)
• NATO Grant PST.CLG.980408 (2003–2006)
• EU IRSES “Multifractionality” 230804 (Kyiv team leader, 2009–2012)
• STORM project with University of Oslo (2018–2020)
• State Fund for Fundamental Research of Ukraine grant 2020.02/0026 (2020–2022)

The research group maintains active international ties with universities in Vilnius, Oslo, Liverpool, Napoli, Dresden and others.