The following pages link to Adrian Falkowski (Q2123433):
Displayed 9 items.
- Backward stochastic differential equations with mean reflection and two constraints (Q2123434) (← links)
- Backward stochastic differential equations with two barriers and generalized reflection (Q2186646) (← links)
- Mean reflected stochastic differential equations with two constraints (Q2238888) (← links)
- Weak and strong discrete-time approximation of fractional SDEs (Q2257577) (← links)
- SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation (Q2408995) (← links)
- SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)
- SDEs with constraints driven by processes with bounded p-variation (Q2787071) (← links)
- Actuarial Approach to Option Pricing in a Fractional Black–Scholes Model with Time-Dependent Volatility (Q2866791) (← links)
- Sweeping processes with stochastic perturbations generated by a fractional Brownian motion (Q6261541) (← links)