The following pages link to Jacek Jakubowski (Q388910):
Displayed 42 items.
- Semimartingales and shrinkage of filtration (Q2240853) (← links)
- Jump-diffusion processes in random environments (Q2249246) (← links)
- On the distribution of verhulst process (Q2355527) (← links)
- The Skorohod integral in conuclear spaces (Q2366885) (← links)
- Feynman-Kac theorem in random environments and partial integro-differential equations (Q2408780) (← links)
- On hyperbolic Bessel processes and beyond (Q2435249) (← links)
- Fixed points and exponential stability of mild solutions of stochastic partial differential equations with delays (Q2481885) (← links)
- Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
- Construction and simulation of generalized multivariate Hawkes processes (Q2684947) (← links)
- On some Brownian functionals and their applications to moments in the lognormal stochastic volatility model (Q2866767) (← links)
- ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS (Q3008490) (← links)
- Defaultable bonds with an infinite number of Lévy factors (Q3066637) (← links)
- (Q3160494) (← links)
- A simple proof of the martingale property in a semi-log-normal stochastic volatility model (Q3177164) (← links)
- The Markov consistency of Archimedean survival processes (Q3188571) (← links)
- (Q3468396) (← links)
- THE FUNCTIONAL LAW OF THE ITERATED LOGARITHM FOR WEAKLY MULTIPLICATIVE SYSTEMS (Q3472920) (← links)
- Study of Dependence for Some Stochastic Processes (Q3518313) (← links)
- (Q3534752) (← links)
- REMARK ON MULTIPLICATIVE SYSTEMS OF FUNCTIONS (Q3764950) (← links)
- ON THE MAXIMUM ABSOLUTE PARTIAL SUMS OF BOUNDED P-WEAKLY MULTIPLICATIVE SYSTEMS (Q3793430) (← links)
- (Q3955859) (← links)
- The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space (Q3984214) (← links)
- (Q4512495) (← links)
- A Note on Independence Copula for Conditional Markov Chains (Q4604871) (← links)
- On functionals of excursions for Bessel processes with negative index (Q4615044) (← links)
- Invariance formulas for stopping times of squared Bessel process (Q4685698) (← links)
- (Q4864458) (← links)
- (Q4898877) (← links)
- Revisiting linear and lognormal stochastic volatility models (Q4989150) (← links)
- Structured Dependence between Stochastic Processes (Q5110822) (← links)
- Volterra integral equations of the first kind and applications to linear diffusions (Q5125069) (← links)
- Pricing and Hedging of Rating-Sensitive Claims Modeled by $\mathbb{F}$-doubly Stochastic Markov Chains (Q5198569) (← links)
- Conditional Markov chains – construction and properties (Q5265532) (← links)
- (Q5285408) (← links)
- STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE (Q5468897) (← links)
- Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources (Q6115890) (← links)
- On bivariate distributions of the local time of Itô-McKean diffusions (Q6178557) (← links)
- Conditional Markov Chains Revisited Part I: Construction and properties (Q6258358) (← links)
- Conditional Markov Chains Part II: Consistency and Copulae (Q6258359) (← links)
- Generalized Multivariate Hawkes Processes (Q6339623) (← links)
- On Function of Evolution of Distribution for Time Homogeneous Markov Processes (Q6402526) (← links)