The following pages link to Rafał Marcin Łochowski (Q550140):
Displaying 28 items.
- Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- their characteristics and applications (Q550141) (← links)
- (Q680872) (redirect page) (← links)
- A new inequality for the Riemann-Stieltjes integrals driven by irregular signals in Banach spaces (Q680873) (← links)
- A new theorem on the existence of the Riemann-Stieltjes integral and an improved version of the Loéve-Young inequality (Q896518) (← links)
- A superhedging approach to stochastic integration (Q1630662) (← links)
- On the quadratic variation of the model-free price paths with jumps (Q1795403) (← links)
- On truncated variation, upward truncated variation and downward truncated variation for diffusions (Q1933596) (← links)
- Local times and Tanaka-Meyer formulae for càdlàg paths (Q2042797) (← links)
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
- Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes (Q2345128) (← links)
- Integral and local limit theorems for level crossings of diffusions and the Skorohod problem (Q2637754) (← links)
- On a generalisation of the Hahn–Jordan decomposition for real càdlàg functions (Q2848709) (← links)
- On the double Laplace transform of the truncated variation of a Brownian motion with drift (Q2970990) (← links)
- Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift–-their mean value and their applications (Q3083386) (← links)
- (Q3414488) (← links)
- On Truncated Variation of Brownian Motion with Drift (Q3603770) (← links)
- (Q4445173) (← links)
- Pathwise stochastic integration with finite variation processes uniformly approximating c\`{a}dl\`{a}g processes (Q4980015) (← links)
- On tails of symmetric and totally asymmetric alpha-stable distributions (Q5029387) (← links)
- Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations (Q5086439) (← links)
- The play operator, the truncated variation and the generalisation of the Jordan decomposition (Q5178132) (← links)
- Full cooperation applied to environmental improvements (Q5245476) (← links)
- On a generalisation of the Banach Indicatrix Theorem (Q5268782) (← links)
- BDG inequalities and their applications for model-free continuous price paths with instant enforcement (Q6067094) (← links)
- On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales (Q6110566) (← links)
- Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions (Q6160974) (← links)
- On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes (Q6175887) (← links)
- Affine term structure models driven by independent L\'evy processes (Q6521374) (← links)
