Adrian Falkowski

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
SDEs with two reflecting barriers driven by optional processes with regulated trajectories Stochastic Processes and their Applications	2025-01-08	Paper
Backward stochastic differential equations with mean reflection and two constraints Bulletin des Sciences Mathématiques	2022-04-08	Paper
SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation Stochastic Processes and their Applications	2022-03-07	Paper
Mean reflected stochastic differential equations with two constraints Stochastic Processes and their Applications	2021-11-02	Paper
Backward stochastic differential equations with two barriers and generalized reflection Stochastic Processes and their Applications	2020-06-09	Paper
SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation Stochastic Processes and their Applications	2017-10-10	Paper
Stochastic differential equations with constraints driven by processes with bounded p-variation Probability and Mathematical Statistics	2016-02-24	Paper
Stochastic differential equations with constraints driven by processes with bounded p-variation Probability and Mathematical Statistics	2016-02-24	Paper
Sweeping processes with stochastic perturbations generated by a fractional Brownian motion	2015-05-06	Paper
Weak and strong discrete-time approximation of fractional SDEs Lithuanian Mathematical Journal	2015-02-25	Paper
Actuarial approach to option pricing in a fractional Black-Scholes model with time-dependent volatility Bulletin of the Polish Academy of Sciences, Mathematics	2013-12-16	Paper

Research outcomes over time

This page was built for person: Adrian Falkowski