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Henryk Gzyl - MaRDI portal

Henryk Gzyl

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Person:296448

Available identifiers

zbMath Open gzyl.henrykMaRDI QIDQ296448

List of research outcomes





PublicationDate of PublicationType
Lorentz covariant physical Brownian motion: classical and quantum2024-12-16Paper
A predictive approach to quantiles: application to value at risk and tail value at risk2024-10-16Paper
Quantum random evolutions2024-07-01Paper
Joint probabilities under expected value constraints, transportation problems, maximum entropy in the mean2024-04-23Paper
https://portal.mardi4nfdi.de/entity/Q61871562024-01-10Paper
Ill-posed linear inverse problems with box constraints: A new convex optimization approach2023-07-05Paper
Canonical equivalence of a charge in a time dependent, spatially-homogeneous electromagnetic field to a time-dependent perturbed oscillator2023-06-26Paper
Loss data analysis. The maximum entropy approach2022-12-05Paper
A model-free, non-parametric method for density determination, with application to asset returns2022-07-15Paper
Calibration of short rate term structure models from bid-ask coupon bond prices2022-06-23Paper
Construction of contingency tables by maximum entropy in the mean2022-05-25Paper
Prediction in Riemannian metrics derived from divergence functions2022-05-25Paper
Maximum entropy in the mean methods in propensity score matching for interval and noisy data2022-05-17Paper
Classical and quantum harmonic oscillators subject to a time dependent force2022-04-07Paper
Harmonic oscillators, waves and Gaussian processes2021-11-12Paper
Forced harmonic oscillators, waves on a forced string and changes of measure2021-11-12Paper
Joint probabilities under expected value constraints, transportation problems, maximum entropy in the mean, and geometry in the space of probabilities2021-09-02Paper
Geometry of the probability simplex and its connection to the maximum entropy method2020-12-07Paper
Maximum entropy in the mean: A useful tool for constrained linear problems2020-08-24Paper
From generalized arithmetic means to geodesics to Hamilton dynamics to Bregman divergences2020-07-29Paper
A predictive approach to generalized arithmetic means2020-05-15Paper
Geometry and fixed-rate quantization in Riemannian metric spaces induced by separable Bregman divergences2020-03-10Paper
Best predictors in logarithmic distance between positive random variables2020-01-17Paper
Inferring probability densities from expert opinion2020-01-15Paper
Hitting spheres with Brownian motion revisited2019-09-25Paper
Application of the method of maximum entropy in the mean to classification problems2018-11-13Paper
Numerical determination of hitting time distributions from their Laplace transforms: simple cases2018-09-20Paper
Entropy and density approximation from Laplace transforms2018-08-24Paper
Sample dependence in the maximum entropy solution to the generalized moment problem2018-08-14Paper
Superresolution in the maximum entropy approach to invert Laplace transforms2018-05-03Paper
Loss data analysis. The maximum entropy approach2018-01-10Paper
Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean2017-10-05Paper
Prediction in logarithmic distance2017-03-25Paper
Loss data analysis: analysis of the sample dependence in density reconstruction by maxentropic methods2016-12-14Paper
Recovering a distribution from its translated fractional moments2016-09-13Paper
A relationship between the ordinary maximum entropy method and the method of maximum entropy in the mean2016-06-15Paper
Density reconstructions with errors in the data2016-06-15Paper
Maxentropic approach to decompound aggregate risk losses2015-09-14Paper
Two maxentropic approaches to determine the probability density of compound risk losses2015-05-26Paper
Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments2015-01-28Paper
Fractional Moments and Maximum Entropy: Geometric Meaning2014-11-26Paper
An entropic estimator for linear inverse problems2014-09-08Paper
Determination of the distribution of total loss from the fractional moments of its exponential2014-07-04Paper
Laplace transform inversion on the real line is truly ill-conditioned2014-06-20Paper
Stochastic volatility models including open, close, high and low prices2012-06-26Paper
A method for determining risk aversion functions from uncertain market prices of risk2012-02-10Paper
A concentrated, nonlinear information-theoretic estimator for the sample selection model2012-01-09Paper
https://portal.mardi4nfdi.de/entity/Q29960782011-05-05Paper
Assessment and propagation of input uncertainty in tree-based option pricing models2011-02-22Paper
Recovering decay rates from noisy measurements with maximum entropy in the mean2010-12-01Paper
Stieltjes moment problem and fractional moments2010-07-19Paper
Hausdorff moment problem and fractional moments2010-07-19Paper
Bayesian parameter inference for models of the Black and Scholes type2010-04-22Paper
https://portal.mardi4nfdi.de/entity/Q36561802010-01-13Paper
Determination of risk pricing measures from market prices of risk2009-01-16Paper
Inverse problems for random walks on trees: network tomography2008-12-10Paper
Hitting Time and Inverse Problems for Markov Chains2008-11-13Paper
https://portal.mardi4nfdi.de/entity/Q35291322008-10-20Paper
A Proposal for a New Bound for Discrete Distributions2008-09-24Paper
Predictive approach to some quantum paradoxes2008-02-15Paper
Intrinsic geometry on the class of probability densities and exponential families2008-02-15Paper
In search of the best approximant2007-09-17Paper
A geometry on the space of probabilities. I: The finite dimensional case2007-05-14Paper
A geometry on the space of probabilities. II: Projective spaces and exponential families2007-05-03Paper
Maxentropic solution of fractional moment problems2006-05-16Paper
https://portal.mardi4nfdi.de/entity/Q57082902005-11-28Paper
https://portal.mardi4nfdi.de/entity/Q57031972005-11-08Paper
A perturbative approach for reconstructing diffusion coefficients2004-08-06Paper
https://portal.mardi4nfdi.de/entity/Q44253362003-12-03Paper
Maxentropic construction of risk neutral measures: discrete market models2003-10-09Paper
Entropic approach to interior point solution of linear programs2003-07-30Paper
On Poisson-Dirichlet problems with polynomial data2003-06-16Paper
Probabilistic approach to an image reconstruction problem2003-05-27Paper
https://portal.mardi4nfdi.de/entity/Q47916442003-01-29Paper
Inverse problem for the acoustic wave equation: A probabilistic approach to approximations and uniqueness2003-01-28Paper
A generalized maxentropic inversion procedure for noisy data.2003-01-28Paper
Tomographic reconstruction by maximum entropy in the mean: Unconstrained reconstructions2003-01-28Paper
Maxentropic Reconstruction of Some Probability Distributions2002-12-11Paper
Probabilistic Remarks in the Theory of Scattering by Soft Obstacles2002-12-11Paper
Maxentropic reconstruction with uncertainty in the data and varying a priori information2002-05-05Paper
A comparative study of some reconstruction methods for linear inverse problems.2002-05-05Paper
Parameter estimation in superposition of decaying exponentials2000-09-05Paper
Linear reconstruction problems with convex constraints: Influence of the a priori data2000-06-25Paper
https://portal.mardi4nfdi.de/entity/Q42252741999-01-18Paper
The Weierstrass Approximation Theorem and Large Deviations1998-04-28Paper
Solving Fredholm equations by maximum entropy on the mean. Application to superresolution1998-03-17Paper
Maxentropic reconstruction of Fourier and Laplace transforms under nonlinear constraints1997-09-17Paper
A maxentropic procedure for reconstructing a distribution from its marginals1997-05-28Paper
Maxentropic reconstruction of Fourier and Laplace transforms1996-07-14Paper
https://portal.mardi4nfdi.de/entity/Q48461551995-08-22Paper
A path integral approach for solving Euler's equation describing the oscillations of an infinite bar1994-09-25Paper
Hitting spheres from the exterior1994-08-11Paper
Hitting spheres with Brownian motion and Sommerfeld's radiation condition1994-06-08Paper
Probabilistic approach to wave propagation problems. IV: Reflecting boundaries1993-01-16Paper
https://portal.mardi4nfdi.de/entity/Q39993621992-09-17Paper
The max-ent approach to linear programming with quadratic errors1991-01-01Paper
Probabilistic approach to wave propagation problems. III: Brownian local times and waves in layered media1991-01-01Paper
Linear programming with maximum entropy1990-01-01Paper
Diffusions on some submanifolds of Euclidean spaces1990-01-01Paper
Probabilistic approach to wave propagation problems. II: Boundary value problems1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57529431989-01-01Paper
The Feynman-Kac formula and the Hamilton-Jacobi equation1989-01-01Paper
Umbral calculus via integral transforms1988-01-01Paper
Characterization of vector valued, Gaussian, stationary, Markov processes1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47283061986-01-01Paper
Multidimensional extension of Faa di Bruno's formula1986-01-01Paper
Canonical equivalence of integrable systems, their associated (semi)- groups, and moment systems1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37218701986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37261311986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37427831986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37871591986-01-01Paper
Probabilistic approach for comparing first eigenvalues1985-01-01Paper
Canonical transformations, umbral calculus and orthogonal theory1985-01-01Paper
Evolution semigroups and Hamiltonian flows1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36911191985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33319741984-01-01Paper
Bounds for the first eigenvalue of a spherical cap1983-01-01Paper
Integration of the linear filtering problem by means of canonical transformations1983-01-01Paper
Linearized Boltzmann equations. I: Representation of solutions1982-01-01Paper
Remarks on the equation \(dX_t=a(X_t)dB_t\).1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39620381981-01-01Paper
Infinitesimal generators of time changed processes1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38685641979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38732771979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41885381979-01-01Paper
On generators of subordinate semigroups1978-01-01Paper
On entrance—exit distributions of Markov processes1978-01-01Paper
Levy systems for time-changed processes1977-01-01Paper

Research outcomes over time

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