Dariusz Gątarek

Available identifiers

zbMath Open gatarek.dariuszMaRDI QIDQ689530

List of research outcomes

Publication	Date of Publication	Type
Efficient pricing and calibration of high-dimensional basket options	2024-10-28	Paper
Swap rate à la stock: Bermudan swaptions made easy	2024-09-06	Paper
https://portal.mardi4nfdi.de/entity/Q3456025	2015-12-11	Paper
Optimal stopping in Hilbert spaces and pricing of American options	2002-09-03	Paper
Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces	2002-08-29	Paper
On invariant measures for diffusions on Banach spaces	1998-08-30	Paper
https://portal.mardi4nfdi.de/entity/Q4890730	1997-03-18	Paper
https://portal.mardi4nfdi.de/entity/Q5688059	1997-01-23	Paper
The Market Model of Interest Rate Dynamics	1997-01-01	Paper
Stochastic burgers equation with correlated noise	1996-10-15	Paper
Martingale and stationary solutions for stochastic Navier-Stokes equations	1996-01-25	Paper
On weak solutions of stochastic equations in Hilbert spaces	1995-11-06	Paper
https://portal.mardi4nfdi.de/entity/Q4315502	1995-09-27	Paper
Stochastic equations in Hilbert space with application to Navier-Stokes equations in any dimension	1994-12-20	Paper
On uniqueness in law of solutions to stochastic evolution equations in hilbert spaces	1994-11-01	Paper
https://portal.mardi4nfdi.de/entity/Q4279413	1994-10-10	Paper
Impulsive control of piecewise-deterministic processes with long run average cost	1994-10-10	Paper
A note on nonlinear stochastic equations in Hilbert spaces	1994-04-26	Paper
On the Existence of Optimal controls of Hilbert Space-Valued Diffusions	1994-03-27	Paper
https://portal.mardi4nfdi.de/entity/Q3140310	1993-12-12	Paper
https://portal.mardi4nfdi.de/entity/Q4034944	1993-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q4030202	1993-04-01	Paper
Invariant measures for semilinear stochastic equations	1993-01-16	Paper
Optimality conditions for impulsive control of piecewise-deterministic processes	1992-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q4008947	1992-09-27	Paper
Continuous quantum jumps and infinite-dimensional stochastic equations	1992-06-28	Paper
On first-order quasi-variational inequalities with integral terms	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3211645	1991-01-01	Paper
Ergodic impulsive control of Feller processes with costly information	1990-01-01	Paper
On value functions for impulsive control of piecewise-deterministic processes	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3352040	1990-01-01	Paper
A note on impulsive control of Feller processes with costly information	1990-01-01	Paper
On the compactness method in general ergodic impulsive control of markov processes	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3032183	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3823567	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3757804	1987-01-01	Paper
On a reliability problem by stochastic control methods	1982-01-01	Paper

Research outcomes over time

This page was built for person: Dariusz Gątarek