Krzysztof Bisewski

MaRDI QIDQ2082685zbMATH OpenFDO

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
Controlling the time discretization bias for the supremum of Brownian motion ACM Transactions on Modeling and Computer Simulation	2024-08-06	Paper
Lower bound for the expected supremum of fractional brownian motion using coupling Journal of Applied Probability	2024-01-12	Paper
On the speed of convergence of Piterbarg constants Queueing Systems	2023-12-14	Paper
Simultaneous ruin probability for multivariate Gaussian risk model Stochastic Processes and their Applications	2023-05-17	Paper
The harmonic mean formula for random processes Stochastic Analysis and Applications	2023-05-15	Paper
Derivative of the expected supremum of fractional Brownian motion at \(H=1\) Queueing Systems	2022-11-09	Paper
Nonparametric testing via partial sorting	2022-10-26	Paper
Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) Electronic Journal of Probability	2022-10-04	Paper
Derivatives of sup-functionals of fractional Brownian motion evaluated at H=1/2	2021-10-17	Paper
On the speed of convergence of discrete Pickands constants to continuous ones	2021-08-02	Paper
Bounds for expected supremum of fractional Brownian motion with drift Journal of Applied Probability	2021-06-28	Paper
Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid Electronic Journal of Probability	2020-09-29	Paper
Rare event simulation for steady-state probabilities via recurrency cycles Chaos: An Interdisciplinary Journal of Nonlinear Science	2019-04-23	Paper
Controlling the time discretization bias for the supremum of Brownian Motion	2017-05-18	Paper

Research outcomes over time

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