Adrian Falkowski

Available identifiers

zbMath Open falkowski.adrianMaRDI QIDQ2123433

List of research outcomes

Publication	Date of Publication	Type
Backward stochastic differential equations with mean reflection and two constraints	2022-04-08	Paper
SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation	2022-03-07	Paper
Mean reflected stochastic differential equations with two constraints	2021-11-02	Paper
Backward stochastic differential equations with two barriers and generalized reflection	2020-06-09	Paper
SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation	2017-10-10	Paper
SDEs with constraints driven by processes with bounded p-variation	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	2015-02-25	Paper
Actuarial Approach to Option Pricing in a Fractional Black–Scholes Model with Time-Dependent Volatility	2013-12-16	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
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This page was built for person: Adrian Falkowski