Adrian Falkowski

Available identifiers

Publication	Date of Publication	Type
SDEs with two reflecting barriers driven by optional processes with regulated trajectories	2025-01-08	Paper
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
Stochastic differential equations 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

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