Tomasz Klimsiak

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Person:253079

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zbMath Open klimsiak.tomaszMaRDI QIDQ253079

List of research outcomes

PublicationDate of PublicationType
Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games2023-11-01Paper
Uniqueness for an obstacle problem arising from logistic-type equations with fractional Laplacian2023-10-13Paper
Generalized solutions to semilinear elliptic equations with measure data2023-10-11Paper
Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution2023-06-19Paper
Dirichlet problem for semilinear partial integro-differential equations: the method of orthogonal projection2023-04-01Paper
Hopf type lemmas for subsolutions of integro-differential equations2023-03-22Paper
Asymptotics for logistic-type equations with Dirichlet fractional Laplace operator2022-10-31Paper
https://portal.mardi4nfdi.de/entity/Q50435542022-10-06Paper
A priori estimates for multidimensional BSDEs with integrable data2022-08-06Paper
Schrödinger equations with smooth measure potential and general measure data2022-03-01Paper
Nonlinear elliptic equations with integro-differential divergence form operators and measure data under sign condition on the nonlinearity2021-11-08Paper
On the maximum principles and the quantitative version of the Hopf lemma for uniformly elliptic integro-differential operators2021-08-09Paper
Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space2021-07-21Paper
Quasi-regular Dirichlet forms and the obstacle problem for elliptic equations with measure data2021-05-10Paper
Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games2021-04-27Paper
Valuing American options by simulation: a BSDEs approach2021-02-19Paper
Hopf type lemmas for subsolutions of integro-differential equations2021-02-17Paper
On uniqueness and structure of renormalized solutions to integro-differential equations with general measure data2020-10-12Paper
Long-time asymptotic behaviour of the value function in nonlinear stopping problems2020-04-17Paper
Reflected backward stochastic differential equations with two optional barriers2020-01-21Paper
Smooth measures and capacities associated with nonlocal parabolic operators2020-01-08Paper
Location of zeros of non-trivial positive supersolutions to Schr\"odinger equations2019-12-16Paper
On the structure of diffuse measures for parabolic capacities2019-09-13Paper
Large time behavior of solutions to parabolic equations with Dirichlet operators and nonlinear dependence on measure data2019-07-26Paper
Trace operator and the Dirichlet problem for elliptic equations on arbitrary bounded open sets2019-06-25Paper
Reflected BSDEs with regulated trajectories2019-06-04Paper
Systems of quasi-variational inequalities related to the switching problem2019-06-04Paper
Renormalized solutions of semilinear elliptic equations with general measure data2019-03-29Paper
The valuation of American options in a multidimensional exponential Lévy model2018-11-02Paper
Reflected BSDEs and obstacle problem for semilinear PDEs in divergence form2018-10-08Paper
On semilinear elliptic equations with diffuse measures2018-09-21Paper
Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form2018-09-05Paper
Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles2018-07-20Paper
On the structure of bounded smooth measures associated with a quasi-regular Dirichlet form2017-08-11Paper
Reduced measures for semilinear elliptic equations involving Dirichlet operators2017-01-03Paper
Semilinear elliptic equations with Dirichlet operator and singular nonlinearities2016-12-07Paper
Semilinear elliptic equations with measure data and quasi-regular Dirichlet forms2016-07-08Paper
Right Markov processes and systems of semilinear equations with measure data2016-03-11Paper
The early exercise premium representation for American options on multiply assets2016-03-08Paper
Nonlinear parabolic SPDEs involving Dirichlet operators2016-02-24Paper
Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form2015-11-09Paper
Reflected BSDEs on filtered probability spaces2015-08-24Paper
Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form2015-07-23Paper
Obstacle problem for semilinear parabolic equations with measure data2015-06-23Paper
Existence and large-time asymptotics for solutions of semilinear parabolic systems with measure data2015-04-30Paper
Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations2015-03-27Paper
Semilinear elliptic systems with measure data2015-02-09Paper
Reflected BSDEs in time-dependent convex regions2015-01-30Paper
Dirichlet forms and semilinear elliptic equations with measure data2014-02-26Paper
Reflected BSDEs with monotone generator2014-01-15Paper
BSDEs with monotone generator and two irregular reflecting barriers2014-01-09Paper
Cauchy problem for semilinear parabolic equation with time-dependent obstacles: a BSDEs approach2013-08-05Paper
On time-dependent functionals of diffusions corresponding to divergence form operators2013-07-19Paper
Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations2012-02-15Paper
Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form2012-01-04Paper
On Backward Stochastic Differential Equations Approach to Valuation of American Options2011-11-24Paper

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