Andrzej Rozkosz

Available identifiers

zbMath Open rozkosz.andrzejMaRDI QIDQ253080

List of research outcomes

Publication	Date of Publication	Type
On approximation of the Dirichlet problem for divergence form operators by Robin problems	2023-09-27	Paper
Dirichlet problem for semilinear partial integro-differential equations: the method of orthogonal projection	2023-04-01	Paper
Reflected Skorokhod equations and the Neumann boundary value problem for elliptic equations with Levy-type operators	2023-03-22	Paper
https://portal.mardi4nfdi.de/entity/Q5043554	2022-10-06	Paper
On perpetual American options in a multidimensional Black–Scholes model	2022-08-03	Paper
Valuing American options by simulation: a BSDEs approach	2021-02-19	Paper
Long-time asymptotic behaviour of the value function in nonlinear stopping problems	2020-04-17	Paper
Smooth measures and capacities associated with nonlocal parabolic operators	2020-01-08	Paper
On the structure of diffuse measures for parabolic capacities	2019-09-13	Paper
Large time behavior of solutions to parabolic equations with Dirichlet operators and nonlinear dependence on measure data	2019-07-26	Paper
Renormalized solutions of semilinear elliptic equations with general measure data	2019-03-29	Paper
The valuation of American options in a multidimensional exponential Lévy model	2018-11-02	Paper
On semilinear elliptic equations with diffuse measures	2018-09-21	Paper
Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles	2018-07-20	Paper
On the structure of bounded smooth measures associated with a quasi-regular Dirichlet form	2017-08-11	Paper
Semilinear elliptic equations with measure data and quasi-regular Dirichlet forms	2016-07-08	Paper
The early exercise premium representation for American options on multiply assets	2016-03-08	Paper
Nonlinear parabolic SPDEs involving Dirichlet operators	2016-02-24	Paper
Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form	2015-11-09	Paper
Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form	2015-07-23	Paper
Obstacle problem for semilinear parabolic equations with measure data	2015-06-23	Paper
Reflected BSDEs in time-dependent convex regions	2015-01-30	Paper
On mild solutions of gradient systems in Hilbert spaces	2014-03-19	Paper
Dirichlet forms and semilinear elliptic equations with measure data	2014-02-26	Paper
Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach	2014-02-18	Paper
\(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition	2012-10-26	Paper
Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data	2012-06-22	Paper
On Backward Stochastic Differential Equations Approach to Valuation of American Options	2011-11-24	Paper
On Stochastic Representation for Solutions of the Dirichlet Problem for Elliptic Equations in Divergence Form	2009-03-03	Paper
On a decomposition of symmetric diffusions with reflecting boundary conditions.	2005-11-29	Paper
On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form	2005-11-15	Paper
BSDEs with random terminal time and semilinear elliptic PDEs in divergence form	2005-05-20	Paper
On existence of solutions of BSDEs with continuous coefficient	2005-04-07	Paper
https://portal.mardi4nfdi.de/entity/Q4431511	2003-10-22	Paper
Backward SDEs and Cauchy problem for semilinear equations in divergence form	2003-08-14	Paper
https://portal.mardi4nfdi.de/entity/Q2771983	2002-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q4512497	2001-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q4954125	2001-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q4494512	2001-02-28	Paper
On Dirichlet processes associated with second order divergence form operators	2001-02-18	Paper
Extended convergence of dirichlet processes	1999-03-22	Paper
On stability and existence of solutions of SDEs with reflection at the boundary	1999-01-14	Paper
Weak convergence of diffusions corresponding to divergence form operators	1998-03-31	Paper
Stochastic representation of diffusions corresponding to divergence form operators	1997-08-07	Paper
On weak solutions of one-dimensional SDEs with time-dependent coefficients	1995-06-18	Paper
On Convergence Of Transition Probability Densities Of One-Dimensional Diffusions	1993-01-17	Paper
On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3210650	1991-01-01	Paper
On weak convergence of solutions of one-dimensional stochastic differential equations	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3031727	1989-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Andrzej Rozkosz