Paweł Przybyłowicz

Available identifiers

zbMath Open przybylowicz.pawelMaRDI QIDQ261846

List of research outcomes

Publication	Date of Publication	Type
Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs	2024-04-09	Paper
Euler scheme for approximation of solution of nonlinear ODEs under inexact information	2023-11-10	Paper
On the randomized Euler algorithm under inexact information	2023-07-10	Paper
Monte Carlo integration of \(C^r\) functions with adaptive variance reduction: an asymptotic analysis	2023-06-05	Paper
Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift	2023-03-10	Paper
Approximation of solutions of DDEs under nonstandard assumptions via Euler scheme	2022-11-22	Paper
A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient	2022-11-16	Paper
On the randomized Euler schemes for ODEs under inexact information	2022-10-18	Paper
Optimal sampling design for global approximation of jump diffusion stochastic differential equations	2022-07-05	Paper
Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure	2022-04-29	Paper
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs	2022-01-17	Paper
Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps	2021-11-12	Paper
Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift	2021-11-10	Paper
Randomized Runge-Kutta method -- stability and convergence under inexact information	2021-07-15	Paper
Approximation of solutions of DDEs under nonstandard assumptions via Euler scheme	2021-06-07	Paper
On mathematical aspects of evolution of dislocation density in metallic materials	2020-11-17	Paper
Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information	2020-09-14	Paper
Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift	2019-12-09	Paper
Optimal approximation of stochastic integrals in analytic noise model	2019-11-29	Paper
Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting	2019-03-20	Paper
Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control	2019-01-24	Paper
Efficient finite-dimensional solution of initial value problems in infinite-dimensional Banach spaces	2018-12-20	Paper
Optimal global approximation of jump-diffusion SDEs via path-independent step-size control	2018-04-13	Paper
Efficient finite-dimensional solution of initial value problems in infinite-dimensional Banach spaces	2017-12-18	Paper
Optimal pointwise approximation of SDE's from inexact information	2017-07-04	Paper
Optimal adaptive solution of piecewise regular systems of IVPs with unknown switching hypersurface	2017-06-09	Paper
Optimal approximation of stochastic integrals with respect to a homogeneous Poisson process	2016-12-07	Paper
Optimal global approximation of stochastic differential equations with additive Poisson noise	2016-10-21	Paper
On the optimal robust solution of IVPs with noisy information	2016-03-24	Paper
Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients	2015-02-18	Paper
Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients	2014-12-29	Paper
Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface	2014-12-05	Paper
Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm	2014-03-03	Paper
Optimal solution of a class of non-autonomous initial-value problems with unknown singularities	2014-01-08	Paper
Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration	2013-04-22	Paper
Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions	2010-10-25	Paper
Linear information for approximation of the Itô integrals	2010-01-04	Paper
Optimal adaptive solution of initial-value problems with unknown singularities	2008-09-19	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Paweł Przybyłowicz