Janusz Gajda

Available identifiers

zbMath Open gajda.januszMaRDI QIDQ452031

List of research outcomes

Publication	Date of Publication	Type
Non-Gaussian measures in infinite dimensional spaces: the Gamma-Grey noise	2024-04-18	Paper
Explicit representation of characteristic function of tempered α‐stable Ornstein–Uhlenbeck process	2024-01-02	Paper
Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination	2023-07-04	Paper
Optimal exercise of American put options near maturity: a new economic perspective	2022-08-19	Paper
Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators	2022-07-22	Paper
Modeling of water usage by means of ARFIMA-GARCH processes	2022-07-05	Paper
Stable Lévy motion with inverse Gaussian subordinator	2022-06-20	Paper
Fractional Lévy stable motion time-changed by gamma subordinator	2022-05-20	Paper
Tempered Mittag-Leffler Lévy processes	2022-01-19	Paper
Prabhakar Lévy processes	2021-11-12	Paper
Tempered relaxation equation and related generalized stable processes	2021-03-31	Paper
Integro-differential equations linked to compound birth processes with infinitely divisible addends	2019-11-28	Paper
Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators	2019-04-26	Paper
Large deviations of time-averaged statistics for Gaussian processes	2019-02-20	Paper
Stable Lévy process delayed by tempered stable subordinator	2019-02-20	Paper
Stable continuous-time autoregressive process driven by stable subordinator	2018-11-13	Paper
Explicit form of the first-passage-time density for accelerating subdiffusion	2018-11-13	Paper
Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system	2018-11-13	Paper
The modified Yule-Walker method for \(\alpha\)-stable time series models	2018-11-13	Paper
Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes	2018-09-20	Paper
Codifference as a practical tool to measure interdependence	2018-09-20	Paper
Tempered stable Lévy motion driven by stable subordinator	2018-09-11	Paper
Regime Variance Testing --- a Quantile Approach	2017-09-27	Paper
Fractional Fokker--Planck Equation with Space Dependent Drift and Diffusion: the Case of Tempered $\alpha $-stable Waiting-times	2017-09-27	Paper
Generalized fractional Laplace motion	2017-02-28	Paper
Modified cumulative distribution function in application to waiting time analysis in the continuous time random walk scenario	2017-02-09	Paper
Time-changed Ornstein–Uhlenbeck process	2015-04-17	Paper
Comment on fractional Fokker-Planck equation with space and time dependent drift and diffusion	2014-07-10	Paper
Large deviations for subordinated Brownian motion and applications	2014-06-11	Paper
Geometric Brownian motion with tempered stable waiting times	2012-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q4805793	2003-10-20	Paper
https://portal.mardi4nfdi.de/entity/Q4805804	2001-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4213290	1999-06-09	Paper
https://portal.mardi4nfdi.de/entity/Q4379773	1999-02-10	Paper
https://portal.mardi4nfdi.de/entity/Q4351328	1997-10-23	Paper
https://portal.mardi4nfdi.de/entity/Q4351341	1997-10-23	Paper
https://portal.mardi4nfdi.de/entity/Q2785824	1997-09-08	Paper
https://portal.mardi4nfdi.de/entity/Q4883559	1996-10-14	Paper
https://portal.mardi4nfdi.de/entity/Q4855134	1996-03-10	Paper
https://portal.mardi4nfdi.de/entity/Q4855119	1996-01-07	Paper
https://portal.mardi4nfdi.de/entity/Q4855126	1996-01-07	Paper
https://portal.mardi4nfdi.de/entity/Q4313019	1995-05-09	Paper
https://portal.mardi4nfdi.de/entity/Q4276216	1994-01-31	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Janusz Gajda