Maciej Wiśniewolski

Available identifiers

zbMath Open wisniewolski.maciejMaRDI QIDQ492942

List of research outcomes

Publication	Date of Publication	Type
On the probabilistic representations of solutions of pantograph equations and triangle coefficients	2024-01-19	Paper
On bivariate distributions of the local time of Itô-McKean diffusions	2024-01-16	Paper
On Function of Evolution of Distribution for Time Homogeneous Markov Processes	2022-06-19	Paper
A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation	2021-07-09	Paper
Explicit solutions of Volterra integro-differential convolution equations	2021-06-18	Paper
Revisiting linear and lognormal stochastic volatility models	2021-05-20	Paper
A note on switching property for squared Bessel process	2021-05-11	Paper
https://portal.mardi4nfdi.de/entity/Q5856500	2021-03-26	Paper
Another look at the Hartman-Watson distributions	2020-10-08	Paper
Volterra integral equations of the first kind and applications to linear diffusions	2020-10-01	Paper
Integral functionals under the excursion measure	2020-05-12	Paper
K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions	2019-11-28	Paper
On functionals of excursions for Bessel processes with negative index	2019-02-01	Paper
Invariance formulas for stopping times of squared Bessel process	2018-10-09	Paper
A simple proof of the martingale property in a semi-log-normal stochastic volatility model	2018-07-27	Paper
Moments and Mellin transform of the asset price in Stein and Stein model and option pricing	2018-05-31	Paper
On matching diffusions, Laplace transforms and partial differential equations	2015-08-21	Paper
On the distribution of verhulst process	2015-07-23	Paper
Inside the nature of squared Bessel process	2014-10-13	Paper
On hyperbolic Bessel processes and beyond	2014-02-04	Paper
On some Brownian functionals and their applications to moments in the lognormal stochastic volatility model	2013-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q4898877	2013-01-03	Paper
Gaussian multiplicative chaos on a ball	N/A	Paper

Research outcomes over time

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