Maciej Wiśniewolski

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the probabilistic representations of solutions of pantograph equations and triangle coefficients Journal of Differential Equations	2024-01-19	Paper
On bivariate distributions of the local time of Itô-McKean diffusions Bernoulli	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 Bernoulli	2021-07-09	Paper
Explicit solutions of Volterra integro-differential convolution equations Journal of Differential Equations	2021-06-18	Paper
Revisiting linear and lognormal stochastic volatility models Banach Center Publications	2021-05-20	Paper
A note on switching property for squared Bessel process Lithuanian Mathematical Journal	2021-05-11	Paper
Counting excursions: symmetries, knock-ins and non-linear formula for Itô-McKean diffusions	2021-03-26	Paper
Another look at the Hartman-Watson distributions Potential Analysis	2020-10-08	Paper
Volterra integral equations of the first kind and applications to linear diffusions Transactions of the American Mathematical Society	2020-10-01	Paper
Integral functionals under the excursion measure Journal of Applied Probability	2020-05-12	Paper
K-Hartman-Watson distributions: a study on distributional dependencies between functionals of geometric Brownian motion, GIG and Hartman-Watson distributions Journal of Mathematical Analysis and Applications	2019-11-28	Paper
On functionals of excursions for Bessel processes with negative index Studia Mathematica	2019-02-01	Paper
Invariance formulas for stopping times of squared Bessel process Stochastic Analysis and Applications	2018-10-09	Paper
A simple proof of the martingale property in a semi-log-normal stochastic volatility model Applicationes Mathematicae	2018-07-27	Paper
Moments and Mellin transform of the asset price in Stein and Stein model and option pricing Lithuanian Mathematical Journal	2018-05-31	Paper
On matching diffusions, Laplace transforms and partial differential equations Stochastic Processes and their Applications	2015-08-21	Paper
On the distribution of verhulst process Lithuanian Mathematical Journal	2015-07-23	Paper
Inside the nature of squared Bessel process	2014-10-13	Paper
On hyperbolic Bessel processes and beyond Bernoulli	2014-02-04	Paper
On some Brownian functionals and their applications to moments in the lognormal stochastic volatility model Studia Mathematica	2013-12-16	Paper
Conditional version of the Donati-Martin and Yor formula and its applications	2013-01-03	Paper
Gaussian multiplicative chaos on a ball (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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