Sebastian Orzeł

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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!

PublicationDate of PublicationType
Fractional Klein-Kramers dynamics for subdiffusion and Itô formula
Journal of Statistical Mechanics: Theory and Experiment
2020-08-11Paper
Option pricing in subdiffusive Bachelier model
Journal of Statistical Physics
2011-11-25Paper
Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times
Journal of Statistical Physics
2011-06-28Paper


Research outcomes over time


This page was built for person: Sebastian Orzeł