Rafał Marcin Łochowski

Available identifiers

zbMath Open lochowski.rafal-marcinMaRDI QIDQ550140

List of research outcomes

Publication	Date of Publication	Type
Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossings	2023-12-09	Paper
BDG inequalities and their applications for model-free continuous price paths with instant enforcement	2023-11-16	Paper
On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes	2023-08-21	Paper
Level crossings of fractional Brownian motion	2023-08-16	Paper
On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales	2023-08-02	Paper
Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions	2023-06-02	Paper
Classification and calibration of affine models driven by independent L\'evy processes	2023-03-15	Paper
Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations	2022-07-05	Paper
CIR equations with multivariate L\'evy noise	2022-04-14	Paper
On tails of symmetric and totally asymmetric alpha-stable distributions	2022-02-14	Paper
One-dimensional game-theoretic differential equations	2022-01-20	Paper
Local times and Tanaka-Meyer formulae for càdlàg paths	2021-07-21	Paper
One-dimensional game-theoretic differential equations	2021-01-20	Paper
A superhedging approach to stochastic integration	2018-12-10	Paper
On the quadratic variation of the model-free price paths with jumps	2018-10-16	Paper
On tails of exit times of multidimensional L\'evy processes	2018-09-17	Paper
A new inequality for the Riemann-Stieltjes integrals driven by irregular signals in Banach spaces	2018-01-29	Paper
On a generalisation of the Banach Indicatrix Theorem	2017-06-20	Paper
On the double Laplace transform of the truncated variation of a Brownian motion with drift	2017-04-04	Paper
Moments approach to the concentration properties of truncated variation	2016-03-25	Paper
A new theorem on the existence of the Riemann-Stieltjes integral and an improved version of the Loéve-Young inequality	2015-12-09	Paper
Asymptotics of the truncated variation of model-free price paths and semimartingales with jumps	2015-08-05	Paper
Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes	2015-05-19	Paper
Full cooperation applied to environmental improvements	2015-04-08	Paper
The play operator, the truncated variation and the generalisation of the Jordan decomposition	2015-03-13	Paper
Integration of rough paths - the truncated variation approach	2014-09-12	Paper
Pathwise stochastic integration with finite variation processes uniformly approximating c\`{a}dl\`{a}g processes	2014-06-20	Paper
Integral and local limit theorems for level crossings of diffusions and the Skorohod problem	2014-02-14	Paper
On a generalisation of the Hahn–Jordan decomposition for real càdlàg functions	2013-09-26	Paper
On truncated variation, upward truncated variation and downward truncated variation for diffusions	2013-01-24	Paper
Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- their characteristics and applications	2011-07-08	Paper
On pathwise uniform approximation of processes with c\`adl\`ag trajectories by processes with finite total variation	2011-06-14	Paper
Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift–-their mean value and their applications	2011-03-21	Paper
On limit distributions of normalized truncated variation, upward truncated variation and downward truncated variation processes	2010-11-12	Paper
On Truncated Variation of Brownian Motion with Drift	2009-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q3414488	2007-01-08	Paper
https://portal.mardi4nfdi.de/entity/Q4445173	2004-01-28	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Rafał Marcin Łochowski