| 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
Modern Stochastics. Theory and Applications | 2023-11-16 | Paper |
On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes
ESAIM: Probability and Statistics | 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
Electronic Communications in Probability | 2023-08-02 | Paper |
Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions
Bernoulli | 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
Stochastics | 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
Probability and Mathematical Statistics | 2022-02-14 | Paper |
One-dimensional game-theoretic differential equations
International Journal of Approximate Reasoning | 2022-01-20 | Paper |
Local times and Tanaka-Meyer formulae for càdlàg paths
Electronic Journal of Probability | 2021-07-21 | Paper |
One-dimensional game-theoretic differential equations
| 2021-01-20 | Paper |
A superhedging approach to stochastic integration
Stochastic Processes and their Applications | 2018-12-10 | Paper |
On the quadratic variation of the model-free price paths with jumps
Lithuanian Mathematical Journal | 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
Journal of Inequalities and Applications | 2018-01-29 | Paper |
On a generalisation of the Banach indicatrix theorem
Colloquium Mathematicum | 2017-06-20 | Paper |
On the double Laplace transform of the truncated variation of a Brownian motion with drift
LMS Journal of Computation and Mathematics | 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
Journal of Inequalities and Applications | 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
Bernoulli | 2015-05-19 | Paper |
Full cooperation applied to environmental improvements
Banach Center Publications | 2015-04-08 | Paper |
The play operator, the truncated variation and the generalisation of the Jordan decomposition
Mathematical Methods in the Applied Sciences | 2015-03-13 | Paper |
Integration of rough paths - the truncated variation approach
| 2014-09-12 | Paper |
On pathwise stochastic integration with respect to semimartingales
| 2014-06-20 | Paper |
Integral and local limit theorems for level crossings of diffusions and the Skorohod problem
Electronic Journal of Probability | 2014-02-14 | Paper |
On a generalisation of the Hahn-Jordan decomposition for real càdlàg functions
Colloquium Mathematicum | 2013-09-26 | Paper |
On truncated variation, upward truncated variation and downward truncated variation for diffusions
Stochastic Processes and their Applications | 2013-01-24 | Paper |
Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift -- their characteristics and applications
Stochastic Processes and their 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
Banach Center Publications | 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
Bulletin Polish Acad. Sci. Math. | 2009-02-18 | Paper |
Moment and tail estimates for multidimensional chaoses generated by symmetric random variables with logarithmically concave tails
| 2007-01-08 | Paper |
scientific article; zbMATH DE number 2034510 (Why is no real title available?)
| 2004-01-28 | Paper |
Affine term structure models driven by independent L\'evy processes
| N/A | Paper |
