Aleksander Weron

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Person:650193

Available identifiers

zbMath Open weron.aleksanderWikidataQ24427482 ScholiaQ24427482MaRDI QIDQ650193

List of research outcomes





PublicationDate of PublicationType
Confined random motion with Laplace and Linnik statistics2023-02-01Paper
Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach2022-11-11Paper
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach2021-11-09Paper
Duality of fractional systems2021-07-09Paper
Fractional Klein–Kramers dynamics for subdiffusion and Itô formula2020-08-11Paper
Anomalous diffusion approach to non-exponential relaxation in complex physical systems2020-02-20Paper
Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach2018-10-02Paper
A fractional Fokker-Planck control framework for subdiffusion processes2016-05-23Paper
Identification and Validation of Fractional Subdiffusion Dynamics2014-09-12Paper
Fischer Black and financial mathematics2012-06-30Paper
Constantin Carathéodory (1873--1950)2012-06-30Paper
Stanisław Gładysz (1920--2001)2012-06-30Paper
Wrocław mathematical school2012-06-30Paper
Option pricing in subdiffusive Bachelier model2011-11-25Paper
Ergodic properties of anomalous diffusion processes2011-10-11Paper
Stochastic models for bidding strategies on oligopoly electricity market2009-07-06Paper
Fractal market hypothesis and two power-laws2007-08-06Paper
Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series2007-06-29Paper
Relaxation functions in dipolar materials2006-08-23Paper
https://portal.mardi4nfdi.de/entity/Q54649742005-08-19Paper
https://portal.mardi4nfdi.de/entity/Q54649872005-08-19Paper
What is the best approximation of ruin probability in infinite time?2005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46596582005-03-21Paper
https://portal.mardi4nfdi.de/entity/Q46596662005-03-21Paper
Bounded solutions for ARMA model with varying coefficients2004-11-29Paper
Annuities under random rates of interest -- revisited.2003-11-16Paper
https://portal.mardi4nfdi.de/entity/Q45421402002-09-04Paper
Pricing forward-start options in the HJM framework; evidence from the Polish market2002-08-27Paper
CED model for asset returns and fractal market hypothesis2002-05-05Paper
Can one see \(\alpha\)-stable variables and processes?2001-02-07Paper
https://portal.mardi4nfdi.de/entity/Q42494261999-11-24Paper
https://portal.mardi4nfdi.de/entity/Q42188981999-06-21Paper
https://portal.mardi4nfdi.de/entity/Q43850661998-09-10Paper
Stable Lévy motion approximation in collective risk theory1998-03-25Paper
https://portal.mardi4nfdi.de/entity/Q43454531998-02-10Paper
Option pricing proposals under the generalized hyperbolic model1998-01-21Paper
Conditionally exponential dependence model for asset returns1997-10-26Paper
Approximation of stochastic differential equations driven by α-stable Lévy motion1997-03-05Paper
https://portal.mardi4nfdi.de/entity/Q47140011996-12-03Paper
https://portal.mardi4nfdi.de/entity/Q48846191996-12-02Paper
https://portal.mardi4nfdi.de/entity/Q48949451996-10-08Paper
Asymptotic behaviour of stochastic systems with conditionally exponential decay property1996-07-21Paper
https://portal.mardi4nfdi.de/entity/Q48626001996-04-08Paper
https://portal.mardi4nfdi.de/entity/Q48518761995-11-20Paper
Computer-aided modeling and simulation of electrical circuits with α-stable noise1995-10-08Paper
https://portal.mardi4nfdi.de/entity/Q46980231995-08-07Paper
A remark on disjointness results for stable processes1995-04-09Paper
https://portal.mardi4nfdi.de/entity/Q31386421994-03-14Paper
Ergodic behavior and estimation for periodically correlated processes1993-02-22Paper
https://portal.mardi4nfdi.de/entity/Q32106231991-01-01Paper
Characterizations of intrinsically random dynamical systems1990-01-01Paper
Applications of an operator stochastic integral in Prigogine's theory of irreversible dynamical systems1990-01-01Paper
An explicit approach to the \(\Lambda\)-operator and the H-theorem in the Prigogine theory of irreversibility1989-01-01Paper
Innovations and Wold decompositions of stable sequences1988-01-01Paper
Ergodic properties of stationary stable processes1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36961051985-01-01Paper
Harmonizable stable processes on groups: spectral, ergodic and interpolation properties1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33398351984-01-01Paper
Decomposability of cylindrical martingales and absolutely summing operators1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33317611983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30363641982-01-01Paper
Aronszajn-Kolmogorov type theorems for positive definite kernels in locally convex spaces1981-01-01Paper
Dilation theorems for positive definite operator kernels having majorants1981-01-01Paper
\(\alpha\)-stable characterization of Banach spaces (\(1<alpha<2\))1981-01-01Paper
Existence of the linear prediction for Banach space valued Gaussian processes1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38898251980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38898301980-01-01Paper
Dilations of Banach space operator valued functions1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38799951980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32060521979-01-01Paper
Darstellung von stationären stochastischen Prozessen mit Werten in einem BANACH-Raum durch einseitige gleitende Mittel1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41767551978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30479881977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41673251977-01-01Paper
Wold-Cramer concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups1976-01-01Paper
q-variate minimal stationary processes1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41124841976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41124831976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41076731976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40741811975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41104031975-01-01Paper
On characterizations of interpolable and minimal stationary processes1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40573491974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40820631974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56867261973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56794491973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56631631972-01-01Paper

Research outcomes over time

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