Aleksander Weron

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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
Confined random motion with Laplace and Linnik statistics
Journal of Physics A: Mathematical and Theoretical
2023-02-01Paper
Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach
Journal of Physics A: Mathematical and Theoretical
2022-11-11Paper
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach
Applied Mathematics and Computation
2021-11-09Paper
Duality of fractional systems
Communications in Nonlinear Science and Numerical Simulation
2021-07-09Paper
Fractional Klein-Kramers dynamics for subdiffusion and Itô formula
Journal of Statistical Mechanics: Theory and Experiment
2020-08-11Paper
Anomalous diffusion approach to non-exponential relaxation in complex physical systems
Communications in Nonlinear Science and Numerical Simulation
2020-02-20Paper
Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach
Annales Mathematicae Silesianae
2018-10-02Paper
A fractional Fokker-Planck control framework for subdiffusion processes
Optimal Control Applications & Methods
2016-05-23Paper
Identification and validation of fractional subdiffusion dynamics
Fractional Dynamics
2014-09-12Paper
Fischer Black and financial mathematics
Roczniki Polskiego Towarzystwa Matematycznego. Seria II. Wiadomości Matematyczne
2012-06-30Paper
Constantin Carathéodory (1873--1950)
Roczniki Polskiego Towarzystwa Matematycznego. Seria II. Wiadomości Matematyczne
2012-06-30Paper
Stanisław Gładysz (1920--2001)
Roczniki Polskiego Towarzystwa Matematycznego. Seria II. Wiadomości Matematyczne
2012-06-30Paper
Wrocław mathematical school
Roczniki Polskiego Towarzystwa Matematycznego. Seria II. Wiadomości Matematyczne
2012-06-30Paper
Option pricing in subdiffusive Bachelier model
Journal of Statistical Physics
2011-11-25Paper
Ergodic properties of anomalous diffusion processes
Annals of Physics
2011-10-11Paper
Stochastic models for bidding strategies on oligopoly electricity market
Mathematical Methods of Operations Research
2009-07-06Paper
Fractal market hypothesis and two power-laws
Chaos, Solitons and Fractals
2007-08-06Paper
Fractional Langevin equation with α-stable noise. A link to fractional ARIMA time series
Studia Mathematica
2007-06-29Paper
Relaxation functions in dipolar materials
Journal of Statistical Physics
2006-08-23Paper
scientific article; zbMATH DE number 2196057 (Why is no real title available?)2005-08-19Paper
scientific article; zbMATH DE number 2196070 (Why is no real title available?)2005-08-19Paper
What is the best approximation of ruin probability in infinite time?
Applicationes Mathematicae
2005-05-20Paper
scientific article; zbMATH DE number 2148014 (Why is no real title available?)
(available as arXiv preprint)
2005-03-21Paper
scientific article; zbMATH DE number 2148022 (Why is no real title available?)2005-03-21Paper
Bounded solutions for ARMA model with varying coefficients
Applicationes Mathematicae
2004-11-29Paper
Annuities under random rates of interest -- revisited.
Insurance Mathematics & Economics
2003-11-16Paper
scientific article; zbMATH DE number 1775009 (Why is no real title available?)2002-09-04Paper
Pricing forward-start options in the HJM framework; evidence from the Polish market
Applicationes Mathematicae
2002-08-27Paper
CED model for asset returns and fractal market hypothesis
Mathematical and Computer Modelling
2002-05-05Paper
Can one see \(\alpha\)-stable variables and processes?
Statistical Science
2001-02-07Paper
scientific article; zbMATH DE number 1302939 (Why is no real title available?)1999-11-24Paper
scientific article; zbMATH DE number 1223588 (Why is no real title available?)1999-06-21Paper
scientific article; zbMATH DE number 1139949 (Why is no real title available?)1998-09-10Paper
Stable Lévy motion approximation in collective risk theory
Insurance Mathematics & Economics
1998-03-25Paper
scientific article; zbMATH DE number 1038620 (Why is no real title available?)1998-02-10Paper
Option pricing proposals under the generalized hyperbolic model
Communications in Statistics. Stochastic Models
1998-01-21Paper
Conditionally exponential dependence model for asset returns
Applied Mathematics Letters
1997-10-26Paper
Approximation of stochastic differential equations driven by α-stable Lévy motion
Applicationes Mathematicae
1997-03-05Paper
scientific article; zbMATH DE number 939793 (Why is no real title available?)1996-12-03Paper
scientific article; zbMATH DE number 897221 (Why is no real title available?)1996-12-02Paper
scientific article; zbMATH DE number 932659 (Why is no real title available?)1996-10-08Paper
Asymptotic behaviour of stochastic systems with conditionally exponential decay property
Applicationes Mathematicae
1996-07-21Paper
scientific article; zbMATH DE number 843191 (Why is no real title available?)1996-04-08Paper
scientific article; zbMATH DE number 806335 (Why is no real title available?)1995-11-20Paper
Computer-aided modeling and simulation of electrical circuits with α-stable noise
Applicationes Mathematicae
1995-10-08Paper
scientific article; zbMATH DE number 754535 (Why is no real title available?)1995-08-07Paper
A remark on disjointness results for stable processes
Studia Mathematica
1995-04-09Paper
scientific article; zbMATH DE number 431863 (Why is no real title available?)1994-03-14Paper
Ergodic behavior and estimation for periodically correlated processes
Statistics & Probability Letters
1993-02-22Paper
scientific article; zbMATH DE number 4192768 (Why is no real title available?)1991-01-01Paper
Characterizations of intrinsically random dynamical systems
Physica A
1990-01-01Paper
Applications of an operator stochastic integral in Prigogine's theory of irreversible dynamical systems
Expositiones Mathematicae
1990-01-01Paper
An explicit approach to the \(\Lambda\)-operator and the H-theorem in the Prigogine theory of irreversibility
Physica A
1989-01-01Paper
Innovations and Wold decompositions of stable sequences
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1988-01-01Paper
Ergodic properties of stationary stable processes
Stochastic Processes and their Applications
1987-01-01Paper
scientific article; zbMATH DE number 3919440 (Why is no real title available?)1985-01-01Paper
Harmonizable stable processes on groups: spectral, ergodic and interpolation properties
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1985-01-01Paper
scientific article; zbMATH DE number 3874294 (Why is no real title available?)1984-01-01Paper
Decomposability of cylindrical martingales and absolutely summing operators
Mathematische Zeitschrift
1984-01-01Paper
scientific article; zbMATH DE number 3863895 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3830952 (Why is no real title available?)1982-01-01Paper
Aronszajn-Kolmogorov type theorems for positive definite kernels in locally convex spaces
Studia Mathematica
1981-01-01Paper
Dilation theorems for positive definite operator kernels having majorants
Journal of Functional Analysis
1981-01-01Paper
\(\alpha\)-stable characterization of Banach spaces (\(1<alpha<2\))
Journal of Multivariate Analysis
1981-01-01Paper
Existence of the linear prediction for Banach space valued Gaussian processes
Journal of Multivariate Analysis
1981-01-01Paper
scientific article; zbMATH DE number 3696159 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3696163 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3696163 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3684599 (Why is no real title available?)1980-01-01Paper
Dilations of Banach space operator valued functions
Annales Polonici Mathematici
1980-01-01Paper
scientific article; zbMATH DE number 3647860 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3647860 (Why is no real title available?)1979-01-01Paper
Darstellung von stationären stochastischen Prozessen mit Werten in einem BANACH-Raum durch einseitige gleitende Mittel
Mathematische Nachrichten
1979-01-01Paper
scientific article; zbMATH DE number 3612213 (Why is no real title available?)1978-01-01Paper
scientific article; zbMATH DE number 3642420 (Why is no real title available?)1977-01-01Paper
scientific article; zbMATH DE number 3600837 (Why is no real title available?)1977-01-01Paper
scientific article; zbMATH DE number 3535143 (Why is no real title available?)1976-01-01Paper
scientific article; zbMATH DE number 3535142 (Why is no real title available?)1976-01-01Paper
scientific article; zbMATH DE number 3530696 (Why is no real title available?)1976-01-01Paper
Wold-Cramer concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups
Journal of Multivariate Analysis
1976-01-01Paper
q-variate minimal stationary processes
Studia Mathematica
1976-01-01Paper
scientific article; zbMATH DE number 3491965 (Why is no real title available?)1975-01-01Paper
scientific article; zbMATH DE number 3533852 (Why is no real title available?)1975-01-01Paper
scientific article; zbMATH DE number 3473043 (Why is no real title available?)1974-01-01Paper
scientific article; zbMATH DE number 3500764 (Why is no real title available?)1974-01-01Paper
On characterizations of interpolable and minimal stationary processes
Studia Mathematica
1974-01-01Paper
scientific article; zbMATH DE number 3424900 (Why is no real title available?)1973-01-01Paper
scientific article; zbMATH DE number 3415076 (Why is no real title available?)1973-01-01Paper
scientific article; zbMATH DE number 3395126 (Why is no real title available?)1972-01-01Paper


Research outcomes over time


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