Peter Parczewski

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!

Publication	Date of Publication	Type
Optimal pointwise approximation of anticipating SDEs Discrete and Continuous Dynamical Systems. Series B	2024-02-20	Paper
Discretizing Malliavin calculus Stochastic Processes and their Applications	2018-06-13	Paper
Optimal approximation of Skorohod integrals Journal of Theoretical Probability	2018-04-20	Paper
The self-normalized Donsker theorem revisited Modern Stochastics. Theory and Applications	2017-12-22	Paper
Extensions of the Hitsuda-Skorokhod integral	2017-11-16	Paper
Donsker-type theorems for correlated geometric fractional Brownian motions and related processes Electronic Communications in Probability	2017-10-25	Paper
Optimal approximation of Skorohod integrals - examples with substandard rates	2017-01-05	Paper
A Wick functional limit theorem	2014-06-20	Paper
A fractional Donsker theorem Stochastic Analysis and Applications	2014-05-02	Paper
On the connection between discrete and continuous Wick calculus with an application to the fractional Black-Scholes model	2013-06-12	Paper
Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus Bernoulli	2012-09-19	Paper
Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus Bernoulli	2012-09-19	Paper

Research outcomes over time

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