The following pages link to Andrzej Rozkosz (Q253080):
Displaying 47 items.
- The early exercise premium representation for American options on multiply assets (Q253081) (← links)
- Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data (Q428661) (← links)
- \(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition (Q713208) (← links)
- Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles (Q722074) (← links)
- On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients (Q805070) (← links)
- Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form (Q889863) (← links)
- On stability and existence of solutions of SDEs with reflection at the boundary (Q1275931) (← links)
- (Q1363462) (redirect page) (← links)
- Stochastic representation of diffusions corresponding to divergence form operators (Q1363463) (← links)
- Backward SDEs and Cauchy problem for semilinear equations in divergence form (Q1400828) (← links)
- Renormalized solutions of semilinear elliptic equations with general measure data (Q1736099) (← links)
- On existence of solutions of BSDEs with continuous coefficient (Q1771298) (← links)
- On semilinear elliptic equations with diffuse measures (Q1783751) (← links)
- On Dirichlet processes associated with second order divergence form operators (Q1841547) (← links)
- Valuing American options by simulation: a BSDEs approach (Q2228772) (← links)
- Smooth measures and capacities associated with nonlocal parabolic operators (Q2285553) (← links)
- Large time behavior of solutions to parabolic equations with Dirichlet operators and nonlinear dependence on measure data (Q2315971) (← links)
- On the structure of diffuse measures for parabolic capacities (Q2324113) (← links)
- Obstacle problem for semilinear parabolic equations with measure data (Q2351478) (← links)
- Dirichlet forms and semilinear elliptic equations with measure data (Q2436736) (← links)
- On mild solutions of gradient systems in Hilbert spaces (Q2440515) (← links)
- Reflected BSDEs in time-dependent convex regions (Q2512847) (← links)
- On a decomposition of symmetric diffusions with reflecting boundary conditions. (Q2574535) (← links)
- Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach (Q2636933) (← links)
- (Q2771983) (← links)
- Nonlinear parabolic SPDEs involving Dirichlet operators (Q2787148) (← links)
- (Q3031727) (← links)
- On Backward Stochastic Differential Equations Approach to Valuation of American Options (Q3100574) (← links)
- Semilinear elliptic equations with measure data and quasi-regular Dirichlet forms (Q3178208) (← links)
- (Q3210650) (← links)
- On weak convergence of solutions of one-dimensional stochastic differential equations (Q3486601) (← links)
- On Stochastic Representation for Solutions of the Dirichlet Problem for Elliptic Equations in Divergence Form (Q3611806) (← links)
- On Convergence Of Transition Probability Densities Of One-Dimensional Diffusions (Q4022725) (← links)
- Extended convergence of dirichlet processes (Q4236076) (← links)
- On weak solutions of one-dimensional SDEs with time-dependent coefficients (Q4311565) (← links)
- Weak convergence of diffusions corresponding to divergence form operators (Q4363325) (← links)
- (Q4431511) (← links)
- (Q4494512) (← links)
- (Q4512497) (← links)
- BSDEs with random terminal time and semilinear elliptic PDEs in divergence form (Q4677445) (← links)
- (Q4954125) (← links)
- The valuation of American options in a multidimensional exponential Lévy model (Q4962464) (← links)
- (Q5043554) (← links)
- On perpetual American options in a multidimensional Black–Scholes model (Q5094573) (← links)
- On the structure of bounded smooth measures associated with a quasi-regular Dirichlet form (Q5348048) (← links)
- On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form (Q5704637) (← links)
- On approximation of the Dirichlet problem for divergence form operators by Robin problems (Q6077855) (← links)
