The following pages link to Paweł Przybyłowicz (Q261846):
Displaying 37 items.
- On the optimal robust solution of IVPs with noisy information (Q261847) (← links)
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- Optimal approximation of stochastic integrals with respect to a homogeneous Poisson process (Q350258) (← links)
- Optimal solution of a class of non-autonomous initial-value problems with unknown singularities (Q390489) (← links)
- Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface (Q479000) (← links)
- Optimal adaptive solution of piecewise regular systems of IVPs with unknown switching hypersurface (Q529889) (← links)
- Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting (Q670803) (← links)
- Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions (Q711243) (← links)
- Optimal adaptive solution of initial-value problems with unknown singularities (Q945916) (← links)
- Linear information for approximation of the Itô integrals (Q1047177) (← links)
- Efficient finite-dimensional solution of initial value problems in infinite-dimensional Banach spaces (Q1633563) (← links)
- Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control (Q1713191) (← links)
- Optimal global approximation of jump-diffusion SDEs via path-independent step-size control (Q1743399) (← links)
- Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration (Q1947487) (← links)
- Optimal approximation of stochastic integrals in analytic noise model (Q2009523) (← links)
- Randomized Runge-Kutta method -- stability and convergence under inexact information (Q2041068) (← links)
- On the randomized Euler schemes for ODEs under inexact information (Q2084257) (← links)
- Approximation of solutions of DDEs under nonstandard assumptions via Euler scheme (Q2098808) (← links)
- Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information (Q2199772) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps (Q2244427) (← links)
- Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients (Q2255720) (← links)
- Optimal pointwise approximation of SDE's from inexact information (Q2360711) (← links)
- Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm (Q2437367) (← links)
- Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients (Q2935370) (← links)
- Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
- Optimal sampling design for global approximation of jump diffusion stochastic differential equations (Q5086424) (← links)
- Euler scheme for approximation of solution of nonlinear ODEs under inexact information (Q6064949) (← links)
- Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs (Q6126057) (← links)
- Monte Carlo integration of \(C^r\) functions with adaptive variance reduction: an asymptotic analysis (Q6161576) (← links)
- A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient (Q6417437) (← links)
- Foundations of Monte Carlo methods and stochastic simulations -- From Monte Carlo Lebesgue integration to weak approximation of SDEs (Q6507954) (← links)
- A Randomized Runge-Kutta Method for time-irregular delay differential equations (Q6518318) (← links)
- Convergence and stability of randomized implicit two-stage Runge-Kutta schemes (Q6532603) (← links)
- Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift (Q6618516) (← links)
- A Skorohod measurable universal functional representation of solutions to semimartingale SDEs (Q6668713) (← links)
- On the randomized Euler scheme for SDEs with integral-form drift (Q6730860) (← links)
