The following pages link to Jacek Jakubowski (Q388910):
Displaying 50 items.
- (Q268813) (redirect page) (← links)
- Stochastic volatility models with volatility driven by fractional Brownian motions (Q268815) (← links)
- Stochastic analysis for finance with simulations (Q276302) (← links)
- Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae (Q388912) (← links)
- On matching diffusions, Laplace transforms and partial differential equations (Q492943) (← links)
- Conditional Markov chains: properties, construction and structured dependence (Q516008) (← links)
- Structural theorems for multiplicative systems of functions (Q579731) (← links)
- Ito stochastic integral in the dual of a nuclear space (Q583718) (← links)
- (Q638344) (redirect page) (← links)
- A class of \(\mathbb F\)-doubly stochastic Markov chains (Q638346) (← links)
- Integration by parts formulas and rotationally invariant Sobolev calculus on free loop spaces (Q687767) (← links)
- (Q689531) (redirect page) (← links)
- A note on nonlinear stochastic equations in Hilbert spaces (Q689532) (← links)
- Occupation times of subcritical branching immigration systems with Markov motions (Q734632) (← links)
- Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
- Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space (Q753271) (← links)
- Study of dependence for some stochastic processes: symbolic Markov copulae (Q765883) (← links)
- Developing new portfolio strategies by aggregation (Q827154) (← links)
- A note on switching property for squared Bessel process (Q831325) (← links)
- Multiple stable integrals of Banach-valued functions (Q914248) (← links)
- Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
- Solutions of a stochastic differential equation forced onto a manifold by a large drift (Q1180573) (← links)
- Large deviations for a reaction-diffusion equation with non-Gaussian perturbations (Q1184102) (← links)
- \(\mathbb{D}^ \infty\)-cohomology groups and \(\mathbb{D}^ \infty\)-maps on submanifolds in Wiener spaces (Q1193911) (← links)
- On stochastic Euler equations (Q1280867) (← links)
- Cointegrated processes with infinite variance innovations (Q1296604) (← links)
- On the convergence of Dirichlet processes (Q1304021) (← links)
- Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential (Q1381574) (← links)
- Some approximations of stochastic \(\theta\)-integrals (Q1568069) (← links)
- On the selection of subsystems equivalent in distribution to the Rademacher system (Q1569305) (← links)
- Linear processes in function spaces. Theory and applications (Q1581774) (← links)
- Completely monotone multisequences, symmetric probabilities and a normal limit theorem (Q1592951) (← links)
- Invariant measures for generalized Langevin equations in conuclear spaces (Q1613650) (← links)
- Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533) (← links)
- Lenses in skew Brownian flow (Q1769507) (← links)
- Lyapunov exponents for small random perturbations of Hamiltonian systems. (Q1872253) (← links)
- Integration of Brownian vector fields. (Q1872277) (← links)
- The strong solution of the Monge-Ampère equation on the Wiener space for log-concave densities (Q1876897) (← links)
- Stochastic evolution equations in Hilbert spaces (Q1900116) (← links)
- A representation theorem for generalized Wiener process in conuclear space (Q1908574) (← links)
- The anticipative Stratonovich integral in conuclear spaces (Q1917182) (← links)
- Vector-valued decoupling and the Burkholder-Davis-Gundy inequality (Q1928909) (← links)
- \(\mathfrak G\)-uniform scalar integrability and strong laws of large numbers for Pettis integrable functions with values in a separable locally convex space (Q1975245) (← links)
- Stochastic partial differential equations for a class of interacting measure-valued diffusions (Q1978132) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Another look at the Hartman-Watson distributions (Q2006374) (← links)
- Explicit solutions of Volterra integro-differential convolution equations (Q2034036) (← links)
- A convolution formula for the local time of an Itô diffusion reflecting at 0 and a generalized Stroock-Williams equation (Q2040097) (← links)
- Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates (Q2040431) (← links)
- Strong regularization by Brownian noise propagating through a weak Hörmander structure (Q2089751) (← links)
