Publications

Journal: Stochastic Analysis and Applications

Number of publications: 9

2026

• Michał Barski , Rafał Łochowski, Affine term structure models driven by independent Lévy processes, Stochastic Analysis and Applications, 44 (3) 2026, p. 377-415. See in PBN

2018

• Jacek Jakubowski , Maciej Wiśniewolski , Invariance formulas for stopping Times of squared Bessel process, Stochastic Analysis and Applications, 36 (4) 2018, p. 671-699. See in PBN

2016

• Adam Osękowski , A logarithmic bound for a stopped Brownian motion, Stochastic Analysis and Applications, 2016. See in PBN

2012

• Adam Osękowski , Doob- type estimates for differentially subordinated martingales, Stochastic Analysis and Applications, 2012. See in PBN
• Adam Osękowski , Doob-type estimates for differentially subordinated martingales, Stochastic Analysis and Applications, 2012. See in PBN

2009

• Michał Barski , Approximations for solutions of Levy-type stochastic differential equations, Stochastic Analysis and Applications, 2009. See in PBN

2008

• T. Bielecki, Jacek Jakubowski , A. Vidozzi, L. Vidozzi, Study of dependence for some stochastic processes, Stochastic Analysis and Applications, 2008. See in PBN

2005

• Katarzyna Pietruska-Pałuba , The Wiener sausage asymptotics on simple nested fractals, Stochastic Analysis and Applications, 2005. See in PBN

1991

• Tomasz Bojdecki, Jacek Jakubowski , The Girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space, Stochastic Analysis and Applications, 1991. See in PBN