Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Rafał M. Łochowski"'
Autor:
Rafał M Łochowski
Publikováno v:
Journal of Inequalities and Applications, Vol 2018, Iss 1, Pp 1-23 (2018)
Abstract We prove an inequality of the Loéve-Young type for the Riemann-Stieltjes integrals driven by irregular signals attaining their values in Banach spaces, and, as a result, we derive a new theorem on the existence of the Riemann-Stieltjes inte
Externí odkaz:
https://doaj.org/article/6f92f46b16eb48b580578ed6dd4d4549
Autor:
Witold M. Bednorz, RafaŁ M. Łochowski
Publikováno v:
Bernoulli. 29
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7aecff9db1fb610c7ea6a1d586a6c58a
https://doi.org/10.3150/22-bej1539
https://doi.org/10.3150/22-bej1539
Publikováno v:
International Journal of Approximate Reasoning. 141:11-27
We provide a very brief introduction to typical paths and the corresponding Ito type integration. Relying on this robust Ito integration, we prove an existence and uniqueness result for one-dimensional differential equations driven by typical paths w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d54a5f0878dbaaab87a32a0c46ddff6b
https://doi.org/10.1016/j.ijar.2021.03.003
https://doi.org/10.1016/j.ijar.2021.03.003
Publikováno v:
ESAIM: Probability and Statistics. 26:378-396
For a general càdlàg Lévy process X on a separable Banach space V we estimate values of infc≥0 {ψ(c) + infY∈AX(c) 𝔼TV(Y,[0,T])}, where AX(c) is the family of processes on V adapted to the natural filtration of X, a.s. approximating paths o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::733ed73e73f77d879203f88da396088f
https://doi.org/10.1051/ps/2022011
https://doi.org/10.1051/ps/2022011
Autor:
Elżbieta Skorupska, Przemysław Keczmer, Rafał M Łochowski, Paulina Tomal, Michał Rychlik, Włodzimierz Samborski
Publikováno v:
PLoS ONE, Vol 11, Iss 7, p e0159587 (2016)
Lately, the diagnostic value of magnetic resonance imaging, Lasègue sign and classic neurological signs have been considered not accurate enough to distinguish the radicular from non-radicular low back with leg pain (LBLP) and a calculation of the s
Externí odkaz:
https://doaj.org/article/b1f0413c452c481fbbbf181307a7e801
Three concepts of local times for deterministic c{\`a}dl{\`a}g paths are developed and the corresponding pathwise Tanaka--Meyer formulae are provided. For semimartingales, it is shown that their sample paths a.s. satisfy all three pathwise definition
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a3932ae81b3883ba4a97d99fa26c8aa
https://doi.org/10.1214/21-ejp638
https://doi.org/10.1214/21-ejp638
Autor:
Rafał M. Łochowski
Publikováno v:
Stochastics. 91:629-642
For a real cadlag path x, we define sequence of semi-explicit quantities, which do not depend on any partitions and such that whenever x is a path of a cadlag semimartingale then these quantities t...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::439a880571ffb45737db7067681e49f8
https://doi.org/10.1080/17442508.2019.1568437
https://doi.org/10.1080/17442508.2019.1568437
Publikováno v:
Probability and Mathematical Statistics. 41
We estimate up to universal constants tails of symmetric and totally asymmetric 1-dimensional $\alpha$-stable distributions in terms of functions of the parameters of these distributions. In particular, for values of $\alpha$ close to $2$ we specify
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a4fe90e6dee3b675737498a977c04efc
https://doi.org/10.37190/0208-4147.41.2.7
https://doi.org/10.37190/0208-4147.41.2.7
Autor:
Rafał M. Łochowski
Publikováno v:
LMS Journal of Computation and Mathematics. 19:281-292
The aim of this paper is to find a formula for the double Laplace transform of the truncated variation of a Brownian motion with drift. In order to find the double Laplace transform, we also prove some identities for the Brownian motion with drift, w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4cd39e6c136315f6e864a10ce8c37a5f
https://doi.org/10.1112/s1461157016000127
https://doi.org/10.1112/s1461157016000127
Publikováno v:
Banach Center Publications. 104:121-131
We analyse the case of certificates of environmental improvements and full cooperation of two identical agents. We model pollution levels as geometric Brownian motions with quadratic costs of improvements. Our main result is the construction of the o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f7e1b6ac2e8148d121d3e00710688898
https://doi.org/10.4064/bc104-0-6
https://doi.org/10.4064/bc104-0-6