83 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- African Institute for Mathematical SciencesZA5 papers
- Toronto Metropolitan UniversityCA5 papers
- University of OttawaCA4 papers
- University of WarsawPL4 papers
- Bialystok University of TechnologyPL2 papers
- Prince Mohammad bin Fahd UniversitySA2 papers
- University of AveiroPT2 papers
- University of LimpopoZA2 papers
- Akdeniz University HospitalTR1 paper
- Binghamton UniversityUS1 paper
- Broad InstituteUS1 paper
- Central European UniversityAT1 paper
6 papers · 1 filter
Local times and Tanaka--Meyer formulae for càdlàg paths
Rafał M. Łochowski, Jan Obłój, David J. Prömel +1
Three concepts of local times for deterministic c{à}dl{à}g paths are developed and the corresponding pathwise Tanaka--Meyer formulae are provided. For semimartingales, it is shown…
Optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes
W. M. Bednorz, Rafał M. Łochowski, R. Martynek
For a general càdlàg Lévy process on a separable Banach space we estimate values of $\inf_{Y\in{\cal A}_X} \mathbb{E}\left\{ ψ\left( \Vert X - Y \Vert_\infty\right) + \mathrm{T…
On tails of symmetric and totally asymmetric -stable distributions
Witold M. Bednorz, Rafał M. Łochowski, Rafał Martynek
We estimate up to universal constants tails of symmetric and totally asymmetric 1-dimensional -stable distributions in terms of functions of the parameters of these distribution…
Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes
Witold Marek Bednorz, RafaŁ Marcin Łochowski
For a real càdlàg function defined on a compact interval, its truncated variation at the level is the infimum of total variations of functions uniformly approximating …
On truncated variation, upward truncated variation and downward truncated variation for diffusions
Rafał M. Łochowski, Piotr Miłoś
The truncated variation, , is a fairly new concept introduced in [5]. Roughly speaking, given a càdlàg function , its truncated variation is "the total variation which doe…
Truncated Variation, Upward Truncated Variation and Downward Truncated Variation of Brownian Motion with Drift - their Characteristics and Applications
Rafał Łochowski
In the paper "On Truncated Variation of Brownian Motion with Drift" (Bull. Pol. Acad. Sci. Math. 56 (2008), no.4, 267 - 281) we defined truncated variation of Brownian motion with…