1 citations · 1 across the 2 of their papers we have counts for
7 papers
On approximation of solutions of stochastic delay differential equations via randomized Euler scheme
Paweł Przybyłowicz, Yue Wu, Xinheng Xie
We investigate existence, uniqueness and approximation of solutions to stochastic delay differential equations (SDDEs) under Carathéodory-type drift coefficients. Moreover, we also…
On automatic calibration of the SIRD epidemiological model for COVID-19 data in Poland
Piotr Błaszczyk, Konrad Klimczak, Adam Mahdi +4
We propose a novel methodology for estimating the epidemiological parameters of a modified SIRD model (acronym of Susceptible, Infected, Recovered and Deceased individuals) and per…
On the randomized Euler schemes for ODEs under inexact information
Tomasz Bochacik, Paweł Przybyłowicz
We analyse errors of randomized explicit and implicit Euler schemes for approximate solving of ordinary differential equations (ODEs). We consider classes of ODEs for which the rig…
Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps
Paweł Przybyłowicz, Michaela Szölgyenyi, Fanhui Xu
In this letter we prove existence and uniqueness of strong solutions to multi-dimensional SDEs with discontinuous drift and finite activity jumps.
Randomized Runge-Kutta method -- stability and convergence under inexact information
Tomasz Bochacik, Maciej Goćwin, Paweł M. Morkisz +1
We deal with optimal approximation of solutions of ODEs under local Lipschitz condition and inexact discrete information about the right-hand side functions. We show that the rando…
Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information
Paweł M. Morkisz, Paweł Przybyłowicz
We deal with pointwise approximation of solutions of scalar stochastic differential equations in the presence of informational noise about underlying drift and diffusion coefficien…