15 citations · 15 across the 3 of their papers we have counts for
5 papers
Stability of solutions of semilinear evolution equations with integro-differential operators
Andrzej Rozkosz, Leszek Słomiński
We consider solutions of the Cauchy problem for semilinear equations with (possibly) different Lévy operators. We provide various results on their convergence under the assumption…
Reflected backward stochastic differential equations with two optional barriers
Tomasz Klimsiak, Maurycy Rzymowski, Leszek Słomiński
We consider reflected backward stochastic differential equations with two general optional barriers. The solutions to these equations have the so-called regulated trajectories, i.e…
Reflected BSDEs with regulated trajectories
Tomasz Klimsiak, Maurycy Rzymowski, Leszek Słomiński
We consider reflected backward stochastic different equations with optional barrier and so-called regulated trajectories, i.e trajectories with left and right finite limits. We pro…
Penalization methods for the Skorokhod problem and reflecting SDEs with jumps
Weronika Łaukajtys, Leszek Słomiński
We study the problem of approximation of solutions of the Skorokhod problem and reflecting stochastic differential equations (SDEs) with jumps by sequences of solutions of equation…
Cadlag Skorokhod problem driven by a maximal monotone operator
Lucian Maticiuc, Aurel Răşcanu, Leszek Słomiński +1
The article deals with existence and uniqueness of the solution of the following differential equation (a càdlàg Skorokhod problem) driven by a maximal monotone operator and with s…