6 citations · 17 across the 4 of their papers we have counts for
4 papers
Existence of bounded solutions to multiplicative Poisson equations under mixing property
Marcin Pitera, Łukasz Stettner
In this paper we study the problem of Multiplicative Poisson Equation (MPE) bounded solution existence in the generic discrete-time setting. Assuming mixing and boundedness of the…
Topology-Driven Goodness-of-Fit Tests in Arbitrary Dimensions
Paweł Dłotko, Niklas Hellmer, Łukasz Stettner +1
This paper adopts a tool from computational topology, the Euler characteristic curve (ECC) of a sample, to perform one- and two-sample goodness of fit tests. We call our procedure…
Risk-sensitive optimal stopping with unbounded terminal cost function
Damian Jelito, Łukasz Stettner
In this paper we consider an infinite time horizon risk-sensitive optimal stopping problem for a Feller--Markov process with an unbounded terminal cost function. We show that in th…
Infinite horizon stopping problems with (nearly) total reward criteria
Jan Palczewski, Lukasz Stettner
We study an infinite horizon optimal stopping problem which arises naturally in the optimal timing of a firm/project sale or in the valuation of natural resources: the functional t…