Dominik Kutek

most citedBregman variation of semimartingales

1 citations · 1 across the 1 of their papers we have counts for

collaborators

3 papers

math.PR2024★ 1 cited

Bregman variation of semimartingales

Krzysztof Bogdan, Dominik Kutek, Katarzyna Pietruska-Pałuba

We define Bregman variation of semimartingales. We give its pathwise representation, Itô-type isometry for martingales, and applications to harmonic analysis.

math.PR2024

Exponential inequalities and laws of the iterated logarithm for multiple Poisson--Wiener integrals and Poisson $U$ -statistics

Radosław Adamczak, Dominik Kutek

We prove tail and moment inequalities for multiple stochastic integrals on the Poisson space and for Poisson $U$ -statistics. We use them to demonstrate the Law of the Iterated Loga…

math.PR2023

On Orlicz spaces satisfying the Hoffmann-Jørgensen inequality

Radosław Adamczak, Dominik Kutek

Building on Talagrand's proof of the Hoffmann-Jørgensen inequality for $L_{p}$ spaces and its version for the exponential Orlicz spaces we provide a full characterization of Orlicz f…

Bregman variation of semimartingales

Exponential inequalities and laws of the iterated logarithm for multiple Poisson--Wiener integrals and Poisson U-statistics

On Orlicz spaces satisfying the Hoffmann-Jørgensen inequality

Exponential inequalities and laws of the iterated logarithm for multiple Poisson--Wiener integrals and Poisson $U$ -statistics