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researcher

Tomasz R. Bielecki

4 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR1
  • q-fin.MF1
  • q-fin.PR1
  • q-fin.RM1
ORCID 0000-0001-6623-1504

identity via Semantic Scholar / OpenAlex

activity
20122023
most citedValuation and Hedging of Contracts with Funding Costs and Collateralization

2 citations · 3 across the 4 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2022

On Function of Evolution of Distribution for Time Homogeneous Markov Processes

Tomasz Bielecki, Jacek Jakubowski, Maciej Wiśniewolski

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of di…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.