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researcher

M. Barski

17 papers hereh-index 6175 citations42 works total

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

author position
  • sole author9
  • first author8

Across the 17 of 17 papers where every author was matched, so the position is known.

fields
  • q-fin.MF7
  • math.PR6
  • math.OC1
  • q-fin.CP1
  • q-fin.PR1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20082023
most citedOn generalized CIR equations

12 citations · 16 across the 14 of their papers we have counts for

collaborators
Showing 2015 · math.PRShow all

1 paper · 2 filters

math.PR2015★ 1 cited

Approximations for solutions of Lévy-type stochastic differential equations

Michał Barski

The problem of the construction of strong approximations with a given order of convergence for jump-diffusion equations is studied. General approximation schemes are constructed fo…

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