53 citations · 157 across the 23 of their papers we have counts for
5 papers · 1 filter
Renormalized solutions of semilinear elliptic equations with general measure data
Tomasz Klimsiak, Andrzej Rozkosz
In the paper, we first propose a definition of renormalized solution of semilinear elliptic equation involving operator corresponding to a general (possibly nonlocal) symmetric reg…
Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles
Tomasz Klimsiak, Andrzej Rozkosz, Leszek Slominski
We consider a system of seminlinear parabolic variational inequalities with time-dependent convex obstacles. We prove the existence and uniqueness of its solution. We also provide…
Nonlinear parabolic SPDEs involving Dirichlet operators
Tomasz Klimsiak, Andrzej Rozkosz
We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving oper…
Large time behaviour of solutions to parabolic equations with Dirichlet operators and nonlinear dependence on measure data
Tomasz Klimsiak, Andrzej Rozkosz
We study large time behaviour of solutions of the Cauchy problem for equations of the form , where is the operator associated with a reg…
The valuation of American options in a multidimensional exponential Levy model
Tomasz Klimsiak, Andrzej Rozkosz
We consider the problem of valuation of American options written on dividend-paying assets whose price dynamics follows a multidimensional exponential Levy model. We carefully exam…