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R. Lochowski

29 papers hereh-index 6129 citations31 works total

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

author position
  • sole author12
  • first author3
  • middle author7
  • last author6

Across the 28 of 29 papers where every author was matched, so the position is known.

fields
  • math.PR19
  • math.CA6
  • q-fin.MF2
  • cs.CL1
  • math.FA1
same name
  • R. Lochowski — 2 papers, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedTruncated Variation, Upward Truncated Variation and Downward Truncated Variation of Brownian Motion with Drift - their Characteristics and Applications

14 citations · 68 across the 25 of their papers we have counts for

collaborators
Showing 2017Show all

1 paper · 1 filter

math.PR2017★ 2 cited

Quadratic variation of càdlàg semimartingales as a.s. limit of the normalized truncated variations

Rafał M. Łochowski

For a real càdlàg path x we define sequence of semi-explicit quantities, which do not depend on any partitions and such that whenever x is a path of a càdlàg semimartingale the…

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