14 citations · 68 across the 25 of their papers we have counts for
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math.PR2018
On tails of exit times of multidimensional Lévy processes
Rafał Marcin Łochowski
Using a very simple argument based on the indepenence of increments and the fact that in a finite dimensional space there are not too many directions, we derive a theorem s…
q-fin.MF2018
On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales
Lesiba Ch. Galane, Rafał M. Łochowski, Farai J. Mhlanga
We prove the existence and uniqueness of solutions of SDEs with Lipschitz coefficients, driven by continuous, model-free martingales. The main tool in our reasoning is Picard's ite…
math.PR2018★ 1 cited
On tails of symmetric and totally asymmetric -stable distributions
Witold M. Bednorz, Rafał M. Łochowski, Rafał Martynek
We estimate up to universal constants tails of symmetric and totally asymmetric 1-dimensional -stable distributions in terms of functions of the parameters of these distribution…